# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-26-013258
**Filing Date:** 2026-6
**Character Count:** 2932333
**Document Hash:** 3972cff2ef8f1f19f52a09d363173571
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013258.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0002071691-26-013258

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

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

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $324764513397.13

- **Amortized Cost of Portfolio Securities:** $324774997320.86

- **Cash:** $13107192596.77

- **Total Other Assets:** $885804146.48

- **Total Liabilities:** $2017830359.37

- **Net Assets of Series:** $336750163704.74

- **Number of Shares Outstanding (Series):** 336804560660.5900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $196723489462.99          | $262607544787.26           | 57.4500%                  | 76.6800%                   |
| 2026-05-04 | $198228365408.93          | $261481331662.98           | 57.0800%                  | 75.2900%                   |
| 2026-05-05 | $191284084675.02          | $253432646419.29           | 56.1900%                  | 74.4500%                   |
| 2026-05-06 | $184328485207.59          | $248722671337.79           | 54.9000%                  | 74.0800%                   |
| 2026-05-07 | $177478730644.23          | $245378541160.80           | 53.3900%                  | 73.8200%                   |
| 2026-05-08 | $182503994478.07          | $249334370582.24           | 54.3400%                  | 74.2400%                   |
| 2026-05-11 | $192386562961.20          | $256110730106.54           | 56.3600%                  | 75.0200%                   |
| 2026-05-12 | $195237859773.34          | $257762728811.63           | 56.9000%                  | 75.1200%                   |
| 2026-05-13 | $191584924021.06          | $257855394952.62           | 55.8800%                  | 75.2000%                   |
| 2026-05-14 | $186749879706.58          | $255821052531.28           | 54.8700%                  | 75.1600%                   |
| 2026-05-15 | $186617488486.34          | $256037912787.65           | 54.8400%                  | 75.2300%                   |
| 2026-05-18 | $195130845933.04          | $260182008693.68           | 56.7100%                  | 75.6200%                   |
| 2026-05-19 | $192768962896.41          | $256775994473.00           | 56.5800%                  | 75.3700%                   |
| 2026-05-20 | $194812076553.39          | $261719876946.53           | 56.0900%                  | 75.3500%                   |
| 2026-05-21 | $193292400829.65          | $261600970039.35           | 55.6700%                  | 75.3400%                   |
| 2026-05-22 | $194941238708.40          | $258850576734.52           | 56.5900%                  | 75.1400%                   |
| 2026-05-26 | $195775368708.88          | $258733528397.22           | 56.9500%                  | 75.2700%                   |
| 2026-05-27 | $187434384940.50          | $253793387549.38           | 55.3200%                  | 74.9000%                   |
| 2026-05-28 | $190456174628.44          | $254916020157.51           | 55.7600%                  | 74.6400%                   |
| 2026-05-29 | $182270621663.21          | $252131310113.03           | 53.8000%                  | 74.4300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6700%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6500%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9998                      |
|  |  |
| 2026-05-05 | 0.9998                      |
|  |  |
| 2026-05-06 | 0.9998                      |
|  |  |
| 2026-05-07 | 0.9998                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9998                      |
|  |  |
| 2026-05-12 | 0.9998                      |
|  |  |
| 2026-05-13 | 0.9998                      |
|  |  |
| 2026-05-14 | 0.9998                      |
|  |  |
| 2026-05-15 | 0.9998                      |
|  |  |
| 2026-05-18 | 0.9998                      |
|  |  |
| 2026-05-19 | 0.9998                      |
|  |  |
| 2026-05-20 | 0.9998                      |
|  |  |
| 2026-05-21 | 0.9998                      |
|  |  |
| 2026-05-22 | 0.9998                      |
|  |  |
| 2026-05-26 | 0.9998                      |
|  |  |
| 2026-05-27 | 0.9998                      |
|  |  |
| 2026-05-28 | 0.9998                      |
|  |  |
| 2026-05-29 | 0.9998                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $42613763539.82

- **Number of Shares Outstanding:** 42620647155.9200

- **Expense Reimbursement/Waiver:** 211363.92

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2211762854.28            | $1847995757.56          |
| 2026-05-04 | $1716404296.06            | $2060040575.81          |
| 2026-05-05 | $2024416620.11            | $1554609788.98          |
| 2026-05-06 | $1312961912.51            | $1790117627.79          |
| 2026-05-07 | $1408509439.72            | $1911490429.83          |
| 2026-05-08 | $1838655742.98            | $1310249191.16          |
| 2026-05-11 | $1672391141.58            | $1511992850.96          |
| 2026-05-12 | $1166561307.57            | $1691335136.75          |
| 2026-05-13 | $1230423828.52            | $1375954874.41          |
| 2026-05-14 | $1327752261.57            | $1385897786.85          |
| 2026-05-15 | $2536314524.14            | $3574975729.44          |
| 2026-05-18 | $1338204957.30            | $2140661532.95          |
| 2026-05-19 | $1836600564.39            | $1586620468.44          |
| 2026-05-20 | $1574515090.21            | $2089682330.49          |
| 2026-05-21 | $3831051482.85            | $1665522305.18          |
| 2026-05-22 | $2441036091.80            | $1426708383.13          |
| 2026-05-26 | $1814056870.91            | $1977017057.31          |
| 2026-05-27 | $2723205182.22            | $3774622594.13          |
| 2026-05-28 | $1416284882.39            | $3199713522.57          |
| 2026-05-29 | $2632867011.77            | $1584801261.07          |

**Total Gross Subscriptions (Month):** $38053976062.88

**Total Gross Redemptions (Month):** $39460009204.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5000%           |
| 2026-05-04 | 3.4900%           |
| 2026-05-05 | 3.4900%           |
| 2026-05-06 | 3.4900%           |
| 2026-05-07 | 3.4900%           |
| 2026-05-08 | 3.4800%           |
| 2026-05-11 | 3.4700%           |
| 2026-05-12 | 3.4700%           |
| 2026-05-13 | 3.4700%           |
| 2026-05-14 | 3.4700%           |
| 2026-05-15 | 3.4600%           |
| 2026-05-18 | 3.4500%           |
| 2026-05-19 | 3.4500%           |
| 2026-05-20 | 3.4400%           |
| 2026-05-21 | 3.4300%           |
| 2026-05-22 | 3.4300%           |
| 2026-05-26 | 3.4300%           |
| 2026-05-27 | 3.4400%           |
| 2026-05-28 | 3.4500%           |
| 2026-05-29 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 9.2800%          | 0.0000%              |
| Broker-dealer                                       |  | 16.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0900%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.5300%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $210738346573.31

- **Number of Shares Outstanding:** 210772388204.2100

- **Expense Reimbursement/Waiver:** 433119.11

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $18357739018.11           | $9993669256.77          |
| 2026-05-04 | $15776544012.71           | $11095025008.90         |
| 2026-05-05 | $7082187346.27            | $14191765471.85         |
| 2026-05-06 | $10464075148.78           | $13822544219.55         |
| 2026-05-07 | $8520881175.50            | $10561941734.63         |
| 2026-05-08 | $15900672864.72           | $8641117409.74          |
| 2026-05-11 | $10632178800.47           | $7859845357.54          |
| 2026-05-12 | $9004788532.76            | $8603093473.98          |
| 2026-05-13 | $10605674447.46           | $10058779602.64         |
| 2026-05-14 | $11447328307.12           | $9925987678.19          |
| 2026-05-15 | $9427696416.36            | $11815624113.68         |
| 2026-05-18 | $10052682209.76           | $10210944836.29         |
| 2026-05-19 | $9141703971.05            | $8353547366.65          |
| 2026-05-20 | $9494104061.58            | $9680665381.55          |
| 2026-05-21 | $12512215556.24           | $9419713807.68          |
| 2026-05-22 | $7673053311.81            | $11655783738.17         |
| 2026-05-26 | $12712887671.15           | $10095799426.20         |
| 2026-05-27 | $9593584703.79            | $10187635249.41         |
| 2026-05-28 | $15541071132.04           | $12949207339.31         |
| 2026-05-29 | $9924580339.85            | $12744826274.35         |

**Total Gross Subscriptions (Month):** $223865649027.53

**Total Gross Redemptions (Month):** $211867516747.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5400%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5200%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5000%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4900%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4800%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4900%           |
| 2026-05-28 | 3.5000%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.5700%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.1900%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.5200%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $16594954340.53

- **Number of Shares Outstanding:** 16597635007.4200

- **Expense Reimbursement/Waiver:** 34371.96

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $13142116794.97           | $13202336582.97         |
| 2026-05-04 | $13099968766.72           | $13118316792.51         |
| 2026-05-05 | $13050365811.43           | $13103168073.75         |
| 2026-05-06 | $13007034993.89           | $13041508928.68         |
| 2026-05-07 | $13119674201.98           | $13000432432.88         |
| 2026-05-08 | $13035529156.80           | $13117312649.37         |
| 2026-05-11 | $12948975823.21           | $13035784952.29         |
| 2026-05-12 | $13035999482.90           | $12931582236.49         |
| 2026-05-13 | $13051337327.11           | $13042999178.94         |
| 2026-05-14 | $13080756407.98           | $13038491836.24         |
| 2026-05-15 | $12938024898.84           | $13077148712.37         |
| 2026-05-18 | $12985576093.23           | $12920062661.08         |
| 2026-05-19 | $12979253724.71           | $12940157286.86         |
| 2026-05-20 | $13037837914.57           | $12977433762.41         |
| 2026-05-21 | $13120936400.78           | $13082712391.61         |
| 2026-05-22 | $13040583235.08           | $13160677920.68         |
| 2026-05-26 | $13075241655.70           | $13058566280.23         |
| 2026-05-27 | $13176319475.09           | $13081852845.18         |
| 2026-05-28 | $13215322080.41           | $13158206982.31         |
| 2026-05-29 | $13127106308.48           | $13250093641.63         |

**Total Gross Subscriptions (Month):** $261267960553.88

**Total Gross Redemptions (Month):** $261338846148.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.1500%           |
| 2026-05-04 | 3.1400%           |
| 2026-05-05 | 3.1400%           |
| 2026-05-06 | 3.1400%           |
| 2026-05-07 | 3.1300%           |
| 2026-05-08 | 3.1300%           |
| 2026-05-11 | 3.1200%           |
| 2026-05-12 | 3.1200%           |
| 2026-05-13 | 3.1100%           |
| 2026-05-14 | 3.1100%           |
| 2026-05-15 | 3.1100%           |
| 2026-05-18 | 3.1000%           |
| 2026-05-19 | 3.0900%           |
| 2026-05-20 | 3.0800%           |
| 2026-05-21 | 3.0800%           |
| 2026-05-22 | 3.0800%           |
| 2026-05-26 | 3.0800%           |
| 2026-05-27 | 3.0900%           |
| 2026-05-28 | 3.1000%           |
| 2026-05-29 | 3.1000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 14.5300%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.3100%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5900%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.8100%          | 0.0000%              |
| Depository institution or other banking institution |  | 25.5500%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.0700%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $19807680283.92

- **Number of Shares Outstanding:** 19810879918.4800

- **Expense Reimbursement/Waiver:** 42812.55

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1518197715.66            | $1481059228.37          |
| 2026-05-04 | $835068470.84             | $447765937.77           |
| 2026-05-05 | $766200637.48             | $453148245.59           |
| 2026-05-06 | $567952423.74             | $1033184242.61          |
| 2026-05-07 | $564534348.82             | $803269699.34           |
| 2026-05-08 | $638437684.03             | $848960185.38           |
| 2026-05-11 | $752402522.35             | $604029944.75           |
| 2026-05-12 | $632814875.91             | $978351765.32           |
| 2026-05-13 | $633971806.55             | $788106853.61           |
| 2026-05-14 | $592897398.47             | $1305475658.79          |
| 2026-05-15 | $454915964.94             | $589152312.73           |
| 2026-05-18 | $446949305.49             | $490142835.13           |
| 2026-05-19 | $497287158.18             | $593865769.18           |
| 2026-05-20 | $612186499.66             | $779579436.82           |
| 2026-05-21 | $717511235.73             | $581965836.92           |
| 2026-05-22 | $944068869.78             | $665887791.31           |
| 2026-05-26 | $846299698.07             | $886122770.98           |
| 2026-05-27 | $1171342742.57            | $889456824.16           |
| 2026-05-28 | $466316600.92             | $1030311878.75          |
| 2026-05-29 | $474761383.30             | $471717364.90           |

**Total Gross Subscriptions (Month):** $14134117342.49

**Total Gross Redemptions (Month):** $15721554582.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3000%           |
| 2026-05-04 | 3.2900%           |
| 2026-05-05 | 3.2900%           |
| 2026-05-06 | 3.2900%           |
| 2026-05-07 | 3.2800%           |
| 2026-05-08 | 3.2800%           |
| 2026-05-11 | 3.2700%           |
| 2026-05-12 | 3.2700%           |
| 2026-05-13 | 3.2700%           |
| 2026-05-14 | 3.2600%           |
| 2026-05-15 | 3.2600%           |
| 2026-05-18 | 3.2500%           |
| 2026-05-19 | 3.2400%           |
| 2026-05-20 | 3.2400%           |
| 2026-05-21 | 3.2300%           |
| 2026-05-22 | 3.2300%           |
| 2026-05-26 | 3.2300%           |
| 2026-05-27 | 3.2400%           |
| 2026-05-28 | 3.2500%           |
| 2026-05-29 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.6700%          | 0.0000%              |
| Broker-dealer |  | 30.7900%         | 0.0000%              |
| Broker-dealer |  | 44.6400%         | 0.0000%              |
| Broker-dealer |  | 8.6100%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $29526021.76

- **Number of Shares Outstanding:** 29530791.2400

- **Expense Reimbursement/Waiver:** 62.57

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $92737.50                 | $367.17                 |
| 2026-05-04 | $12797.05                 | $3381.93                |
| 2026-05-05 | $8860.47                  | $571905.14              |
| 2026-05-06 | $295784.85                | $0.00                   |
| 2026-05-07 | $93614.77                 | $306.20                 |
| 2026-05-08 | $6656.10                  | $144648.13              |
| 2026-05-11 | $10661.59                 | $8720.20                |
| 2026-05-12 | $405343.26                | $305.56                 |
| 2026-05-13 | $1177.12                  | $99.88                  |
| 2026-05-14 | $2899.36                  | $1193949.76             |
| 2026-05-15 | $2131.51                  | $37194.28               |
| 2026-05-18 | $8143.73                  | $3502.64                |
| 2026-05-19 | $1421.86                  | $12261.46               |
| 2026-05-20 | $5119.56                  | $12828.73               |
| 2026-05-21 | $17291.02                 | $128362.43              |
| 2026-05-22 | $5218.75                  | $226.04                 |
| 2026-05-26 | $13861.18                 | $655.36                 |
| 2026-05-27 | $3982.67                  | $2643.81                |
| 2026-05-28 | $13031.32                 | $1551.70                |
| 2026-05-29 | $4987.97                  | $54793.21               |

**Total Gross Subscriptions (Month):** $1005721.64

**Total Gross Redemptions (Month):** $2177703.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0400%           |
| 2026-05-04 | 3.0400%           |
| 2026-05-05 | 3.0400%           |
| 2026-05-06 | 3.0400%           |
| 2026-05-07 | 3.0300%           |
| 2026-05-08 | 3.0300%           |
| 2026-05-11 | 3.0200%           |
| 2026-05-12 | 3.0200%           |
| 2026-05-13 | 3.0200%           |
| 2026-05-14 | 3.0100%           |
| 2026-05-15 | 3.0100%           |
| 2026-05-18 | 3.0000%           |
| 2026-05-19 | 2.9900%           |
| 2026-05-20 | 2.9900%           |
| 2026-05-21 | 2.9800%           |
| 2026-05-22 | 2.9800%           |
| 2026-05-26 | 2.9800%           |
| 2026-05-27 | 2.9900%           |
| 2026-05-28 | 3.0000%           |
| 2026-05-29 | 3.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.0900%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4900%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.1900%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.8100%         | 0.0000%              |
| Retail investor                                     |  | 17.5900%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $16434775261.87

- **Number of Shares Outstanding:** 16437430053.9800

- **Expense Reimbursement/Waiver:** 80158.42

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $9568589670.10            | $8449775083.46          |
| 2026-05-04 | $7672794052.20            | $7436536954.33          |
| 2026-05-05 | $6936596440.51            | $7513569999.15          |
| 2026-05-06 | $7348207999.64            | $8808931871.34          |
| 2026-05-07 | $7112830122.45            | $7260721755.06          |
| 2026-05-08 | $6987482238.51            | $6973312491.64          |
| 2026-05-11 | $7057176220.59            | $6916243798.48          |
| 2026-05-12 | $7081255334.05            | $7045893870.53          |
| 2026-05-13 | $7412482368.70            | $7081072400.92          |
| 2026-05-14 | $7432692939.33            | $7430443625.27          |
| 2026-05-15 | $7384583831.28            | $7506861892.20          |
| 2026-05-18 | $7863296622.47            | $7374615717.02          |
| 2026-05-19 | $7617167723.18            | $7983301700.28          |
| 2026-05-20 | $11357614104.35           | $7641297649.08          |
| 2026-05-21 | $7185892115.90            | $11339063524.23         |
| 2026-05-22 | $7202713836.43            | $7125098607.01          |
| 2026-05-26 | $7044464173.71            | $7236751382.38          |
| 2026-05-27 | $7263099204.38            | $7199922835.74          |
| 2026-05-28 | $7968915688.26            | $7327735016.52          |
| 2026-05-29 | $8188120491.30            | $7967743595.77          |

**Total Gross Subscriptions (Month):** $153685975177.34

**Total Gross Redemptions (Month):** $153618893770.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4500%           |
| 2026-05-04 | 3.4400%           |
| 2026-05-05 | 3.4400%           |
| 2026-05-06 | 3.4400%           |
| 2026-05-07 | 3.4400%           |
| 2026-05-08 | 3.4300%           |
| 2026-05-11 | 3.4200%           |
| 2026-05-12 | 3.4200%           |
| 2026-05-13 | 3.4200%           |
| 2026-05-14 | 3.4200%           |
| 2026-05-15 | 3.4100%           |
| 2026-05-18 | 3.4000%           |
| 2026-05-19 | 3.4000%           |
| 2026-05-20 | 3.3900%           |
| 2026-05-21 | 3.3800%           |
| 2026-05-22 | 3.3800%           |
| 2026-05-26 | 3.3800%           |
| 2026-05-27 | 3.3900%           |
| 2026-05-28 | 3.4000%           |
| 2026-05-29 | 3.4100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.5800%          | 0.0000%              |
| Depository institution or other banking institution |  | 31.7900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.2200%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.3700%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.6800%          | 0.0000%              |
| Non-financial corporation                           |  | 6.1900%          | 0.0000%              |

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $96021297.36

- **Number of Shares Outstanding:** 96036808.1700

- **Expense Reimbursement/Waiver:** 199.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $250765.13                | $59667.88               |
| 2026-05-04 | $49187.82                 | $25808.36               |
| 2026-05-05 | $67210.93                 | $487097.11              |
| 2026-05-06 | $20595.98                 | $44823.64               |
| 2026-05-07 | $38457.75                 | $54018.98               |
| 2026-05-08 | $88040.68                 | $91462.32               |
| 2026-05-11 | $86770.22                 | $5874.53                |
| 2026-05-12 | $115789.26                | $4665.99                |
| 2026-05-13 | $82055.95                 | $98906.91               |
| 2026-05-14 | $38282.82                 | $16307.30               |
| 2026-05-15 | $13846.01                 | $6394.28                |
| 2026-05-18 | $88305.99                 | $12623.10               |
| 2026-05-19 | $18470.70                 | $292934.75              |
| 2026-05-20 | $144496.05                | $21385.39               |
| 2026-05-21 | $8046.82                  | $54790.16               |
| 2026-05-22 | $19411.82                 | $118903.41              |
| 2026-05-26 | $143362.19                | $51849.16               |
| 2026-05-27 | $34750.32                 | $35010.01               |
| 2026-05-28 | $12437.56                 | $208518.92              |
| 2026-05-29 | $27568.68                 | $56200.25               |

**Total Gross Subscriptions (Month):** $1347852.68

**Total Gross Redemptions (Month):** $1747242.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7000%           |
| 2026-05-04 | 2.6900%           |
| 2026-05-05 | 2.6900%           |
| 2026-05-06 | 2.6800%           |
| 2026-05-07 | 2.6800%           |
| 2026-05-08 | 2.6800%           |
| 2026-05-11 | 2.6700%           |
| 2026-05-12 | 2.6700%           |
| 2026-05-13 | 2.6600%           |
| 2026-05-14 | 2.6600%           |
| 2026-05-15 | 2.6600%           |
| 2026-05-18 | 2.6500%           |
| 2026-05-19 | 2.6400%           |
| 2026-05-20 | 2.6300%           |
| 2026-05-21 | 2.6300%           |
| 2026-05-22 | 2.6300%           |
| 2026-05-26 | 2.6300%           |
| 2026-05-27 | 2.6400%           |
| 2026-05-28 | 2.6500%           |
| 2026-05-29 | 2.6500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.8700%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.1500%         | 0.0000%              |
| Retail investor                                     |  | 80.2200%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $890602481.82

- **Number of Shares Outstanding:** 890746345.3500

- **Expense Reimbursement/Waiver:** 1959.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2873645.62               | $5922032.80             |
| 2026-05-04 | $4281.62                  | $6116632.43             |
| 2026-05-05 | $1554.17                  | $6489649.53             |
| 2026-05-06 | $0.00                     | $9217635.84             |
| 2026-05-07 | $0.00                     | $4389918.89             |
| 2026-05-08 | $2899.59                  | $4119878.28             |
| 2026-05-11 | $2012.65                  | $1998655.45             |
| 2026-05-12 | $396.02                   | $2347059.13             |
| 2026-05-13 | $576.18                   | $4341046.52             |
| 2026-05-14 | $1089.89                  | $4789266.03             |
| 2026-05-15 | $0.00                     | $3912275.57             |
| 2026-05-18 | $663.55                   | $3110531.27             |
| 2026-05-19 | $709.85                   | $4236841.41             |
| 2026-05-20 | $3151.38                  | $5236256.91             |
| 2026-05-21 | $1176.12                  | $3221955.64             |
| 2026-05-22 | $0.00                     | $5240276.72             |
| 2026-05-26 | $2217.64                  | $4570544.40             |
| 2026-05-27 | $42.16                    | $4579553.10             |
| 2026-05-28 | $1814.69                  | $8326845.38             |
| 2026-05-29 | $1016.63                  | $12361786.25            |

**Total Gross Subscriptions (Month):** $2897247.76

**Total Gross Redemptions (Month):** $104528641.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2500%           |
| 2026-05-04 | 3.2400%           |
| 2026-05-05 | 3.2400%           |
| 2026-05-06 | 3.2400%           |
| 2026-05-07 | 3.2300%           |
| 2026-05-08 | 3.2300%           |
| 2026-05-11 | 3.2200%           |
| 2026-05-12 | 3.2200%           |
| 2026-05-13 | 3.2100%           |
| 2026-05-14 | 3.2100%           |
| 2026-05-15 | 3.2100%           |
| 2026-05-18 | 3.2000%           |
| 2026-05-19 | 3.1900%           |
| 2026-05-20 | 3.1900%           |
| 2026-05-21 | 3.1800%           |
| 2026-05-22 | 3.1800%           |
| 2026-05-26 | 3.1800%           |
| 2026-05-27 | 3.1900%           |
| 2026-05-28 | 3.2000%           |
| 2026-05-29 | 3.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.8700%         | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $16787720090.68

- **Number of Shares Outstanding:** 16790431895.9900

- **Expense Reimbursement/Waiver:** 35373.26

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $288293069.77             | $1004619205.98          |
| 2026-05-04 | $2447050339.65            | $99127460.14            |
| 2026-05-05 | $181353949.96             | $1116355964.02          |
| 2026-05-06 | $677503710.24             | $413084908.49           |
| 2026-05-07 | $420683813.84             | $681433026.91           |
| 2026-05-08 | $337729500.37             | $922024961.22           |
| 2026-05-11 | $1338474904.08            | $531378514.71           |
| 2026-05-12 | $722030928.02             | $430986494.30           |
| 2026-05-13 | $281952226.22             | $532039394.64           |
| 2026-05-14 | $407624352.34             | $476140414.08           |
| 2026-05-15 | $779092263.81             | $195489240.32           |
| 2026-05-18 | $1518001598.67            | $829758599.56           |
| 2026-05-19 | $746917834.29             | $1489665985.53          |
| 2026-05-20 | $395699535.67             | $1815226272.38          |
| 2026-05-21 | $875242270.10             | $540689512.94           |
| 2026-05-22 | $455910016.90             | $1177710935.88          |
| 2026-05-26 | $1623717765.56            | $778480702.57           |
| 2026-05-27 | $499247753.01             | $572902420.93           |
| 2026-05-28 | $879201896.87             | $400836499.17           |
| 2026-05-29 | $499310716.49             | $1107614306.47          |

**Total Gross Subscriptions (Month):** $15375038445.86

**Total Gross Redemptions (Month):** $15115564820.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6000%           |
| 2026-05-04 | 3.5900%           |
| 2026-05-05 | 3.5900%           |
| 2026-05-06 | 3.5900%           |
| 2026-05-07 | 3.5800%           |
| 2026-05-08 | 3.5800%           |
| 2026-05-11 | 3.5700%           |
| 2026-05-12 | 3.5700%           |
| 2026-05-13 | 3.5700%           |
| 2026-05-14 | 3.5600%           |
| 2026-05-15 | 3.5600%           |
| 2026-05-18 | 3.5500%           |
| 2026-05-19 | 3.5400%           |
| 2026-05-20 | 3.5400%           |
| 2026-05-21 | 3.5300%           |
| 2026-05-22 | 3.5300%           |
| 2026-05-26 | 3.5300%           |
| 2026-05-27 | 3.5400%           |
| 2026-05-28 | 3.5500%           |
| 2026-05-29 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 16.9800%         | 0.0000%              |
| Broker-dealer                                       |  | 9.3500%          | 0.0000%              |
| Depository institution or other banking institution |  | 23.3300%         | 0.0000%              |
| Non-financial corporation                           |  | 16.7400%         | 0.0000%              |
| Non-financial corporation                           |  | 19.7600%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3296726052.41

- **Number of Shares Outstanding:** 3297258589.2400

- **Expense Reimbursement/Waiver:** 8573.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $135657045.95             | $41935385.72            |
| 2026-05-04 | $37671649.35              | $59458521.59            |
| 2026-05-05 | $52317970.16              | $191466344.52           |
| 2026-05-06 | $318616517.63             | $23928449.85            |
| 2026-05-07 | $99755735.00              | $75549187.03            |
| 2026-05-08 | $763625663.47             | $3123234448.00          |
| 2026-05-11 | $172025649.34             | $552477536.33           |
| 2026-05-12 | $16154724.91              | $78296155.85            |
| 2026-05-13 | $212860909.62             | $502152000.00           |
| 2026-05-14 | $176690861.00             | $63102735.55            |
| 2026-05-15 | $257893078.97             | $346528873.00           |
| 2026-05-18 | $116945684.18             | $72099502.98            |
| 2026-05-19 | $170661329.52             | $77410610.16            |
| 2026-05-20 | $2185645.68               | $64832611.66            |
| 2026-05-21 | $135860346.00             | $74765842.37            |
| 2026-05-22 | $87024667.39              | $272466714.00           |
| 2026-05-26 | $206931060.65             | $38088503.49            |
| 2026-05-27 | $110197716.45             | $224894166.87           |
| 2026-05-28 | $57711642.00              | $44212602.70            |
| 2026-05-29 | $185581982.84             | $227378652.38           |

**Total Gross Subscriptions (Month):** $3316369880.11

**Total Gross Redemptions (Month):** $6154278844.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5400%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5000%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4800%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4900%           |
| 2026-05-28 | 3.5000%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 7.1500%          | 0.0000%              |
| Non-financial corporation                                                   |  | 10.6600%         | 0.0000%              |
| Non-financial corporation                                                   |  | 9.8900%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 34.5000%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $9359242163.64

- **Number of Shares Outstanding:** 9360754009.3300

- **Expense Reimbursement/Waiver:** 20111.53

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $604124958.51             | $672686153.68           |
| 2026-05-04 | $340812053.45             | $384221298.04           |
| 2026-05-05 | $255009672.01             | $350292923.59           |
| 2026-05-06 | $1001038136.02            | $475449017.80           |
| 2026-05-07 | $299499424.25             | $575133124.24           |
| 2026-05-08 | $586327614.42             | $459167474.32           |
| 2026-05-11 | $508058524.47             | $404720612.03           |
| 2026-05-12 | $479457565.86             | $339489252.47           |
| 2026-05-13 | $436083259.68             | $753836709.12           |
| 2026-05-14 | $311649014.64             | $441077439.86           |
| 2026-05-15 | $418924260.98             | $479445724.69           |
| 2026-05-18 | $465406600.00             | $398823455.15           |
| 2026-05-19 | $423814375.00             | $336163944.89           |
| 2026-05-20 | $543312130.00             | $307578975.99           |
| 2026-05-21 | $347927280.80             | $521791460.00           |
| 2026-05-22 | $466581004.47             | $498088102.11           |
| 2026-05-26 | $542235240.29             | $465339464.00           |
| 2026-05-27 | $486818188.50             | $688605997.52           |
| 2026-05-28 | $370748551.97             | $691189953.00           |
| 2026-05-29 | $406290281.07             | $350275413.07           |

**Total Gross Subscriptions (Month):** $9294118136.39

**Total Gross Redemptions (Month):** $9593376495.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5400%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5200%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5000%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4900%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4800%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4900%           |
| 2026-05-28 | 3.5000%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 5.6200%          | 0.0000%              |
| Non-financial corporation |  | 6.6000%          | 0.0000%              |
| Non-financial corporation |  | 10.8100%         | 0.0000%              |
| Non-financial corporation |  | 7.3200%          | 0.0000%              |
| Non-financial corporation |  | 6.6400%          | 0.0000%              |
| Non-financial corporation |  | 8.5400%          | 0.0000%              |

### Class: Digital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $100805597.62

- **Number of Shares Outstanding:** 100821881.2600

- **Expense Reimbursement/Waiver:** 194.29

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $508.02                   | $0.00                   |
| 2026-05-04 | $147789.59                | $0.00                   |
| 2026-05-05 | $0.00                     | $381.75                 |
| 2026-05-06 | $1408.31                  | $10000000.00            |
| 2026-05-07 | $10000000.00              | $1804.51                |
| 2026-05-08 | $233.13                   | $0.00                   |
| 2026-05-11 | $177.66                   | $0.00                   |
| 2026-05-12 | $1.83                     | $0.00                   |
| 2026-05-13 | $0.00                     | $13.17                  |
| 2026-05-14 | $33.77                    | $0.00                   |
| 2026-05-15 | $0.00                     | $163.78                 |
| 2026-05-18 | $16.90                    | $0.00                   |
| 2026-05-19 | $2.34                     | $0.00                   |
| 2026-05-20 | $80.11                    | $0.00                   |
| 2026-05-21 | $71.55                    | $0.00                   |
| 2026-05-22 | $7930.47                  | $50000000.00            |
| 2026-05-26 | $50000000.01              | $7945.79                |
| 2026-05-27 | $0.00                     | $76.51                  |
| 2026-05-28 | $52.93                    | $0.00                   |
| 2026-05-29 | $0.00                     | $109.42                 |

**Total Gross Subscriptions (Month):** $60158306.62

**Total Gross Redemptions (Month):** $60010494.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5400%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5200%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5000%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4900%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4800%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4900%           |
| 2026-05-28 | 3.5000%           |
| 2026-05-29 | 3.5100%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001N63
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2048.00           | $2053.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $700.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $698.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1356.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2000.00           | $1462.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $1617.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1314982.00        | $1383655.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 6.5000%  | N/A     | $2000.00           | $2086.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $751.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $6000.00           | $5476.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3048.00           | $2705.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4000.00           | $2715.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $736.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $6024.00           | $4035.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3072.00           | $2812.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $35440586.00       | $27619209.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $3338739.00        | $1906759.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $22626794.00       | $15872813.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $942491.00         | $992051.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $80403277.00       | $73889029.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $103118505.00      | $61812073.44       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1008.00           | $685.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $4144.00           | $4028.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $146773657.00      | $110614615.55      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $526258.00         | $557213.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $946.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $1120.00           | $258.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 2.5000%  | N/A     | $2016.00           | $289.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1347.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 5.5000%  | N/A     | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $645.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $62893249.00       | $47589173.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $69657488.00       | $16170741.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $3000.00           | $2624.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $33214400.00       | $31670671.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $623.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $2660702.00        | $2545908.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $3012.00           | $2487.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $504.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $25010600.00       | $16127493.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $26859424.00       | $19600687.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $2000.00           | $1640.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $531.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $736133.00         | $618617.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $69102873.00       | $51148580.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 5.0000%  | N/A     | $674875.00         | $51087.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $5096.00           | $3389.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $72267532.00       | $52172957.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $7176250.00        | $1585123.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $39130.00          | $23892.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $5626720.00        | $1501034.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $41909.00          | $29561.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $2000.00           | $505.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.5000%  | N/A     | $28104672.00       | $4347739.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 4.7121%  | N/A     | $6859073.00        | $6701711.39        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2048.00           | $1430.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1035.00           | $809.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $722.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $5377800.00        | $4384735.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $720.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $625.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1008.00           | $747.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1868956.00        | $1906159.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $22499746.00       | $17586836.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 4.5000%  | N/A     | $598000.00         | $29051.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1049.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1022.00           | $974.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $12030.00          | $11751.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.5000%  | N/A     | $2024.00           | $244.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $785.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.7121%  | N/A     | $3738471.00        | $3410086.57        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2040.00           | $1793.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $45000.00          | $36601.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1233000.00        | $1028105.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $27492933.00       | $20073781.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 2.0000%  | N/A     | $497000.00         | $214092.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.0000%  | N/A     | $58000.00          | $31314.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $563.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2060.00           | $1127.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $78944699.00       | $48350564.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $495.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $11525894.00       | $8647070.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $2764227.00        | $1939245.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $806.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $69152183.00       | $68485111.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $651.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $135226.00         | $107219.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1000.00           | $71.68             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $3008.00           | $2849.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $770.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $591.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2103960.00        | $1700820.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $7048.00           | $6424.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $6767758.00        | $5441604.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $13570000.00       | $9104736.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1008.00           | $746.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $9122041.00        | $8158358.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1391.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $757.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $123638.00         | $82190.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $12000.00          | $9538.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $2008.00           | $370.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2223128.00        | $2145854.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $5852070.00        | $3927788.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1008.00           | $512.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $761.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1983637.00        | $1369525.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $1172537.00        | $255355.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2024.00           | $1314.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $878.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $863.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $23518876.00       | $21022579.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $633.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.0000%  | N/A     | $766406.00         | $524958.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $562.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $3000.00           | $1822.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2848881.00        | $2055191.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $4096.00           | $2710.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $97294.00          | $64138.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $60087590.00       | $48650247.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $2048.00           | $1167.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1139301.00        | $789438.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $788.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $3000.00           | $442.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $122852.00         | $84732.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2203555.00        | $2314727.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2367484.00        | $1652242.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $922.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $897.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $849232.00         | $811259.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 5.0000%  | N/A     | $6002.00           | $172.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $6393.00           | $5290.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1008.00           | $781.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3001.00           | $2311.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $44016.00          | $40635.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $626.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $69976477.00       | $55810422.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.9121%  | N/A     | $1010.00           | $648.65            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $59390424.00       | $57357801.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $36013738.00       | $14719443.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $10348.00          | $315.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $64846325.00       | $47320613.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $2000.00           | $1324.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 4.7621%  | N/A     | $28506481.00       | $27898032.36       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $18896.00          | $18042.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $999.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $3208.00           | $670.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $2000.00           | $582.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $11479.00          | $9130.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $3317000.00        | $2430561.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $40284509.00       | $10088837.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 4.8121%  | N/A     | $44500538.00       | $38996804.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1690.00           | $979.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $1406350.00        | $1457264.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3031796.00        | $1755040.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $394989.00         | $34937.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3000.00           | $2943.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $49057929.00       | $22644107.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $552.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 2.9400%  | N/A     | $594006.00         | $408017.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $4053470.00        | $1521185.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1008.00           | $675.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2024.00           | $1950.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $225000.00         | $122497.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $207.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $942.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $3000.00           | $2665.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $23807088.00       | $23079266.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $18414546.00       | $12426778.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $224988160.00      | $52455965.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1000.00           | $1060.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $51944.00          | $52511.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1119.00           | $702.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $940.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $4064.00           | $3194.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $17240000.00       | $2377245.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $189.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $5667800.00        | $4554740.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $89565508.00       | $23196767.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $186.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $715.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 4.8121%  | N/A     | $39548076.00       | $37804135.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $16075472.00       | $11331947.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $302747.00         | $300476.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $32775066.00       | $12446042.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.0000%  | N/A     | $70000.00          | $45598.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $86862.00          | $88453.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $6000.00           | $6311.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1965.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1008.00           | $754.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $3742463.00        | $1512173.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3048.00           | $2824.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1027.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2210360.00        | $452835.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $3000.00           | $2999.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $1390999.00        | $81446.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $667703.00         | $690895.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1322270.00        | $1336649.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2000.00           | $1964.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $31000.00          | $25106.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $2024.00           | $1819.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1040.00           | $156.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $33826944.00       | $34226906.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $47372494.00       | $13025527.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $29373600.00       | $3572287.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1040.00           | $644.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $2000.00           | $1117.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $62056.00          | $43748.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.0000%  | N/A     | $1000.00           | $137.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $3000.00           | $2921.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $3000.00           | $2330.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1500829.00        | $12986.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $2008.00           | $1553.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-25      | 6.5000%  | N/A     | $1024.00           | $861.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $7461703.00        | $5367097.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1532910.00        | $945635.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1024.00           | $742.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1023.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $86.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.5000%  | N/A     | $1000.00           | $1004.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $4678560.00        | $4073756.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1000.00           | $388.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2909867.00        | $2899063.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $40281538.00       | $36526363.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1066100.00        | $1086773.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $47550736.00       | $44737401.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $947.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $1000.00           | $781.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $657.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $71265289.00       | $67767523.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $23410.00          | $9011.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $702.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $68557715.00       | $22779223.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $983.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $5010.00           | $4268.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $294997.00         | $39499.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $3318704.00        | $2511482.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 4.0000%  | N/A     | $1000.00           | $298.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $349.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $849.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $7135.00           | $5910.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $1000.00           | $944.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $165.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $39752264.00       | $28539225.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2000.00           | $1966.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $9012.00           | $8171.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $102.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $6072.00           | $4929.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $1000.00           | $1060.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $65098384.00       | $14358289.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $21390144.00       | $15830778.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $44771072.00       | $28347766.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $65.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $2000.00           | $1131.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $954.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $852.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $1000.00           | $117.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $788.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1367019.00        | $1344679.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1024.00           | $109.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $224000.00         | $37379.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $5624480.00        | $4910365.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4107.00           | $2814.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $19040.00          | $14971.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $2000.00           | $1977.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.0000%  | N/A     | $2000.00           | $40.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $3000.00           | $2801.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $4319955.00        | $3509407.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $3000.00           | $2845.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $47586560.00       | $11730234.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $12372624.00       | $2609780.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1568050.00        | $1555352.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2000.00           | $2013.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1040.00           | $975.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $178000.00         | $39778.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $694.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1000.00           | $774.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $32481728.00       | $6671656.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $5097856.00        | $1065852.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1059600.00        | $1053254.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1201.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $1000.00           | $962.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.7621%  | N/A     | $71523345.00       | $69606675.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3072.00           | $2990.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $1000.00           | $118.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $382000.00         | $94312.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $509.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $8922.00           | $8901.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $8647.00           | $1226.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1003.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1000.00           | $1051.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $3000.00           | $2876.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.3602%  | N/A     | $1060.00           | $1041.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $1000.00           | $127.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1262367.00        | $1340138.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1014.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $432404480.00      | $49838114.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $4072.00           | $3617.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $374.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1383.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $2208384.00        | $281202.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $210.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $8263360.00        | $1310503.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $647.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $64.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $1008.00           | $266.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $87321.00          | $61824.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $265.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $2000.00           | $1425.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $162851.00         | $127977.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $3072.00           | $3001.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $913.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $3027764.00        | $521894.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $1039.00           | $59.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1006550.00        | $999928.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $122400.00         | $127285.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $6144.00           | $1120.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 4.5000%  | N/A     | $8000.00           | $6629.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $2000.00           | $1219.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $2570180.00        | $2608123.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $1000.00           | $524.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1081242.00        | $1086280.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $3595000.00        | $934449.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2858690.00        | $2643625.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $181.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $50464347.00       | $40394494.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $23706381.00       | $23339192.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $50697267.00       | $46100965.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $698427.00         | $662019.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3360366.00        | $1864749.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.5000%  | N/A     | $1024.00           | $114.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $36756.00          | $36992.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $31197640.00       | $9310393.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $3072.00           | $2112.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $973.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1554792.00        | $705137.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $22051872.00       | $11218090.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $132.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $483982.00         | $41002.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $5661640.00        | $1573089.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2048.00           | $1840.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $3000.00           | $2145.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $16885900.00       | $2305496.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $1000.00           | $209.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $1024.00           | $90.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $150214410.00      | $20706512.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $27359.00          | $6332.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $840.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $742.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1008.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-09-01      | 2.5000%  | N/A     | $1024.00           | $368.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1000.00           | $897.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $3000.00           | $3038.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $171.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $2024.00           | $204.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $69613199.00       | $16305835.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $679.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $8056576.00        | $2561763.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $7013.00           | $5279.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $5120.00           | $4762.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $4000.00           | $285.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $760.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $2326912.00        | $2441045.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $70925579.00       | $23022475.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $5096.00           | $5077.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $614.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.6621%  | N/A     | $13744512.00       | $13363676.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.5000%  | N/A     | $940000.00         | $69664.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $10415648.00       | $1495469.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2800232.00        | $2023578.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $957692.00         | $973581.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1488.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1008.00           | $954.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $4152.00           | $1148.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $686.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $23916893.00       | $13563511.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $18181984.00       | $14066285.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $1000.00           | $78.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $585.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2367660.00        | $2322843.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $8059960.00        | $2044196.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $3000.00           | $3031.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $567.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $22693920.00       | $906099.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $12992.00          | $9376.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $163936045.00      | $54983738.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $5000.00           | $3894.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $12999.00          | $9016.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $876.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $537.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1885492.00        | $1553533.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $906.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $15180800.00       | $2033795.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1025.00           | $105.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $11160.00          | $8001.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $7110.00           | $6113.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1188488.00        | $1253086.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $869.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $5248.00           | $3460.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $18062731.00       | $13164413.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $3847000.00        | $436280.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-12-01      | 2.5000%  | N/A     | $39223492.00       | $25546481.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $9000.00           | $6810.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 1.5000%  | N/A     | $1000.00           | $433.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $1000.00           | $382.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $1521000.00        | $185688.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2024.00           | $1745.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1120.00           | $215.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $7626336.00        | $946424.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1000.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $52697106.00       | $51242886.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $781.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1015.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $75297076.00       | $17800736.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $238.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1000.00           | $1035.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1040.00           | $949.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $1734.00           | $6.90              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $756.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $33419350.00       | $29066373.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $2000.00           | $104.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $62.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $678000.00         | $673883.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1079350.00        | $1157802.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $5000.00           | $3293.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $955.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $162.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $291961.00         | $177480.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1859640.00        | $1785125.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $16899808.00       | $12372847.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4016.00           | $3327.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $993.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $357.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2000.00           | $346.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $960.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $230.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $1000.00           | $621.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.5000%  | N/A     | $240600.00         | $7165.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4201744.00        | $2316242.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $2048.00           | $1392.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1025.00           | $666.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $2778.00           | $6.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $1001.00           | $56.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1994.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $76256024.00       | $17265866.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $877.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $1024.00           | $101.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $12654976.00       | $7052509.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $38320702.00       | $10322511.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $2000.00           | $1772.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $2000.00           | $63.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $3024.00           | $436.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $7000.00           | $6942.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2000.00           | $1852.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1024.00           | $134.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $7056.00           | $6938.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $39167424.00       | $38309592.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $5052152.00        | $4824395.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $102062.00         | $73475.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1002.00           | $725.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $3386204.00        | $3201796.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 6.0000%  | N/A     | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $83.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $24337760.00       | $20853840.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $2315250.00        | $2298615.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $575.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $2275.00           | $435.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $2000.00           | $119.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 3.5000%  | N/A     | $1000.00           | $127.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $875.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $998.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1008.00           | $261.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1000.00           | $259.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.5000%  | N/A     | $1009.00           | $240.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $2000.00           | $2005.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-20      | 2.5000%  | N/A     | $1000.00           | $137.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $18870985.00       | $7383052.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 7.0000%  | N/A     | $1000.00           | $1020.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.5000%  | N/A     | $1000.00           | $61.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 2.5000%  | N/A     | $2000.00           | $310.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $1000.00           | $71.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 4.0000%  | N/A     | $1000.00           | $49.71             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $2000.00           | $1006.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $1000.00           | $323.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.0000%  | N/A     | $1000.00           | $283.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $1000.00           | $79.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | 2.5000%  | N/A     | $1000.00           | $154.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.0000%  | N/A     | $3000.00           | $376.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.5000%  | N/A     | $2000.00           | $340.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $1000.00           | $127.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.7600%  | N/A     | $1000.00           | $1037.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $2000.00           | $847.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $1024.00           | $64.70             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.0000%  | N/A     | $1000.00           | $134.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $3168.00           | $1170.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $2000.00           | $176.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-08-15      | 5.0400%  | N/A     | $1000.00           | $993.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.0000%  | N/A     | $1000.00           | $92.19             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.0000%  | N/A     | $1000.00           | $45.70             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.5000%  | N/A     | $1000.00           | $92.72             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.8851%  | N/A     | $14694614.00       | $13866110.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $310.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.9200%  | N/A     | $1000.00           | $971.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $1000.00           | $87.46             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $5136.00           | $1520.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $6128.00           | $2130.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $24750773.00       | $11727616.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.0000%  | N/A     | $1000.00           | $107.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-04-15      | 4.9200%  | N/A     | $1000.00           | $981.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | 2.5000%  | N/A     | $1000.00           | $332.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $1000.00           | $100.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $3000.00           | $258.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 3.5000%  | N/A     | $2048.00           | $552.08            | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03O94
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1005842781.00     | $73941882.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $113428202.00      | $17408425.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $80190243.00       | $20848559.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $95001589.00       | $18316147.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $99563972.00       | $17558515.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.0000%  | N/A     | $139220054.00      | $26820567.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $527256357.00      | $77263042.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $204857224.00      | $19821044.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $116128578.00      | $18827986.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $171858218.00      | $26078462.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $969168325.00      | $58014848.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $124622668.00      | $22178228.43       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $111847167.00      | $19819368.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $169015339.00      | $17574964.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $273081032.00      | $22897692.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $212199753.00      | $19421479.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $275200729.00      | $39745969.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $99798253.00       | $18141393.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $120599554.00      | $20937450.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $268152931.00      | $33269235.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.0000%  | N/A     | $300000000.00      | $40619587.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $97921257.00       | $18776736.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $157040555.00      | $19707318.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $175000000.00      | $35240636.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $250000000.00      | $27690498.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $122491034.00      | $19114473.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $222025798.00      | $18189616.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $120998572.00      | $17702842.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $249602710.00      | $40584293.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $55393883.00       | $16513726.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $205012643.00      | $17451225.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $147583387.00      | $26705367.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $132853019.00      | $23688178.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $1501000000.00     | $144063319.05      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $135073503.00      | $25680622.61       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $266128723.00      | $50698938.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $77624834.00       | $22603484.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $198431716.00      | $21386359.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $141592688.00      | $25902641.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $25202502.00       | $5933897.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $121214371.00      | $16860971.25       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004WN2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $25020386.00       | $25203579.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $53472775.00       | $37797033.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $21253262.00       | $21747503.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $21783950.00       | $19662459.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $37678298.00       | $38617454.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $21378804.00       | $21724857.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.0000%  | N/A     | $32621642.00       | $30431787.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $96742148.00       | $45937231.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $20485650.00       | $18472570.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $17845000.00       | $15976161.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $45000000.00       | $30644006.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $18021805.00       | $18313501.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $15801259.00       | $16510572.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.5000%  | N/A     | $40000000.00       | $15539964.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $23274349.00       | $24303602.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $49703145.00       | $50216238.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $50275172.00       | $49842436.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $14958104.00       | $15165486.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $15149895.00       | $15509944.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $44815557.00       | $18560167.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $25866220.00       | $26284910.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $39949423.00       | $40596075.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $45067691.00       | $44666105.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $29039984.00       | $29794087.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $36732685.00       | $36331538.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $27961879.00       | $24427194.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $29920377.00       | $30341512.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $39915156.00       | $38434141.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $26435428.00       | $19225451.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.5000%  | N/A     | $38700000.00       | $28744608.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $14885187.00       | $15000487.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $48525872.00       | $49014662.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $19035379.00       | $13483888.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $37484039.00       | $29540220.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $19678099.00       | $19593677.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $46784716.00       | $47542009.81       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004WX0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-06-25      | 5.5000%  | N/A     | $15466906.00       | $14584933.18       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-04-25      | 4.5000%  | N/A     | $631759.00         | $586052.78         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-04-25      | 4.7500%  | N/A     | $372470.00         | $273637.37         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-25      | 3.5000%  | N/A     | $29027034.00       | $21633594.06       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 6.5000%  | N/A     | $4686000.00        | $1402275.11        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-04-25      | 4.7500%  | N/A     | $411000.00         | $305883.79         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.2500%  | N/A     | $656627.00         | $557234.57         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-03-25      | 4.7500%  | N/A     | $135000.00         | $95237.22          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-06-25      | 5.5000%  | N/A     | $26924283.00       | $25432510.19       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2056-03-25      | 6.0000%  | N/A     | $22593954.00       | $9678040.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.5000%  | N/A     | $7777.00           | $5405.03           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-03-25      | 4.5000%  | N/A     | $352609.00         | $275086.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $8100736.00        | $1015380.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-06-25      | 5.5000%  | N/A     | $16927665.00       | $15992458.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.7500%  | N/A     | $340919.00         | $247020.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-25      | 5.0000%  | N/A     | $250719.00         | $191799.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.2500%  | N/A     | $12453.00          | $8260.82           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $15000000.00       | $18285951.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $29000000.00       | $11674636.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $100821000.00      | $8577860.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $29426005.00       | $8890229.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $41000000.00       | $11479217.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $40000000.00       | $22935037.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9706055.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-16      | 4.5000%  | N/A     | $35241929.00       | $9409608.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $30000000.00       | $22499361.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.5000%  | N/A     | $10060000.00       | $4845358.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $54518537.00       | $42063691.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-16      | 2.5000%  | N/A     | $18402207.00       | $3965490.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.0000%  | N/A     | $35000000.00       | $3291073.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $59175000.00       | $50746249.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $30000000.00       | $28421624.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $9000000.00        | $10789836.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $9308962.00        | $2613863.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $19451372.00       | $12438536.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $18281000.00       | $14816892.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.0000%  | N/A     | $14101004.00       | $16591656.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $10000000.00       | $12183679.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $30001019.00       | $3515915.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $33543466.00       | $40905073.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $995929.00         | $839407.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $100000000.00      | $36879265.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $7569437.00        | $662257.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $30300228.00       | $14051865.71       | Agency Collateralized Mortgage Obligation |

### Security 5: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC002DP5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $115904395.00      | $117071874.24      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $135178300.00      | $138005060.97      | U.S. Treasuries (including strips) |

### Security 6: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011N52
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2035-06-25      | 4.4000%  | N/A     | $108000.00         | $106013.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 4.7621%  | N/A     | $1008.00           | $524.03            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $712.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $530.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.8621%  | N/A     | $1213.00           | $921.71            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $791032.00         | $588414.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $929.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-25      | 2.0200%  | N/A     | $13000.00          | $11720.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $978.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $1763712.00        | $1751664.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $957.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 4.0000%  | N/A     | $1000.00           | $894.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $29922326.00       | $29099775.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $13244399.00       | $4479720.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $683.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-25      | 2.9880%  | N/A     | $17000.00          | $15965.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1008.00           | $242.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $995.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 5.0000%  | N/A     | $23474.00          | $21989.24          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $987.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-25      | 4.2200%  | N/A     | $20000.00          | $19881.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $3637730.00        | $1890056.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $777.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $753.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $737.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 4.6000%  | N/A     | $5090568.00        | $5059987.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 1.4770%  | N/A     | $26000.00          | $23440.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-25      | 4.5810%  | N/A     | $44000.00          | $43753.95          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 4.0766%  | N/A     | $42702746.00       | $16294737.63       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 4.3200%  | N/A     | $19000.00          | $18997.61          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-05-25      | 4.5000%  | N/A     | $1649936.00        | $1368529.18        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.3500%  | N/A     | $1000.00           | $975.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2824310.00        | $2211722.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1003.00           | $276.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $29485023.00       | $28970882.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $866.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $660.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1003.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $246308.00         | $161591.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $707.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-25      | 4.4200%  | N/A     | $42000.00          | $41218.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $778.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $5890000.00        | $3196946.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 3.7900%  | N/A     | $1543010.00        | $1447676.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 3.5130%  | N/A     | $58000.00          | $57834.55          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-25      | 4.3600%  | N/A     | $40000.00          | $39721.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $474.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $5676.00           | $633.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $731.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $959.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1028.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $812.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $21286785.00       | $13157325.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2565.00           | $1372.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $219000.00         | $117968.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $14391.00          | $15072.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $459865.00         | $286934.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $569.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $173561.00         | $182349.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 5.5000%  | N/A     | $1361890.00        | $904895.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $237.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1022.00           | $975.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $532389.00         | $412363.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 4.8621%  | N/A     | $1000.00           | $681.24            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $9857.00           | $9294.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9800%  | N/A     | $1001.00           | $987.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $116000.00         | $70733.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1057.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1049.00           | $824.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1008.00           | $332.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $979.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $933.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $742.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $700.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $1001.00           | $168.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 7.0000%  | N/A     | $232669.00         | $207240.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.8900%  | N/A     | $9667920.00        | $9829918.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $935.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $684.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.1684%  | N/A     | $1174.00           | $98.09             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $171407.00         | $5014.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $562129.00         | $548146.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $304858.00         | $49877.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1024.00           | $613.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $539.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 7.0000%  | N/A     | $1003.00           | $1075.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $641.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1019.00           | $69.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1024.00           | $994.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1061.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $985.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $946.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $441216.00         | $436195.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $1000.00           | $171.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $13536768.00       | $6506177.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $108504.00         | $93331.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $783.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $886.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $5448843.00        | $4304128.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 1.7700%  | N/A     | $1001.00           | $983.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $994.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1011.00           | $444.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2413175.00        | $1592980.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $30628.00          | $1652.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $6533971.00        | $5615059.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6715059.00        | $541753.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $943.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $908.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $798.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $817.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $739.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $2023.00           | $202.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $127085.00         | $109971.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1495220.00        | $1536505.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $757.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.6650%  | N/A     | $654700.00         | $657167.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $1000.00           | $17.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $107144.00         | $80836.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $10949912.00       | $5968642.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1004.00           | $938.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $964.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1049630.00        | $929652.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.0000%  | N/A     | $2699000.00        | $2544761.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2024.00           | $1606.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1003.00           | $633.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1952.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $1000.00           | $732.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $8600000.00        | $4920731.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3099655.00        | $3181596.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $2160.00           | $921.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $939.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 6.0680%  | N/A     | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.5121%  | N/A     | $1100.00           | $715.92            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $1023.00           | $574.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $960.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.5000%  | N/A     | $5000533.00        | $4785907.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $729.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $565.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1001.00           | $610.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1012.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1024.00           | $1013.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1150.00           | $80.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $1008.00           | $765.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $918.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.6300%  | N/A     | $851833.00         | $852283.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $776.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9451%  | N/A     | $1801024.00        | $1553761.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9451%  | N/A     | $900200.00         | $772823.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $46637311.00       | $25949541.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $1024.00           | $711.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $13621.00          | $968.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $2889008.00        | $897032.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.0000%  | N/A     | $9977960.00        | $6884621.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1066.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $1024.00           | $726.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1004.00           | $651.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $1008.00           | $513.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1054.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1015.00           | $112.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.6251%  | N/A     | $32919104.00       | $16497842.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $2000.00           | $2147.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $7373712.00        | $4477588.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $2024.00           | $1490.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $1262798.00        | $1126924.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1052.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $2008.00           | $1797.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1592.00           | $817.62            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1024.00           | $960.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $3083.00           | $280.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $2808.00           | $1447.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $1024.00           | $241.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.5000%  | N/A     | $1000.00           | $773.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1001.00           | $1069.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $1000.00           | $1049.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.7251%  | N/A     | $8160968.00        | $7955566.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1000.00           | $603.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1000.00           | $374.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $16627744.00       | $10846098.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $2024.00           | $1795.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7751%  | N/A     | $30135858.00       | $12525087.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1000.00           | $471.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $1283.00           | $109.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $2240.00           | $1580.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $1000.00           | $298.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1006.00           | $1055.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $7016008.00        | $3126528.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.7351%  | N/A     | $458944.00         | $247327.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $3979936.00        | $2412655.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $2176.00           | $1473.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $2008.00           | $225.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $649.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $1078.00           | $750.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $550894.00         | $580505.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.0000%  | N/A     | $1024.00           | $88.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $11467970.00       | $9541980.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1067.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $1214.00           | $96.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.0000%  | N/A     | $1751.00           | $1864.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $1024.00           | $978.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.8251%  | N/A     | $5319000.00        | $2683015.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.6251%  | N/A     | $56183.00          | $54907.84          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6551%  | N/A     | $1000.00           | $513.76            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $2000.00           | $1468.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $2000.00           | $929.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $1024.00           | $778.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $1000.00           | $722.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $1145012.00        | $1155358.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $5017080.00        | $1316835.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $1000.00           | $519.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.5000%  | N/A     | $938195.00         | $535499.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1024.00           | $931.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $1024.00           | $713.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $16368241.00       | $11059808.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.7385%  | N/A     | $1710.00           | $919.11            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1024.00           | $1008.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $4048.00           | $2798.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $963.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1000.00           | $1046.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $5514896.00        | $3521331.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.7751%  | N/A     | $6109000.00        | $3825613.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $2248.00           | $1763.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1084.00           | $1118.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.7500%  | N/A     | $13184901.00       | $5110714.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.3751%  | N/A     | $16398624.00       | $10584873.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1052.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1060.08           | Agency Mortgage-Backed Securities         |

### Security 7: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011N60
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-09-08      | 0.0000%  | N/A     | $1996200.00        | $1975738.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-04      | 0.0000%  | N/A     | $292000.00         | $290040.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $20269900.00       | $19640570.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $7.68              | $5.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $2847582.25        | $955472.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $8340869.11        | $4390308.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $600.00            | $609.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $15933700.00       | $6159155.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $198026169.77      | $81744608.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $92.40             | $47.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $21714900.00       | $22122425.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $129.59            | $39.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $2873800.00        | $2837676.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $737.28            | $474.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-27      | 0.0000%  | N/A     | $415399900.00      | $411665454.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $6548500.00        | $6356890.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $100.00            | $95.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $19926390.72       | $14570874.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $89873300.00       | $89231118.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-11      | 0.0000%  | N/A     | $20000.00          | $19852.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $83737100.00       | $82197174.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $200.00            | $167.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-16      | 0.0000%  | N/A     | $547100.00         | $546109.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $200.00            | $192.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $10.06             | $7.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $20825308.33       | $13948999.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1.28              | $0.85              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-18      | 0.0000%  | N/A     | $3856600.00        | $3825438.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $45095953.68       | $16567125.98       | U.S. Treasuries (including strips) |

### Security 8: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011NA1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-07-23      | 0.0000%  | N/A     | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $5670000.00        | $5651216.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $86.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $504100.00         | $511858.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $113113.88         | $33839.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $434081000.00      | $441600189.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $6453400.00        | $5845418.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $1000.00           | $655.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $474800.00         | $464895.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $73.13             | $34.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $8119000.00        | $8247300.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $39.67             | $25.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $1.15              | $0.77              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $153.76            | $46.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $37.53             | $31.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $34000.00          | $34373.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $100.00            | $51.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $49859400.00       | $51495391.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $100.00            | $29.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $2700.00           | $912.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $4100.00           | $1052.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $5771159.72        | $3765843.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $21681700.00       | $28652842.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $0.12              | $0.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $15865655.10       | $5752283.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $1.28              | $1.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $711234.90         | $223950.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $6667325.44        | $5476987.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $40.05             | $29.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $2753100.00        | $1110906.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $14941593.92       | $10132925.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1.78              | $1.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $11903931.05       | $6173973.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $202312400.00      | $201526746.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $0.35              | $0.14              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $4433900.00        | $2339272.43        | U.S. Treasuries (including strips) |

### Security 9: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011NH6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $36521700.00       | $37286857.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $1385800.00        | $407935.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $6697700.00        | $7172238.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $157850000.00      | $157224622.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $218732900.00      | $220932877.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $326400.00         | $333931.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $635000.00         | $575176.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $1136800.00        | $309333.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $5450400.00        | $5437055.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $1000000.00        | $1015391.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $1542000.00        | $1536011.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $145469600.00      | $144772377.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $11971900.00       | $11372883.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $735900.00         | $739671.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $5000.00           | $5126.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $1069.56           | $926.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $13215900.00       | $13444826.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $153475700.00      | $154801974.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $1840200.00        | $956609.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $3025600.00        | $3092196.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $2640200.00        | $2676850.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $12901900.00       | $12895980.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $800000.00         | $540964.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $1486700.00        | $1510193.64        | U.S. Treasuries (including strips) |

### Security 10: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011OL6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-06-30      | 0.0000%  | N/A     | $5561700.00        | $5543808.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $15.60             | $4.91              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-21      | 0.0000%  | N/A     | $605300.00         | $590966.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-07      | 0.0000%  | N/A     | $50842300.00       | $50642743.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $300.00            | $288.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-04      | 0.0000%  | N/A     | $1894600.00        | $1893463.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $7202000.00        | $7127167.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $6845100.00        | $6876614.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $8417879.95        | $2280479.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $7022942.04        | $4339447.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $8155000.00        | $8151806.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $32963600.00       | $33616167.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-30      | 0.0000%  | N/A     | $83148800.00       | $82630782.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-18      | 0.0000%  | N/A     | $16998300.00       | $16548185.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $3500.00           | $898.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $52483400.00       | $51518230.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $19631000.00       | $19706298.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $54.67             | $18.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $200.00            | $50.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $33995300.00       | $13717477.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 3.8750%  | N/A     | $221478900.00      | $220114055.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-02      | 0.0000%  | N/A     | $37406300.00       | $37278707.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-19      | 0.0000%  | N/A     | $42513700.00       | $41766309.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $18480500.00       | $21393021.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $55950200.00       | $56875580.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $5599900.00        | $1322897.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $39237900.00       | $38967158.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $100.00            | $102.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $58.06             | $17.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $95.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-12      | 0.0000%  | N/A     | $47382800.00       | $46582978.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $900.00            | $929.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-21      | 0.0000%  | N/A     | $6907800.00        | $6871050.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $200.00            | $198.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $965800.00         | $980664.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-11      | 0.0000%  | N/A     | $1707100.00        | $1694518.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $200.00            | $102.46            | U.S. Treasuries (including strips) |

### Security 11: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011PA9
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $11312200.00       | $4903759.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $305101.40         | $299868.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $9228200.00        | $2927037.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $573287400.00      | $132652971.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $41961900.00       | $38857373.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $39261184.75       | $12041837.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $8441205.00        | $3383716.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $125.00            | $68.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $9363600.00        | $2145425.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $7095000.00        | $2322548.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $1321000.00        | $335066.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $2279200.00        | $620190.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $1566800.00        | $402059.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $6348032.27        | $2659704.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $2980300.00        | $1167905.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $3483000.00        | $1336162.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $303296000.00      | $73159544.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $192570000.00      | $104510434.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $114421997.11      | $63951369.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 0.0000%  | N/A     | $11316700.00       | $2568449.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $40038000.00       | $33954305.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $4709000.00        | $3656773.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $50000000.00       | $17883750.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $4955000.00        | $3403009.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $2900000.00        | $1966690.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $1860400.00        | $482885.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $12295000.00       | $3062205.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $34097.09          | $11880.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $1404000.00        | $1419424.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $38670000.00       | $15817692.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $11575000.00       | $4196655.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $11532000.00       | $5536813.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $30655419.86       | $8945558.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $23000.00          | $7101.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $522845200.00      | $127639584.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $20000784.22       | $5686802.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $12735000.00       | $4374841.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $50000000.00       | $50066279.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $12778600.00       | $5078317.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $15622000.00       | $13538946.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $75358600.00       | $74720904.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $17691810.38       | $8241234.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $30000000.00       | $10066140.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $8880000.00        | $2636107.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $57454225.29       | $37490490.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $14942400.00       | $7767657.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $76637000.00       | $46695383.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $50449900.00       | $53887458.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $182530000.00      | $108116169.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $3083000.00        | $848789.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $50122900.00       | $49356199.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $1247.44           | $485.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $196559576.59      | $126570018.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $265590200.00      | $71369132.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $25000000.00       | $16823475.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $137274371.96      | $82491464.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $1100000.00        | $288681.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $5505000.00        | $3879890.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $11394730.58       | $4022704.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $5584000.00        | $2860666.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $33742116.98       | $10244984.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $301000.00         | $284126.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $1050000.00        | $314122.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $247000.00         | $97532.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $29456000.00       | $19309291.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $8919000.00        | $3309020.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $9950000.00        | $2373602.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $23656386.46       | $6408728.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $61588904.87       | $39118808.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $126.00            | $51.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $18540000.00       | $10510066.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $79200000.00       | $26883093.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $247000.00         | $255104.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $57012300.00       | $56357280.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $240325939.58      | $126498201.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $119187800.00      | $119988617.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $150000000.00      | $65777250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $360000.00         | $250486.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $59160000.00       | $25173704.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-28      | 3.7500%  | N/A     | $1399800.00        | $1368905.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $42657000.00       | $37762962.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $20507900.00       | $20361362.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $10806000.00       | $3466445.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $42908400.00       | $13954412.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $289324438.16      | $193792401.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $727000.00         | $328602.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $95000098.57       | $30304651.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $14694000.00       | $4594372.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $471700.00         | $118622.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $10300000.00       | $3138152.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $2501805.58        | $1654454.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $57500000.00       | $25311902.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $39848000.00       | $16079106.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $1367000.00        | $564293.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $171235000.00      | $107250302.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $9823200.00        | $5182602.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $1603200.00        | $471930.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $11698100.00       | $23892866.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $1700000.00        | $726491.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $7699200.00        | $2642080.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $13968000.00       | $13469629.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $5056000.00        | $2253398.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $21244000.00       | $9171672.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $12592000.00       | $4257166.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $205316013.42      | $100103670.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $66185900.00       | $65751342.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $120950200.00      | $39825030.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $68086400.00       | $16759467.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $4557200.00        | $1761581.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $1405300.00        | $1272905.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $5258970.75        | $1352470.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $10081000.00       | $3791796.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $2560000.00        | $977105.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $170136021.67      | $105126367.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $614385000.00      | $304227477.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $601300.00         | $171929.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $200346226.53      | $103909570.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-05      | 0.0000%  | N/A     | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $209660000.00      | $122303064.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $50099900.00       | $43435542.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $78786736.91       | $24808052.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $168900.00         | $145813.75         | U.S. Treasuries (including strips) |

### Security 12: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011PO9
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $6557600.00        | $1517363.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $235155100.00      | $293361311.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $3012300.00        | $1754515.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $1481600.00        | $1569182.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $6723600.00        | $6805213.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $22533000.00       | $9728172.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $352000.00         | $142035.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $11981600.00       | $11887539.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $1689986.72        | $1029719.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $11040000.00       | $5382651.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $4200.00           | $6172.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $1559100.00        | $1580742.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $7027000.00        | $5456816.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $11879000.00       | $6161043.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $8949000.00        | $5377668.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $350000.00         | $138204.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $10806000.00       | $3466445.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $186200.00         | $198609.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $14049400.00       | $12465248.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $13167700.00       | $3017036.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $228170800.00      | $61313829.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $22050400.00       | $21817999.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $14014500.00       | $14065324.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $55990.56          | $25689.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $1636800.00        | $1632417.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $14023000.00       | $4817307.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $390815300.00      | $395144624.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $6345000.00        | $2827890.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $6591900.00        | $2228622.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $6244000.00        | $4288273.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $2084000.00        | $682197.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $6183000.00        | $1586632.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $334000.00         | $176214.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $8376000.00        | $5175496.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $1410000.00        | $388191.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $193131900.00      | $194608216.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $8919000.00        | $3309020.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $1506200.00        | $1555764.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $4772000.00        | $1830653.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $9999000.00        | $6350964.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $6794034.39        | $4788394.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $299087000.00      | $72144270.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $146650500.00      | $149222709.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $5165448.00        | $1823568.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.8180%  | N/A     | $300.00            | $301.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $800.00            | $768.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $15000.00          | $15692.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $2831200.00        | $3431280.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $342000.00         | $88769.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $56720500.00       | $24968761.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $3181000.00        | $1008962.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $1256000.00        | $712008.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $350000.00         | $303330.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $305000.00         | $299768.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $4609953.67        | $1185560.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $15803900.00       | $3936135.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $10019000.00       | $9938919.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1258100.00        | $1066934.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $70900500.00       | $78592962.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $75000000.00       | $75017832.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $12121000.00       | $5819607.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $11.64             | $4.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $5584000.00        | $2860666.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $2560000.00        | $977105.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $12863000.00       | $4663635.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $737000.00         | $223772.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1693000.00        | $654427.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2771000.00        | $702853.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $14073000.00       | $9225273.69        | U.S. Treasuries (including strips) |

### Security 13: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011PP6
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $3758540.00        | $2117887.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $4299453.00        | $2579568.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $11543392.00       | $6229381.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1397398.00        | $1401262.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.7100%  | N/A     | $1000.00           | $997.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $47503.00          | $30204.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $4888378.00        | $141590.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $4585495.00        | $3635093.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2364000.00        | $1265887.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2760142.00        | $2461237.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $437.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2024.00           | $1403.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.3500%  | N/A     | $1000.00           | $975.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $7725300.00        | $7740156.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $658649.00         | $257504.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5521%  | N/A     | $1000.00           | $662.19            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2248998.00        | $1480913.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1820430.00        | $1425581.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1997218.00        | $1764260.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $62095479.00       | $48263729.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5408560.00        | $5632523.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $12943912.00       | $12656666.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1072.00           | $801.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3073.00           | $1973.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2252464.00        | $1393590.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1977861.00        | $276679.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $249974.00         | $195952.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $5376392.00        | $4550055.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $7770884.00        | $6314945.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1027.00           | $99.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1002.00           | $722.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $15423904.00       | $13210649.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $13641952.00       | $4143996.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 3.3500%  | N/A     | $2735.00           | $123.88            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $12766363.00       | $10135696.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 5.0000%  | N/A     | $53738.00          | $24912.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $10895224.00       | $7456255.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $606.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $812.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $6595856.00        | $1554766.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $707.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $6297272.00        | $3469361.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4267501.00        | $4314942.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $3507687.00        | $2753865.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1363235.00        | $1411025.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $10822664.00       | $6729583.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.8260%  | N/A     | $2682256.00        | $2400594.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.3000%  | N/A     | $6583261.00        | $6376773.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1204446.00        | $1136486.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1066213.00        | $1140463.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1029.00           | $110.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2043640.00        | $1791924.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $729.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $6370846.00        | $5921269.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $70001.00          | $50866.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1128.00           | $1029.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 4.0000%  | N/A     | $3950000.00        | $3269720.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $1008.00           | $493.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $4724004.00        | $3531451.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1211235.00        | $982541.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2565000.00        | $1469626.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.7621%  | N/A     | $2200000.00        | $1422828.68        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $10143089.00       | $1747960.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $6065168.00        | $4429284.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.6121%  | N/A     | $1012.00           | $698.48            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2025589.00        | $1696821.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $3142000.00        | $2293272.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $7515916.00        | $7691096.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-25      | 3.4650%  | N/A     | $1002.00           | $962.09            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1442594.00        | $1441604.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $687.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1272000.00        | $960628.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $2567743.00        | $1842640.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $14526214.00       | $14573674.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $2255674.00        | $1674367.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $15322192.00       | $11155035.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $1207379.00        | $641311.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $1024.00           | $609.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $978.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $8197392.00        | $7705331.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1001.00           | $779.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $142.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1013.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $3819766.00        | $3608135.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $5735999.00        | $5602818.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $5652103.00        | $5623899.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $211348.00         | $199679.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $159326.00         | $155049.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $320.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $4418863.00        | $4418359.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5939662.00        | $5857517.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $8767750.00        | $7224519.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1002.00           | $602.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $24992832.00       | $6093425.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2839012.00        | $2605494.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $246069.00         | $244816.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $78704982.00       | $54780590.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1539968.00        | $1330990.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $405000.00         | $259118.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2736354.00        | $1383226.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2680%  | N/A     | $15475.00          | $13258.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $10749568.00       | $8646314.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1021.00           | $1025.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $7000.00           | $6913.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.5000%  | N/A     | $1874168.00        | $48259.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2176904.00        | $744037.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $2301000.00        | $1608918.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $64998.00          | $58425.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $4671599.00        | $3230698.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $718.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1391000.00        | $1212901.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $1011180.00        | $667325.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $728.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $7403469.00        | $6075466.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $295519.00         | $291562.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $489.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1080.00           | $794.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 3.0000%  | N/A     | $23208640.00       | $7077489.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1751820.00        | $1073051.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2001872.00        | $1774847.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 5.0000%  | N/A     | $578280.00         | $572379.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1312752.00        | $1157058.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1633406.00        | $1434622.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $903.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1100572.00        | $1102588.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $416877.00         | $398454.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-25      | 3.0000%  | N/A     | $1961000.00        | $452224.29         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.7121%  | N/A     | $1000.00           | $813.53            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 4.2000%  | N/A     | $30166506.00       | $29786307.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $146385.00         | $136786.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1597171.00        | $1564506.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $13406153.00       | $7367662.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $15004.00          | $12212.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $669.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-25      | 3.0000%  | N/A     | $1193045.00        | $697622.17         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $5343760.00        | $6463320.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $52000.00          | $34116.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $41977059.00       | $25356712.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $825.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5228920.00        | $5397663.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $644.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $19446572.00       | $17124007.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $7815536.00        | $5813642.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $8998470.00        | $1997196.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $283000.00         | $165715.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $194995.00         | $146165.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1022.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $6084217.00        | $3610006.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $19636256.00       | $14834853.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $3904801.00        | $3398868.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $835.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $111.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.5000%  | N/A     | $1002.00           | $388.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $993.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $556004.00         | $372592.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1242585.00        | $878789.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $510818.00         | $523242.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2843044.00        | $2454811.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1522638.00        | $1043545.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $2090980.00        | $1420710.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $34547989.00       | $33973429.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-25      | 6.2922%  | N/A     | $2576.00           | $131.19            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-08-25      | 4.7400%  | N/A     | $1000.00           | $1010.35           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3685588.00        | $2720203.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4345040.00        | $4128382.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1080642.00        | $930136.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $992.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $3839087.00        | $3633040.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $15157392.00       | $12907220.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $10170000.00       | $8182.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $40240.00          | $24279.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $23333854.00       | $22341168.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $366319.00         | $303825.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5521000.00        | $5306337.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.7621%  | N/A     | $1000.00           | $922.08            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $2008.00           | $1975.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1349300.00        | $1324182.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1455560.00        | $1229460.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $4000.00           | $3349.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $7674487.00        | $4718666.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $38227419.00       | $17717304.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $2606632.00        | $2720634.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2909033.00        | $2825173.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $149096.00         | $14145.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3006.00           | $2785.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1438722.00        | $383361.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.2600%  | N/A     | $2162392.00        | $1872267.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $19269574.00       | $14137896.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1279932.00        | $1278322.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1008.00           | $775.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1103602.00        | $1030989.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $8784944.00        | $7664384.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5850420.00        | $5547916.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $8611051.00        | $7602472.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $21550888.00       | $19232012.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4222231.00        | $4107463.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $10773696.00       | $9470389.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $13970.00          | $14442.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $968.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $367290.00         | $314002.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $327000.00         | $257339.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $12485029.00       | $9681593.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $164.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8100%  | N/A     | $2325065.00        | $1856854.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $254000.00         | $238644.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6469122.00        | $521911.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $17027716.00       | $17190081.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $502992.00         | $335781.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.2800%  | N/A     | $64027.00          | $54427.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $53993191.00       | $54524636.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5350%  | N/A     | $1000.00           | $993.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-25      | 5.0000%  | N/A     | $1000.00           | $654.76            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $321057.00         | $249728.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.7667%  | N/A     | $129304.00         | $124539.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $808.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $7618216.00        | $6083412.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $998.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $8998990.00        | $4449763.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $19459552.00       | $13663152.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-25      | 2.9656%  | N/A     | $10000.00          | $7794.02           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1040.00           | $754.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3879032.00        | $3948295.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.0000%  | N/A     | $13925521.00       | $12439833.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2325800.00        | $1244865.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-25      | 4.0000%  | N/A     | $5198900.00        | $4616150.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.1600%  | N/A     | $24221000.00       | $23268813.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1078744.00        | $610561.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1664239.00        | $1268878.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $1990000.00        | $1242045.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.7650%  | N/A     | $1024.00           | $1036.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $862.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.2700%  | N/A     | $303900.00         | $299949.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.6200%  | N/A     | $33568.00          | $32270.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1468965.00        | $1156136.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1024.00           | $658.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $10209458.00       | $4908258.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $635964.00         | $667152.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $16121736.00       | $15666485.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.6100%  | N/A     | $9889413.00        | $9872913.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $22931545.00       | $16672564.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $4998.00           | $4398.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $9048890.00        | $9050543.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1000.00           | $931.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2154000.00        | $1458441.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $169077.00         | $174724.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-25      | 4.1266%  | N/A     | $2596.00           | $647.78            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $287470.00         | $232610.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $5392344.00        | $5775465.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 6.0020%  | N/A     | $70490912.00       | $72124725.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $7897768.00        | $6181997.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $34011.00          | $32055.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1243300.00        | $997121.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $214647.00         | $177483.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $37140920.00       | $34974102.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 2.0000%  | N/A     | $7013600.00        | $4079535.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1139060.00        | $1192396.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 4.2400%  | N/A     | $14363920.00       | $13934105.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $49601.00          | $29681.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.6121%  | N/A     | $63651022.00       | $61746811.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $785.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $971.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.9100%  | N/A     | $6810.00           | $681.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $4984528.00        | $1597343.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1327999.00        | $276901.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $109516799.00      | $17917784.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $9435936.00        | $3862544.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $363.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $8874570.00        | $1786293.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $461760.00         | $459155.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1199067.00        | $1210438.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $200573.00         | $198608.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2444%  | N/A     | $90000.00          | $78726.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.2600%  | N/A     | $1000.00           | $751.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $951.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $69054976.00       | $50385840.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $7790664.00        | $6681198.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.5000%  | N/A     | $25803712.00       | $25742608.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $4397732.00        | $646243.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $786.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.5000%  | N/A     | $26730854.00       | $25583551.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $9803040.00        | $9825252.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $14195568.00       | $13911412.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $5166000.00        | $3019594.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $9214000.00        | $8002644.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 7.5000%  | N/A     | $1215344.00        | $1045974.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1452000.00        | $1473037.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $379858.00         | $368646.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $29120161.00       | $16805324.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-06-25      | 6.2620%  | N/A     | $10892560.00       | $2553498.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.2800%  | N/A     | $4615080.00        | $4497173.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 7.0000%  | N/A     | $1005410.00        | $1063131.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $6156515.00        | $1076030.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $663.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1144762.00        | $1185026.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $859.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $953203.00         | $760901.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $700.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1024270.00        | $1066301.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $2081000.00        | $506880.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1013.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $132045878.00      | $10384864.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | 2.4343%  | N/A     | $270000.00         | $183219.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $704.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $679000.00         | $153201.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1693056.00        | $1795825.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.9121%  | N/A     | $79988541.00       | $51306336.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1666565.00        | $1689043.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $441324.00         | $441381.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $163894.00         | $131346.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $7134144.00        | $7027326.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1008.00           | $226.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.8400%  | N/A     | $10087988.00       | $10246283.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 5.0000%  | N/A     | $5147570.00        | $4481083.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.5000%  | N/A     | $140836800.00      | $119094195.67      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1008.00           | $770.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1058.00           | $973.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.6650%  | N/A     | $1000.00           | $1003.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $669.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1161990.00        | $854986.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $742.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $22081292.00       | $15656960.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2024.00           | $1975.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $2637450.00        | $1480262.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $170.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $4164770.00        | $3608029.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.7800%  | N/A     | $2266000.00        | $1933856.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $9938944.00        | $9179709.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $1015.00           | $73.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $18924684.00       | $13606985.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $18507464.00       | $17057182.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $761.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $5565430.00        | $5308478.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2112888.00        | $2035857.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $21456232.00       | $10602941.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.5121%  | N/A     | $1000.00           | $650.84            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-10-01      | 2.0000%  | N/A     | $1008.00           | $769.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $1080.00           | $460.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $27361.00          | $26165.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.0000%  | N/A     | $1000.00           | $942.85            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $776.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $6104.00           | $5054.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1016.00           | $434.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $22552000.00       | $22173244.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $11133300.00       | $6591911.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $38810752.00       | $5144040.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2251896.00        | $1524261.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $500000.00         | $304886.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.1850%  | N/A     | $19235.00          | $17508.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 7.0000%  | N/A     | $1115650.00        | $1179764.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1025.00           | $1007.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $4998.00           | $5342.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $120128.00         | $113305.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $112474.00         | $79419.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.8751%  | N/A     | $3835476.00        | $1442936.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $746.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.5000%  | N/A     | $1000.00           | $1012.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.0000%  | N/A     | $7422.00           | $7759.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $146392275.00      | $76006326.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 7.0000%  | N/A     | $1843201.00        | $1964496.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.7251%  | N/A     | $7430680.00        | $5180472.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $507011.00         | $533852.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.2251%  | N/A     | $43446080.00       | $23837087.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1011.00           | $679.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9451%  | N/A     | $3810400.00        | $3271234.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.7751%  | N/A     | $63037248.00       | $39475554.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $296800.00         | $287645.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $86834250.00       | $66096049.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $3194827.00        | $3331261.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $1024.00           | $693.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5751%  | N/A     | $26314.00          | $22832.32          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $1024.00           | $424.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $3088.00           | $2014.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $1481287.00        | $165750.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.8693%  | N/A     | $4298990.00        | $1832033.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $86970495.00       | $48391392.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $35375.00          | $9284.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.7351%  | N/A     | $16799842.00       | $8927140.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.6251%  | N/A     | $90773376.00       | $88713136.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1024.00           | $852.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1000.00           | $1055.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5751%  | N/A     | $67764736.00       | $52625862.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9251%  | N/A     | $9327105.00        | $2397903.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 0.1250%  | N/A     | $10000000.00       | $5722702.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $9645.00           | $10152.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $804.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6251%  | N/A     | $8606992.00        | $2842680.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $2757.00           | $1281.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.4500%  | N/A     | $3988056.00        | $273944.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $4072.00           | $3966.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $1000.00           | $594.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.6251%  | N/A     | $29190015.00       | $17150065.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $1003.00           | $116.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $21310272.00       | $21425214.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $473438.00         | $504962.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1063.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7251%  | N/A     | $20843491.00       | $10312658.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6251%  | N/A     | $2769866.00        | $1827826.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $1024.00           | $114.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $963.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6551%  | N/A     | $5723970.00        | $2940749.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.6251%  | N/A     | $27665920.00       | $13865140.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $2008.00           | $894.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2299323.00        | $2329417.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.0000%  | N/A     | $1024.00           | $88.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $2024.00           | $1436.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5251%  | N/A     | $6641913.00        | $4349307.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $1000.00           | $927.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.6751%  | N/A     | $40000000.00       | $16106681.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $50000000.00       | $48483610.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.4251%  | N/A     | $496314.00         | $336982.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $1008.00           | $208.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $873607.00         | $911559.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $2038.00           | $175.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.7251%  | N/A     | $56075072.00       | $55846239.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.5000%  | N/A     | $1001.00           | $1072.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $14518.00          | $14221.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1756.00           | $1842.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $2408220.00        | $171260.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.6251%  | N/A     | $29999962.00       | $21369001.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $22587552.00       | $15184030.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.1251%  | N/A     | $26062624.00       | $6973121.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1000000.00        | $581328.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.0000%  | N/A     | $4116238.00        | $1223101.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $112589.00         | $7430.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6251%  | N/A     | $765500.00         | $364589.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.7251%  | N/A     | $7912976.00        | $2631007.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1101104.00        | $383738.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5251%  | N/A     | $67154553.00       | $30674218.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $36956352.00       | $3367263.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.7251%  | N/A     | $1744752.00        | $1721256.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.8251%  | N/A     | $7903000.00        | $3986439.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $2048.00           | $1863.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0251%  | N/A     | $46579392.00       | $45692142.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $20003504.00       | $19807917.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $1008.00           | $611.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0251%  | N/A     | $38411072.00       | $29826974.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 7.5000%  | N/A     | $1000.00           | $257.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-09-20      | 4.6051%  | N/A     | $7483912.00        | $6846654.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $4649864.00        | $3423175.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.1251%  | N/A     | $25775297.00       | $6896246.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.5000%  | N/A     | $627875.00         | $485522.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $3051080.00        | $1852727.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $2048.00           | $1383.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $2000.00           | $798.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $3032.00           | $716.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 5.0000%  | N/A     | $1000.00           | $617.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1024.00           | $113.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $55801984.00       | $49148440.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-20      | 6.0000%  | N/A     | $36353856.00       | $37397962.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9451%  | N/A     | $103744.00         | $89500.99          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $23699681.00       | $23913836.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.0251%  | N/A     | $31449537.00       | $8369107.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $3024.00           | $2048.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $230990.00         | $243317.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $1000.00           | $941.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1000.00           | $985.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $937.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $714256.00         | $752648.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9751%  | N/A     | $12498352.00       | $12452872.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $131953.00         | $125547.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $1870990.00        | $87455.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $965.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.5251%  | N/A     | $12481793.00       | $3363996.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.2751%  | N/A     | $39382400.00       | $21819139.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $25656672.00       | $26004339.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $7209584.00        | $3674518.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2411186.00        | $2501157.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $2000.00           | $2147.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.8251%  | N/A     | $59046465.00       | $19714826.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5751%  | N/A     | $28130700.00       | $17372460.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6251%  | N/A     | $8990867.00        | $2969465.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $401433.00         | $423111.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $3258360.00        | $2263446.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.7751%  | N/A     | $67773090.00       | $58326655.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.1171%  | N/A     | $12005443.00       | $1815109.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.1751%  | N/A     | $56878401.00       | $38334285.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $6008.00           | $6323.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.7351%  | N/A     | $23055132.00       | $12424517.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.8251%  | N/A     | $13737680.00       | $5554156.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.9251%  | N/A     | $32616704.00       | $22836934.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4251%  | N/A     | $57645819.00       | $54143702.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $682317.00         | $678891.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $4785410.00        | $4572160.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.6751%  | N/A     | $12714848.00       | $8726578.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $11908480.00       | $8231921.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1032.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1008.00           | $1040.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $329638.00         | $351976.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.6751%  | N/A     | $5418750.00        | $4543746.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.8751%  | N/A     | $42361866.00       | $36800933.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $2088.00           | $1532.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $1008.00           | $765.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1023.00           | $905.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $29539600.00       | $18296068.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.5251%  | N/A     | $4842424.00        | $2867629.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $3486429.00        | $3134386.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $14232.00          | $15106.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.6251%  | N/A     | $20368723.00       | $7036502.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $1000.00           | $844.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $1000.00           | $450.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $11685415.00       | $11666891.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $19997700.00       | $7650114.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 7.5000%  | N/A     | $1000.00           | $594.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $232297.00         | $235377.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.9251%  | N/A     | $18563319.00       | $18247471.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1066.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $1000.00           | $720.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $1000.00           | $36.16             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-04      | 0.0000%  | N/A     | $6701000.00        | $6656036.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-22      | 0.0000%  | N/A     | $9488200.00        | $9377472.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-16      | 0.0000%  | N/A     | $5799800.00        | $5771891.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $7758500.00        | $7703062.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $20072100.00       | $19653395.99       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-03-31      | 3.8750%  | N/A     | $7750800.00        | $7703036.35        | U.S. Treasuries (including strips)        |

### Security 14: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011QF7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1010.00           | $1001.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 2.6530%  | N/A     | $1000.00           | $921.18            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $993.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $4064192.00        | $3820232.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $783.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.7621%  | N/A     | $1000.00           | $922.08            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $1008.00           | $1047.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2002.00           | $1944.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1536.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $981.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1022.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 4.0000%  | N/A     | $1000.00           | $894.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $753.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $1048.00           | $1091.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $8000.00           | $7346.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3057940.00        | $1963343.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $14799000.00       | $10805390.82       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $6002.00           | $3714.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $829.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $989.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $982.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $509056.00         | $433172.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1001.00           | $1000.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $860.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $71992028.00       | $51881563.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5000.00           | $4750.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $1024.00           | $564.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $7634.00           | $5468.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1007.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $27009448.00       | $20892745.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $882.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $944.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $7797910.00        | $4261560.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.7621%  | N/A     | $1996990.00        | $1669079.72        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $4073.00           | $3171.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $26000.00          | $22408.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $273.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $338.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.7100%  | N/A     | $195722.00         | $195189.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-25      | 1.5170%  | N/A     | $1017.00           | $920.57            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-02-25      | 3.0000%  | N/A     | $40751.00          | $23828.78          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $11459.00          | $9757.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1615547.00        | $1620825.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $3017468.00        | $1523722.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $1562178.00        | $1481101.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $644.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3040.00           | $2972.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3301.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1001.00           | $693.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $4160.00           | $4194.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4035.00           | $4051.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $11674669.00       | $11697119.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $5889800.00        | $1889144.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1008.00           | $634.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.5000%  | N/A     | $1572324.00        | $609631.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $1806.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-25      | 3.2810%  | N/A     | $2525000.00        | $2501413.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1498.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $4713400.00        | $3330144.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1065500.00        | $1031853.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 4.2084%  | N/A     | $13999099.00       | $1019338.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $2000.00           | $1762.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $766.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1006813.00        | $1001789.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $266.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $959.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4018.00           | $3751.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.8121%  | N/A     | $1900000.00        | $1751648.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4785640.00        | $4009199.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $496831.00         | $326976.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $20808.00          | $602.70            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1029.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $22202752.00       | $21815595.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 6.2570%  | N/A     | $71777.00          | $71546.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2000.00           | $1554.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $2048.00           | $1219.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1000.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $854.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 7.0000%  | N/A     | $1000.00           | $762.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $802.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $47139.00          | $29080.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $2039.00           | $457.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $67736.00          | $49696.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-25      | 4.2184%  | N/A     | $1741.00           | $130.96            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $2640040.00        | $1663151.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $220111.00         | $172771.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3199910.00        | $3022892.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 4.5500%  | N/A     | $18122996.00       | $17998833.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1007.00           | $332.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1008.00           | $1022.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-25      | 3.5000%  | N/A     | $2606316.00        | $1476754.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $886.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $616.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1023.00           | $833.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $692627.00         | $253843.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1024.00           | $1042.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $5567.00           | $1978.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $7550000.00        | $4576505.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $25719.00          | $22122.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1415156.00        | $1393967.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1040.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.9800%  | N/A     | $1000.00           | $895.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $4060.00           | $676.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $354827.00         | $353322.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 2.0000%  | N/A     | $6647900.00        | $3866821.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $163.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 5.0000%  | N/A     | $1683579.00        | $1465595.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $2285820.00        | $658744.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $88386048.00       | $17504272.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $2623476.00        | $2124803.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1007.00           | $614.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $539.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $587.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $2001.00           | $1452.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $970600.00         | $601409.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $221516.00         | $216660.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $20000.00          | $15579.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $1000.00           | $732.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $18148466.00       | $18194858.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $651000.00         | $407616.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $8588672.00        | $1936772.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $6588000.00        | $2960111.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $13575000.00       | $10299863.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $971.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $951.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1103856.00        | $697736.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $1000.00           | $613.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $15808219.00       | $15650852.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $684.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1000.00           | $931.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.1400%  | N/A     | $2378500.00        | $2322852.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3980820.00        | $3868513.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.7600%  | N/A     | $1000.00           | $1008.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $2550000.00        | $1409248.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.4200%  | N/A     | $456394.00         | $449644.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 2.5000%  | N/A     | $11298500.00       | $1779401.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1008.00           | $996.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1002.00           | $822.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $7472608.00        | $1773079.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $4388496.00        | $3587802.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1727830.00        | $1615219.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $16843871.00       | $8420949.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.5000%  | N/A     | $13753041.00       | $11629825.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $70864588.00       | $50293559.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $785.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $790.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $20310.00          | $12172.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $4197737.00        | $3350876.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $26200848.00       | $24147698.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $2000.00           | $1937.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1015.00           | $1011.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1024.00           | $977.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $732838.00         | $519449.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.1400%  | N/A     | $1000.00           | $989.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $120708.00         | $84649.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $2913750.00        | $1452522.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1008.00           | $987.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 1.7700%  | N/A     | $1000.00           | $982.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $24666176.00       | $15664910.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1666300.00        | $1157530.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $2047376.00        | $984288.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $943.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.2800%  | N/A     | $1000.00           | $974.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $10500999.00       | $2189570.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1023.00           | $998.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $25255248.00       | $25037924.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $3006899.00        | $2862777.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $513997.00         | $12930.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $927.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1226632.00        | $964539.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $86048.00          | $84031.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $3001.00           | $1623.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $11270.00          | $11272.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-25      | 5.0000%  | N/A     | $1000.00           | $654.76            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2139.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $3002759.00        | $2873632.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $529.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $3002.00           | $1794.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.8800%  | N/A     | $3675816.00        | $2736623.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $7008.00           | $5319.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $19542457.00       | $9893220.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $127853.00         | $99028.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1003.00           | $1020.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1008.00           | $770.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5100%  | N/A     | $1000.00           | $907.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $1010.00           | $887.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $5120495.00        | $5072569.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 4.8000%  | N/A     | $1000.00           | $1012.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4900%  | N/A     | $1000.00           | $1000.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $3416440.00        | $3251727.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $115435.00         | $67473.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $725.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $635373.00         | $404134.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $5659945.00        | $5412715.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $5319152.00        | $4615487.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $657.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $25506450.00       | $16422847.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $667750.00         | $518409.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $8697680.00        | $3351965.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2997356.00        | $2868929.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $12889879.00       | $6949570.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1012.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $12700.00          | $9752.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $2000.00           | $1051.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $2385856.00        | $979109.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $19467808.00       | $14443815.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $7727160.00        | $2155964.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.0000%  | N/A     | $697394.00         | $742773.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $5335840.00        | $5234417.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3912000.00        | $3413212.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1058.00           | $973.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $2032.00           | $1081.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.7121%  | N/A     | $2387860.00        | $1854826.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $629.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000260.00        | $633255.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 2.5000%  | N/A     | $1000.00           | $190.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $700.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $5000.00           | $3356.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1000.00           | $802.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $2351201.00        | $1482566.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $2024.00           | $1971.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.5000%  | N/A     | $1000.00           | $773.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.6751%  | N/A     | $310455.00         | $213074.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $3064328.00        | $2718936.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $4208970.00        | $4146582.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $2058.00           | $917.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $1584.00           | $1011.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.7500%  | N/A     | $5260737.00        | $2039160.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $5069496.00        | $4823417.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1790.00           | $198.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $2429010.00        | $2521956.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $1000754.00        | $207486.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $2000.00           | $1927.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $4230675.00        | $2858612.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9451%  | N/A     | $16047040.00       | $13843942.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $1020.00           | $92.94             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1024.00           | $747.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9451%  | N/A     | $16604797.00       | $14255245.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $1641000.00        | $1147321.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $20840064.00       | $18552928.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $1000.00           | $927.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1008.00           | $767.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $1008.00           | $902.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1024.00           | $852.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $1024.00           | $901.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1053.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-09-20      | 4.6051%  | N/A     | $1000.00           | $914.85            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $237110.00         | $227702.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $8114.00           | $8548.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $1000.00           | $519.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7551%  | N/A     | $17299.00          | $9987.76           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $1000.00           | $941.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1052.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $1024.00           | $693.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7251%  | N/A     | $44156509.00       | $21847154.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $5823730.00        | $4193118.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1276654.00        | $1027165.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $1023.00           | $87.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $683587.00         | $729279.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $2000.00           | $1953.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $4337.00           | $3192.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1073.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $1071.00           | $650.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $2000.00           | $1798.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 4.0000%  | N/A     | $1025.00           | $82.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.7385%  | N/A     | $1931798.00        | $1038321.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $7000.00           | $5773.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $1789.00           | $200.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.8751%  | N/A     | $43904600.00       | $19290053.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.8751%  | N/A     | $477680036.00      | $414973955.85      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $1000.00           | $464.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $1024.00           | $693.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9751%  | N/A     | $29988272.00       | $17706968.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 7.0000%  | N/A     | $204595.00         | $214410.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $1000.00           | $619.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.8251%  | N/A     | $1597920.00        | $1487035.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $1000.00           | $844.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0151%  | N/A     | $1065330000.00     | $988050084.23      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.0000%  | N/A     | $584975.00         | $78602.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $2000.00           | $1445.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $746.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $668656.00         | $704415.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4251%  | N/A     | $2675510.00        | $2512966.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1000.00           | $603.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $3304.00           | $780.44            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $24203000.00       | $24341359.08       | U.S. Treasuries (including strips)        |

### Security 15: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011TO5
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $71540.00          | $67764.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $968020.00         | $975571.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $730400.00         | $723445.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1119040.00        | $427117.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $560.00            | $560.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $548200.00         | $298485.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $22320025.00       | $11052296.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $14414278.95       | $9155373.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1849000.00        | $975510.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $8000040.00        | $7809574.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $40.00             | $39.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $576420.00         | $134705.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $25.00             | $24.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $80.00             | $80.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2413000.00        | $612047.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $907500.00         | $852842.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $60.00             | $127.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $426200.00         | $124369.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $7465737.73        | $4807390.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $1838960.00        | $1879997.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $3988471.14        | $2362451.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $2997020.00        | $1535364.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 3.8750%  | N/A     | $501320.00         | $498230.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $1551580.00        | $1534217.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $737260.00         | $743201.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $580760.00         | $575401.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $956000.00         | $944902.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $34480.00          | $36518.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $100380.00         | $32644.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $121180.00         | $39900.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $131800.00         | $129076.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $81160.00          | $81143.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $86425.00          | $70183.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $56740.00          | $53891.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $177740.00         | $178837.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $40612100.00       | $35468852.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $363920.00         | $363808.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $441160.00         | $110942.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $20.00             | $19.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $2938600.00        | $2880577.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $2277625.00        | $998772.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $240.00            | $153.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $11363416.85       | $4011649.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $80.00             | $81.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $711700.00         | $719583.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $200.00            | $155.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $1108100.00        | $1093794.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $1673200.00        | $411858.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $770400.00         | $233913.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $70617.24          | $70062.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $32508582.86       | $22326342.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $2280240.00        | $2339942.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $2160.00           | $2135.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $216400.00         | $51121.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $13521025.00       | $4644864.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $3220.00           | $3255.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $2878920.00        | $2910196.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $527200.00         | $544498.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $64.00             | $53.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $76440.00          | $54348.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $200.00            | $202.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $33.00             | $29.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $4708660.00        | $1281268.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $678160.00         | $664152.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $225224.48         | $137230.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $41533640.00       | $46039898.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $37120.00          | $32226.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $358960.00         | $381945.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $55727180.00       | $60653329.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $48380.00          | $51463.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $738140.00         | $639951.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $19246424.95       | $8309259.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $669120.00         | $670895.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $20.00             | $31.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $536000.00         | $511230.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $219980.00         | $95359.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $155240.00         | $160011.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $40.00             | $40.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $263020.00         | $270632.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $861500.00         | $1022954.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $16430000.00       | $12894050.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $1220.00           | $1067.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 0.0000%  | N/A     | $101140.00         | $22954.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $107360.00         | $105717.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $100.00            | $122.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $4129781.89        | $1840594.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $1185460.00        | $1396885.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $1057825.00        | $333083.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $19.68             | $16.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $6375460.00        | $6384667.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $14361625.00       | $6111144.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $9525241.08        | $3118087.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $7200.00           | $7197.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $1335120.00        | $1327917.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $37000000.00       | $27727430.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $1180260.00        | $288130.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $276280.00         | $245127.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $5801658.90        | $4505278.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $2306800.00        | $739996.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $3555625.00        | $1404009.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $318720.00         | $316871.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $631000.00         | $146007.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $20.00             | $33.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $1718960.00        | $1597862.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $35347000.00       | $36292800.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $29225.00          | $13809.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $14320.00          | $14308.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $9220.00           | $9412.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $253640.00         | $252655.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $9583500.00        | $3555555.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $129860.00         | $125629.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $56825.00          | $32213.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $696120.00         | $707633.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $45492200.00       | $45714137.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $455280.00         | $432485.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $6184740.00        | $6313043.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $47191500.00       | $20774028.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $4592260.00        | $6261162.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $1918800.00        | $519820.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $4242000.00        | $1101053.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $8064800.00        | $3033437.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $338620.00         | $130893.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-04-30      | 4.1250%  | N/A     | $6600.00           | $6553.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $3003380.00        | $3639954.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $7693502.59        | $5422334.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $7867025.00        | $4727484.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $123740.00         | $123330.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $2774615.97        | $1460449.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $33017520.00       | $7964321.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $275900.00         | $274275.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $20.00             | $19.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $5595940.00        | $6145802.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $120060.00         | $118732.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $889000.00         | $281976.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $20.00             | $20.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $120.00            | $112.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $43720.00          | $43777.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $638022.66         | $263373.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $140.00            | $139.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $31532000.00       | $31849143.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $14315880.00       | $15330173.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $40.00             | $13.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $5178440.00        | $1425691.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $20.00             | $20.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $11915160.00       | $12087098.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $2310913.51        | $2045782.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $12983840.00       | $14185704.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $808457.74         | $685614.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $34369000.00       | $34131186.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $5081400.00        | $1303948.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $80.00             | $58.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $15400.00          | $14944.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $5985740.00        | $6095696.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $337700.00         | $436542.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $3380.00           | $2494.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $21298806.40       | $11559160.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $281993.93         | $244392.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $677600.49         | $378716.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $8085600.00        | $7953386.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $1271500.00        | $354220.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $1720.00           | $1765.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $7840.00           | $7773.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $235820.00         | $235550.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $9481296.94        | $4622691.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $1204880.00        | $1214217.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $4809460.00        | $1626006.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $836720.00         | $742030.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $2581040.00        | $2590400.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $1602280.00        | $1483021.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $18360.00          | $5740.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $2762200.00        | $1059646.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $334320.00         | $322333.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $875506.69         | $447055.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $19.16             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $334460.00         | $306081.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $1593732.75        | $441762.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $1415940.00        | $1331654.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $3800.00           | $3866.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $1540000.00        | $617319.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $489560.00         | $463528.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $2077600.00        | $596200.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $3796825.00        | $1822954.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $131960.00         | $133949.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $277625.00         | $159734.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $448660.00         | $458574.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $77700.00          | $77664.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $31180652.54       | $21695373.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $244020.00         | $211587.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $25.00             | $10.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $80.00             | $65.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $3140380.00        | $897925.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $2833280.00        | $1857300.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $879800.00         | $859257.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $15930460.00       | $15965333.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $25.00             | $12.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $4340540.00        | $5414921.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $131560.00         | $130517.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $2134120.00        | $2087693.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $5400.00           | $5765.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3606.67           | $1344.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $290580.00         | $286349.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $8041780.00        | $2002893.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $1004880.00        | $1018578.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $142122.00         | $50833.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $5731757.50        | $3740132.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $10860.00          | $10663.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $1462600.00        | $1374910.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $278220.00         | $297177.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $9853600.00        | $3976035.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $154300.00         | $156594.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $412900.00         | $389835.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $20.00             | $20.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $42460.00          | $48657.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7880%  | N/A     | $40.00             | $40.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $2298280.00        | $2271487.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $40.00             | $24.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $18363320.00       | $17800734.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $2.07              | $0.72              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $60.00             | $59.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $25275425.00       | $15617584.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $6110800.00        | $1642088.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $2698440.00        | $618277.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $400.00            | $537.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $53137980.00       | $56284444.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $4704820.00        | $4740784.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $537435.71         | $194853.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $5300770.79        | $1363220.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $206780.00         | $206999.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $511420.00         | $517333.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $320.00            | $323.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $20.00             | $19.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $3285600.00        | $5236270.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $21713337.60       | $11261622.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $6420.00           | $5979.60           | U.S. Treasuries (including strips) |

### Security 16: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011TP2
- **C.18 - Value (incl. sponsor support):** $266058000.00
- **C.18.a - Value (excl. sponsor support):** $266058000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $737986.36         | $615748.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $532.12            | $260.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $532.12            | $439.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $0.53              | $0.02              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $15268363.03       | $10585250.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $82057.08          | $80752.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-25      | 2.0690%  | N/A     | $532.12            | $491.98            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $545.42            | $3.49              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1287291.30        | $1014021.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $326985.28         | $265787.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 2.7240%  | N/A     | $532.12            | $530.79            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.0600%  | N/A     | $532.12            | $529.93            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $532.12            | $535.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.4420%  | N/A     | $4232284.11        | $2843571.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.2820%  | N/A     | $532.12            | $259.17            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $187443.18         | $146787.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1015809.44        | $610420.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $172937.70         | $120902.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $532.12            | $402.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $532.12            | $539.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-25      | 3.5000%  | N/A     | $532.12            | $504.51            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $532.12            | $329.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $7738.56           | $238.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2055751.41        | $2030364.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $7096087.73        | $5571099.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.5000%  | N/A     | $564.04            | $403.50            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $532.12            | $388.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1549878.84        | $1463842.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $274699.03         | $236205.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $12770.78          | $13324.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $31926960.00       | $23159418.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $532.12            | $474.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $532.12            | $389.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $4015.88           | $49.06             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $536.37            | $404.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $532.12            | $463.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1229204.99        | $1029664.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 4.2084%  | N/A     | $1585.71           | $115.46            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $289514.74         | $290071.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4324919.65        | $4230177.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-15      | 3.5000%  | N/A     | $533.71            | $435.32            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1137785.33        | $1151961.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2764104.23        | $2375765.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $532.12            | $362.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 1.4719%  | N/A     | $5321.16           | $4466.96           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $211782.17         | $170702.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $532.12            | $532.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $437518.55         | $338810.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $3419713.71        | $486577.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-25      | 4.5000%  | N/A     | $536.37            | $444.09            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $532.12            | $284.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $942807.39         | $851369.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 4.6000%  | N/A     | $532.12            | $528.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 3.9000%  | N/A     | $532.12            | $529.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.9200%  | N/A     | $258076.26         | $256714.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $764077.07         | $519772.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.6121%  | N/A     | $589503.65         | $406875.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $1588290.70        | $1560595.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $124734.91         | $107519.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $544.89            | $417.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.7100%  | N/A     | $532.65            | $531.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $5505800.00        | $2971200.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.5300%  | N/A     | $532.12            | $505.00            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $923728.37         | $609406.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 6.1290%  | N/A     | $319269.60         | $163443.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $532.12            | $529.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $252113.90         | $222108.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 1.4060%  | N/A     | $12695.22          | $11272.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $870540.71         | $438985.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $6215642.74        | $5450061.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-25      | 3.0590%  | N/A     | $532.12            | $477.32            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $532.12            | $522.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2093953.62        | $1969662.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $807752.09         | $498545.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $878776.80         | $817075.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-25      | 3.9500%  | N/A     | $535.31            | $85.67             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $3724.81           | $3699.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $860350.69         | $697907.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1162141.34        | $545388.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $604510.38         | $622254.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $533.18            | $29.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-03-25      | 3.2240%  | N/A     | $532.12            | $529.96            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $7931245.92        | $6098793.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-25      | 3.2430%  | N/A     | $532.12            | $529.26            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $415855.04         | $413355.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $22886321.93       | $17940394.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $561172.73         | $533532.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $4494928.59        | $4228318.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $532.12            | $445.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $532.12            | $534.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.9121%  | N/A     | $234641.87         | $193625.78         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1431133.43        | $864492.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-25      | 4.1180%  | N/A     | $532.12            | $522.09            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $4790.64           | $3351.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $532.12            | $531.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-25      | 5.0000%  | N/A     | $532.12            | $521.20            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-01-25      | 2.0740%  | N/A     | $532.12            | $481.80            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $8908426.40        | $8452611.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $550990.15         | $361480.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $532.12            | $232.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $7425613.33        | $2255668.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $25826.78          | $26432.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $192591.94         | $135801.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $609.27            | $433.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $532.12            | $526.22            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $532.12            | $397.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $532.12            | $387.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3050623.69        | $2854005.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $532.12            | $340.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $532.12            | $505.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $532.12            | $383.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $104294.74         | $74300.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $351797.85         | $257513.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $532.12            | $398.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $562.45            | $404.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 5.0000%  | N/A     | $620.45            | $287.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $4256.93           | $4224.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-15      | 3.5000%  | N/A     | $532.12            | $169.29            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $536.37            | $405.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $536.37            | $524.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.1121%  | N/A     | $532.12            | $245.09            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $809.88            | $57.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1730889.81        | $1451732.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $532.12            | $535.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2214287.93        | $1850458.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1064.23           | $658.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $2594.07           | $32.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $33614.30          | $26533.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $559.79            | $578.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $532.12            | $427.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1294411.01        | $922918.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $532.12            | $450.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.0000%  | N/A     | $536.37            | $366.57            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $544.89            | $546.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1077.00           | $1029.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $532.12            | $392.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $49586.29          | $32826.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $133045.50         | $92359.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $532.12            | $443.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.1170%  | N/A     | $532.12            | $520.86            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $532.12            | $523.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $287704.48         | $244635.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $532.12            | $512.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $532.12            | $299.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $1042.42           | $33.02             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $535.84            | $224.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $13302.90          | $10300.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $2692168.53        | $1633739.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $126431.83         | $84525.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $268524.89         | $238072.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $1077.00           | $745.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $1315.92           | $184.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1990408.63        | $1453846.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $49486.79          | $34602.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3724.81           | $3616.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $536045.14         | $447983.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $6620.06           | $369.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1089.77           | $804.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $532.12            | $351.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $3875253.96        | $3818104.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $532.12            | $525.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $532.12            | $455.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 2.4250%  | N/A     | $532.12            | $502.86            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $9118.34           | $8913.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $536.37            | $390.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $537.97            | $51.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $1602732.86        | $1025426.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 7.0000%  | N/A     | $1422.88           | $158.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $10530418.13       | $762043.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $1078.07           | $527.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1060537.52        | $824303.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-25      | 3.4650%  | N/A     | $532.12            | $510.92            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 2.1540%  | N/A     | $13835.02          | $12346.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $5371.71           | $3847.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.0500%  | N/A     | $266058.00         | $258339.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $581.60            | $422.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.8621%  | N/A     | $139538.38         | $106029.96         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $532.12            | $405.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $532.12            | $554.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1131429.74        | $1072927.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5521%  | N/A     | $1117.44           | $739.96            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $72142.16          | $68159.04          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-08-15      | 3.5000%  | N/A     | $1356.90           | $595.91            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-05-15      | 3.0000%  | N/A     | $366779.04         | $290526.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $532.12            | $436.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $5318244.54        | $998291.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 3.3500%  | N/A     | $1078.60           | $48.86             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $532.12            | $386.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $4368153.01        | $4395397.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $544.89            | $317.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $538.50            | $17.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $73964.12          | $63267.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1032026.21        | $849736.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.5000%  | N/A     | $541.69            | $17.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $469544.48         | $442876.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $3143145.36        | $2711540.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $2912.80           | $141.55            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $297671.54         | $256028.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1091.90           | $889.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $8513.86           | $8434.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $706.65            | $666.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 7.0000%  | N/A     | $532.12            | $562.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $97194.18          | $98919.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $999313.85         | $970982.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $939.72            | $889.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $535.84            | $38.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.1184%  | N/A     | $544.89            | $33.99             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $133029.00         | $93715.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $8683077.40        | $700528.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.8621%  | N/A     | $1237794.40        | $902661.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $911378.49         | $954573.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $73508.63          | $49427.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $6369492.37        | $5274523.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $532.12            | $397.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $5183436.67        | $309651.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.6100%  | N/A     | $532.12            | $534.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $12734812.96       | $5430082.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $532.12            | $167.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $899279.23         | $912024.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-25      | 2.7763%  | N/A     | $132284.04         | $87343.24          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $613.00            | $389.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $100037.81         | $68432.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $536.37            | $397.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $209687.76         | $135909.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $13835.02          | $9336.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $536.37            | $407.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 6.0680%  | N/A     | $532.12            | $548.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $532.12            | $356.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $87668.77          | $80110.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $532.12            | $372.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $532.12            | $318.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $10154212.12       | $7960550.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $552.34            | $24.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.8400%  | N/A     | $4904519.56        | $4981478.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.6020%  | N/A     | $2254.58           | $351.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.1684%  | N/A     | $1686.28           | $140.89            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $532.12            | $523.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 2.7100%  | N/A     | $5466640.51        | $4986579.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $692813.97         | $420133.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $21544271.10       | $20497053.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $6237353.07        | $4641677.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $2424.85           | $453.26            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $14215142.64       | $14030405.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $139994.93         | $106773.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $532.12            | $401.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.5000%  | N/A     | $391092.49         | $374306.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $532.12            | $517.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $532.12            | $388.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $532.12            | $526.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $202995.87         | $144286.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $264495.18         | $258295.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 0.9696%  | N/A     | $79285.28          | $70624.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $4155303.42        | $4026109.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $532.12            | $374.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $532.12            | $571.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-25      | 3.9421%  | N/A     | $481499.00         | $156808.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $6768439.96        | $5264704.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $544.89            | $382.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $295841.60         | $59749.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1467.04           | $215.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $581.07            | $535.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $767228.26         | $748842.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $52213.35          | $40870.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $608.74            | $439.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $9372115.47        | $8182868.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.1400%  | N/A     | $10488.01          | $10376.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.8800%  | N/A     | $532.12            | $396.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $582.13            | $101.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $548.08            | $123.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $83238.91          | $82544.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $285746.29         | $196927.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 5.0121%  | N/A     | $63245.71          | $54712.79          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $337445.09         | $269368.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $532.12            | $418.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $200613.59         | $26126.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $635.88            | $16.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $532.12            | $328.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $4385184.98        | $3973000.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $90185030.01       | $17685658.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $11131.33          | $8405.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.7670%  | N/A     | $4251046.52        | $3064964.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $603694.12         | $369452.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $165958.47         | $120561.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $532.12            | $324.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1037.09           | $1010.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $737903.88         | $660136.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 3.7300%  | N/A     | $3211225.88        | $3121742.21        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005W50
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $15627380.00       | $8675998.65        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.0000%  | N/A     | $9896320.00        | $7594767.81        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-03-25      | 4.7500%  | N/A     | $3338448.00        | $1727368.76        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.1621%  | N/A     | $11170000.00       | $7101710.21        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.7500%  | N/A     | $3343340.00        | $706681.25         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 9.7637%  | N/A     | $68173360.00       | $11103100.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.0000%  | N/A     | $12886600.00       | $1514345.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 9.7637%  | N/A     | $59645440.00       | $17897426.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-06-25      | 5.0000%  | N/A     | $59402496.00       | $58540796.79       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.7500%  | N/A     | $6904000.00        | $5947155.89        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5000%  | N/A     | $2887000.00        | $1646203.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.5621%  | N/A     | $99792512.00       | $84210183.78       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-10-15      | 1.5000%  | N/A     | $438000.00         | $338230.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 6.0000%  | N/A     | $6461672.00        | $2838035.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 4.0000%  | N/A     | $130000.00         | $121036.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 0.1250%  | N/A     | $50000000.00       | $26262360.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $5401000.00        | $3143033.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-01-20      | 4.2751%  | N/A     | $34650000.00       | $21613358.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $18073920.00       | $10004461.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $1314412.00        | $655196.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.4751%  | N/A     | $30000000.00       | $15959332.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $16469600.00       | $6968458.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.7251%  | N/A     | $40000000.00       | $33678110.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $277270000.00      | $171414240.55      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-20      | 3.1250%  | N/A     | $100000.00         | $16819.77          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3665000.00        | $2427774.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.0000%  | N/A     | $1000.00           | $585.88            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-20      | 4.4551%  | N/A     | $6999707.00        | $9042.83           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $13313248.00       | $12850902.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-01-20      | 4.2752%  | N/A     | $1572858.00        | $100.87            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-08-20      | 4.4752%  | N/A     | $2800000.00        | $33180.87          | Agency Collateralized Mortgage Obligation |

### Security 18: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006MW0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $151089200.00      | $153367645.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $2000.00           | $1978.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $146603800.00      | $145080520.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $90454500.00       | $66056547.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $397904000.00      | $400493324.07      | U.S. Treasuries (including strips) |

### Security 19: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006N66
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $142566000.00      | $137454495.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $195013200.00      | $208830068.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $170838000.00      | $117305357.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $58716800.00       | $55503787.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $17926400.00       | $12647303.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $17700300.00       | $12584787.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $225119200.00      | $220674255.65      | U.S. Treasuries (including strips) |

### Security 20: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006O73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $469177.00         | $151771.06         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 5.0000%  | N/A     | $691348.00         | $390962.17         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $728000.00         | $532499.63         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1121%  | N/A     | $50000000.00       | $38251272.24       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-08-25      | 3.5000%  | N/A     | $2226344.00        | $952657.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 6.0000%  | N/A     | $16557888.00       | $8570679.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.0000%  | N/A     | $14861296.00       | $11322687.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.0621%  | N/A     | $33892992.00       | $22552730.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-25      | 4.5621%  | N/A     | $25000000.00       | $13214157.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.9251%  | N/A     | $100000000.00      | $36669863.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-12-20      | 4.4752%  | N/A     | $2859990.00        | $17654.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-03-16      | 4.5000%  | N/A     | $8172384.00        | $8030944.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8251%  | N/A     | $240857000.00      | $146676666.90      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $50000000.00       | $50128788.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.5000%  | N/A     | $355800.00         | $321670.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-04-20      | 3.9752%  | N/A     | $2195382.00        | $780.48            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.2751%  | N/A     | $12750000.00       | $6993011.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 5.5000%  | N/A     | $66571392.00       | $34852741.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $20655424.00       | $18663870.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-11-20      | 4.5252%  | N/A     | $20000000.00       | $12883760.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $2684000.00        | $2409455.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $13414288.00       | $10440059.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.4751%  | N/A     | $30000000.00       | $14457962.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.8751%  | N/A     | $100000000.00      | $56293332.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-05-20      | 4.5751%  | N/A     | $99998.00          | $11053.21          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.7751%  | N/A     | $30000000.00       | $20208967.23       | Agency Collateralized Mortgage Obligation |

### Security 21: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006OF5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-05-25      | 5.0000%  | N/A     | $7011288.00        | $5867299.95        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 12.7637% | N/A     | $79855872.00       | $24939984.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 5.5000%  | N/A     | $21565760.00       | $10203223.58       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $3116804.00        | $1516663.13        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 4.7500%  | N/A     | $11784768.00       | $7340057.34        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-08-15      | 5.5000%  | N/A     | $899999.00         | $8365.01           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-06-25      | 5.2500%  | N/A     | $216666624.00      | $213599346.83      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.5621%  | N/A     | $50000000.00       | $42190032.17       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-06-25      | 4.7000%  | N/A     | $75000000.00       | $74599891.67       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $914347.00         | $860961.52         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.7500%  | N/A     | $17346720.00       | $9584592.89        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-06-25      | 5.2500%  | N/A     | $21241920.00       | $10104389.64       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-03-25      | 4.7500%  | N/A     | $7682592.00        | $2699705.76        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.7121%  | N/A     | $14100000.00       | $7349981.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $98448896.00       | $75303507.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 4.5000%  | N/A     | $189589000.00      | $160196119.94      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-06-25      | 4.5500%  | N/A     | $11698000.00       | $11835715.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $1168358.00        | $903532.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-06-16      | 4.5000%  | N/A     | $4000000.00        | $3833942.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $22955500.00       | $22372818.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $30000000.00       | $30446963.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-01-20      | 4.7752%  | N/A     | $1299990.00        | $136215.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-06-20      | 5.0000%  | N/A     | $25000000.00       | $22448560.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $21433400.00       | $17335399.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $8333328.00        | $7620868.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.8951%  | N/A     | $13068600.00       | $10500838.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-01-20      | 4.4951%  | N/A     | $303187.00         | $285944.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-07-20      | 4.2752%  | N/A     | $900000.00         | $15942.78          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | 4.3952%  | N/A     | $400000.00         | $35524.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-01-20      | 4.5251%  | N/A     | $10263104.00       | $9842325.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.7500%  | N/A     | $50000000.00       | $51168161.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-01-20      | 4.5551%  | N/A     | $1695456.00        | $1505548.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $54000.00          | $37080.03          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.6251%  | N/A     | $55000000.00       | $54092613.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.9751%  | N/A     | $20529400.00       | $7870223.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8251%  | N/A     | $30000000.00       | $27712721.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-06-20      | 5.2274%  | N/A     | $999999.00         | $121190.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $9073000.00        | $2043890.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-12-20      | 4.5252%  | N/A     | $200000.00         | $25435.77          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.9251%  | N/A     | $100000000.00      | $36671314.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $3734824.00        | $3176398.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-11-20      | 4.7251%  | N/A     | $500000.00         | $439407.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-20      | 4.3751%  | N/A     | $400000.00         | $19329.51          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-07-16      | 4.5000%  | N/A     | $69526000.00       | $67514126.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-06-20      | 4.7724%  | N/A     | $400000.00         | $21301.97          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.7751%  | N/A     | $100000000.00      | $37867748.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $102550000.00      | $62471247.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $5780.00           | $5699.71           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 4.3751%  | N/A     | $2525000.00        | $196068.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.7751%  | N/A     | $30000000.00       | $17621384.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $59619712.00       | $35443275.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-04-20      | 4.6251%  | N/A     | $1200000.00        | $141444.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.9251%  | N/A     | $100950000.00      | $60342065.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $7901512.00        | $6071783.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7251%  | N/A     | $50000000.00       | $39108558.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.6751%  | N/A     | $33315000.00       | $20992012.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $16950000.00       | $4326691.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8751%  | N/A     | $30000000.00       | $27995096.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $3880000.00        | $3934864.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $50000000.00       | $47917694.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-02-20      | 4.3751%  | N/A     | $25000000.00       | $23759973.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $4311912.00        | $446696.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $7368000.00        | $5505094.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $19728640.00       | $17343422.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-02-20      | 4.3751%  | N/A     | $20000000.00       | $18881180.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-05-16      | 4.5000%  | N/A     | $14363000.00       | $11818551.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $8716000.00        | $6240918.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-01-20      | 3.9751%  | N/A     | $800000.00         | $780680.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.0000%  | N/A     | $50000000.00       | $46971125.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.1138%  | N/A     | $300000.00         | $26377.60          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $14422000.00       | $12392888.49       | Agency Collateralized Mortgage Obligation |

### Security 22: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006OK4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.5000%  | N/A     | $12555952.00       | $5541779.04        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7500%  | N/A     | $61000.00          | $43218.86          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $3835488.00        | $2129383.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-10-25      | 9.0137%  | N/A     | $13801000.00       | $2740224.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $26750528.00       | $17119984.75       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-15      | 5.0000%  | N/A     | $16000000.00       | $891434.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 4.7500%  | N/A     | $39545600.00       | $34110712.71       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-05-15      | 3.5000%  | N/A     | $700000.00         | $1017424.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-03-25      | 4.5000%  | N/A     | $6299336.00        | $3067383.94        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.5000%  | N/A     | $26912512.00       | $14208975.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.5000%  | N/A     | $13527632.00       | $7358202.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $18560240.00       | $16316132.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $12000.00          | $795.88            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4663112.00        | $4579070.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $219250000.00      | $115718917.80      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $1710000.00        | $915509.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $350000000.00      | $197374176.20      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $999070.00         | $1078076.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.8751%  | N/A     | $40000000.00       | $32004527.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $50995.00          | $46520.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.0000%  | N/A     | $9963000.00        | $14788781.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.8251%  | N/A     | $57154000.00       | $27782215.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $27500000.00       | $16166551.74       | Agency Collateralized Mortgage Obligation |

### Security 23: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006VY6
- **C.18 - Value (incl. sponsor support):** $451745000.00
- **C.18.a - Value (excl. sponsor support):** $451745000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-02-28      | 3.7500%  | N/A     | $41772498.75       | $40850546.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $62510124.03       | $46535364.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $80786461.84       | $81312172.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $79661436.09       | $81314020.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $82377507.73       | $81314020.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $84829760.29       | $81313528.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $13285188.01       | $12969598.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $6305727.76        | $10055937.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $24779116.74       | $25114754.94       | U.S. Treasuries (including strips) |

### Security 24: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006VZ3
- **C.18 - Value (incl. sponsor support):** $683000000.00
- **C.18.a - Value (excl. sponsor support):** $683000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $322311200.00      | $308951256.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $477400.00         | $495741.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $53017200.00       | $52449601.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $4000000.00        | $3930916.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $65000000.00       | $64970177.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $106788800.00      | $104546617.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $189716800.00      | $161315766.12      | U.S. Treasuries (including strips) |

### Security 25: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006W09
- **C.18 - Value (incl. sponsor support):** $2672070000.00
- **C.18.a - Value (excl. sponsor support):** $2672070000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $111100.73         | $97253.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $9457440.18        | $7160280.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 3.5000%  | N/A     | $141003.73         | $7064.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $7926203.43        | $7777948.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $266635.46         | $279917.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 3.9950%  | N/A     | $73877535.37       | $70994978.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $133350.92         | $90509.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $32950.28          | $15772.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $362059.30         | $288196.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $7283466.53        | $1808979.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $3375246.32        | $1613500.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $585605.24         | $89252.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $7243.28           | $7131.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $5177177.82        | $4568867.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $366214.23         | $24430.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $592.36            | $583.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 7.0000%  | N/A     | $118904.30         | $122531.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-06-25      | 4.0000%  | N/A     | $1474667.62        | $106.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 3.5000%  | N/A     | $823700.74         | $760483.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1129240.41        | $699912.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $1687.62           | $791.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $3256784.17        | $3155480.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $106882.80         | $79117.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $3487754.53        | $807268.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $168762.32         | $86730.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.5000%  | N/A     | $4951002.56        | $4391143.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.3500%  | N/A     | $1629681.43        | $1589749.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3324154.09        | $2300352.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $452961.43         | $296733.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $3798.28           | $3506.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $3375246.32        | $230752.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $11846448.52       | $6091197.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 3.0000%  | N/A     | $289708.64         | $37706.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1420416.16        | $920351.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 3.0000%  | N/A     | $3962237.65        | $3718464.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $9945163.27        | $6443303.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.5000%  | N/A     | $713883.72         | $747784.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 2.0000%  | N/A     | $3280788.92        | $213411.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $281270.53         | $20090.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $455623.94         | $379980.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $11250821.05       | $8106197.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $3243769.22        | $2179807.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $59421.77          | $46072.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 3.5000%  | N/A     | $4280914.91        | $3604855.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 2.5000%  | N/A     | $4500328.42        | $62977.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $6187.39           | $642.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $592121.71         | $101175.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $574349.91         | $566606.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.0000%  | N/A     | $2812705.26        | $414732.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 3.5000%  | N/A     | $225016.42         | $16802.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 3.5000%  | N/A     | $904239.74         | $3734.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $3375.25           | $2855.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1387732.52        | $188205.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $52522.77          | $40773.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $4649401.80        | $885101.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $295334.05         | $49324.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.5000%  | N/A     | $19914601.31       | $2032588.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $1260091.96        | $2526.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $7872.76           | $659.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.8000%  | N/A     | $2710772.82        | $2659343.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 6.1140%  | N/A     | $3777764.69        | $3851639.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1486330.22        | $1144959.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 4.5000%  | N/A     | $661160.12         | $13561.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.0000%  | N/A     | $34329.63          | $2799.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $70880.17          | $44934.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.5000%  | N/A     | $13044201.93       | $8827813.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $81604.46          | $35362.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $1687.62           | $451.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $179187.89         | $159440.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.5000%  | N/A     | $30815998.86       | $612138.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 3.5000%  | N/A     | $736553.00         | $700170.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 4.0000%  | N/A     | $780811.48         | $54947.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 4.5000%  | N/A     | $2950680.83        | $2720240.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $1105393.17        | $125840.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $84381.16          | $76666.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $652293.35         | $486514.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $22616.40          | $21654.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $806833.51         | $556146.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 2.5000%  | N/A     | $618795.16         | $240706.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $294547.06         | $226383.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $562.54            | $328.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $2805477.74        | $216084.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1687623.16        | $1250587.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.5000%  | N/A     | $742076.03         | $785291.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 3.5000%  | N/A     | $109695.51         | $7560.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 1.5000%  | N/A     | $784572.63         | $486278.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $11408332.55       | $3507556.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2262770.76        | $1474510.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $876771.98         | $78866.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $132331.03         | $73711.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.5000%  | N/A     | $194076.66         | $108477.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $30616.86          | $22802.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 6.0010%  | N/A     | $12177006.64       | $98767.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 5.1280%  | N/A     | $3559768.78        | $3572314.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $108058.51         | $75835.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $129489.64         | $106460.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.5000%  | N/A     | $562.54            | $357.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $13441.36          | $9426.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.6160%  | N/A     | $225016.42         | $2876.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $450032.28         | $288110.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $142826.36         | $134097.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 6.0000%  | N/A     | $421449.01         | $228926.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $903440.93         | $713865.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $8877460.35        | $6233221.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 2.5000%  | N/A     | $2863333.96        | $581293.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $2443875.22        | $2413700.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 6.5000%  | N/A     | $565248.00         | $537426.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $14063.53          | $9606.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $968832.95         | $823372.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $22281846.07       | $21355895.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $8768844.93        | $8014683.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 3.9460%  | N/A     | $3572626.22        | $3465276.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.0000%  | N/A     | $292520.78         | $37379.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $4779276.78        | $4548711.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $1411048.72        | $1403821.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $50130.28          | $34270.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $2249.60           | $1618.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $41853.05          | $24869.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $402603.32         | $422882.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1968893.68        | $133140.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 7.0000%  | N/A     | $191648.74         | $203362.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $50066.15          | $5572.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1514279.51        | $1135784.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $3375.25           | $1928.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 7.0000%  | N/A     | $125668.86         | $134265.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $256994.63         | $253048.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $69315.18          | $45694.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1243215.73        | $126486.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $56254.11          | $35419.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.5000%  | N/A     | $9085038.00        | $4156182.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.5000%  | N/A     | $289708.64         | $6534.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.5000%  | N/A     | $510787.28         | $34982.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 5.5000%  | N/A     | $8882766.24        | $173699.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $260456.51         | $31878.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $665510.82         | $701246.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $3856637.45        | $2131862.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.1690%  | N/A     | $189467.20         | $162588.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $24751.81          | $18577.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $1990702.28        | $435893.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $5806548.75        | $4255096.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $24344.53          | $17019.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $98444.68          | $14046.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.5000%  | N/A     | $425266.97         | $8627.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $984446.84         | $32853.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $180013.14         | $143038.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $24719178.93       | $15707107.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $18904.75          | $17446.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $2480806.04        | $1711760.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $214796.18         | $11152.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.0000%  | N/A     | $2686133.53        | $19968.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 2.5000%  | N/A     | $239079.95         | $40171.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $20640.76          | $12398.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $5550498.06        | $4918989.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1443766.11        | $1442104.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.0000%  | N/A     | $112508.21         | $12249.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $6975509.05        | $2478523.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $3220541.90        | $1737024.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $7548589.87        | $6827487.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $11403832.22       | $8125632.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 3.5000%  | N/A     | $77874.25          | $74355.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2618601.60        | $2094398.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $3245632.36        | $3302361.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $253143.47         | $21970.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $168762.32         | $106437.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $4923483.05        | $4608922.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $275645.12         | $94854.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1040886.59        | $228266.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $3586.76           | $3227.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $13920091.85       | $11917116.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1155079.04        | $985938.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $4388382.75        | $3888902.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $56254.11          | $36239.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $3135882.85        | $852384.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $2048563.00        | $1949786.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $923708.16         | $759940.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1036095.99        | $397305.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.0000%  | N/A     | $310543.48         | $178903.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1022301.35        | $1023215.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $11250.82          | $5179.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.9980%  | N/A     | $787557.47         | $3714.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $232349.14         | $161930.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $795995.59         | $143206.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0200%  | N/A     | $6328024.30        | $4951331.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $112508.21         | $78295.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $625301.51         | $364907.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $562.54            | $559.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 5.0000%  | N/A     | $183569.52         | $181241.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $11732.36          | $2218.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $629505.94         | $666261.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $12522163.83       | $9582850.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $6777422.60        | $3074400.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $5959811.93        | $5585167.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.5000%  | N/A     | $320648.40         | $23348.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $81588.70          | $4927.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1780730.45        | $1073733.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $700363.61         | $116624.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2376820.33        | $1569485.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $1687.62           | $945.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $327961.43         | $279367.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $33752.46          | $30237.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.8000%  | N/A     | $5214755.56        | $5007988.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $1930235.86        | $2029151.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $114678.49         | $82749.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $202610.97         | $157926.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $168812.94         | $166284.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $6880210.10        | $5480945.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $745639.16         | $764578.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $70179.81          | $36838.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2773763.92        | $2820902.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $4807511.84        | $4600219.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $46675.72          | $21748.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $73589.93          | $3323.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.5000%  | N/A     | $722982.26         | $405828.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $253143.47         | $107939.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.0000%  | N/A     | $1687623.16        | $128195.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.8600%  | N/A     | $5625410.53        | $4917574.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $626388.34         | $615987.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1070403.11        | $666157.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $355525.95         | $230292.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $30131894.94       | $19057588.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0300%  | N/A     | $650607.98         | $632659.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $897411.62         | $172267.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $72527.86          | $65716.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5100%  | N/A     | $2350278.52        | $2015130.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $45003.28          | $498.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3439290.49        | $2559414.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $983518.65         | $973779.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $290460.76         | $183244.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1986651.98        | $1945371.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $940568.64         | $930276.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1447899.66        | $805585.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $28614.21          | $19472.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1409430.86        | $1490795.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $576101.67         | $614296.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $9064579.51        | $2826940.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.5000%  | N/A     | $372253.10         | $293239.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $65817.30          | $18249.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.5800%  | N/A     | $14063.53          | $538.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $117292.06         | $106442.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $1406352.63        | $528742.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $5062.87           | $4010.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $6835260.82        | $5332570.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $9951144.21        | $7800064.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $2925.78           | $2244.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $615262.40         | $375067.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $3891677.00        | $3724847.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 2.5000%  | N/A     | $1125.08           | $360.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $548477.53         | $52838.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $2493.74           | $1153.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $69684.77          | $62154.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | 4.5000%  | N/A     | $1032267.33        | $367.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1085021.31        | $496653.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $74954.66          | $74072.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.0000%  | N/A     | $10496.45          | $10018.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $12523837.95       | $3999556.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $303660.79         | $317751.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $154698.79         | $102622.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.0000%  | N/A     | $7702969.14        | $754681.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $5625.41           | $4075.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $562.54            | $362.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $5625410.53        | $4096861.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $94505.77          | $100718.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1128659.87        | $1020685.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.5000%  | N/A     | $2061886.22        | $2163472.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1368230.35        | $1343816.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $161173.07         | $105477.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $1123.96           | $85.39             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $125361.71         | $78493.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.0000%  | N/A     | $1218090.39        | $53418.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1384382.03        | $1033333.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1060457.39        | $1072119.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $2091023.60        | $2239309.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $49611.62          | $30973.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $290833.72         | $221286.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $651096.27         | $504494.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $15455603.91       | $12932212.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $638014.94         | $636520.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $431646.75         | $426012.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $4624351.85        | $2969234.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $13783.94          | $13651.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $8438115.79        | $4059488.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1564426.67        | $964106.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 7.0000%  | N/A     | $1616146.69        | $1306804.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 1.5000%  | N/A     | $292521.35         | $177830.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $87193.86          | $64500.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1363930.29        | $1307863.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $642373.50         | $637045.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2820486.33        | $1873908.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $3123704.96        | $2482001.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $6193937.02        | $3648182.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1690336.86        | $1600434.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1886827.95        | $958677.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $101257.39         | $71085.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1215534.21        | $919245.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $631250.94         | $658924.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $3526007.32        | $3041829.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.7200%  | N/A     | $403017.35         | $366371.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $5186394.49        | $3641527.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.6750%  | N/A     | $8643443.27        | $8154901.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $240767.57         | $139099.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $2803.70           | $131.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $4846196.66        | $4122665.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $957161.35         | $19521.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $15394.50          | $15132.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $1075260.09        | $23787.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 3.0000%  | N/A     | $157511.49         | $55456.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $3201421.13        | $3017362.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2334162.84        | $1669737.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $5334014.26        | $3828768.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $525588.86         | $253499.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $199702.07         | $106676.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $3093975.79        | $2474794.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $607544.34         | $342226.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $91245.28          | $57810.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $39570.83          | $19657.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1185337.00        | $1243165.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9200%  | N/A     | $37971521.05       | $37390362.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $25358918.62       | $25270896.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $45003.28          | $7461.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $562.54            | $590.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $56254.11          | $33597.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $268652.73         | $281598.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $835797.62         | $641645.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0300%  | N/A     | $3937787.37        | $3818391.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $9000.66           | $7909.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1679259.30        | $1696171.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $562.54            | $551.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $123292.12         | $112115.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.6700%  | N/A     | $11059557.09       | $11085317.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 3.5000%  | N/A     | $2789807.59        | $2531602.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.9470%  | N/A     | $503474.24         | $2006.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $140635.26         | $109002.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | 3.0000%  | N/A     | $7819320.63        | $99807.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $419395.17         | $441705.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $40418637.64       | $60672.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-11-15      | 4.5000%  | N/A     | $774958.80         | $17735.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $35160381.90       | $34421166.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $4570749.56        | $4646297.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $5660450.08        | $5636166.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $560712.23         | $274924.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $562.54            | $562.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.0000%  | N/A     | $64277218.77       | $62895972.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 5.0000%  | N/A     | $2269.85           | $186.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1125.08           | $1144.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $178421.71         | $184429.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $381121.00         | $256195.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-10-15      | 3.0000%  | N/A     | $2812.71           | $1337.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $1687.62           | $478.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $2211.35           | $241.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1723625.79        | $1693147.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1694.37           | $1749.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $1255.59           | $594.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $2901.02           | $911.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $192137.02         | $132241.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 4.5000%  | N/A     | $276770.20         | $18505.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $305153.77         | $2240.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $288206.66         | $225761.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $668133.38         | $351681.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.5000%  | N/A     | $13462246.44       | $12986759.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $853955.32         | $8870.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $1679831.96        | $1753456.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $411083.62         | $433464.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $362157.74         | $236950.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1349961.27        | $1371590.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1688.19           | $1687.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $734567.23         | $749646.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.5000%  | N/A     | $173691.86         | $163441.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1212663.00        | $1237379.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2847425.30        | $2875077.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $871055.44         | $901492.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.0000%  | N/A     | $414750.27         | $205.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $193897.78         | $133252.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $41628.04          | $30646.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10701.22          | $2527.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $684496.58         | $696664.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $562.54            | $587.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.0000%  | N/A     | $2812.71           | $480.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $407419.23         | $47288.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $595730.97         | $63333.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-05-15      | 7.0000%  | N/A     | $260207.86         | $4069.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.0000%  | N/A     | $576666.46         | $42901.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $136383.02         | $129550.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $57320791.11       | $50859953.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $999809.84         | $48483.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $563.10            | $575.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $829663.67         | $13935.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.0000%  | N/A     | $975339.30         | $894053.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $625353.26         | $638126.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $124692399.69      | $125355471.73      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2076-01-20      | 5.2040%  | N/A     | $11297039.43       | $12443426.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1135.77           | $566.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $562.54            | $592.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $616.54            | $272.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $5309586.48        | $3504300.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $820157.85         | $837444.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.5000%  | N/A     | $1687.62           | $169.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $297672.54         | $309465.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $846832.42         | $837913.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $1108981.06        | $3945.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $320956.11         | $334210.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $109686.50         | $111475.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1126.21           | $235.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $13366623.46       | $13093977.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $58286.57          | $25654.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $567.04            | $316.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $78206.14          | $50059.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $801408.36         | $814260.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $6430427.02        | $5661721.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.0000%  | N/A     | $41548.72          | $122.27            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1138.02           | $1154.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $10407171.49       | $10708919.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $179765.06         | $2704.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $712163.47         | $707428.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.0000%  | N/A     | $283148.29         | $258680.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $562.54            | $434.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $3431.50           | $1300.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.0000%  | N/A     | $1687.62           | $1017.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1971409.37        | $1945451.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $173856.69         | $180185.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-03-15      | 4.8500%  | N/A     | $517148.49         | $513419.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $562.54            | $140.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1745533.38        | $1781026.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $524315.83         | $45202.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $562.54            | $582.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $2656408.86        | $9067.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2252.98           | $2322.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2076-04-20      | 5.3050%  | N/A     | $7428422.10        | $8054780.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $562.54            | $326.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $1363415.00        | $746784.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $756162.06         | $794730.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $386578.21         | $394726.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $44665.20          | $22445.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $971748.04         | $992093.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.5000%  | N/A     | $6136.20           | $522.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $8055407.86        | $8201266.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $4896204.31        | $4985407.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $2829725.51        | $2521606.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $127647.32         | $41903.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $2119834.70        | $733.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $2366830.72        | $165752.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $13756941.44       | $9908718.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $702743.16         | $712355.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $610314.29         | $614229.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.5000%  | N/A     | $2475104.13        | $1360055.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $197491.85         | $174022.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2251.85           | $1845.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1813065.31        | $1853494.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $127011.64         | $781.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1331975.70        | $1379773.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.5000%  | N/A     | $2839.71           | $56.56             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $1693709.85        | $2827.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $28128.18          | $14316.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $68302.05          | $40697.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $1853611.02        | $16221.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $1125.08           | $564.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $10899201.39       | $11387732.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $828612.84         | $38321.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $242355.62         | $252508.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $236459.07         | $84983.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $420378.49         | $443162.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $598894.71         | $611819.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $530739.48         | $509652.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $1125.08           | $356.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $460290.22         | $1172.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $139383.05         | $114041.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $646349.54         | $652860.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $1125.64           | $158.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $4894270.29        | $28866.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-20      | 6.0000%  | N/A     | $40159130.70       | $224625.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-20      | 3.0000%  | N/A     | $261581.59         | $17747.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.1630%  | N/A     | $1183516.62        | $1231592.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $6445764.14        | $6539381.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $31502.30          | $15856.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $405866.62         | $428169.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-02-15      | 8.0000%  | N/A     | $14064.65          | $213.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $1691.56           | $108.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.0000%  | N/A     | $629.48            | $533.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $1121152.19        | $134493.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $192377.79         | $200128.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $2812.71           | $1988.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $2812.71           | $481.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1127217.51        | $1144417.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $3193662.56        | $475803.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $1687.62           | $176.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $409164.80         | $30193.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $10374382.09       | $6761435.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1688.75           | $1760.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $2310.92           | $918.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $1549800.60        | $167151.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $658364.30         | $664755.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $529329.75         | $558145.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $238822.87         | $217072.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $88693.04          | $516.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $5034922.43        | $5152788.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $829652.42         | $848151.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $1459760.28        | $1533482.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $694687.57         | $712046.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.0000%  | N/A     | $949005.07         | $407739.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $994417.32         | $7029.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1732657.94        | $1766565.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.0000%  | N/A     | $1296537.87        | $1209502.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.3400%  | N/A     | $48934.32          | $49826.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1125.64           | $1200.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $202682.98         | $112024.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1125.64           | $1162.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.5000%  | N/A     | $3832.03           | $212.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $704263.15         | $720183.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-10-15      | 4.5000%  | N/A     | $893945.24         | $9972.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $2250.16           | $1265.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $63647892.84       | $62309752.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $785882.23         | $805470.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $167803.18         | $111031.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $562.54            | $280.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $753449.48         | $261937.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-03-20      | 6.5000%  | N/A     | $455847.83         | $386892.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $314458.20         | $268333.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1126.21           | $1162.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.5000%  | N/A     | $562.54            | $110.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $9614.39           | $8829.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $611982.79         | $89824.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $548565.28         | $531777.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $1688.19           | $99.18             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $1125.08           | $127.59            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 7.0000%  | N/A     | $562.54            | $140.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1683.69           | $1707.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $43149076.90       | $44152502.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $12404705.26       | $12651977.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1126.21           | $1143.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $1249354.17        | $1304283.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $563.10            | $593.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3750807.72        | $3807542.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 6.5000%  | N/A     | $658780.58         | $685947.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-12-20      | 1.5000%  | N/A     | $2250.73           | $1065.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1070935.28        | $1095143.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $2983015.69        | $1802654.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $45372.87          | $22697.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.7000%  | N/A     | $2629316.88        | $2726378.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $562.54            | $353.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1125.08           | $945.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $6258993.76        | $7087.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.0000%  | N/A     | $70228.19          | $51010.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $151047.34         | $155212.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $505105.61         | $4751.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $331899.22         | $138492.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $38169409.49       | $27233411.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $573627.61         | $584710.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.0000%  | N/A     | $1154651.51        | $429672.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-02-20      | 3.5000%  | N/A     | $562.54            | $176.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 3.0000%  | N/A     | $26503.00          | $22341.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-06-15      | 5.0400%  | N/A     | $7947579.99        | $7926876.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $236989454.81      | $209859784.98      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $965792.98         | $999398.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 3.0000%  | N/A     | $743624.14         | $696990.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2250.16           | $1631.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2047262.40        | $2072800.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $228391.67         | $42406.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $1129665.69        | $1077472.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $2399858.63        | $44296.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $5415.58           | $502.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1384010.75        | $1402141.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | 6.2590%  | N/A     | $2224337.95        | $2329975.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1688.75           | $1747.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $294110935.37      | $255768976.32      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $672651.71         | $663512.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.0000%  | N/A     | $562541.05         | $62589.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-11-15      | 7.0000%  | N/A     | $39377.87          | $420.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1235081.38        | $1279310.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $12261954.84       | $7401442.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $562.54            | $582.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $1423228.86        | $1801.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $2579160.72        | $60042.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $562.54            | $74.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $1769650.64        | $2955.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $1753.44           | $551.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.0000%  | N/A     | $2803884.62        | $366967.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $1000535.52        | $560934.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.5000%  | N/A     | $77020.87          | $67156.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $1216600.78        | $1212.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.5000%  | N/A     | $11263.76          | $504.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $126882822.04      | $90402372.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $572.10            | $569.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $1687.62           | $59.53             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $890862.51         | $910225.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1742491.16        | $1806915.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $313366.87         | $192.82            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $570.42            | $570.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1125.08           | $1113.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 5.0000%  | N/A     | $1468.23           | $253.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-11-15      | 4.5000%  | N/A     | $810745.42         | $8622.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $40371186.17       | $19958627.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $1082424.62        | $98907.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.5000%  | N/A     | $31935.46          | $27933.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $41682.04          | $23496.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $562.54            | $570.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2448826.71        | $2488051.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-01-15      | 7.0000%  | N/A     | $563191.35         | $8403.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.0000%  | N/A     | $7313.03           | $951.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $68824.09          | $57195.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.5000%  | N/A     | $140635.26         | $47338.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1508838.61        | $1542646.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $9007.41           | $2807.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 3.0000%  | N/A     | $5299451.74        | $827305.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $384743.20         | $163046.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.9200%  | N/A     | $562.54            | $547.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $3152459.81        | $2197744.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $632388.40         | $642432.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1727.56           | $1710.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $2329635.51        | $9979.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.6500%  | N/A     | $562.54            | $587.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $477881.44         | $258430.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $6750.49           | $6012.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1243600.50        | $1310040.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $324879.83         | $328883.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $365669.69         | $389070.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-08-20      | 3.5000%  | N/A     | $533302.98         | $45935.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $32622.88          | $32875.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $855984.97         | $884903.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1125.64           | $1140.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0000%  | N/A     | $562.54            | $447.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $140635.26         | $103279.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $287089270.95      | $284754310.11      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 4.0000%  | N/A     | $482041.99         | $46040.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $1125.08           | $398.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-07-20      | 3.5000%  | N/A     | $280145.44         | $25426.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $2692632.00        | $2681080.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $6191.33           | $6253.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $696547.33         | $706800.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1417270.43        | $1415499.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2252.41           | $2366.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $568671.63         | $590242.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-02-15      | 4.9300%  | N/A     | $105918.60         | $105622.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.0000%  | N/A     | $300959.46         | $215695.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $91694.19          | $64349.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $568.17            | $375.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $2251.29           | $2362.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.5000%  | N/A     | $3086334.23        | $716379.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $801043.83         | $811976.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $614270.08         | $636301.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $562.54            | $76.18             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 4.0000%  | N/A     | $562537.68         | $458208.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $6042698.98        | $6167236.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.0000%  | N/A     | $3273898.92        | $3147616.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.5000%  | N/A     | $5705.85           | $2065.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $169263616.37      | $133392362.58      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $153364532.10      | $127607706.58      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $15445541.17       | $25817.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $193213.73         | $201621.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $142491.65         | $145177.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1730959.07        | $1781241.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $39532396.96       | $40457571.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $603702.18         | $615773.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $562.54            | $591.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $6967066.44        | $6202451.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 7.0000%  | N/A     | $250487.72         | $854.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $585438.72         | $1469.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1200354.60        | $1224994.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $694531.18         | $734237.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $1001400.70        | $1001826.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $1741.63           | $1110.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $2460.55           | $1136.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $38319.73          | $10781.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $23217194.32       | $13872258.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1544890.74        | $1570084.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $5915654.71        | $6597.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2076-03-20      | 5.0380%  | N/A     | $13644320.72       | $14667923.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 6.5000%  | N/A     | $350346.63         | $369269.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $1460700.85        | $1318446.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $221742.43         | $192964.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $2938.71           | $1019.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 4.0000%  | N/A     | $1687.62           | $315.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $2916.78           | $652.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-10-15      | 8.5000%  | N/A     | $2728135.09        | $255.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $1670458.91        | $213579.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $1125.64           | $1147.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1687.62           | $347.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1116362.72        | $1108152.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.5000%  | N/A     | $1137010.23        | $57437.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-01-15      | 7.0000%  | N/A     | $1044279.83        | $13000.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.0000%  | N/A     | $4499.20           | $262.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $567.04            | $56.40             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $364399.47         | $44339.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $680159.39         | $696295.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $421905.79         | $30621.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $145158.66         | $49591.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-05-15      | 5.0500%  | N/A     | $562.54            | $563.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $2929349.28        | $2995390.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $1069074.39        | $1128262.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $2443.68           | $1061.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.6700%  | N/A     | $1688.19           | $1616.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $563.67            | $334.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $368455.39         | $24648.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1125.08           | $1165.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $6422742.71        | $20255.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 3.5000%  | N/A     | $7720034.39        | $5156625.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-05-15      | 5.1700%  | N/A     | $1143.65           | $1185.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1028122.53        | $1044127.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 7.0000%  | N/A     | $974306.48         | $1037907.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $562.54            | $587.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1125.08           | $1137.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.5000%  | N/A     | $1125.08           | $1167.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $66942.39          | $46803.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $575209.48         | $585647.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-01-15      | 5.3800%  | N/A     | $1125.08           | $1110.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2970959.31        | $3025667.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.5000%  | N/A     | $1257900.30        | $20098.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $562.54            | $327.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $12436423.57       | $12605502.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.0000%  | N/A     | $266766.53         | $719.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $7993.15           | $3127.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $1125.64           | $1142.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $2250.16           | $1495.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $7278426.16        | $101040.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1202096.23        | $1261192.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $562.54            | $92.27             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $193980.47         | $2028.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1105592.31        | $1107637.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $13458.79          | $14163.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1688.19           | $1678.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $420480.31         | $957.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.9000%  | N/A     | $311940.83         | $302610.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $1687.62           | $1000.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $2848649.39        | $10932.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $323349.16         | $129515.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $1174947.99        | $713657.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $563208.23         | $300574.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $1125.08           | $190.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $36237940.54       | $602053.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2068-03-15      | 5.6500%  | N/A     | $3373.00           | $3552.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $562.54            | $356.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $562.54            | $570.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3050529.62        | $3133945.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $41700493.18       | $43478615.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-03-20      | 3.5000%  | N/A     | $1125.08           | $317.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $401405.11         | $117707.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $562642.31         | $575438.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $8958605.77        | $1219.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $438608.76         | $462524.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $38814.77          | $14265.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1971.71           | $1500.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $42710.37          | $174.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.0000%  | N/A     | $231788.85         | $2128.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $2250.16           | $2327.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $24812020.71       | $40429.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $83256.08          | $42673.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $143940.75         | $148852.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $563452.37         | $5789.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 3.5000%  | N/A     | $179834.25         | $131155.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2277267.44        | $2323441.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $2870.08           | $2908.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $608509.66         | $615597.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $728671.80         | $580399.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $374089.80         | $332901.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $562.54            | $585.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $562.54            | $594.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-04-20      | 3.5000%  | N/A     | $1687.62           | $244.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1667882.47        | $1703601.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $564.79            | $101.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.0000%  | N/A     | $616.54            | $309.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $519446.47         | $547768.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | 3.9700%  | N/A     | $1130.71           | $1034.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $216280.72         | $185013.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $582.79            | $294.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $538892.39         | $103224.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $562.54            | $505.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2981467.58        | $2988510.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $540756.09         | $569663.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $961760.69         | $982028.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $1899414.24        | $67107.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $562.54            | $553.86            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $68007.84          | $45868.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1125.08           | $1139.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $211983.47         | $185.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $186563.93         | $13909.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.5000%  | N/A     | $617107.53         | $19762.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $159046.11         | $43881.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1687.62           | $1829.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $2409.93           | $1865.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $711414.17         | $736971.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-06-20      | 2.0000%  | N/A     | $279582.90         | $116095.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $731303.37         | $74624.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $1124097.66        | $1594.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $5629307.81        | $5737636.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 7.0000%  | N/A     | $1027684.87        | $5457.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1125.08           | $706.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1125.08           | $1180.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $50349026.33       | $94565.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $683114.98         | $715802.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $3833186.23        | $3902259.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 4.9600%  | N/A     | $13611.24          | $13558.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-01-15      | 6.0000%  | N/A     | $1582636.12        | $29004.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3470738.78        | $3528200.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $434183.81         | $430764.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $3400.56           | $3381.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $823003.19         | $867884.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3280095.87        | $3257134.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $711135.15         | $21887.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $5069.06           | $2287.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1687.62           | $1032.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $56901106.23       | $19851045.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.0000%  | N/A     | $2256.35           | $511.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-04-20      | 2.5000%  | N/A     | $4115786.61        | $24406.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $634.55            | $115.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $68883.71          | $1204.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.5000%  | N/A     | $27438.50          | $24969.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-20      | 7.0000%  | N/A     | $109049941.59      | $174595.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $562.54            | $570.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1133765.49        | $1153088.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1687.62           | $1690.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $596273.26         | $540115.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1629136.89        | $1660307.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-03-20      | 2.0000%  | N/A     | $1125.08           | $594.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $1687.62           | $1103.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $7481739.75        | $7602381.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $1507691.03        | $167029.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $180575.68         | $22059.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $4372703.61        | $4441023.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 3.5000%  | N/A     | $38675318.41       | $37708328.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1126.21           | $1163.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $562.54            | $252.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $33069061.29       | $10385070.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $19688.94          | $3005.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $2346.36           | $1011.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $564.79            | $565.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $886934.85         | $921487.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $207760.47         | $99561.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $581108.28         | $592968.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 6.0000%  | N/A     | $1687.62           | $935.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $39639.46          | $28586.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $143415.34         | $146364.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $2812.71           | $1405.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $2774380.47        | $2821449.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $1478807.92        | $7794.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1456319.78        | $1474272.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $2741825.09        | $167067.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $3849580.93        | $4092310.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $2409169.81        | $2531714.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $826677.70         | $823638.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $31794424.27       | $18218338.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $20514297.07       | $5636464.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $7895983.73        | $1800773.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 6.0000%  | N/A     | $31386.98          | $27115.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.5000%  | N/A     | $2298750.88        | $2402103.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-15      | 3.5000%  | N/A     | $2330135.05        | $231562.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $2250.73           | $73.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $1125.08           | $1089.46           | Agency Mortgage-Backed Securities |

### Security 26: CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 0SI003IQ8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.9500%  | N/A     | $6106600.00        | $6154182.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $84187520.00       | $87776470.99       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $10317520.00       | $10064363.09       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 4.1900%  | N/A     | $20500000.00       | $20294157.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $3889.00           | $1445.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1024.00           | $755.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $1182672.00        | $231849.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $10768.00          | $11010.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $149.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $90292700.00       | $86451403.44       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $979.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $64523.00          | $60667.91          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1024.00           | $738.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $110.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9800%  | N/A     | $6557544.00        | $6471112.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9000%  | N/A     | $3066708.00        | $3016117.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-25      | 4.0000%  | N/A     | $19993000.00       | $17751967.70       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.0000%  | N/A     | $1327310.00        | $440666.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $1000.00           | $598.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.2700%  | N/A     | $9730000.00        | $9607743.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $28060000.00       | $19628972.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.4200%  | N/A     | $5179000.00        | $5185073.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5800%  | N/A     | $7367000.00        | $7404367.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $1348674.00        | $1400938.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.3000%  | N/A     | $10022000.00       | $10026744.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 2.4500%  | N/A     | $2647676.00        | $2322583.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1019.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $518.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $1000.00           | $749.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.3500%  | N/A     | $6016000.00        | $5962549.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 4.1400%  | N/A     | $1000.00           | $989.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $663053.00         | $401266.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.4350%  | N/A     | $26135488.00       | $25848479.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $860.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1655250.00        | $1514047.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.2900%  | N/A     | $20395080.00       | $20128391.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9300%  | N/A     | $4515896.00        | $4447013.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $846.39            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $4451800.00        | $4421215.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $2100.00           | $1825.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $70400.00          | $71746.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $1000.00           | $1004.53           | U.S. Treasuries (including strips) |

### Security 27: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08PA7
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $1020.00           | $1041.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $620.00            | $615.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $40.00             | $29.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $20.00             | $12.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $20.00             | $17.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $560.00            | $776.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $20.00             | $20.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $640.00            | $656.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $1080.00           | $957.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $60.00             | $69.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $2166800.00        | $1854003.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $200.00            | $158.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $1040.00           | $1037.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $3060.00           | $1998.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $7220.00           | $5272.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $520.00            | $535.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $820.00            | $400.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $80.00             | $75.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $2040.00           | $2030.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $400.00            | $378.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $200.00            | $213.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $20.00             | $17.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $480.00            | $485.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $120.00            | $119.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.0000%  | N/A     | $80.00             | $78.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $120.00            | $122.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $1780.00           | $1918.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $400.00            | $406.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $840.00            | $867.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $1300.00           | $1298.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-18      | 0.0000%  | N/A     | $80.00             | $77.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $583020.00         | $409528.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $20.00             | $31.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $20.00             | $17.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $401100.00         | $388192.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $320.00            | $277.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $60.00             | $51.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $11540.00          | $24829.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $60.00             | $58.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $20.00             | $19.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $1080.00           | $1039.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $200.00            | $176.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $20.00             | $20.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $20.00             | $20.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $800.00            | $496.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $420.00            | $426.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $740.00            | $736.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $740.00            | $726.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 4.6250%  | N/A     | $200.00            | $193.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $40.00             | $40.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $140.00            | $105.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $31420.00          | $34828.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $380.00            | $396.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $19780.00          | $20708.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $320.00            | $323.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-24      | 0.0000%  | N/A     | $40.00             | $39.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $2482780.00        | $5070971.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-21      | 0.0000%  | N/A     | $40.00             | $39.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $420.00            | $407.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $1020.00           | $978.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $20.00             | $19.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $20.00             | $20.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $360.00            | $359.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $20.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 4.5000%  | N/A     | $40.00             | $39.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $60.00             | $58.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $20.00             | $19.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $320.00            | $317.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $1400.00           | $1441.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-25      | 0.0000%  | N/A     | $20.00             | $19.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $20.00             | $24.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $2560.00           | $2658.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $280.00            | $224.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $3300.00           | $4361.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $60.00             | $37.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $20.00             | $19.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $400.00            | $402.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $20.00             | $19.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $40.00             | $29.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $900.00            | $907.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $460.00            | $462.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $168040.00         | $178800.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $80.00             | $75.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-23      | 0.0000%  | N/A     | $20.00             | $19.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $200.00            | $135.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $20.00             | $19.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $40.00             | $39.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $1480.00           | $1412.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $1520.00           | $1140.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $720.00            | $726.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $560.00            | $455.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $1460840.00        | $3114554.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $40.00             | $38.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $20.00             | $15.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $1000.00           | $988.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $400.00            | $406.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $6891460.00        | $6440296.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $100.00            | $114.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $80.00             | $78.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $2220.00           | $2117.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8330%  | N/A     | $720.00            | $722.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $280.00            | $276.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $140.00            | $133.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.7270%  | N/A     | $620.00            | $622.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $600.00            | $603.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $40.00             | $24.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $360.00            | $363.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $20.00             | $18.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $540.00            | $398.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $260.00            | $259.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $240.00            | $245.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $200.00            | $237.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $320.00            | $317.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $80.00             | $73.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $103200.00         | $95435.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $200.00            | $203.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $3280.00           | $2597.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $20.00             | $20.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1160.00           | $1161.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $20.00             | $17.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $40.00             | $39.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $20.00             | $18.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $7637800.00        | $8999995.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7260%  | N/A     | $160.00            | $160.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $940.00            | $896.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $480.00            | $522.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $60.00             | $33.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $211200.00         | $317986.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $80.00             | $77.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $600.00            | $588.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $20.00             | $20.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $40.00             | $39.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $100.00            | $93.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $80.00             | $80.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $20.00             | $16.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $20.00             | $15.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $900.00            | $914.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $120.00            | $116.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $800.00            | $763.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $260.00            | $250.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $300.00            | $205.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $260.00            | $262.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $1760.00           | $1744.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $40.00             | $40.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $400.00            | $419.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-17      | 0.0000%  | N/A     | $80.00             | $79.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $1540.00           | $1533.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $540.00            | $433.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $2540.00           | $1605.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $680.00            | $648.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $40.00             | $40.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.8100%  | N/A     | $200.00            | $200.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $1300.00           | $1277.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $443460.00         | $448630.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-11      | 0.0000%  | N/A     | $600.00            | $595.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $4620.00           | $5047.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $40.00             | $40.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $580.00            | $602.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $880.00            | $1097.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $20.00             | $20.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $20.00             | $20.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $40.00             | $39.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $1220.00           | $1251.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $220.00            | $224.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $460.00            | $462.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $120.00            | $122.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $180.00            | $181.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $40.00             | $37.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $1960.00           | $2558.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $522380.00         | $379135.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $680.00            | $521.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $280.00            | $297.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $40.00             | $40.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $20.00             | $13.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $1820.00           | $1879.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $20.00             | $19.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $20.00             | $19.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $160.00            | $156.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $20.00             | $19.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $5708400.00        | $4793046.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $60380.00          | $100575.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $7947680.00        | $8999991.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $360.00            | $340.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $980.00            | $989.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $140.00            | $190.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $40.00             | $40.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $2000.00           | $1974.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $20.00             | $17.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $780.00            | $778.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $40.00             | $40.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $180.00            | $162.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $6123560.00        | $8999981.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $20.00             | $19.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $420.00            | $405.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $149480.00         | $238226.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $80.00             | $77.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $800.00            | $847.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $40.00             | $38.10             | U.S. Treasuries (including strips) |

### Security 28: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16LM3
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $35446593.00       | $34827541.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $901019.00         | $760652.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $32831035.00       | $32571764.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $3291823.00        | $3077529.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 4.8251%  | N/A     | $50000000.00       | $18827538.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $6000000.00        | $6892096.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5751%  | N/A     | $55896233.00       | $28111324.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.8251%  | N/A     | $2384000.00        | $2030788.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.7251%  | N/A     | $50000000.00       | $34733178.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.5000%  | N/A     | $12180000.00       | $10429678.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6251%  | N/A     | $39500000.00       | $13045890.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $200000000.00      | $123644274.93      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.7751%  | N/A     | $49966465.00       | $34029996.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.6492%  | N/A     | $8881980.00        | $8255274.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.8051%  | N/A     | $15421553.00       | $11516971.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $6682342.00        | $6378789.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.7751%  | N/A     | $50000000.00       | $39375926.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 3.5000%  | N/A     | $1460240.00        | $999646.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7251%  | N/A     | $20000000.00       | $19726466.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $9093228.00        | $7727991.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4351%  | N/A     | $40000000.00       | $22503068.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.6851%  | N/A     | $1980390.00        | $1244419.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $18600000.00       | $17543345.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $82650260.00       | $48466760.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6251%  | N/A     | $27748000.00       | $13938191.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $2843631.00        | $2785711.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3140261.00        | $3155258.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9751%  | N/A     | $4200000.00        | $3726975.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.4751%  | N/A     | $21012650.00       | $17599553.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7251%  | N/A     | $50000000.00       | $35857468.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4251%  | N/A     | $14999000.00       | $14841383.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.6251%  | N/A     | $14400000.00       | $7927711.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $207587606.00      | $121715431.31      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.0000%  | N/A     | $2946523.00        | $2123732.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $5163655.00        | $3615825.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.5251%  | N/A     | $600000.00         | $403367.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $73622030.00       | $77736706.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $460720.00         | $248996.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $825285.00         | $625013.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $216912.00         | $184897.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.1751%  | N/A     | $30000000.00       | $12622553.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $2106773.00        | $1739811.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $20057650.00       | $11267757.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6751%  | N/A     | $38750000.00       | $23051029.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $30373776.00       | $23917350.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $971680.00         | $914496.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7251%  | N/A     | $15000000.00       | $6065066.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 8.0000%  | N/A     | $70714976.00       | $76028618.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.6251%  | N/A     | $50000000.00       | $14850515.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1188838.00        | $1244842.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6751%  | N/A     | $50000000.00       | $35510386.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $150756.00         | $157732.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $395829.00         | $314647.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $620392.00         | $586073.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $98366154.00       | $94779527.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $409184.00         | $493395.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.3751%  | N/A     | $7669750.00        | $7517228.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $29999195.00       | $29555863.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4251%  | N/A     | $30000000.00       | $20250124.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7251%  | N/A     | $17590000.00       | $8492366.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7251%  | N/A     | $50000000.00       | $36704112.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $9348274.00        | $9865535.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.3751%  | N/A     | $9376000.00        | $9189416.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $18231163.00       | $16694886.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 4.9751%  | N/A     | $50000000.00       | $18894528.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.7500%  | N/A     | $28589903.00       | $22811094.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $5000000.00        | $1153111.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $8000000.00        | $3633592.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $10000000.00       | $6012135.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5751%  | N/A     | $9998649.00        | $9881915.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.8251%  | N/A     | $12507307.00       | $6981326.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.6251%  | N/A     | $150000.00         | $133141.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $1024.00           | $590.67            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $701558.00         | $631889.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-16      | 4.2500%  | N/A     | $14780910.00       | $14530883.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $1155818.00        | $1178818.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.3751%  | N/A     | $79503461.00       | $79217666.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.2251%  | N/A     | $50000000.00       | $25035290.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.2000%  | N/A     | $835559.00         | $178855.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $500000.00         | $470697.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1274796.00        | $1561755.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4251%  | N/A     | $648670.00         | $637257.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.4251%  | N/A     | $200000000.00      | $182796954.62      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $831679.00         | $900973.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $411078.00         | $527154.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.6251%  | N/A     | $74425000.00       | $25851392.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $13757543.00       | $13265844.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 5.0000%  | N/A     | $26774.00          | $20290.58          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.6751%  | N/A     | $1362000.00        | $982048.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $62563.00          | $68307.62          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $1000.00           | $812.78            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.7500%  | N/A     | $882745.00         | $696621.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $158261.00         | $151356.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.6251%  | N/A     | $40000000.00       | $32678789.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $188549.00         | $112490.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $28244984.00       | $28019331.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $751369.00         | $734365.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4251%  | N/A     | $1740800.00        | $756464.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.7751%  | N/A     | $5000000.00        | $4725124.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $13081887.00       | $14413968.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $715391.00         | $718009.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.6251%  | N/A     | $62772842.00       | $51035839.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7751%  | N/A     | $50000000.00       | $27340299.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $2429853.00        | $2469592.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $11094971.00       | $5027981.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $6713700.00        | $6016039.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5251%  | N/A     | $90232885.00       | $89761021.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5751%  | N/A     | $24951883.00       | $23777692.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6851%  | N/A     | $50000000.00       | $17643371.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $200000.00         | $89107.19          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $3545333.00        | $1025755.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $590171.00         | $276212.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $4674715.00        | $4587666.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5251%  | N/A     | $18250000.00       | $17789644.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7251%  | N/A     | $25000000.00       | $23210733.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1000000.00        | $254008.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $177810000.00      | $102894159.56      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $95087850.00       | $71725258.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $27771289.00       | $24917951.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.4251%  | N/A     | $800464.00         | $730243.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5751%  | N/A     | $5100000.00        | $5027314.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $45376585.00       | $44134137.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1274948.00        | $1481022.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7351%  | N/A     | $20000000.00       | $17425356.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.7751%  | N/A     | $6401000.00        | $3474259.57        | Agency Collateralized Mortgage Obligation |

### Security 29: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16M00
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2030-08-01      | 4.5000%  | N/A     | $6697545.00        | $88337.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $5282000.00        | $52700.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 5.0000%  | N/A     | $6694310.00        | $106614.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 2.0000%  | N/A     | $1600000.00        | $55196.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 5.0000%  | N/A     | $31565018.00       | $55303.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.5000%  | N/A     | $1053972.00        | $69244.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $942641.00         | $71006.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 2.0000%  | N/A     | $1045812.00        | $97355.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 3.0000%  | N/A     | $10000000.00       | $54792.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.0450%  | N/A     | $22493599.00       | $22272039.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.6800%  | N/A     | $1181000.00        | $1164775.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 5.4100%  | N/A     | $2220000.00        | $2282130.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.3000%  | N/A     | $13831000.00       | $13837548.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.2550%  | N/A     | $9257996.00        | $9224745.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.6400%  | N/A     | $25125000.00       | $25394814.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.5700%  | N/A     | $3630000.00        | $3731803.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 5.2050%  | N/A     | $2291000.00        | $2352094.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 5.4900%  | N/A     | $1000000.00        | $1024452.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.5000%  | N/A     | $14999537.00       | $164521.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.3800%  | N/A     | $36523793.00       | $36654243.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.6800%  | N/A     | $3701076.00        | $3650242.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.2300%  | N/A     | $33862000.00       | $33788384.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 5.1150%  | N/A     | $1187400.00        | $1207721.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.6200%  | N/A     | $8664673.00        | $8329856.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.1700%  | N/A     | $1000000.00        | $1026365.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 4.4200%  | N/A     | $9436000.00        | $9343441.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.3733%  | N/A     | $4000000.00        | $3994293.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.1100%  | N/A     | $10321857.00       | $10171868.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.2400%  | N/A     | $1913000.00        | $1970492.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.9350%  | N/A     | $7203000.00        | $7260012.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.0700%  | N/A     | $50022000.00       | $49667471.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2900%  | N/A     | $42488773.00       | $42487314.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.7400%  | N/A     | $5500000.00        | $5546880.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.1200%  | N/A     | $42140000.00       | $41860504.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.4900%  | N/A     | $6390000.00        | $6436028.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5200%  | N/A     | $1203064.00        | $1178446.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $139612876.00      | $133391372.81      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 4.4251%  | N/A     | $30000000.00       | $28976522.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.4751%  | N/A     | $135161261.00      | $133761298.63      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 0.0000%  | N/A     | $4727038.00        | $4101981.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $20809623.00       | $20677748.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $48215327.00       | $48139707.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-02-16      | 4.5000%  | N/A     | $2441872.00        | $2034401.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.0000%  | N/A     | $35069774.00       | $32715579.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $20059540.00       | $20359706.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $19591847.00       | $20790927.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $20000000.00       | $19739338.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-09-20      | 3.4513%  | N/A     | $100000.00         | $78608.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.7500%  | N/A     | $61427025.00       | $60569456.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5751%  | N/A     | $45702784.00       | $45048890.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $1633846.00        | $1574272.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-16      | 4.7500%  | N/A     | $925260.00         | $828037.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-02-20      | 3.2923%  | N/A     | $735000.00         | $582386.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $20295966.00       | $20162804.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-16      | 0.0000%  | N/A     | $34771097.00       | $34024770.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $64873010.00       | $62818334.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-01-20      | 4.4805%  | N/A     | $100000.00         | $93126.84          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $22343648.00       | $21780682.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $10918802.00       | $11082188.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.7251%  | N/A     | $947368.00         | $907811.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $51017445.00       | $50115328.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $11923894.00       | $11239781.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $23732941.00       | $23971997.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2069-01-20      | 4.4402%  | N/A     | $350000.00         | $484358.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $61360.00          | $54166.21          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-16      | 5.0000%  | N/A     | $10000000.00       | $9940610.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.7500%  | N/A     | $1397695.00        | $1097465.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.7751%  | N/A     | $8532956.00        | $8531228.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.6251%  | N/A     | $100000000.00      | $98441799.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | 4.3751%  | N/A     | $65988044.00       | $5969605.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.0000%  | N/A     | $97208787.00       | $90534274.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $23273269.00       | $24347692.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $98803281.00       | $101266018.68      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 3.0000%  | N/A     | $3057140.00        | $2700909.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $22907312.00       | $20676419.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.4352%  | N/A     | $100000.00         | $146825.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 3.5000%  | N/A     | $9676029.00        | $8669730.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5751%  | N/A     | $48117.00          | $45852.70          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $19370985.00       | $21049425.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $19102002.00       | $20049017.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-01-20      | 4.5646%  | N/A     | $100000.00         | $133978.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-01-20      | 4.6042%  | N/A     | $100000.00         | $142768.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-02-20      | 4.8251%  | N/A     | $1711707.00        | $950047.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-05-16      | 4.5000%  | N/A     | $9668946.00        | $8447990.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-20      | 3.0000%  | N/A     | $589538.00         | $176563.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-16      | 5.0000%  | N/A     | $708620.00         | $625810.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $548421837.00      | $552669904.02      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 3.5000%  | N/A     | $114000000.00      | $102740531.52      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $50000000.00       | $49428198.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $6412062.00        | $5424186.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | 5.0000%  | N/A     | $91617.00          | $81782.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $100000000.00      | $98171987.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-16      | 4.7500%  | N/A     | $250092.00         | $215997.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.3251%  | N/A     | $10031731.00       | $10014223.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5751%  | N/A     | $42341011.00       | $41865214.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $43168770.00       | $42268394.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $20499365.00       | $21442147.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-05-16      | 4.5000%  | N/A     | $9500000.00        | $8753442.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.7500%  | N/A     | $497302.00         | $431035.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-08-20      | 4.1806%  | N/A     | $100000.00         | $104932.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $7006038.00        | $6919385.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | 4.6751%  | N/A     | $8197951.00        | $4796522.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-20      | 6.0000%  | N/A     | $45761857.00       | $38747335.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.6094%  | N/A     | $100000.00         | $147420.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.7500%  | N/A     | $1322094.00        | $1170595.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-07-20      | 5.1251%  | N/A     | $1000000.00        | $776398.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-16      | 5.2500%  | N/A     | $929377.00         | $857819.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-09-20      | 4.3951%  | N/A     | $4400000.00        | $4374743.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5751%  | N/A     | $1351.00           | $1335.23           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6751%  | N/A     | $16365700.00       | $16250738.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-04-20      | 2.0000%  | N/A     | $113000.00         | $109599.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-09-20      | 4.5751%  | N/A     | $4000000.00        | $3826056.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $17134220.00       | $17032989.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-04-20      | 4.6214%  | N/A     | $100000.00         | $139224.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.3484%  | N/A     | $2500000.00        | $497349.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-10-16      | 4.5000%  | N/A     | $205203.00         | $196988.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-20      | 5.5000%  | N/A     | $10217297.00       | $9463110.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 3.5000%  | N/A     | $10253955.00       | $9200642.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2070-05-20      | 4.5979%  | N/A     | $100000.00         | $99736.60          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $20069136.00       | $19586203.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-10-16      | 0.0000%  | N/A     | $40010674.00       | $39422477.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-20      | 4.6251%  | N/A     | $690136.00         | $99582.97          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $20032442.00       | $20303073.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.2500%  | N/A     | $64855.00          | $50596.15          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.3251%  | N/A     | $3000000.00        | $2966767.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $20000000.00       | $19858819.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 2.5000%  | N/A     | $1024355.00        | $879319.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-03-20      | 4.5057%  | N/A     | $2100000.00        | $335429.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $9931184.00        | $10376326.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 5.0000%  | N/A     | $445338.00         | $408590.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $25972688.00       | $19712216.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.5000%  | N/A     | $10514860.00       | $9972078.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $2252145.00        | $1920692.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-03-20      | 4.2752%  | N/A     | $2000000.00        | $370674.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-09-20      | 3.6192%  | N/A     | $393539.00         | $372087.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.0000%  | N/A     | $4670987.00        | $4322857.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $5072674.00        | $4678252.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $41148480.00       | $40291188.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-05-20      | 4.1538%  | N/A     | $143759.00         | $131747.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $26532046.00       | $25401384.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-01-20      | 3.3133%  | N/A     | $1091601.00        | $855367.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.4272%  | N/A     | $176695.00         | $260101.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $138427.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $643900.00         | $664556.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2070-05-20      | 4.3751%  | N/A     | $26000000.00       | $14488930.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 3.0000%  | N/A     | $180308.00         | $109562.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $408773.00         | $346985.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-16      | 4.2150%  | N/A     | $480000.00         | $430192.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $2534754.00        | $2365918.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.4000%  | N/A     | $200000.00         | $121943.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.3751%  | N/A     | $48549022.00       | $48263447.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.4051%  | N/A     | $4400000.00        | $4352858.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-05-16      | 4.5000%  | N/A     | $3698631.00        | $3263176.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 3.0000%  | N/A     | $74729302.00       | $65598841.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-02-16      | 5.0000%  | N/A     | $695970.00         | $613168.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $20000000.00       | $19186290.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6251%  | N/A     | $4280951.00        | $4247685.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $602347.00         | $468506.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-07-20      | 3.8643%  | N/A     | $600000.00         | $497285.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4251%  | N/A     | $1000.00           | $989.49            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $20149588.00       | $20019853.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $33543876.00       | $34323934.15       | Agency Mortgage-Backed Securities         |

### Security 30: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16M83
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1719150.00        | $1583222.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-25      | 9.5898%  | N/A     | $42477963.00       | $27316161.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $3879205.00        | $2072477.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.1250%  | N/A     | $7330469.00        | $3846246.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | 4.0000%  | N/A     | $697952.00         | $604030.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2000000.00        | $1873051.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.5360%  | N/A     | $27500000.00       | $26100042.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $7138000.00        | $79327.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 3.5000%  | N/A     | $2525000.00        | $291772.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1859641.00        | $1808114.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1097.00           | $827.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-15      | 1.0000%  | N/A     | $2500005.00        | $840950.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2930113.00        | $2268483.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $19524970.00       | $17762002.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2057-05-25      | 3.0000%  | N/A     | $296019.00         | $72744.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $20000000.00       | $18385504.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $710031.00         | $475479.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1871419.00        | $1875597.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 2.1200%  | N/A     | $20897539.00       | $19656996.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $6843000.00        | $4494715.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.3073%  | N/A     | $85816885.00       | $9771164.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | 4.0000%  | N/A     | $576675.00         | $440332.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1310577.00        | $1270437.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-15      | 4.0000%  | N/A     | $400000.00         | $100063.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1650615.00        | $1605262.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 3.0000%  | N/A     | $5085051.00        | $3103149.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 3.0000%  | N/A     | $6340000.00        | $8028689.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $50000000.00       | $38308738.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1668100.00        | $1679748.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-25      | 4.4030%  | N/A     | $25520315.00       | $24969371.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 4.3183%  | N/A     | $50617647.00       | $3424888.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $2000000.00        | $637963.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.0000%  | N/A     | $251256.00         | $400623.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 4.5000%  | N/A     | $430928.00         | $336381.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-02-15      | 3.5000%  | N/A     | $2179551.00        | $1953536.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $5496828.00        | $6586319.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-15      | 4.2500%  | N/A     | $21500000.00       | $19963475.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $48425000.00       | $31763282.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-15      | 5.5000%  | N/A     | $7757242.00        | $429227.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-06-15      | 3.0000%  | N/A     | $3281518.00        | $1508144.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $705675.00         | $133575.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $14393867.00       | $11121523.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1267637.00        | $925343.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-25      | 5.8198%  | N/A     | $62466512.00       | $38120986.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $734975.00         | $707524.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2900000.00        | $1677376.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1593209.00        | $1326331.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $7213308.00        | $7068895.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-25      | 5.9013%  | N/A     | $53036656.00       | $23075429.93       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | 5.0000%  | N/A     | $2109000.00        | $405906.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $19306476.00       | $17709486.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1497342.00        | $990107.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1152709.00        | $900876.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-15      | 5.0000%  | N/A     | $8001000.00        | $1212660.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-05-15      | 3.5000%  | N/A     | $6479000.00        | $8282587.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-11-15      | 5.0000%  | N/A     | $200000.00         | $294411.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $161888383.00      | $148254427.60      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2057-05-25      | 3.0000%  | N/A     | $2899999.00        | $1107189.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-15      | 3.5000%  | N/A     | $1000000.00        | $812070.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1165814.00        | $840236.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1453345.00        | $1425365.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-25      | 4.4934%  | N/A     | $4712842.00        | $2661630.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $815000.00         | $1041242.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-15      | 3.5000%  | N/A     | $3300000.00        | $1817018.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | 2.7500%  | N/A     | $5000000.00        | $85633.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $210000.00         | $172902.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $46770.00          | $42218.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 5.0000%  | N/A     | $3069000.00        | $491059.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-12-15      | 3.5000%  | N/A     | $1900000.00        | $1883390.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 11.5774% | N/A     | $10996810.00       | $2490162.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $131000.00         | $111739.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1306166.00        | $1336363.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-25      | 8.9545%  | N/A     | $40400433.00       | $27596364.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 2.5000%  | N/A     | $1200000.00        | $108509.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 9.6758%  | N/A     | $3483326.00        | $2458290.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $4214018.00        | $3599690.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1005451.00        | $902210.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 13.5774% | N/A     | $19276270.00       | $2615815.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $19252108.00       | $15782073.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $801843.00         | $839144.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 1.9120%  | N/A     | $10755858.00       | $8507569.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 3.0000%  | N/A     | $2500000.00        | $71663.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $17709625.00       | $15631061.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 5.5000%  | N/A     | $6000000.00        | $789026.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $63000.00          | $51768.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $425000.00         | $285999.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-11-25      | 4.5546%  | N/A     | $32989344.00       | $12099381.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $4755149.00        | $5782951.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-25      | 7.5000%  | N/A     | $47477274.00       | $38030883.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2556603.00        | $1097124.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-15      | 3.5000%  | N/A     | $10000000.00       | $10501522.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-15      | 4.0000%  | N/A     | $4800000.00        | $507137.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-06-15      | 6.0000%  | N/A     | $13600000.00       | $2113726.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | 3.5000%  | N/A     | $315841.00         | $280820.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.2500%  | N/A     | $6169049.00        | $5657499.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-25      | 6.5000%  | N/A     | $20000000.00       | $935010.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-12-15      | 4.0000%  | N/A     | $710000.00         | $1062699.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1099899.00        | $959639.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1407642.00        | $768904.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 4.1184%  | N/A     | $997674.00         | $106898.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | 4.0000%  | N/A     | $1383000.00        | $361141.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-12-15      | 3.5000%  | N/A     | $25132936.00       | $19756767.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $200000.00         | $188417.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 7.3506%  | N/A     | $49999922.00       | $130554.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1304399.00        | $1374106.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-25      | 11.5774% | N/A     | $9372897.00        | $2987548.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 8.0061%  | N/A     | $26660365.00       | $12934097.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1033597.00        | $859990.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $863.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $626000.00         | $545451.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1512117.00        | $1522296.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $3116000.00        | $885678.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 3.7500%  | N/A     | $17488018.00       | $23929220.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 5.5000%  | N/A     | $19732994.00       | $321294.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $3000000.00        | $2544282.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-25      | 9.9075%  | N/A     | $4407852.00        | $2540272.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $1031157.00        | $544852.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $4569065.00        | $4027170.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 4.7500%  | N/A     | $5000000.00        | $112782.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.5000%  | N/A     | $5000000.00        | $525086.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-15      | 4.2184%  | N/A     | $18919875.00       | $1272295.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-10-15      | 3.5000%  | N/A     | $6851832.00        | $6345235.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-25      | 11.5774% | N/A     | $22197341.00       | $9500251.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 3.8992%  | N/A     | $500000.00         | $166876.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-10-25      | 3.5625%  | N/A     | $27222649.00       | $13926667.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | 4.5000%  | N/A     | $5000000.00        | $170411.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2041892.00        | $2142475.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2057-11-26      | 3.5000%  | N/A     | $11455465.00       | $2054281.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $2200000.00        | $630687.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $2521947.00        | $1793216.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $12469510.00       | $12449343.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3498056.00        | $3207381.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-15      | 10.8439% | N/A     | $7792741.00        | $245899.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | 5.0000%  | N/A     | $10000000.00       | $179148.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 3.5000%  | N/A     | $7953781.00        | $5693391.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $320000.00         | $296164.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $1111370.00        | $222108.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.5000%  | N/A     | $25831876.00       | $1213369.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | 5.5000%  | N/A     | $5000000.00        | $146634.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-04-25      | 3.5000%  | N/A     | $1023966.00        | $210777.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $1000000.00        | $516884.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.1184%  | N/A     | $40072209.00       | $2970390.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $107375.00         | $96963.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-25      | 16.4002% | N/A     | $23529588.00       | $133072.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.7121%  | N/A     | $3000000.00        | $1563825.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.5000%  | N/A     | $9876741.00        | $11021422.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1686630.00        | $81965.43          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 6.5000%  | N/A     | $13400000.00       | $767934.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $1150000.00        | $198329.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $12069297.00       | $1738539.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.0000%  | N/A     | $6233043.00        | $5099777.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-25      | 3.5000%  | N/A     | $18900000.00       | $1161202.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $3600873.00        | $3434414.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-25      | 3.5000%  | N/A     | $5700000.00        | $5884005.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 5.5000%  | N/A     | $9550000.00        | $745144.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $2929158.00        | $1848590.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.5000%  | N/A     | $10000000.00       | $4409474.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $2000000.00        | $1175845.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $429479.00         | $458371.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $3451081.00        | $3043841.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 3.5000%  | N/A     | $38200000.00       | $2538587.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-25      | 4.8621%  | N/A     | $24990808.00       | $23394176.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | 4.0000%  | N/A     | $2000000.00        | $93525.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $12000000.00       | $10291084.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-12-25      | 1.9361%  | N/A     | $930000.00         | $658185.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-25      | 5.5000%  | N/A     | $7000000.00        | $331420.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0320%  | N/A     | $8599240.00        | $6339851.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.2500%  | N/A     | $581389.00         | $330790.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.7121%  | N/A     | $100000000.00      | $77854892.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.0000%  | N/A     | $5400000.00        | $528587.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.0000%  | N/A     | $9338155.00        | $5108115.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | 6.5000%  | N/A     | $7839341.00        | $6541933.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $300000.00         | $98751.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-04-25      | 3.5000%  | N/A     | $13000000.00       | $530760.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 4.5000%  | N/A     | $18735000.00       | $352041.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 3.0000%  | N/A     | $728000.00         | $676023.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $3000000.00        | $215160.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $970000.00         | $128658.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | 4.0000%  | N/A     | $2650000.00        | $329066.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $8625000.00        | $91375.33          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | 5.0000%  | N/A     | $15349123.00       | $946533.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.0000%  | N/A     | $1700000.00        | $195669.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 5.5000%  | N/A     | $7000000.00        | $6010961.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $2900000.00        | $3761883.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | 5.0000%  | N/A     | $29974000.00       | $1405038.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-09-25      | 3.0000%  | N/A     | $5500000.00        | $7084789.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.7500%  | N/A     | $11945245.00       | $2117413.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.0000%  | N/A     | $20000000.00       | $1347749.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 4.7500%  | N/A     | $35000000.00       | $3818188.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-25      | 5.5000%  | N/A     | $7471000.00        | $456902.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 3.5000%  | N/A     | $3300000.00        | $2357221.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.0000%  | N/A     | $10500000.00       | $525387.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-25      | 5.5000%  | N/A     | $44225000.00       | $44344884.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5313%  | N/A     | $1100000.00        | $457664.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | 3.5000%  | N/A     | $320000.00         | $249160.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.7121%  | N/A     | $23409190.00       | $15694732.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.0000%  | N/A     | $7660000.00        | $7334273.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $11200000.00       | $680728.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $2544617.00        | $2153121.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $11015019.00       | $5313990.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $500000.00         | $457455.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.5121%  | N/A     | $67900000.00       | $44191838.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $2138000.00        | $67875.15          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $1100000.00        | $254443.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.5000%  | N/A     | $5600000.00        | $1426114.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-05-25      | 5.5000%  | N/A     | $8144170.00        | $8395994.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.0000%  | N/A     | $120728.00         | $91835.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | 3.5000%  | N/A     | $3110000.00        | $120569.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 5.5000%  | N/A     | $42014436.00       | $30591820.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $15800000.00       | $1270039.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 4.0000%  | N/A     | $800000.00         | $447935.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $3308892.00        | $2709529.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 2.5000%  | N/A     | $10890000.00       | $502893.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.5000%  | N/A     | $1000000.00        | $871379.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $900000.00         | $752527.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $29500000.00       | $999982.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $10693072.00       | $8002056.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-25      | 3.5000%  | N/A     | $11900000.00       | $1623699.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 4.0000%  | N/A     | $800000.00         | $347539.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.0000%  | N/A     | $5250000.00        | $402588.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $4000000.00        | $3062622.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.5000%  | N/A     | $6615963.00        | $3113675.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $2000000.00        | $63488.66          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $4200000.00        | $5617886.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | 5.0000%  | N/A     | $14567275.00       | $633564.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.0000%  | N/A     | $16751000.00       | $229232.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 2.5000%  | N/A     | $300000.00         | $276758.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $16200000.00       | $1491727.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | 5.5000%  | N/A     | $7000000.00        | $143474.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | 7.0000%  | N/A     | $9100000.00        | $328298.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 2.0000%  | N/A     | $4200000.00        | $248772.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $2080000.00        | $1292072.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-09-25      | 3.5000%  | N/A     | $240000.00         | $259845.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.9121%  | N/A     | $47200000.00       | $24063178.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $266300.00         | $72840.60          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | 4.5121%  | N/A     | $9999000.00        | $7714799.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $414956.00         | $413166.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $1360827.00        | $1435136.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-25      | 3.5000%  | N/A     | $5000000.00        | $1806853.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 0.5000%  | N/A     | $5000000.00        | $2596638.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $74408499.00       | $55850487.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | 2.5000%  | N/A     | $100000.00         | $119903.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 3.0000%  | N/A     | $15943802.00       | $1620865.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $3285000.00        | $376006.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $1667200.00        | $1336070.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.0000%  | N/A     | $800000.00         | $878233.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.5000%  | N/A     | $6683523.00        | $8305421.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | 5.0000%  | N/A     | $330000.00         | $183275.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.0000%  | N/A     | $473750.00         | $474290.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-03-25      | 3.5000%  | N/A     | $706000.00         | $1132745.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.0000%  | N/A     | $1772500.00        | $109745.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.7821%  | N/A     | $60369000.00       | $37770217.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $4800000.00        | $4137397.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.8070%  | N/A     | $23200000.00       | $4817368.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 4.0000%  | N/A     | $398000.00         | $236872.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | 4.0000%  | N/A     | $24966836.00       | $491369.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $6984379.00        | $4082709.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 3.5000%  | N/A     | $3200000.00        | $1142308.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 6.0000%  | N/A     | $2383381.00        | $199404.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $12500000.00       | $949999.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 2.0000%  | N/A     | $1000000.00        | $757598.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | 4.5000%  | N/A     | $2000000.00        | $57409.05          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 4.0000%  | N/A     | $6137784.00        | $1249663.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1106750.00        | $1032811.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.1121%  | N/A     | $11301774.00       | $5838895.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-09-25      | 3.5000%  | N/A     | $1650000.00        | $208356.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 4.0884%  | N/A     | $2543000.00        | $150089.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 2.2500%  | N/A     | $15900000.00       | $918018.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | 5.5000%  | N/A     | $15000000.00       | $138003.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-01-25      | 4.0000%  | N/A     | $2162000.00        | $571855.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 2.5000%  | N/A     | $4762443.00        | $566841.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-09-25      | 3.5000%  | N/A     | $200000.00         | $159152.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.5000%  | N/A     | $41408595.00       | $41483576.76       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $400000.00         | $362817.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 7.5000%  | N/A     | $56144166.00       | $1085826.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.7121%  | N/A     | $15922065.00       | $11919573.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $400000.00         | $188255.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-06-25      | 3.5000%  | N/A     | $17000000.00       | $664586.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | 6.5000%  | N/A     | $64028.00          | $190817.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $43300000.00       | $2676706.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-25      | 4.5000%  | N/A     | $60000.00          | $58836.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.8000%  | N/A     | $310102.00         | $324990.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 4.3600%  | N/A     | $2055367.00        | $1956026.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2000%  | N/A     | $2315467.00        | $2351782.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.2700%  | N/A     | $2352831.00        | $2376998.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.5400%  | N/A     | $1312377.00        | $1356386.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2100%  | N/A     | $1706131.00        | $1733390.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-15      | 5.2800%  | N/A     | $1315387.00        | $1335218.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-15      | 6.1900%  | N/A     | $1695473.00        | $1805747.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-15      | 5.1600%  | N/A     | $2469333.00        | $2462112.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $6462716.00        | $5922548.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.8200%  | N/A     | $1301049.00        | $1361415.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.0000%  | N/A     | $1675550.00        | $1739044.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-15      | 4.8500%  | N/A     | $1967657.00        | $1933329.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-02-15      | 4.9300%  | N/A     | $514234.00         | $512794.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.9900%  | N/A     | $1976046.00        | $2086256.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-15      | 5.1600%  | N/A     | $2432000.00        | $2424888.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-15      | 3.6900%  | N/A     | $1900000.00        | $1720130.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-15      | 5.1600%  | N/A     | $2337067.00        | $2330233.02        | Agency Mortgage-Backed Securities         |

### Security 31: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16O32
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2066-03-15      | 5.7400%  | N/A     | $184386.00         | $193191.23         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $216774100.00      | $216689210.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $1600.00           | $1596.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $203746000.00      | $204424162.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $60911200.00       | $60888180.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $379577000.00      | $382857148.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $100.00            | $104.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $4428400.00        | $4248198.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $73743200.00       | $70369191.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $82900.00          | $83301.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $71328200.00       | $80245613.69       | U.S. Treasuries (including strips) |

### Security 32: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIS9983O0
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0900%  | N/A     | $1640702.00        | $1595596.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $575892000.00      | $567508497.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-03-31      | 4.2500%  | N/A     | $553713400.00      | $556138716.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $458096100.00      | $460980305.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $669447300.00      | $688995516.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $681891400.00      | $684506916.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $685706900.00      | $687986250.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $592790700.00      | $598924112.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.7500%  | N/A     | $587074400.00      | $585803479.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $559734100.00      | $557836978.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $687459600.00      | $676218431.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $560788000.00      | $563505292.16      | U.S. Treasuries (including strips) |

### Security 33: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIV9946T1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $19964600.00       | $19915719.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $6425400.00        | $6560016.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7870%  | N/A     | $54738300.00       | $54955476.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $28569800.00       | $28180163.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $49618500.00       | $50200585.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $75546100.00       | $79091388.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $242126000.00      | $242031182.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $249387200.00      | $334886740.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $46550300.00       | $44656067.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $2500.00           | $2534.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $103190000.00      | $102695419.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $133100.00         | $128565.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $7851900.00        | $7542593.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $25854400.00       | $25979677.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $22983300.00       | $23173829.02       | U.S. Treasuries (including strips) |

### Security 34: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AJD9955I1
- **C.18 - Value (incl. sponsor support):** $5300000000.00
- **C.18.a - Value (excl. sponsor support):** $5300000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.9730%  | N/A     | $29344609.00       | $471959.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $15170277.00       | $13892662.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1520182.00        | $1180892.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $2155216.00        | $2132958.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3650000.00        | $3133174.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.4800%  | N/A     | $20380714.00       | $16589654.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $3867929.00        | $2765572.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1075012.00        | $822123.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $703989.00         | $76754.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.1060%  | N/A     | $1600000.00        | $92252.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $183000.00         | $151422.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1377899.00        | $1103593.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $3657000.00        | $2153052.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $115000.00         | $60338.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $310000.00         | $247608.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1136989.00        | $818908.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 5.8810%  | N/A     | $5000000.00        | $211537.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.0000%  | N/A     | $199057.00         | $147319.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 6.4330%  | N/A     | $2243333.00        | $1455185.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $504000.00         | $444615.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $27549275.00       | $20317553.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $3065000.00        | $2774980.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1640154.00        | $1236077.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $7028821.00        | $3622080.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $17161125.00       | $11457292.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 6.1150%  | N/A     | $223000.00         | $63190.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $8066983.00        | $6576378.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 2.5000%  | N/A     | $500000.00         | $70405.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $395874.00         | $72127.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1147268.00        | $806256.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1881469.00        | $60038.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $12120685.00       | $9873794.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.5000%  | N/A     | $1527440.00        | $1494265.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1408200.00        | $922703.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.0000%  | N/A     | $2692250.00        | $2075861.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1935546.00        | $1507984.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $400000.00         | $297252.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1373000.00        | $849469.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 5.0000%  | N/A     | $360586.00         | $100445.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $2496262.00        | $1818239.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $975993.00         | $824537.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $170613.00         | $86577.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $14706826.00       | $13146680.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $1004900.00        | $590933.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $20502884.00       | $16874539.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.5000%  | N/A     | $545047.00         | $270326.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1359411.00        | $919018.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2046542.00        | $1608899.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $3002406.00        | $2774191.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $9051747.00        | $1042145.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $435836.00         | $323388.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1104230.00        | $1072885.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 3.0000%  | N/A     | $111405.00         | $104299.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 6.1480%  | N/A     | $2700000.00        | $501647.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 3.0000%  | N/A     | $384765.00         | $276273.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.9850%  | N/A     | $19732769.00       | $177520.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $15072324.00       | $9185439.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 5.5640%  | N/A     | $8846274.00        | $90927.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $1764000.00        | $1480341.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $42168132.00       | $27189367.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $62268068.00       | $40146477.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $92000.00          | $72380.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $7291386.00        | $6027377.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 6.1400%  | N/A     | $20442461.00       | $179396.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 4.0000%  | N/A     | $329051.00         | $263768.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 4.5000%  | N/A     | $2373000.00        | $60043.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 6.2900%  | N/A     | $4636842.00        | $1858881.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1015000.00        | $783272.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1204389.00        | $964394.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $4033301.00        | $3056800.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 3.5000%  | N/A     | $1000000.00        | $62383.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $86918398.00       | $15915342.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $100000.00         | $58106.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 5.5000%  | N/A     | $1308227.00        | $1337778.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $110946333.00      | $67846710.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 4.5000%  | N/A     | $334376.00         | $243003.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $2075690.00        | $1877574.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 6.1200%  | N/A     | $4069817.00        | $178306.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $140000.00         | $100986.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.0000%  | N/A     | $3778705.00        | $3662861.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 3.0000%  | N/A     | $322973.00         | $217573.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $925000.00         | $584019.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 6.1450%  | N/A     | $862000.00         | $161196.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 2.0000%  | N/A     | $392191.00         | $333590.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.9560%  | N/A     | $8848293.00        | $270251.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 2.5000%  | N/A     | $360000.00         | $271766.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $400000.00         | $200843.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $72877.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1076739.00        | $914942.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $10264514.00       | $9542810.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $262500.00         | $177441.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $3015486.00        | $1917574.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $6340122.00        | $4362245.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $1616771.00        | $1020238.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.7500%  | N/A     | $1573525.00        | $1455713.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1267032.00        | $1159857.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 6.0200%  | N/A     | $17151405.00       | $331698.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $1061302.00        | $1003422.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.2500%  | N/A     | $50000000.00       | $319788.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $10916312.00       | $9796458.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.6040%  | N/A     | $12587585.00       | $129331.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $15781824.00       | $16140683.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $58186.00          | $52971.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 6.0000%  | N/A     | $1432702.00        | $774859.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.0000%  | N/A     | $46855477.00       | $9659347.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.5000%  | N/A     | $1259617.00        | $1055419.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.5000%  | N/A     | $1056774.00        | $992204.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $74826.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 4.0000%  | N/A     | $12936535.00       | $12239853.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $235000.00         | $137249.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 2.5000%  | N/A     | $62016784.00       | $14135491.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.3630%  | N/A     | $5160123.00        | $3590281.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $18429747.00       | $13708622.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.6700%  | N/A     | $49312500.00       | $147749.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $16365401.00       | $13290799.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $5253000.00        | $3596143.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $479000.00         | $350625.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 6.3500%  | N/A     | $25006680.00       | $1319763.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $225000.00         | $138684.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1116597.00        | $735860.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $377341.00         | $225340.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.0000%  | N/A     | $1142642.00        | $763957.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 2.0000%  | N/A     | $1978000.00        | $1128010.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $449908.00         | $277683.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $2899147.00        | $2590080.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $150000.00         | $100742.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $700000.00         | $662848.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $1164111.00        | $871605.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.6250%  | N/A     | $7348477.00        | $58626.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $500000.00         | $388795.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $2157882.00        | $1495149.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $36265751.00       | $5836661.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1093621.00        | $732158.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.5000%  | N/A     | $335000.00         | $211634.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 5.5000%  | N/A     | $1399428.00        | $753711.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1052210.00        | $696727.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 2.0000%  | N/A     | $600000.00         | $378572.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $1682589.00        | $1666629.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $566093.00         | $500496.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $100000.00         | $56327.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $381538.00         | $189764.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 4.0000%  | N/A     | $2538333.00        | $204545.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.5000%  | N/A     | $2879925.00        | $1795145.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $1157321.00        | $1148383.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $128000.00         | $89486.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2232974.00        | $1856820.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1770586.00        | $1670557.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1039085.00        | $991368.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $6019521.00        | $4046567.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.2200%  | N/A     | $4881334.00        | $79868.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.2500%  | N/A     | $3251997.00        | $186506.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.6800%  | N/A     | $1287464.00        | $133405.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1020781.00        | $662242.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $311848.00         | $302089.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 5.0000%  | N/A     | $2209049.00        | $70561.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $200000.00         | $140469.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $1050844.00        | $718334.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $261572.00         | $171614.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1073599.00        | $985904.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 6.1050%  | N/A     | $10104397.00       | $318402.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $377261.00         | $360586.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1621061.00        | $927240.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $2830000.00        | $1856123.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $17059263.00       | $14320478.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.9900%  | N/A     | $2032732.00        | $53010.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $400000.00         | $173529.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $66168.00          | $60043.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3457245.00        | $2873418.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $462387.00         | $427931.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 2.5000%  | N/A     | $510590.00         | $316096.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $375000.00         | $283181.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $9733418.00        | $7513664.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $8385000.00        | $6621572.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $6713255.00        | $4840748.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $1070000.00        | $96368.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $650000.00         | $61383.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1040061.00        | $910268.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 6.0000%  | N/A     | $1989553.00        | $2062358.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $292664.00         | $221528.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-02      | 2.5000%  | N/A     | $8753610.00        | $7389118.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.6400%  | N/A     | $4265379.00        | $3923486.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1434526.00        | $917145.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $5710583.00        | $4733503.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.0000%  | N/A     | $7000000.00        | $899847.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $10625619.00       | $5862516.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3216918.00        | $2614443.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1147059.00        | $1134443.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1327410.00        | $1117148.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 6.3800%  | N/A     | $11286119.00       | $131522.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 5.8800%  | N/A     | $15017690.00       | $665704.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $200000.00         | $159520.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3600000.00        | $2582351.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.6140%  | N/A     | $35519952.00       | $328379.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.9510%  | N/A     | $13356707.00       | $62553.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 6.3760%  | N/A     | $2700000.00        | $324041.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $7038529.00        | $5222765.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.0000%  | N/A     | $2596456.00        | $2164487.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $592000.00         | $81287.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $310000.00         | $209171.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $116777.00         | $76229.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2071344.00        | $2107088.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $5403975.00        | $3247357.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.5470%  | N/A     | $23116372.00       | $116808.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 6.1290%  | N/A     | $30015203.00       | $235271.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $113000.00         | $51302.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1819000.00        | $1488743.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $7708191.00        | $3340249.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $8822944.00        | $5864946.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 6.3900%  | N/A     | $39582610.00       | $337635.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $1170000.00        | $624973.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0720%  | N/A     | $17990000.00       | $426927.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $450000.00         | $225570.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 2.0000%  | N/A     | $2000000.00        | $1008753.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $1065300.00        | $943599.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $413706.00         | $233738.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $100000.00         | $76608.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1022967.00        | $923412.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.1130%  | N/A     | $1098635.00        | $53148.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1315137.00        | $1289960.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $142714.00         | $83178.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $8432851.00        | $5293296.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 3.0000%  | N/A     | $920855.00         | $663459.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $999996.00         | $78869.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1251310.00        | $896374.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $300000.00         | $175140.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.7600%  | N/A     | $25489258.00       | $117286.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1141620.00        | $1085723.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $13500000.00       | $4084878.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $1693325.00        | $1432491.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $665000.00         | $365463.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $374600.00         | $251021.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $2573626.00        | $1746576.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2716840.00        | $2363178.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 6.1180%  | N/A     | $6954000.00        | $158536.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.5000%  | N/A     | $6935232.00        | $6347048.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 2.5000%  | N/A     | $630000.00         | $85393.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $104000.00         | $67171.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1059279.00        | $1004286.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1035339.00        | $947214.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.8300%  | N/A     | $8294169.00        | $114646.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 6.0270%  | N/A     | $3750000.00        | $205641.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $300000.00         | $196700.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 5.0000%  | N/A     | $14985723.00       | $14978917.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 3.0000%  | N/A     | $2490000.00        | $596734.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $200000.00         | $105278.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 6.1130%  | N/A     | $63582100.00       | $181357.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.0000%  | N/A     | $275000.00         | $187095.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 6.5000%  | N/A     | $2120718.00        | $1013135.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 5.0000%  | N/A     | $233045.00         | $50971.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.8150%  | N/A     | $8324775.00        | $1071500.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1411507.00        | $1082221.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1595487.00        | $336154.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $24776782.00       | $21246756.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1014708.00        | $1010724.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $215000.00         | $150846.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $139377.00         | $82802.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $6032000.00        | $4581604.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 6.2680%  | N/A     | $20914614.00       | $805707.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.0000%  | N/A     | $750000.00         | $87744.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $435000.00         | $87183.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $20459000.00       | $2271539.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1513144.00        | $1144272.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.5000%  | N/A     | $562000.00         | $94851.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $1915395.00        | $1533790.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1066377.00        | $849620.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1051567.00        | $1069429.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 5.6860%  | N/A     | $8273383.00        | $600328.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $3300000.00        | $1391217.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $143486.00         | $83676.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2903943.00        | $1422184.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.0000%  | N/A     | $1106820.00        | $843302.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0530%  | N/A     | $4000000.00        | $74059.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000518.00        | $2864510.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3476979.00        | $2215565.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $536281.00         | $283453.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $1006400.00        | $999418.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 6.3220%  | N/A     | $39000000.00       | $659219.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $5784542.00        | $929037.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $500000.00         | $273250.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $265195.00         | $222289.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $599359.00         | $384843.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1007389.00        | $1036025.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1082800.00        | $1081996.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $94000.00          | $80244.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 6.0000%  | N/A     | $681000.00         | $418617.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $283607.00         | $218020.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $2711894.00        | $1733992.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $314000.00         | $264093.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $4911684.00        | $594878.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $300000.00         | $183672.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 4.0000%  | N/A     | $335000.00         | $241312.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.5000%  | N/A     | $1723828.00        | $1739447.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $5029207.00        | $4110577.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.7760%  | N/A     | $1700000.00        | $205868.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $1028899.00        | $770197.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $3289000.00        | $2146937.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $9346341.00        | $7810037.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $699211.00         | $664693.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $1012290.00        | $995639.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.0000%  | N/A     | $115894.00         | $58655.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.0000%  | N/A     | $1819304.00        | $1843887.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $5277000.00        | $2371189.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $14979500.00       | $9374634.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1362958.00        | $842956.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $457000.00         | $292388.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1300421.00        | $1206597.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $2315000.00        | $1746203.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.8860%  | N/A     | $10008742.00       | $115487.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1295000.00        | $706928.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $10955243.00       | $5213395.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5060%  | N/A     | $5237657.00        | $185599.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $3350000.00        | $2083045.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1226973.00        | $1052193.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $130531.00         | $81539.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $543024.00         | $519694.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $80000.00          | $68031.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1424225.00        | $957679.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3429036.00        | $1217535.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $21250547.00       | $12611085.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $3003000.00        | $529893.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1513920.00        | $609985.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $16137278.00       | $12541334.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $3500000.00        | $511070.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1725000.00        | $783585.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $169000.00         | $123180.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 5.4800%  | N/A     | $3533820.00        | $80824.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $935000.00         | $757984.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $130000.00         | $96727.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.0000%  | N/A     | $1752118.00        | $1671045.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $950000.00         | $521113.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 6.0190%  | N/A     | $20700000.00       | $762296.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $13352061.00       | $11412477.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 3.5000%  | N/A     | $1380000.00        | $95113.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $464375.00         | $372988.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $826000.00         | $572985.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1526254.00        | $732496.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $2856100.00        | $2127261.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.9520%  | N/A     | $174000.00         | $133151.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1132541.00        | $512065.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 6.0000%  | N/A     | $1154200.00        | $1195951.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.8020%  | N/A     | $6027979.00        | $180619.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 6.0790%  | N/A     | $6626000.00        | $51860.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $16970484.00       | $9326523.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $1474705.00        | $1171659.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1546523.00        | $1263428.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $52709163.00       | $27856769.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $13489000.00       | $8112758.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.0000%  | N/A     | $167000.00         | $63776.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 6.3240%  | N/A     | $20127167.00       | $144411.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.3060%  | N/A     | $14163796.00       | $199046.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $8222160.00        | $5185800.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $100000.00         | $52489.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3643614.00        | $3580589.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $5114866.00        | $4227941.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $10266108.00       | $5965060.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 3.5600%  | N/A     | $4653083.00        | $4316134.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $2840949.00        | $2895898.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 4.5000%  | N/A     | $460000.00         | $56703.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5870%  | N/A     | $8200000.00        | $1234470.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $77962.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1603873.00        | $1658961.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $223000.00         | $144751.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.0000%  | N/A     | $6806076.00        | $1868075.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4327391.00        | $3842674.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 6.1490%  | N/A     | $1311000.00        | $345094.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.0000%  | N/A     | $380983.00         | $276110.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1255948.00        | $775509.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1125388.00        | $908212.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3176277.00        | $3094142.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $6021180.00        | $5591566.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $1465196.00        | $1026394.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $24519944.00       | $18778954.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $4965752.00        | $3511932.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $1550092.00        | $1381502.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.0000%  | N/A     | $1156250.00        | $1162678.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 5.7810%  | N/A     | $14510594.00       | $412455.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 6.2950%  | N/A     | $7271096.00        | $314742.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3021493.00        | $2386900.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1740000.00        | $1165680.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $10788226.00       | $7331604.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1540070.00        | $1134468.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $35167435.00       | $30954841.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1118138.00        | $806456.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $86000.00          | $61208.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $68285536.00       | $64157.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1052630.00        | $1030323.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1627135.00        | $1357666.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $5660000.00        | $3842912.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $278438.00         | $255141.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $10000000.00       | $7248062.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 2.0000%  | N/A     | $192661.00         | $82835.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1205455.00        | $1268738.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.0000%  | N/A     | $1006388.00        | $619261.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1064020.00        | $697167.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $400000.00         | $56109.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $652225.00         | $445456.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $1261841.00        | $1170739.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.5000%  | N/A     | $249000.00         | $52026.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.3270%  | N/A     | $903925.00         | $87374.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $469000.00         | $263882.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $3300000.00        | $2878019.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17236620.00       | $13155886.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.5000%  | N/A     | $15718704.00       | $4086880.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $487000.00         | $326450.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.8000%  | N/A     | $746239.00         | $105331.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 8.5000%  | N/A     | $2150000.00        | $63986.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $504679.00         | $368618.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1310589.00        | $900399.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $1043350.00        | $859954.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1626822.00        | $1012591.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $1735234.00        | $757138.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1232500.00        | $1227899.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1023735.00        | $641934.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $100000.00         | $92912.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1100000.00        | $907191.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3975000.00        | $2653005.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $12750678.00       | $8321582.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $107000.00         | $87503.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1685000.00        | $59484.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3708437.00        | $2767790.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $430206.00         | $292878.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 5.7120%  | N/A     | $11405950.00       | $106019.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1170453.00        | $936173.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.1390%  | N/A     | $2229194.00        | $975248.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $6027119.00        | $4654801.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $14698653.00       | $9150436.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.0000%  | N/A     | $323078.00         | $156429.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $1023917.00        | $946987.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $772735.00         | $461989.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $2402364.00        | $1593427.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.3550%  | N/A     | $13024832.00       | $76113.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $3408380.00        | $2613510.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $300000.00         | $170544.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $11668995.00       | $7713508.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $850000.00         | $713900.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $848177.00         | $487186.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $4003279.00        | $2778996.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.5000%  | N/A     | $1043325.00        | $1073727.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0080%  | N/A     | $1000000.00        | $53357.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1246438.00        | $1275549.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1347000.00        | $759813.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $24608172.00       | $18665772.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $24500000.00       | $5258662.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $31757524.00       | $21572698.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 6.4290%  | N/A     | $21969468.00       | $1435716.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 2.5000%  | N/A     | $785000.00         | $67282.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $490000.00         | $319410.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $15410000.00       | $9114868.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3100000.00        | $2538264.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.0000%  | N/A     | $2864326.00        | $1509469.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 2.5000%  | N/A     | $1150042.00        | $607988.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $19980505.00       | $13550212.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $604878.00         | $58748.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 3.0000%  | N/A     | $191422.00         | $164899.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $13008380.00       | $12693512.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $2355130.00        | $1895399.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1051132.00        | $1117721.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1309514.00        | $1200989.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.6320%  | N/A     | $22609909.00       | $233347.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1705847.00        | $1193527.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.4500%  | N/A     | $4944228.00        | $172451.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $516636.00         | $479069.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.7310%  | N/A     | $16767284.00       | $216052.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $150994.00         | $151004.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 6.2490%  | N/A     | $12119956.00       | $656641.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 5.2280%  | N/A     | $400000.00         | $64091.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $5563829.00        | $2900476.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 5.5000%  | N/A     | $1914500.00        | $1745108.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $300000.00         | $186251.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $81960.00          | $52320.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1306907.00        | $1126402.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3904997.00        | $1940499.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $281614.00         | $209532.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1127190.00        | $569204.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $7445119.00        | $6053455.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1135059.00        | $726946.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1100041.00        | $1004390.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $14676466.00       | $13054892.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.1750%  | N/A     | $14935617.00       | $2111723.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $6785700.00        | $4996469.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $76655.00          | $77421.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.0840%  | N/A     | $23785000.00       | $137187.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $337780.00         | $332593.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $65584085.00       | $47566869.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $14892604.00       | $9501910.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $4591326.00        | $2704321.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $19934105.00       | $13841875.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $5737674.00        | $4180990.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 4.5000%  | N/A     | $1110374.00        | $277992.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $400000.00         | $159429.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $2670246.00        | $2293084.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $26000000.00       | $21059086.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.5590%  | N/A     | $4952441.00        | $85919.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-15      | 2.5000%  | N/A     | $390000.00         | $274637.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1054356.00        | $892226.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $61853.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $9589689.00        | $6709582.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $848693.00         | $636606.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2829875.00        | $2306714.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.0000%  | N/A     | $1248806.00        | $1259850.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1478298.00        | $1597436.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.6550%  | N/A     | $2277776.00        | $92547.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 6.1140%  | N/A     | $1018000.00        | $80506.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.8430%  | N/A     | $1757057.00        | $650399.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.3620%  | N/A     | $10657199.00       | $683147.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $2051774.00        | $1831100.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $1829292.00        | $1385647.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $1292057.00        | $771573.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $20622171.00       | $17803957.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.0000%  | N/A     | $1427952.00        | $1433502.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 1.5000%  | N/A     | $9580000.00        | $4867149.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.0000%  | N/A     | $1710656.00        | $1725981.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1035923.00        | $908331.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.0000%  | N/A     | $44055347.00       | $13833214.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1031729.00        | $587939.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 3.0000%  | N/A     | $2150000.00        | $77423.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $160006.00         | $74284.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $5863378.00        | $4813902.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $12760000.00       | $9257711.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5860%  | N/A     | $2286209.00        | $1666239.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 4.5000%  | N/A     | $230741.00         | $181368.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $56737565.00       | $6623723.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $220000.00         | $184507.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2141614.00        | $1540182.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $625001.00         | $286469.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3822896.00        | $2952366.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $1916065.00        | $1674541.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $34000000.00       | $12629712.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $1581091.00        | $881661.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.5000%  | N/A     | $7885708.00        | $5988286.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 5.8850%  | N/A     | $4040446.00        | $320435.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $21687043.00       | $20057474.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2200000.00        | $371249.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $550000.00         | $446480.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1158997.00        | $1096301.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.7280%  | N/A     | $3237342.00        | $2980271.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2000000.00        | $1304075.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.5000%  | N/A     | $797952.00         | $767619.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 4.7360%  | N/A     | $3280298.00        | $57155.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.5000%  | N/A     | $1615324.00        | $1429562.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.5000%  | N/A     | $373273.00         | $164121.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $2500000.00        | $1991914.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 4.0000%  | N/A     | $1358256.00        | $800717.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 5.0000%  | N/A     | $24680102.00       | $23659877.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $5590415.00        | $3332428.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $6585746.00        | $5416721.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1088223.00        | $656836.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.5000%  | N/A     | $396995.00         | $392792.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $300000.00         | $215980.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1554297.00        | $1348944.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $3000000.00        | $1672540.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $300000.00         | $175670.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1168648.00        | $978842.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $200000.00         | $149743.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $3328509.00        | $3506411.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1842602.00        | $1126749.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $3403000.00        | $3074838.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $31908146.00       | $4236593.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $14136566.00       | $9511520.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $10894219.00       | $9283459.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1384993.00        | $1056594.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3960963.00        | $3883218.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $325000.00         | $259446.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $483386.00         | $294846.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $2340797.00        | $1931629.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $160822422.00      | $133199645.09      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $600000.00         | $426337.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1181970.00        | $961466.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $120000.00         | $87272.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1155080.00        | $1148474.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 4.1460%  | N/A     | $1628417.00        | $1536912.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $74886.00          | $52682.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3562633.00        | $1526741.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2825000.00        | $1968429.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 6.3200%  | N/A     | $22804346.00       | $946050.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.0080%  | N/A     | $1100000.00        | $195693.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 6.1130%  | N/A     | $7335471.00        | $99394.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $600000.00         | $279984.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 6.0990%  | N/A     | $40000000.00       | $742564.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $15050660.00       | $13739466.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.5700%  | N/A     | $21300000.00       | $140637.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 2.0000%  | N/A     | $37239329.00       | $23031880.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1279216.00        | $1276108.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1294579.00        | $1364229.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $12822778.00       | $12485574.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $563781.00         | $190690.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $400000.00         | $314594.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $5802118.00        | $6209547.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $5865000.00        | $4328524.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $5530000.00        | $3806950.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1304902.00        | $999170.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $498201.00         | $419518.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $803000.00         | $513432.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $627171.00         | $641503.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $1281199.00        | $1047703.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1444541.00        | $1428531.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $2842564.00        | $2268247.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1124585.00        | $950521.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 6.3400%  | N/A     | $3889733.00        | $225653.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 2.5000%  | N/A     | $537460.00         | $268513.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $1136023.00        | $916024.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 2.5000%  | N/A     | $687224.00         | $67435.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $926130.00         | $573638.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $6421000.00        | $5251393.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1127557.00        | $966062.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $20705504.00       | $16936968.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $100000.00         | $62207.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 3.0000%  | N/A     | $62039.00          | $58222.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $23750893.00       | $17464879.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $1202498.00        | $1038162.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 6.0160%  | N/A     | $8369898.00        | $131834.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3873361.00        | $2845919.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $580795.00         | $330617.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $220000.00         | $193731.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 6.3950%  | N/A     | $2160988.00        | $93111.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.0000%  | N/A     | $2619038.00        | $1642523.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $54469.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 5.5000%  | N/A     | $12122048.00       | $12404937.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.9020%  | N/A     | $21490000.00       | $234141.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $210000.00         | $172627.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 4.5000%  | N/A     | $1865.00           | $24.60             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $8349886.00        | $7279305.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $1106350.00        | $674931.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $485110.00         | $298750.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.7700%  | N/A     | $6393271.00        | $56820.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $5879671.00        | $4436660.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $2500000.00        | $1255011.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $104728.00         | $100620.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1343128.00        | $698471.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 3.5600%  | N/A     | $13639985.00       | $11956318.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 5.7780%  | N/A     | $1000000.00        | $61701.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $30208848.00       | $4451106.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 6.1050%  | N/A     | $737832.00         | $211836.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 6.3500%  | N/A     | $40344094.00       | $1881536.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 3.0000%  | N/A     | $11515263.00       | $6567175.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $150000.00         | $131232.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $482861.00         | $284675.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $3998740.00        | $414344.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 4.0000%  | N/A     | $98952889.00       | $9568227.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 6.0280%  | N/A     | $2500000.00        | $143205.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $2340000.00        | $1372507.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.0300%  | N/A     | $5616000.00        | $5733706.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 3.0000%  | N/A     | $362844.00         | $257423.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.0100%  | N/A     | $37512574.00       | $36912406.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 2.4000%  | N/A     | $750000.00         | $494270.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.8000%  | N/A     | $11740000.00       | $11914800.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 6.0700%  | N/A     | $17202000.00       | $928110.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.3000%  | N/A     | $11435350.00       | $1294313.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1285606.00        | $954076.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 6.2960%  | N/A     | $950000.00         | $88947.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.1160%  | N/A     | $937000.00         | $797602.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1182864.00        | $947900.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 1.5000%  | N/A     | $493950.00         | $280436.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1200000.00        | $182076.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.1900%  | N/A     | $41250000.00       | $40523665.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8400%  | N/A     | $1813483.00        | $1740848.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $1634000.00        | $848666.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.9650%  | N/A     | $4876793.00        | $444365.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 5.9030%  | N/A     | $2100000.00        | $143167.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.8550%  | N/A     | $145780000.00      | $142612832.26      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 6.0650%  | N/A     | $3250000.00        | $90950.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000940.00        | $939773.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 5.2000%  | N/A     | $2000000.00        | $2034210.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.2400%  | N/A     | $2407000.00        | $2495590.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.1500%  | N/A     | $6374606.00        | $6305981.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | 4.4600%  | N/A     | $20975000.00       | $20961741.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.4350%  | N/A     | $3632137.00        | $1989529.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $10350427.00       | $6542085.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4400%  | N/A     | $33878000.00       | $33807545.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.1700%  | N/A     | $1926000.00        | $1964261.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $12389888.00       | $10701715.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.6200%  | N/A     | $3123654.00        | $2967110.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $580000.00         | $107247.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $215999.00         | $117717.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.9300%  | N/A     | $5788263.00        | $5355857.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $8028194.00        | $7632043.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $10493000.00       | $1140023.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.9400%  | N/A     | $20483000.00       | $65776.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.5000%  | N/A     | $645600.00         | $59773.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $200000.00         | $119444.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 6.3410%  | N/A     | $2035000.00        | $116561.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 3.0000%  | N/A     | $391708.00         | $237350.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.0000%  | N/A     | $215000.00         | $162582.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $68147865.00       | $17396927.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $351881.00         | $310151.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.6800%  | N/A     | $7865000.00        | $7933732.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $8000000.00        | $1693341.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.0450%  | N/A     | $62401.00          | $61786.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $989450.00         | $824234.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.0000%  | N/A     | $395000.00         | $266397.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $467300.00         | $463826.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $280000.00         | $177651.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.8500%  | N/A     | $9662433.00        | $9430500.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1122461.00        | $1048041.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.2550%  | N/A     | $1000.00           | $996.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-25      | 4.0000%  | N/A     | $575000.00         | $416244.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.8150%  | N/A     | $2710000.00        | $2744075.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $373000.00         | $180942.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $101096489.00      | $102176884.73      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.3300%  | N/A     | $11343000.00       | $11865294.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 5.8070%  | N/A     | $4000000.00        | $260029.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.3930%  | N/A     | $546077.00         | $77606.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 5.2700%  | N/A     | $3870000.00        | $3941843.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $189000.00         | $118340.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.9950%  | N/A     | $825000.00         | $181670.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1645049.00        | $1210258.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.0300%  | N/A     | $1766000.00        | $1802899.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $157961.00         | $55737.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $18340796.00       | $1010765.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $19580253.00       | $5245746.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $18402970.00       | $11632338.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 6.1000%  | N/A     | $10748510.00       | $530526.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.1300%  | N/A     | $8300000.00        | $8108587.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $635000.00         | $200675.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $600000.00         | $396489.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 4.0000%  | N/A     | $600000.00         | $174549.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.7100%  | N/A     | $3760461.00        | $3780016.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1146111.00        | $714773.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.3600%  | N/A     | $10400000.00       | $285656.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 3.5000%  | N/A     | $132456.00         | $119768.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $209000.00         | $126701.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $200000.00         | $127045.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 3.0000%  | N/A     | $540000.00         | $179625.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 4.1600%  | N/A     | $8454400.00        | $8361643.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.5950%  | N/A     | $22701465.00       | $21954816.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.1200%  | N/A     | $2900000.00        | $2993200.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $14524314.00       | $13384481.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0970%  | N/A     | $8330749.00        | $183827.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5860%  | N/A     | $6943069.00        | $105636.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.3100%  | N/A     | $1653400.00        | $1630032.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $979795.00         | $637133.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.9800%  | N/A     | $10000000.00       | $9672008.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 6.0150%  | N/A     | $4500000.00        | $117508.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.0000%  | N/A     | $200000.00         | $59888.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $21992000.00       | $15048098.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.3800%  | N/A     | $1207.00           | $1211.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $408412.00         | $374301.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $4880000.00        | $2749868.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $18577206.00       | $5170415.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.9970%  | N/A     | $15210000.00       | $69010.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.4600%  | N/A     | $1619776.00        | $1616842.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5900%  | N/A     | $11206000.00       | $10899204.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.4520%  | N/A     | $1668305.00        | $77009.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 6.1510%  | N/A     | $250000.00         | $53305.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $24500000.00       | $20522590.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 6.5000%  | N/A     | $6603000.00        | $372205.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $96000.00          | $57423.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $319703.00         | $315822.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.1140%  | N/A     | $9814000.00        | $857522.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.7260%  | N/A     | $15000000.00       | $555780.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.2510%  | N/A     | $10000000.00       | $1518219.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $200000.00         | $120153.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $493000.00         | $323658.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $160000.00         | $120061.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $300000.00         | $71978.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.5000%  | N/A     | $464777.00         | $465311.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3400000.00        | $2223906.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.0000%  | N/A     | $1991435.00        | $1937578.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2082714.00        | $1539837.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 6.1500%  | N/A     | $24327665.00       | $1134109.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $6275000.00        | $2962760.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.0200%  | N/A     | $800000.00         | $73236.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $2910000.00        | $159558.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $659000.00         | $628761.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $44915000.00       | $44987991.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $200000.00         | $108319.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.9840%  | N/A     | $25115056.00       | $1449651.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $8013000.00        | $1853757.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $549000.00         | $409819.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0440%  | N/A     | $2471000.00        | $108065.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $665000.00         | $339596.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $43277000.00       | $43347329.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.0500%  | N/A     | $27675000.00       | $26966686.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.5000%  | N/A     | $7292000.00        | $7280529.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $60374.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5979000.00        | $3684666.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 5.8560%  | N/A     | $5000000.00        | $112059.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $988744.00         | $621391.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.0200%  | N/A     | $3365400.00        | $3309230.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $8701021.00        | $5367852.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $429954.00         | $387176.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.4380%  | N/A     | $6800000.00        | $111027.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.0100%  | N/A     | $28665000.00       | $27789023.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.3530%  | N/A     | $356000.00         | $225315.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.1300%  | N/A     | $43463000.00       | $42595835.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.0000%  | N/A     | $1090998.00        | $415086.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 6.0000%  | N/A     | $200000.00         | $147484.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.0000%  | N/A     | $460000.00         | $73143.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $19225537.00       | $10118107.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.9090%  | N/A     | $21469963.00       | $510257.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $967561.00         | $1021178.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.0000%  | N/A     | $1035664.00        | $615830.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.1350%  | N/A     | $7159000.00        | $7000987.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $400000.00         | $209945.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $20187810.00       | $17846154.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.1700%  | N/A     | $41872000.00       | $41042864.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3800%  | N/A     | $14885000.00       | $14861610.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.7400%  | N/A     | $500000.00         | $380431.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.3100%  | N/A     | $41366000.00       | $40956154.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.4300%  | N/A     | $3000000.00        | $3016426.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 2.0000%  | N/A     | $100000.00         | $57965.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.3800%  | N/A     | $29120000.00       | $28782693.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1303000.00        | $1052905.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1283791.00        | $584963.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.3700%  | N/A     | $1249594.00        | $1025156.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.6030%  | N/A     | $290000.00         | $199831.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 5.0000%  | N/A     | $3847638.00        | $3825386.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 2.0000%  | N/A     | $250000.00         | $165207.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $4074000.00        | $2308949.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 5.8410%  | N/A     | $1666000.00        | $86757.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $33211990.00       | $18464840.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0560%  | N/A     | $10000000.00       | $1111718.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $100000.00         | $67450.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.4700%  | N/A     | $800000.00         | $798924.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $2075000.00        | $1186380.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.5000%  | N/A     | $1478029.00        | $403132.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0700%  | N/A     | $5420000.00        | $4381804.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.1850%  | N/A     | $26550000.00       | $26101756.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $112000.00         | $87958.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $230000.00         | $141089.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $4764382.00        | $2303731.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.0000%  | N/A     | $2350000.00        | $906603.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $25000000.00       | $16452614.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $370000.00         | $250747.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $940831.00         | $626154.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $17955013.00       | $6459652.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.3000%  | N/A     | $58380206.00       | $57561332.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.9200%  | N/A     | $102428700.00      | $99355622.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $627000.00         | $85861.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8500%  | N/A     | $3647673.00        | $3506079.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-25      | 2.5000%  | N/A     | $3900000.00        | $2867814.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 2.1500%  | N/A     | $1159807.00        | $840834.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5200%  | N/A     | $10965672.00       | $9875351.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $1262780.00        | $1202891.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.7000%  | N/A     | $6330000.00        | $6409160.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1125000.00        | $234562.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.1500%  | N/A     | $3250000.00        | $3366650.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.4000%  | N/A     | $1858000.00        | $1927615.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.9370%  | N/A     | $76000.00          | $55678.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6500%  | N/A     | $16318000.00       | $16374634.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 3.0000%  | N/A     | $810476.00         | $757782.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $100000.00         | $68649.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.1970%  | N/A     | $8630425.00        | $1339385.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.4540%  | N/A     | $984000.00         | $118987.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $9600000.00        | $6505766.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 5.9390%  | N/A     | $1808000.00        | $96426.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 4.7950%  | N/A     | $9620000.00        | $9751480.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.6900%  | N/A     | $28070000.00       | $27206651.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1100880.00        | $691564.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.1400%  | N/A     | $20225000.00       | $19786542.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $614000.00         | $406155.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $500000.00         | $54237.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 5.0300%  | N/A     | $3340000.00        | $3388232.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $323688.00         | $156119.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $7351280.00        | $5116423.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.2220%  | N/A     | $2760609.00        | $2487789.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.0000%  | N/A     | $5300000.00        | $1061432.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $98847133.00       | $21717271.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2525000.00        | $525788.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.0700%  | N/A     | $39994000.00       | $38946779.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1580081.00        | $1615773.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 5.8690%  | N/A     | $429000.00         | $55503.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $92000.00          | $58101.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.7700%  | N/A     | $3105000.00        | $3129200.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $300132.00         | $62407.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.4400%  | N/A     | $12920000.00       | $12752561.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1413662.00        | $1017516.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $300000.00         | $174542.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $439000.00         | $278965.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $194979.00         | $181094.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 6.2250%  | N/A     | $20000000.00       | $578544.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $210664.00         | $143167.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 2.1500%  | N/A     | $19027878.00       | $14141085.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 4.5000%  | N/A     | $630000.00         | $189880.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $18620000.00       | $532316.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 4.5300%  | N/A     | $20458000.00       | $20317460.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 6.1030%  | N/A     | $900000.00         | $257572.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $35490987.00       | $17243005.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1860000.00        | $1267498.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.0400%  | N/A     | $2450000.00        | $2477180.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $182000.00         | $124500.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $15651023.00       | $13118924.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 6.0690%  | N/A     | $3555198.00        | $148044.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.8370%  | N/A     | $2000000.00        | $83814.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.1950%  | N/A     | $27600000.00       | $27161761.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $661379.00         | $389500.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.0000%  | N/A     | $43127000.00       | $42594300.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 6.1420%  | N/A     | $1150000.00        | $52586.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $196000.00         | $115085.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $2277297.00        | $2277888.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0800%  | N/A     | $5126930.00        | $4465675.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 5.8100%  | N/A     | $108717000.00      | $112174079.82      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $100000.00         | $62024.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1354230.00        | $1360510.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $523642.00         | $53942.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0480%  | N/A     | $3575000.00        | $121363.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 5.0000%  | N/A     | $1100000.00        | $421337.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5200%  | N/A     | $2281000.00        | $2055896.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $100000.00         | $55142.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $56714543.00       | $31274340.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.7400%  | N/A     | $2990000.00        | $2652931.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $8543853.00        | $4284377.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $14846000.00       | $11000517.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 3.5520%  | N/A     | $3378057.00        | $2977677.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1219701.00        | $743537.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.0000%  | N/A     | $239000.00         | $185723.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9600%  | N/A     | $3562190.00        | $3424892.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $100000.00         | $54107.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.5300%  | N/A     | $2331000.00        | $2351520.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $2780536.00        | $81010.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $204000.00         | $117775.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.2250%  | N/A     | $1937000.00        | $1964201.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $743613.00         | $258438.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $26380267.00       | $7122147.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.2400%  | N/A     | $61200000.00       | $59888409.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $2545000.00        | $364260.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.1100%  | N/A     | $13675000.00       | $13355438.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.6300%  | N/A     | $3600000.00        | $2999798.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.3200%  | N/A     | $5962100.00        | $5905090.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.4200%  | N/A     | $17045000.00       | $16868682.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1035774.00        | $902546.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.5500%  | N/A     | $56000000.00       | $56207473.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 5.0000%  | N/A     | $322000.00         | $191774.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 3.0000%  | N/A     | $1500000.00        | $76649.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $38968127.00       | $19056787.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.2600%  | N/A     | $3781647.00        | $3761858.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2031593.00        | $1574361.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | 5.3800%  | N/A     | $2019000.00        | $2069560.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $6000000.00        | $2237914.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $2997350.00        | $1702911.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $100000.00         | $52495.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5700%  | N/A     | $2326000.00        | $2077222.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $781000.00         | $565484.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $300000.00         | $181464.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3500%  | N/A     | $5382907.00        | $4954511.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 2.5000%  | N/A     | $235000.00         | $70813.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.7840%  | N/A     | $15193565.00       | $711513.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.4870%  | N/A     | $15040577.00       | $140460.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $3617000.00        | $1615369.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $985000.00         | $600319.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 5.9980%  | N/A     | $23800000.00       | $209787.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $4300000.00        | $2927597.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.8710%  | N/A     | $5165000.00        | $54369.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.1880%  | N/A     | $380000.00         | $65118.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $1025000.00        | $505609.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.7050%  | N/A     | $12660726.00       | $121289.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $100000.00         | $58400.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $89560010.00       | $42883766.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.9600%  | N/A     | $6192000.00        | $6355498.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.2260%  | N/A     | $26065293.00       | $193233.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $7693671.00        | $5391558.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 5.8960%  | N/A     | $15000000.00       | $1141922.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $30883859.00       | $24286549.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.5400%  | N/A     | $6776000.00        | $92351.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 6.1670%  | N/A     | $15000000.00       | $356118.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 2.3100%  | N/A     | $2960649.00        | $2162359.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.7100%  | N/A     | $952160.00         | $959560.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $15000000.00       | $9753138.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0710%  | N/A     | $306000.00         | $182227.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0200%  | N/A     | $11000000.00       | $10630726.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $195000.00         | $158276.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $555000.00         | $358528.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 1.9800%  | N/A     | $1600767.00        | $1093671.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $2991957.00        | $1127209.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.8800%  | N/A     | $4340000.00        | $4209677.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $126996.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $16218000.00       | $14185049.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 3.0000%  | N/A     | $322570.00         | $193934.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $1299955.00        | $1279216.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.7420%  | N/A     | $1179116.00        | $1144700.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1518000.00        | $265170.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $63576653.00       | $9117492.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 6.0900%  | N/A     | $6400000.00        | $187739.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $4875000.00        | $2000607.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.7700%  | N/A     | $1000000.00        | $729862.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $470000.00         | $223329.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.7900%  | N/A     | $45302000.00       | $44348111.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.3600%  | N/A     | $5321000.00        | $5243904.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3000%  | N/A     | $50014300.00       | $47882991.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $855383.00         | $723780.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2900%  | N/A     | $3151227.00        | $3151118.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $846064.00         | $585959.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $400000.00         | $242232.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $108000.00         | $66964.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0600%  | N/A     | $1272878.00        | $1232104.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $10398584.00       | $1400818.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.8900%  | N/A     | $38345000.00       | $37711216.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.8200%  | N/A     | $115050000.00      | $112820343.77      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $4707000.00        | $3247787.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.7400%  | N/A     | $1033318.00        | $134375.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.0440%  | N/A     | $5250000.00        | $195469.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $144646.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.2900%  | N/A     | $698019.00         | $443263.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $3000000.00        | $1135672.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.1200%  | N/A     | $40066000.00       | $38784787.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $15929508.00       | $9174034.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $58051000.00       | $58145339.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 2.9340%  | N/A     | $8730370.00        | $1729069.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9700%  | N/A     | $34153000.00       | $33688682.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.4100%  | N/A     | $7198000.00        | $6289883.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.3100%  | N/A     | $498175.00         | $425104.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.5950%  | N/A     | $21214939.00       | $18758579.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $73313910.00       | $21707705.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $15596800.00       | $7236271.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $100000.00         | $64420.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.5560%  | N/A     | $2747640.00        | $2531835.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 6.0290%  | N/A     | $700000.00         | $81619.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0830%  | N/A     | $2900000.00        | $246418.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 6.2250%  | N/A     | $2000000.00        | $70541.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 5.5000%  | N/A     | $525000.00         | $521233.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8700%  | N/A     | $33962000.00       | $33359514.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 4.0000%  | N/A     | $565000.00         | $56848.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $730000.00         | $402393.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $750000.00         | $449911.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.5000%  | N/A     | $871094.00         | $882405.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.5000%  | N/A     | $2825000.00        | $726544.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $3862906.00        | $3216952.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $11591000.00       | $2058870.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1479725.00        | $1043488.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 3.0000%  | N/A     | $2425059.00        | $2309513.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1250000.00        | $649874.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 3.0000%  | N/A     | $633793.00         | $377614.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.5000%  | N/A     | $5880000.00        | $5891642.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $2570000.00        | $1315010.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1407313.00        | $1285432.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $104000.00         | $100004.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $37702464.00       | $5904930.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $265000.00         | $192075.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.9100%  | N/A     | $9317650.00        | $8990834.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.7540%  | N/A     | $304000.00         | $60476.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $69312663.00       | $33313747.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 5.3700%  | N/A     | $400000.00         | $416027.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $54460.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.5000%  | N/A     | $1910000.00        | $266541.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.0200%  | N/A     | $1137083.00        | $983461.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $2890718.00        | $2308875.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1527720.00        | $1181099.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 6.2650%  | N/A     | $583084.00         | $63910.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.6800%  | N/A     | $10981992.00       | $10643716.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 5.9620%  | N/A     | $750000.00         | $73222.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $100113.00         | $79304.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 2.0000%  | N/A     | $400000.00         | $227108.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 5.9810%  | N/A     | $1600000.00        | $67334.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 6.0060%  | N/A     | $15000000.00       | $450100.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1017983.00        | $1000982.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.1900%  | N/A     | $23800000.00       | $23164442.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 2.7770%  | N/A     | $15000000.00       | $1842018.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.1400%  | N/A     | $1902000.00        | $1969509.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $77000.00          | $50918.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $100000.00         | $58545.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $562000.00         | $212615.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $502681.00         | $527056.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $1000000.00        | $528793.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1344253.00        | $1041290.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 6.3420%  | N/A     | $3000000.00        | $113200.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $3740500.00        | $1152076.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $250000.00         | $140309.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $7484000.00        | $2491708.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $231986.00         | $163743.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.8000%  | N/A     | $29266000.00       | $29701751.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $3576000.00        | $2119348.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.2800%  | N/A     | $379989.00         | $323020.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.7700%  | N/A     | $397423.00         | $84276.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1575000.00        | $886845.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $998991.00         | $196047.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5900%  | N/A     | $27816000.00       | $27054459.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $153000.00         | $133257.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 6.0610%  | N/A     | $7400000.00        | $302002.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $7224137.00        | $2163572.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $4133025.00        | $2860029.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.1000%  | N/A     | $14165057.00       | $13680143.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $27204000.00       | $17627980.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.4850%  | N/A     | $48426000.00       | $48185968.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8800%  | N/A     | $9931613.00        | $8861142.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.7500%  | N/A     | $878832.00         | $727041.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $800000.00         | $181768.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $1525000.00        | $741280.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 5.8470%  | N/A     | $1031000.00        | $90298.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $117049.00         | $69630.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $73538.00          | $53156.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $98010352.00       | $12122794.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9000%  | N/A     | $3772000.00        | $3616021.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7200%  | N/A     | $17704582.00       | $16857175.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $400000.00         | $143341.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $300000.00         | $50903.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $600000.00         | $375612.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $680000.00         | $383557.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $18868200.00       | $15550020.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0100%  | N/A     | $852693.00         | $138178.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.0000%  | N/A     | $3772000.00        | $2301691.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $88000.00          | $65213.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 5.8650%  | N/A     | $3323278.00        | $57006.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $64975.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $330662.00         | $265599.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3833763.00        | $583529.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $6450000.00        | $4063034.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.8700%  | N/A     | $12688000.00       | $11752348.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $100000.00         | $71073.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.2090%  | N/A     | $15706000.00       | $1308624.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.0300%  | N/A     | $4849000.00        | $4950631.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.4940%  | N/A     | $8188000.00        | $541347.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 6.3500%  | N/A     | $13969019.00       | $236103.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $1460100.00        | $1333187.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $730000.00         | $328757.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 5.7220%  | N/A     | $25258518.00       | $111162.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 4.3100%  | N/A     | $62730000.00       | $61500631.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.9800%  | N/A     | $10000000.00       | $9848475.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $100000.00         | $67367.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.0500%  | N/A     | $2863021.00        | $139897.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9000%  | N/A     | $55575000.00       | $54658197.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.0450%  | N/A     | $17492000.00       | $17039326.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $28642335.00       | $6334989.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 5.8300%  | N/A     | $11999540.00       | $162889.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $350000.00         | $191667.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.5400%  | N/A     | $31974708.00       | $30844220.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $415013.00         | $358346.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.8500%  | N/A     | $3917000.00        | $185633.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.6520%  | N/A     | $8400000.00        | $65281.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2282793.00        | $1609536.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.1250%  | N/A     | $13084467.00       | $199806.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.7400%  | N/A     | $7717000.00        | $7812086.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.9000%  | N/A     | $7517000.00        | $7606899.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $4203551.00        | $3882442.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $123912.00         | $86771.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9400%  | N/A     | $44501000.00       | $43856155.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 2.4100%  | N/A     | $2000000.00        | $1475204.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $265000.00         | $176905.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | 5.8160%  | N/A     | $26400000.00       | $801145.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $722000.00         | $452826.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1250000.00        | $701591.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.0300%  | N/A     | $12291555.00       | $12087568.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 6.3500%  | N/A     | $15000000.00       | $243944.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5700%  | N/A     | $1273357.00        | $1038612.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.3270%  | N/A     | $7350000.00        | $120319.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $9823678.00        | $6316415.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7000%  | N/A     | $156000.00         | $56261.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1069608.00        | $222735.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $395620.00         | $279221.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $4510000.00        | $2768589.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $100000.00         | $59723.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $8696934.00        | $6685795.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0400%  | N/A     | $6001000.00        | $6065378.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $18733493.00       | $2007712.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1195000.00        | $125308.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2100%  | N/A     | $10853015.00       | $9408768.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7100%  | N/A     | $6200000.00        | $6023528.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $200249.00         | $151370.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.3500%  | N/A     | $18136000.00       | $18009289.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 3.0000%  | N/A     | $1158866.00        | $828748.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.0300%  | N/A     | $33039000.00       | $32681334.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $286000.00         | $187832.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $300000.00         | $202328.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $3986151.00        | $381104.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.2050%  | N/A     | $1439000.00        | $1467684.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 5.0000%  | N/A     | $1461706.00        | $496685.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1316000.00        | $1164005.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $9611673.00        | $6573513.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $411874.00         | $236530.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $137933.00         | $139284.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $8813211.00        | $8572081.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 4.7700%  | N/A     | $2140000.00        | $2162820.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2663586.00        | $1624464.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $457976.00         | $394736.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.4200%  | N/A     | $19985000.00       | $19778270.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.2600%  | N/A     | $62790000.00       | $61935135.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $100000.00         | $52971.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.4050%  | N/A     | $796000.00         | $172470.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2900%  | N/A     | $9803561.00        | $8751275.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1973321.00        | $934971.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.5050%  | N/A     | $6038266.00        | $6037287.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 6.0000%  | N/A     | $7504072.00        | $6314172.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $10685000.00       | $6567781.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5850%  | N/A     | $402000.00         | $256156.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-06-15      | 2.9000%  | N/A     | $500000.00         | $427296.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2400%  | N/A     | $241480.00         | $244565.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 6.1100%  | N/A     | $1067600.00        | $1094991.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 4.4500%  | N/A     | $627500.00         | $347034.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.3200%  | N/A     | $678700.00         | $426642.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.8000%  | N/A     | $539394.00         | $565290.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $1032800.00        | $1103048.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.0900%  | N/A     | $751853.00         | $752990.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-02-15      | 5.0700%  | N/A     | $705961.00         | $694142.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-06-15      | 2.7000%  | N/A     | $500000.00         | $421129.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.4500%  | N/A     | $265278.00         | $272112.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-06-15      | 6.6500%  | N/A     | $395684.00         | $416215.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.0000%  | N/A     | $467833.00         | $485561.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $594304.00         | $596975.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-08-15      | 6.3000%  | N/A     | $1067998.00        | $1144843.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-15      | 5.2900%  | N/A     | $1052541.00        | $1075427.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $741000.00         | $308003.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $453892.00         | $455932.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-03-15      | 2.8000%  | N/A     | $500000.00         | $404298.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-01-15      | 2.7400%  | N/A     | $500000.00         | $420307.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.8500%  | N/A     | $622000.00         | $270317.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2500%  | N/A     | $225089.00         | $228246.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.6400%  | N/A     | $667708.00         | $691183.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-04-15      | 2.6500%  | N/A     | $500000.00         | $419702.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $130840.00         | $130773.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-03-15      | 2.2900%  | N/A     | $500000.00         | $407223.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-02-15      | 5.3500%  | N/A     | $920200.00         | $232817.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-15      | 5.8800%  | N/A     | $610846.00         | $640288.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.6400%  | N/A     | $595531.00         | $618597.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-07-15      | 2.9000%  | N/A     | $500000.00         | $427392.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-02-15      | 5.0500%  | N/A     | $961498.00         | $950759.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.7500%  | N/A     | $1026600.00        | $434790.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-02-15      | 2.4000%  | N/A     | $500000.00         | $396945.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-10-15      | 4.1200%  | N/A     | $574783.00         | $522133.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-04-15      | 5.0400%  | N/A     | $1143096.00        | $1137889.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 7.2000%  | N/A     | $665000.00         | $288092.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.4000%  | N/A     | $576838.00         | $588981.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-06-15      | 2.6400%  | N/A     | $500000.00         | $418962.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-02-15      | 4.9300%  | N/A     | $813501.00         | $811223.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-15      | 5.6900%  | N/A     | $684497.00         | $709528.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.9200%  | N/A     | $639302.00         | $673711.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.6900%  | N/A     | $706550.00         | $733052.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.4600%  | N/A     | $618191.00         | $635601.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.3500%  | N/A     | $431900.00         | $257334.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.4300%  | N/A     | $309475.00         | $315318.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2000%  | N/A     | $922255.00         | $936719.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-15      | 5.3400%  | N/A     | $1107292.00        | $1131219.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-11-15      | 2.7400%  | N/A     | $500000.00         | $421552.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2500%  | N/A     | $249394.00         | $252892.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $493671.00         | $518798.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-10-15      | 2.6200%  | N/A     | $500000.00         | $417364.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 4.9500%  | N/A     | $577540.00         | $574228.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 4.9600%  | N/A     | $431382.00         | $429711.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.6900%  | N/A     | $984346.00         | $1023920.71        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYAN9703  | 2033-07-01      | 3.7300%  | N/A     | $2387000.00        | $2276563.32        | Agency Mortgage-Backed Securities |

### Security 35: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008OB3
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $3427600.00        | $1158820.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $1000.00           | $1010.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $8060772.38        | $5608653.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $200.00            | $196.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $33070120.96       | $23888830.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $300.00            | $440.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $68489789.44       | $41157158.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $400.00            | $393.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $200.00            | $197.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $28327600.00       | $28191370.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $2387450.87        | $1961212.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $300.00            | $297.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $981892.91         | $509258.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $62315315.20       | $37969095.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $2194800.00        | $2192020.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $134582.24         | $45681.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $200.00            | $192.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $800.00            | $807.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $200.00            | $194.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $1313976.32        | $482722.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $2.24              | $0.71              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $1700.00           | $1725.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $43046000.00       | $43699275.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $24269200.00       | $29636407.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $300.00            | $286.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-27      | 0.0000%  | N/A     | $64928000.00       | $64344297.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $126419.61         | $52967.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $22400.00          | $6649.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $20045000.00       | $19572149.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $100.00            | $95.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $100.00            | $38.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $7824322.56        | $5514535.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $600.00            | $442.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $200.00            | $172.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $1000.00           | $1010.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $0.57              | $0.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $1000.00           | $991.55            | U.S. Treasuries (including strips) |

### Security 36: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 0QR004J89
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2028-01-26      | 3.7250%  | N/A     | $465000000.00      | $466609610.25      | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-08-12      | 3.7600%  | N/A     | $3000000.00        | $3005723.33        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-05-12      | 3.7550%  | N/A     | $3000000.00        | $3005686.25        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-05-26      | 3.8750%  | N/A     | $5463000.00        | $5459983.97        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-03-02      | 4.1900%  | N/A     | $4186000.00        | $4170737.15        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-08-12      | 3.7300%  | N/A     | $3000000.00        | $3002404.17        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-04-22      | 3.7400%  | N/A     | $7500000.00        | $7528968.75        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-10-27      | 3.6750%  | N/A     | $5000000.00        | $5016513.89        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2031-03-26      | 4.4500%  | N/A     | $435000.00         | $436778.06         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-07-22      | 0.0000%  | N/A     | $20000000.00       | $19889800.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2051-05-12      | 5.6800%  | N/A     | $2630000.00        | $2623628.09        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-11-27      | 0.0000%  | N/A     | $25000000.00       | $24536150.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-12-07      | 0.0000%  | N/A     | $1112000.00        | $1090225.93        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2353761.00        | $1245772.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $81885.00          | $78432.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.5121%  | N/A     | $800000.00         | $748127.23         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $5165448.00        | $5098028.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $447726.00         | $434243.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.5421%  | N/A     | $373093795.00      | $278430229.83      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1039956.00        | $1060665.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $5492600.00        | $3650609.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $3438493.00        | $3487150.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4057956.00        | $2818782.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $6481190.00        | $6277385.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $6596960.00        | $2304567.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.0000%  | N/A     | $10884154.00       | $10218948.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1454557.00        | $1488878.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 2.5000%  | N/A     | $3816324.00        | $3156793.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $9783578.00        | $10000885.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3152955.00        | $2909706.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 4.6121%  | N/A     | $500000.00         | $316485.99         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $751535.00         | $720860.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $70076.00          | $67368.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $28279889.00       | $27262340.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $18375785.00       | $18239222.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 4.5621%  | N/A     | $2300000.00        | $1493965.41        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $235110.00         | $203785.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2197180.00        | $2112569.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $7934126.00        | $7227031.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $25092.00          | $24038.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1440500.00        | $803514.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $1340761.00        | $78.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000000.00        | $2983807.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1258043.00        | $1279354.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2778619.00        | $802560.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $2669924.00        | $2715493.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $10068139.00       | $6740774.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 5.5000%  | N/A     | $55162.00          | $286.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2677206.00        | $2689648.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $7988776.00        | $2359252.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $4047757.00        | $3828637.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2881419.00        | $2093286.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $748462.00         | $736658.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.0000%  | N/A     | $25751.00          | $24284.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3299489.00        | $2454283.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $3438201.00        | $2633825.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $12456074.00       | $12359230.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $2903274.00        | $2944357.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $30968758.00       | $29572250.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.8330%  | N/A     | $78496.00          | $524.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $18595183.00       | $17751432.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $9674713.00        | $9462776.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $6329426.00        | $6197400.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $4408418.00        | $4320986.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1003968.00        | $567183.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3507958.00        | $3034596.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1433918.00        | $1206016.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $9492643.00        | $2530107.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $2292855.00        | $2183683.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2245312.00        | $2269206.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $3433744.00        | $3211527.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $3440900.00        | $3426262.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $12505105.00       | $11130864.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1072936.00        | $1118227.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1720920.00        | $1752971.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $14475000.00       | $13968324.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1427659.00        | $952942.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1002044.00        | $1048018.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1689338.00        | $1348142.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $5973221.00        | $6064302.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-25      | 4.9121%  | N/A     | $24529378.00       | $15503294.95       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $8636620.00        | $7176479.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | 4.8121%  | N/A     | $3932503.00        | $2690211.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $15566000.00       | $14757836.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $4425567.00        | $2988680.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $7877621.00        | $7740256.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $14138541.00       | $13495253.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1911989.00        | $1968833.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1308538.00        | $1111486.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $6491000.00        | $1525405.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $15355218.00       | $13176177.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1028462.00        | $1078587.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.0000%  | N/A     | $12916200.00       | $12126776.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4360630.00        | $2893844.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $8872402.00        | $2094170.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.5000%  | N/A     | $27718.00          | $763.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 6.5000%  | N/A     | $1511875.00        | $1576493.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1163063.00        | $958759.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $9931463.00        | $9508951.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $17137736.00       | $15543600.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2066795.00        | $1636953.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $70000.00          | $48558.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.0000%  | N/A     | $14627801.00       | $1922509.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 3.5000%  | N/A     | $4413.00           | $213.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2050943.00        | $1789464.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $26000000.00       | $18270453.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3096219.00        | $3141108.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $20154281.00       | $3229086.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $14369534.00       | $9554728.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1874987.00        | $1700037.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2238334.00        | $1399144.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $12108546.00       | $9929722.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3312395.00        | $3307796.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1585380.00        | $1506357.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $15651622.00       | $11567375.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1004905.00        | $1042197.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.5621%  | N/A     | $6328621.00        | $4720890.15        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2618671.00        | $1835939.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $2223878.00        | $2113704.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $500000.00         | $507054.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $2766776.00        | $2839951.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $14640769.00       | $14226772.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.5121%  | N/A     | $6153264.00        | $2789570.45        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2184567.00        | $2222386.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $143603.00         | $137881.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $890444.00         | $907377.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2504212.00        | $1248115.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $339489.00         | $317684.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $312083.00         | $298053.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1661350.00        | $1699760.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $9235640.00        | $8842925.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $12341288.00       | $11974537.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $5412648.00        | $4893935.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.5000%  | N/A     | $8691.00           | $73.63             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5989127.00        | $5060453.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13782041.00       | $9067151.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $1039621.00        | $944856.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1247298.00        | $1151035.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.5121%  | N/A     | $3000003.00        | $1184476.68        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $26698503.00       | $24869089.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $10080000.00       | $9663338.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $53054057.00       | $51898409.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1859304.00        | $1925303.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1173000.00        | $1204728.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1128249.00        | $1140851.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $4639119.00        | $4568894.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | 4.9121%  | N/A     | $20399662.00       | $10506753.26       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $8110672.00        | $7867761.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3275037.00        | $2248758.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1108218.00        | $1061403.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1960263.00        | $1843591.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4667689.00        | $4386953.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1378654.00        | $1353384.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.0000%  | N/A     | $4137025.00        | $3884182.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $127173.00         | $122252.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.5621%  | N/A     | $2918911.00        | $2564766.58        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1358975.00        | $1393645.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $2002380.00        | $1970936.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $572452.00         | $383644.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2699312.00        | $1873387.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4168538.00        | $3086937.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $4427813.00        | $3339166.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $17220751.00       | $11196362.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $70587.00          | $67688.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.1621%  | N/A     | $3795524.00        | $1504069.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $5745000.00        | $1508248.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.5000%  | N/A     | $411990260.00      | $395412276.77      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.5121%  | N/A     | $22777520.00       | $9792151.78        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $791520.00         | $306105.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6002160.00        | $5449465.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1800000.00        | $1459089.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $4093824.00        | $3731752.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $3796.00           | $248.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $18755000.00       | $2615944.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2698389.00        | $2625983.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2115050.00        | $1276825.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $78693.00          | $75221.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $9053119.00        | $9037258.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $988.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $10766794.00       | $8002571.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1248593.00        | $1104768.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2911942.00        | $2871403.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $768267.00         | $658517.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $20522663.00       | $2997032.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1076876.00        | $1068474.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $3081795.00        | $3014243.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $10000.00          | $10084.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $6982000.00        | $4980110.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $802643.00         | $769068.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $2261608.00        | $2280794.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1534305.00        | $1180101.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1156218.00        | $1189915.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $955830.00         | $917549.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $4519995.00        | $3094323.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $4046491.00        | $4080820.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.5000%  | N/A     | $2869902.00        | $2923953.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $10665350.00       | $9172827.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.8621%  | N/A     | $7833510.00        | $3112247.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $253859.00         | $237336.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1485024.00        | $856246.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1262269.00        | $1311445.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $930570.00         | $761930.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $4222248.00        | $4045135.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $5145982.00        | $4540028.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1498129.00        | $1443775.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $14596710.00       | $1544694.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1558559.00        | $1591008.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $60043769.00       | $7587986.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $2462626.00        | $2385356.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $25000000.00       | $17230170.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $36229.00          | $27099.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $3095096.00        | $3190196.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1186095.00        | $931641.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2274822.00        | $2180490.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1139250.00        | $787923.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4111107.00        | $3060154.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 6.4270%  | N/A     | $113985.00         | $720.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5006446.00        | $3540845.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $169312.00         | $161678.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8907139.00        | $1884430.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $5594409.00        | $4021742.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6835950.00        | $6732018.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $9059000.00        | $6602347.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $8579177.00        | $8621312.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $51245195.00       | $49221244.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2326420.00        | $2078886.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $3774882.00        | $3104036.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3463394.00        | $3528351.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-25      | 6.0000%  | N/A     | $5000000.00        | $1191074.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $3026020.00        | $2160867.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1614623.00        | $1637356.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 6.0000%  | N/A     | $6349315.00        | $2346892.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1750000.00        | $1460458.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1464041.00        | $1483070.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2784482.00        | $2276352.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $4940712.00        | $4746112.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $67739.00          | $46018.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4037717.00        | $3147823.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $826238.00         | $744321.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $9186894.00        | $7348771.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2473083.00        | $776974.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1051249.00        | $696997.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.5000%  | N/A     | $48884941.00       | $13285716.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1010233.00        | $949759.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $8859508.00        | $5112822.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 8.0000%  | N/A     | $9166152.00        | $8549712.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $13648.00          | $10577.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1228996.00        | $837335.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $16905266.00       | $2905886.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1192850.00        | $1240128.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $792735.00         | $740106.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $20000000.00       | $1713172.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1003556.00        | $702280.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $11095090.00       | $2209551.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1352598.00        | $1295806.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11645646.00       | $8396409.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0000%  | N/A     | $8782766.00        | $8245973.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $4564176.00        | $3498565.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1073150.00        | $947536.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1624731.00        | $1274776.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $137150307.00      | $1486630.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2058198.00        | $1778027.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $13600000.00       | $2889396.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $14501672.00       | $10534781.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $22000000.00       | $13348563.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $6952179.00        | $2033374.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $155617.00         | $148714.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 5.0000%  | N/A     | $3148500.00        | $2263490.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $17597399.00       | $1567116.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $9391104.00        | $7976162.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4739102.00        | $4741839.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $14202828.00       | $10753593.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $3223863.00        | $2407235.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 3.5000%  | N/A     | $367490.00         | $334927.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5300000.00        | $1254788.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1137579.00        | $1153976.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1126837.00        | $552597.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1303230.00        | $1181304.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $30928.00          | $17653.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 3.0000%  | N/A     | $312674.00         | $270834.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $5484757.00        | $5510491.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $5144267.00        | $4950868.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $7395000.00        | $2212023.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1492061.00        | $1513386.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $650356.00         | $666372.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.5000%  | N/A     | $12185272.00       | $12358580.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1333492.00        | $1374075.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $848997.00         | $811912.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 3.5000%  | N/A     | $355000.00         | $322143.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $18134085.00       | $11728812.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $25557.00          | $24480.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1137841.00        | $1153942.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.5000%  | N/A     | $298264295.00      | $6686132.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $508031.00         | $374850.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $835469.00         | $799639.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1346609.00        | $580769.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $21800000.00       | $12627013.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2560000.00        | $1971940.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $10000.00          | $9004.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $22494802.00       | $1765353.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $6136827.00        | $6155376.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $4572004.00        | $4088242.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $8759402.00        | $8392434.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $4680444.00        | $3878570.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1018500.00        | $699852.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $19000000.00       | $2106746.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $17575103.00       | $8749899.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $12262319.00       | $12296292.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $2159567.00        | $1611101.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $922790.00         | $886059.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1870329.00        | $687002.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $34308.00          | $32931.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $45000000.00       | $33230797.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $6434141.00        | $6499028.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $218000.00         | $6805.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $19248265.00       | $10286514.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $4813935.00        | $577479.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.5000%  | N/A     | $720000.00         | $78516.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $5803509.00        | $5544889.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $70369781.00       | $49847090.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $11161265.00       | $10277988.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $1200000.00        | $15114.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $16682970.00       | $15290137.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $125793.00         | $131000.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $53485.00          | $54818.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $15328115.00       | $10686029.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $12564669.00       | $8728148.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.5000%  | N/A     | $54970.00          | $53028.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1060177.00        | $372977.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 1.5000%  | N/A     | $113600.00         | $80920.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $2500000.00        | $64.82             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 1.5000%  | N/A     | $69631.00          | $15361.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $643169.00         | $10635.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $410000.00         | $3709.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.0000%  | N/A     | $14180726.00       | $13028274.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $5726652.00        | $5663366.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.0000%  | N/A     | $2189014.00        | $2038712.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $470797.00         | $2928.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 4.4251%  | N/A     | $8531958.00        | $3215145.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $1024468.00        | $984766.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $11282769.00       | $11018940.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 5.0000%  | N/A     | $27606.00          | $428.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 7.0000%  | N/A     | $4439449.00        | $4660421.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $267988.00         | $7527.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $730066.00         | $9345.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $450000.00         | $77487.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.0000%  | N/A     | $15263865.00       | $13969458.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $415000.00         | $13767.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $605919.00         | $7713.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.9251%  | N/A     | $20000000.00       | $16856382.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.5000%  | N/A     | $133453.00         | $111052.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.0000%  | N/A     | $6649384.00        | $6203018.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $499757.00         | $457331.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $45689647.00       | $29173426.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $320000.00         | $28161.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $14723992.00       | $13687375.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.5000%  | N/A     | $92013.00          | $22766.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $10852265.00       | $7917199.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $380726.00         | $11207.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 3.2500%  | N/A     | $1009579.00        | $68314.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $1001190.00        | $16832.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $17000000.00       | $9505214.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.5000%  | N/A     | $1484092.00        | $158515.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 7.0000%  | N/A     | $16623012.00       | $17476960.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $293673.00         | $261555.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $25417186.00       | $10035445.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $10650659.00       | $7558861.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1027012.00        | $1029438.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 1.5000%  | N/A     | $116972.00         | $82960.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | 3.5000%  | N/A     | $200000.00         | $22164.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $400000.00         | $67454.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $100000.00         | $7258.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $6137067.00        | $6198884.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $1000000.00        | $12735.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $45698.00          | $297.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.6000%  | N/A     | $17603089.00       | $903425.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $11757219.00       | $10477014.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $944731.00         | $9242.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $3372216.00        | $3213366.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.5000%  | N/A     | $6787299.00        | $574.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.7500%  | N/A     | $616127.00         | $129557.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $1000000.00        | $155777.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $14027228.00       | $12841567.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $213066.00         | $125327.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $475000.00         | $5736.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 4.5251%  | N/A     | $3151688.00        | $2378890.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.5000%  | N/A     | $3498657.00        | $748941.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $18487100.00       | $17065423.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $238167.00         | $224502.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $330283.00         | $4674.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $391079.00         | $1954.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1328991.00        | $267790.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $283234.00         | $10221.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $290000.00         | $53040.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 1.5000%  | N/A     | $173719.00         | $124759.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $33274416.00       | $11505762.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $357000.00         | $7520.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.6751%  | N/A     | $4834810.00        | $2879147.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $200000.00         | $18385.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $400000.00         | $27311.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $355000.00         | $10076.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.7500%  | N/A     | $1052158.00        | $217128.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 4.6751%  | N/A     | $94974.00          | $71614.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $4771149.00        | $4821710.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.2500%  | N/A     | $884825.00         | $128717.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $239319.00         | $5063.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 3.5000%  | N/A     | $1474430.00        | $1328804.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $147386.00         | $154190.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $7048976.00        | $6520216.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $625000.00         | $7277.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $1030000.00        | $15081.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.0000%  | N/A     | $14220038.00       | $13030128.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.0000%  | N/A     | $30612268.00       | $23699865.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.5000%  | N/A     | $450000.00         | $69193.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.7500%  | N/A     | $150000.00         | $33296.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $969325.00         | $928017.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $5091700.00        | $4959599.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $18779000.00       | $14267989.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $400000.00         | $70633.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-15      | 4.5000%  | N/A     | $500000.00         | $6.70              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $1233045.00        | $1187294.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 1.5000%  | N/A     | $172063.00         | $80787.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $1248175.00        | $3.19              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 7.0000%  | N/A     | $759840.00         | $797704.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $324058.00         | $3227.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $15000000.00       | $8256653.60        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-10-22      | 0.0000%  | N/A     | $20000000.00       | $19705000.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $100000000.00      | $114596273.87      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $102000000.00      | $104276202.62      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $13800.00          | $14075.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-02      | 0.0000%  | N/A     | $4000000.00        | $3986356.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-28      | 3.5000%  | N/A     | $12366900.00       | $12127535.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-04-15      | 1.2500%  | N/A     | $100.00            | $99.64             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $37000.00          | $34771.53          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-08      | 0.0000%  | N/A     | $19797600.00       | $19594674.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $971000.00         | $942588.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $200.00            | $185.91            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $2000000.00        | $1533275.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $3300000.00        | $3228272.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $55.51             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 0.0000%  | N/A     | $71100.00          | $70103.89          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $4851400.00        | $4881346.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $101050200.00      | $99854929.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $600.00            | $144.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $51500000.00       | $54544338.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $100000000.00      | $85564139.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $100.00            | $88.68             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $25098300.00       | $24825402.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $125671300.00      | $119498515.99      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $4631500.00        | $4733851.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $75000000.00       | $71247356.35       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $2170000.00        | $2164190.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $61318500.00       | $58248408.67       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-09      | 0.0000%  | N/A     | $49700.00          | $49644.83          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-03-31      | 4.2500%  | N/A     | $1522000.00        | $1528666.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $11600000.00       | $11438677.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $25022400.00       | $25088814.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $50000000.00       | $50351247.83       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $11.70             | $7.13              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $100.00            | $56.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $70.55             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $50000000.00       | $49960529.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $80000000.00       | $110954021.23      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-04-30      | 3.8750%  | N/A     | $6769600.00        | $6705090.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $454700.00         | $441097.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $100000000.00      | $99308058.01       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $97900.00          | $93313.00          | U.S. Treasuries (including strips)        |

### Security 37: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26WY5
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $704700.00         | $773944.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $23004898.14       | $22610341.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $29919773.14       | $21613116.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $98000000.00       | $84932582.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $92544496.88       | $38202090.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $8381387.38        | $3079112.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $92769100.00       | $99090207.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $7749959.38        | $2567274.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $30086009.38       | $10761013.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $12184605.14       | $4957928.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $209519500.00      | $290587888.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $9587373.14        | $4822391.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $13847688.88       | $8673278.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $98000000.00       | $83109096.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $30419173.14       | $22518005.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $5626500.00        | $1366451.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $163144100.00      | $222433333.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $17727248.14       | $9475568.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $22307740.63       | $20820728.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $97000000.00       | $85871190.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $30540548.14       | $17313009.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $31544746.88       | $15145453.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $35717629.88       | $21762966.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $1823375.00        | $419755.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $35326200.00       | $41946720.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $15193162.50       | $3604471.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $24668048.14       | $16522905.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $3900675.00        | $958212.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $10101873.14       | $8203478.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $10143559.38       | $3443058.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $15352346.14       | $9486153.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $32859170.51       | $25787449.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $29768135.64       | $23636792.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $108279000.00      | $115495196.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $1331824.88        | $744367.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $29485.64          | $10129.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $2991500.00        | $686007.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $3456437.50        | $946016.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $32993202.38       | $22956538.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $145040900.00      | $180941806.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $7444923.14        | $3861309.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $1707696.88        | $898865.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $7854875.00        | $2127956.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $12844248.14       | $7718416.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $5170860.64        | $1530564.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $10894735.64       | $3846190.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $16250200.00       | $19843981.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $7692750.00        | $1816496.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $45459360.64       | $15253342.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $5422288.88        | $2110436.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $22723095.38       | $8585580.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $65708050.86       | $29285289.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $8154859.38        | $2841291.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $13814985.64       | $5788216.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $372060.64         | $121794.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $3877623.88        | $2496906.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $9842110.64        | $4249134.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $7690248.14        | $7259140.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $140487600.00      | $158051285.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $7313409.38        | $2302817.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $10661548.14       | $6219307.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $3260335.01        | $914898.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $7238965.14        | $2197938.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $237671300.00      | $263457826.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $8786709.38        | $2837052.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $10325159.38       | $2935742.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $233800100.00      | $239939662.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $827062.50         | $209259.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $19512235.64       | $15152226.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $8101709.38        | $2484883.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2351062.50        | $583357.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $33728300.00       | $40877101.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $2626125.00        | $703538.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $106561500.00      | $114094455.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $10913798.14       | $5321120.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $4597312.50        | $1075637.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $87532100.00       | $114248825.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $4056375.00        | $1055618.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $3150400.00        | $3336630.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $68538700.00       | $78542796.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $109026300.00      | $119118452.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $139879000.00      | $149789558.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $79053300.00       | $104470670.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $6607409.38        | $1976699.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $12700000.00       | $12782644.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-15      | 1.2500%  | N/A     | $4182200.00        | $4167239.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $86851975.14       | $80243234.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $508048.14         | $322691.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $38569400.00       | $9919046.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $12219610.64       | $3898006.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $1856565.88        | $948008.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $31399599.64       | $23818009.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $2710848.76        | $777921.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $277530800.00      | $288923679.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $22020324.63       | $20131861.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $4158187.50        | $999337.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $64598400.00       | $83505870.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $21801840.14       | $15365806.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $6600735.64        | $3028516.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $109334300.00      | $118999190.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $32320309.38       | $24801312.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $4801800.00        | $1204978.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $26816748.14       | $8344138.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $14101360.64       | $5409620.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $107916700.00      | $131579971.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $11271215.64       | $4200635.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $437000.00         | $101513.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $3027996.88        | $1643336.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $9302735.64        | $3372818.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $6642759.38        | $1938423.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $5861562.50        | $1624748.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $5789809.38        | $2616982.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $38846.88          | $22350.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $2559296.88        | $1267297.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $11091566.20       | $9111355.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $15642598.14       | $7391503.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $6634849.38        | $2659625.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $86607600.00       | $91735905.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $10360175.00       | $2732112.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $5982264.38        | $2786670.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $11125348.14       | $6127541.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $7103250.00        | $1687781.92        | U.S. Treasuries (including strips) |

### Security 38: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26WZ2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-02-25      | 1.4879%  | N/A     | $75000000.00       | $1121186.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-09-15      | 2.2927%  | N/A     | $17500000.00       | $192975.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.5379%  | N/A     | $99000000.00       | $2410293.08        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 0.8912%  | N/A     | $8482501.00        | $40789.72          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 1.6879%  | N/A     | $34800000.00       | $684267.56         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-25      | 2.3234%  | N/A     | $9600000.00        | $265693.92         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 1.2879%  | N/A     | $115500000.00      | $1857363.22        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 2.3234%  | N/A     | $16777000.00       | $573046.64         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-01-25      | 1.2879%  | N/A     | $50158633.00       | $2341359.12        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-07-15      | 0.5515%  | N/A     | $15303929.00       | $1804048.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.8621%  | N/A     | $4300000.00        | $3517519.43        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 4.6121%  | N/A     | $3400000.00        | $2953036.83        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.1121%  | N/A     | $5100000.00        | $2349050.29        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-02-15      | 1.9636%  | N/A     | $27004098.00       | $3667455.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.4879%  | N/A     | $73480000.00       | $952075.66         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-25      | 2.3234%  | N/A     | $16200000.00       | $457710.74         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 2.2879%  | N/A     | $25000000.00       | $1859440.85        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 4.0000%  | N/A     | $9200000.00        | $779810.90         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5121%  | N/A     | $4600000.00        | $2943588.98        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.3879%  | N/A     | $36000000.00       | $463501.94         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 3.5000%  | N/A     | $3700000.00        | $263056.58         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.8621%  | N/A     | $60000000.00       | $57950477.96       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-11-25      | 2.2734%  | N/A     | $12300000.00       | $563814.15         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 2.4234%  | N/A     | $2900000.00        | $123458.96         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 2.5000%  | N/A     | $6755779.00        | $672959.11         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 1.7379%  | N/A     | $105485266.00      | $4429057.64        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $11418100.00       | $732505.87         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 0.5879%  | N/A     | $100000000.00      | $968411.99         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.4379%  | N/A     | $66500000.00       | $877664.29         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 1.6379%  | N/A     | $57400000.00       | $1110427.23        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-02-25      | 1.5379%  | N/A     | $66800000.00       | $966959.53         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-02-25      | 1.4879%  | N/A     | $90000000.00       | $1261447.82        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-04-25      | 2.2734%  | N/A     | $19600000.00       | $822398.97         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-09-15      | 2.4427%  | N/A     | $18200000.00       | $557781.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-03-25      | 4.5000%  | N/A     | $6428603.00        | $574491.84         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 1.5179%  | N/A     | $65326386.00       | $1995734.62        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-02-25      | 3.5000%  | N/A     | $3000000.00        | $162735.26         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 0.9379%  | N/A     | $118125000.00      | $1414685.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.4879%  | N/A     | $12500000.00       | $270733.86         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-10-15      | 2.0031%  | N/A     | $26345788.00       | $117399.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-12-25      | 3.0000%  | N/A     | $9232666.00        | $1072539.16        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 2.6879%  | N/A     | $5495615.00        | $355128.38         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-09-15      | 0.4208%  | N/A     | $2152846.00        | $387217.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-04-25      | 2.3234%  | N/A     | $6609585.00        | $104865.76         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-01-25      | 2.0000%  | N/A     | $34861502.00       | $284362.36         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $10551600.00       | $708811.16         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-06-25      | 2.3234%  | N/A     | $10594000.00       | $308200.32         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-12-25      | 3.0000%  | N/A     | $5822369.00        | $628758.06         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-08-25      | 2.3734%  | N/A     | $4500000.00        | $388441.54         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 4.5421%  | N/A     | $4400000.00        | $2812110.58        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 4.5621%  | N/A     | $4400000.00        | $2908284.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 0.8379%  | N/A     | $86631904.00       | $1068865.09        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 2.2427%  | N/A     | $15525000.00       | $112754.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.6379%  | N/A     | $8909090.00        | $634549.13         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 0.6879%  | N/A     | $249714223.00      | $2175962.08        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 1.5379%  | N/A     | $193300000.00      | $2588524.90        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 4.0000%  | N/A     | $9900000.00        | $785287.47         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-03-15      | 2.4427%  | N/A     | $7750000.00        | $103819.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 0.9379%  | N/A     | $90176471.00       | $1152212.37        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-07-25      | 2.3234%  | N/A     | $9894754.00        | $205601.32         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 1.7879%  | N/A     | $86930333.00       | $3579819.71        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-08-25      | 2.3734%  | N/A     | $9426859.00        | $445668.63         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7121%  | N/A     | $81900000.00       | $53348831.99       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5521%  | N/A     | $144000000.00      | $95355054.64       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 1.2159%  | N/A     | $7913762.00        | $1337747.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.6121%  | N/A     | $4300000.00        | $2878120.90        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 3.5000%  | N/A     | $8500000.00        | $594594.30         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 2.3927%  | N/A     | $13746920.00       | $394344.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-25      | 1.6879%  | N/A     | $24000000.00       | $629530.33         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-09-25      | 2.4734%  | N/A     | $14739084.00       | $397760.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 0.0879%  | N/A     | $145600000.00      | $440387.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.9621%  | N/A     | $5100000.00        | $2239237.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.5121%  | N/A     | $154250000.00      | $100391621.84      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 4.0000%  | N/A     | $1771429.00        | $94157.25          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 2.2734%  | N/A     | $3700000.00        | $143207.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-05-25      | 2.0000%  | N/A     | $20125000.00       | $197590.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.2734%  | N/A     | $7000000.00        | $299013.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 1.4879%  | N/A     | $62700000.00       | $1213681.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 4.5000%  | N/A     | $20000000.00       | $702130.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 3.5000%  | N/A     | $11692941.00       | $942212.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 1.3879%  | N/A     | $125000000.00      | $1625075.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-03-25      | 1.3879%  | N/A     | $169691571.00      | $3815133.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.5000%  | N/A     | $9433778.00        | $96081.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 2.2879%  | N/A     | $22039970.00       | $1510087.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 2.3734%  | N/A     | $18100000.00       | $423234.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 1.5379%  | N/A     | $12380580.00       | $451496.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 2.2734%  | N/A     | $4750000.00        | $165354.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $969128.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.6621%  | N/A     | $3000000.00        | $2081335.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 1.2734%  | N/A     | $5500000.00        | $189697.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 1.2879%  | N/A     | $19800000.00       | $333439.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.5121%  | N/A     | $15000000.00       | $11182272.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.6621%  | N/A     | $78400000.00       | $72013561.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-01-25      | 2.3234%  | N/A     | $9829252.00        | $95635.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-02-25      | 1.9579%  | N/A     | $99579612.00       | $7168653.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 2.2734%  | N/A     | $12287573.00       | $411804.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-25      | 2.0095%  | N/A     | $27500000.00       | $88198.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 1.4879%  | N/A     | $136253136.00      | $4131939.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-25      | 2.2934%  | N/A     | $33100000.00       | $576717.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 2.2734%  | N/A     | $8544846.00        | $198469.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-05-25      | 2.4734%  | N/A     | $2890614.00        | $89008.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 3.5000%  | N/A     | $6957607.00        | $627268.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 1.7379%  | N/A     | $12500000.00       | $590282.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.3234%  | N/A     | $5300000.00        | $122182.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-25      | 2.2234%  | N/A     | $13815685.00       | $263904.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 2.3734%  | N/A     | $12625000.00       | $156311.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-11-25      | 1.2364%  | N/A     | $87500000.00       | $187494.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 3.0000%  | N/A     | $6200000.00        | $581268.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.5000%  | N/A     | $2500000.00        | $166785.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 1.2879%  | N/A     | $76200000.00       | $1234072.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-04-25      | 2.4734%  | N/A     | $12200000.00       | $419911.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 2.2734%  | N/A     | $31650000.00       | $616362.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.4234%  | N/A     | $5500000.00        | $109120.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-09-25      | 2.3334%  | N/A     | $20000000.00       | $119216.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 1.7379%  | N/A     | $37527289.00       | $2330501.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 1.3879%  | N/A     | $33000000.00       | $619823.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | 0.6879%  | N/A     | $170322097.00      | $1604934.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 1.9879%  | N/A     | $50000000.00       | $702104.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 2.4734%  | N/A     | $34700000.00       | $470873.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 1.0879%  | N/A     | $190335253.00      | $3007768.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 2.3749%  | N/A     | $100000000.00      | $3463218.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 1.7749%  | N/A     | $75000000.00       | $1574079.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 1.7249%  | N/A     | $100000000.00      | $2809693.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-06-20      | 2.4829%  | N/A     | $13000000.00       | $260584.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 2.5249%  | N/A     | $49610882.00       | $2075122.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 1.6249%  | N/A     | $100000000.00      | $1370368.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 1.5749%  | N/A     | $75000000.00       | $2313093.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 2.3829%  | N/A     | $4908862.00        | $102447.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 1.7749%  | N/A     | $150000000.00      | $5598437.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-16      | 4.0030%  | N/A     | $49987.00          | $51552.54          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-09-20      | 2.0029%  | N/A     | $17000000.00       | $111481.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 1.2249%  | N/A     | $60000000.00       | $1252392.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-20      | 2.9329%  | N/A     | $14698233.00       | $208293.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 0.4249%  | N/A     | $489300000.00      | $4940732.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $64301975.00       | $4471365.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 1.7749%  | N/A     | $100000000.00      | $5105555.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-16      | 1.2500%  | N/A     | $58334000.00       | $1909.91           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.5000%  | N/A     | $7000000.00        | $559073.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.6251%  | N/A     | $600000.00         | $330321.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 2.2749%  | N/A     | $125000000.00      | $5961756.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 1.7165%  | N/A     | $300000000.00      | $7318155.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 1.9249%  | N/A     | $50000000.00       | $2625482.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 1.8229%  | N/A     | $6300000.00        | $89912.43          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 2.3829%  | N/A     | $7500000.00        | $116578.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-20      | 2.2829%  | N/A     | $15180000.00       | $110365.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-16      | 2.3848%  | N/A     | $66745000.00       | $585.23            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 2.3329%  | N/A     | $8400000.00        | $237527.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 2.3829%  | N/A     | $6750000.00        | $247369.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.3329%  | N/A     | $17000000.00       | $336719.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-11-20      | 1.7088%  | N/A     | $398305324.00      | $731164.24         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 1.1249%  | N/A     | $6000000.00        | $213975.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 2.3249%  | N/A     | $23580381.00       | $1144946.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.3829%  | N/A     | $16100000.00       | $292590.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 2.8749%  | N/A     | $50250000.00       | $1652494.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 0.7764%  | N/A     | $50000000.00       | $2406483.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 1.7249%  | N/A     | $90000000.00       | $4033040.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $13000000.00       | $674449.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-02-20      | 4.3551%  | N/A     | $4678973.00        | $4700970.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.3329%  | N/A     | $6625000.00        | $231164.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $51965889.00       | $4206546.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-09-20      | 4.5751%  | N/A     | $4000000.00        | $3826056.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 1.5249%  | N/A     | $170000000.00      | $6356039.44        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $98000000.00       | $86756460.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $4659800.00        | $3623325.19        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $49660048.14       | $32404571.89       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $80000000.00       | $60683600.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $98000000.00       | $90542984.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $51456667.38       | $36699152.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $98000000.00       | $83109096.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $47000000.00       | $19401459.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $35404453.13       | $33778680.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $40000000.00       | $17827520.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $56407962.71       | $55964596.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $42452688.23       | $34097065.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $98000000.00       | $84932582.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $51870189.38       | $38871001.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $20312802.18       | $16686296.67       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $12172100.00       | $12440018.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $61788396.88       | $40860914.01       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $98296983.38       | $71878194.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $84847840.63       | $75962659.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $66558904.88       | $39424170.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $57267509.38       | $38837049.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $29885398.14       | $27034809.32       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $81382339.43       | $71277419.87       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $86048828.13       | $83756487.35       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $46409598.14       | $44712863.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $72531799.38       | $31806282.01       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $45133990.63       | $38689578.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $34649798.13       | $13682165.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $44098073.14       | $36622391.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $37750973.14       | $25926726.59       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $69828804.38       | $29713483.01       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-04      | 0.0000%  | N/A     | $38720500.00       | $38697267.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $38091690.63       | $31954585.99       | U.S. Treasuries (including strips)        |

### Security 39: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170019048.50
- **C.18.a - Value (excl. sponsor support):** $170019048.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200080778.00
- **C.18.a - Value (excl. sponsor support):** $200080778.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $359991226.80
- **C.18.a - Value (excl. sponsor support):** $359991226.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165020516.10
- **C.18.a - Value (excl. sponsor support):** $165020516.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $330013533.30
- **C.18.a - Value (excl. sponsor support):** $330013533.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274996548.75
- **C.18.a - Value (excl. sponsor support):** $274996548.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79995415.20
- **C.18.a - Value (excl. sponsor support):** $79995415.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $529969260.00
- **C.18.a - Value (excl. sponsor support):** $529969260.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPQ7, C.4 - ISIN: US3133EWPQ78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $159999507.20
- **C.18.a - Value (excl. sponsor support):** $159999507.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-15
- **C.13 - Final Legal Maturity Date:** 2028-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90085912.20
- **C.18.a - Value (excl. sponsor support):** $90085912.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313B64, C.4 - ISIN: US313313B640, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $148871875.50
- **C.18.a - Value (excl. sponsor support):** $148871875.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEW6, C.4 - ISIN: US3133EWEW65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247997125.68
- **C.18.a - Value (excl. sponsor support):** $247997125.68
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-24
- **C.13 - Final Legal Maturity Date:** 2027-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135937777.28
- **C.18.a - Value (excl. sponsor support):** $135937777.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135013732.20
- **C.18.a - Value (excl. sponsor support):** $135013732.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGG6, C.4 - ISIN: US3133ETGG68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50146241.50
- **C.18.a - Value (excl. sponsor support):** $50146241.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-09
- **C.13 - Final Legal Maturity Date:** 2028-05-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135047043.45
- **C.18.a - Value (excl. sponsor support):** $135047043.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6A0, C.4 - ISIN: US3133ET6A06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $459987989.40
- **C.18.a - Value (excl. sponsor support):** $459987989.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-05
- **C.13 - Final Legal Maturity Date:** 2028-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209900262.60
- **C.18.a - Value (excl. sponsor support):** $209900262.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100006712.00
- **C.18.a - Value (excl. sponsor support):** $100006712.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200098164.00
- **C.18.a - Value (excl. sponsor support):** $200098164.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75020952.75
- **C.18.a - Value (excl. sponsor support):** $75020952.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $345129433.65
- **C.18.a - Value (excl. sponsor support):** $345129433.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275070323.00
- **C.18.a - Value (excl. sponsor support):** $275070323.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $205005764.60
- **C.18.a - Value (excl. sponsor support):** $205005764.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275090832.50
- **C.18.a - Value (excl. sponsor support):** $275090832.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110048879.60
- **C.18.a - Value (excl. sponsor support):** $110048879.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90000031.50
- **C.18.a - Value (excl. sponsor support):** $90000031.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997173.60
- **C.18.a - Value (excl. sponsor support):** $79997173.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125003751.25
- **C.18.a - Value (excl. sponsor support):** $125003751.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240006074.40
- **C.18.a - Value (excl. sponsor support):** $240006074.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $305161351.10
- **C.18.a - Value (excl. sponsor support):** $305161351.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT92, C.4 - ISIN: US3133ERT924, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $193501053.09
- **C.18.a - Value (excl. sponsor support):** $193501053.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397969198.78
- **C.18.a - Value (excl. sponsor support):** $397969198.78
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374976750.00
- **C.18.a - Value (excl. sponsor support):** $374976750.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $220024039.40
- **C.18.a - Value (excl. sponsor support):** $220024039.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H82, C.4 - ISIN: US313385H827, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $987413190.00
- **C.18.a - Value (excl. sponsor support):** $987413190.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B47, C.4 - ISIN: US313385B473, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $992679720.00
- **C.18.a - Value (excl. sponsor support):** $992679720.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385T97, C.4 - ISIN: US313385T970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636535614.00
- **C.18.a - Value (excl. sponsor support):** $636535614.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498347710.00
- **C.18.a - Value (excl. sponsor support):** $498347710.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SF0, C.4 - ISIN: US3130B8SF00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394988821.50
- **C.18.a - Value (excl. sponsor support):** $394988821.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244745972.50
- **C.18.a - Value (excl. sponsor support):** $244745972.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499969775.00
- **C.18.a - Value (excl. sponsor support):** $499969775.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B35, C.4 - ISIN: US3130B8B352, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $944999026.65
- **C.18.a - Value (excl. sponsor support):** $944999026.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473910000.00
- **C.18.a - Value (excl. sponsor support):** $473910000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40892511.53
- **C.18.a - Value (excl. sponsor support):** $40892511.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298317666.00
- **C.18.a - Value (excl. sponsor support):** $298317666.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249294167.50
- **C.18.a - Value (excl. sponsor support):** $249294167.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300027183.00
- **C.18.a - Value (excl. sponsor support):** $300027183.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $279649325.73
- **C.18.a - Value (excl. sponsor support):** $279649325.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $993691250.00
- **C.18.a - Value (excl. sponsor support):** $993691250.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWF0, C.4 - ISIN: US3130BAWF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $820000000.00
- **C.18.a - Value (excl. sponsor support):** $820000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954990268.55
- **C.18.a - Value (excl. sponsor support):** $954990268.55
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XL1, C.4 - ISIN: US3130B8XL13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997667.50
- **C.18.a - Value (excl. sponsor support):** $249997667.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1394252034.00
- **C.18.a - Value (excl. sponsor support):** $1394252034.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54003531.06
- **C.18.a - Value (excl. sponsor support):** $54003531.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $941045195.50
- **C.18.a - Value (excl. sponsor support):** $941045195.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKL0, C.4 - ISIN: US3130BAKL05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $927786216.64
- **C.18.a - Value (excl. sponsor support):** $927786216.64
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A63, C.4 - ISIN: US313385A632, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $283085196.15
- **C.18.a - Value (excl. sponsor support):** $283085196.15
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F35, C.4 - ISIN: US313385F359, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $989614440.00
- **C.18.a - Value (excl. sponsor support):** $989614440.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1861238910.45
- **C.18.a - Value (excl. sponsor support):** $1861238910.45
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86N7, C.4 - ISIN: US3130B86N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $949992884.50
- **C.18.a - Value (excl. sponsor support):** $949992884.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $967974566.72
- **C.18.a - Value (excl. sponsor support):** $967974566.72
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHQ3, C.4 - ISIN: US3130BAHQ39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999498700.00
- **C.18.a - Value (excl. sponsor support):** $999498700.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $562735689.39
- **C.18.a - Value (excl. sponsor support):** $562735689.39
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385L53, C.4 - ISIN: US313385L530, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492649305.00
- **C.18.a - Value (excl. sponsor support):** $492649305.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N28, C.4 - ISIN: US3130B6N286, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388581872.33
- **C.18.a - Value (excl. sponsor support):** $388581872.33
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98026432.56
- **C.18.a - Value (excl. sponsor support):** $98026432.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAUE5, C.4 - ISIN: US3130BAUE51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1699829779.00
- **C.18.a - Value (excl. sponsor support):** $1699829779.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-02-23
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149294020.50
- **C.18.a - Value (excl. sponsor support):** $149294020.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2231273115.00
- **C.18.a - Value (excl. sponsor support):** $2231273115.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKD8, C.4 - ISIN: US3130BAKD88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999612430.00
- **C.18.a - Value (excl. sponsor support):** $999612430.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385M52, C.4 - ISIN: US313385M520, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $754121683.96
- **C.18.a - Value (excl. sponsor support):** $754121683.96
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K84, C.4 - ISIN: US3130B8K841, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449987211.00
- **C.18.a - Value (excl. sponsor support):** $449987211.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFN2, C.4 - ISIN: US3130BAFN26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $900003456.00
- **C.18.a - Value (excl. sponsor support):** $900003456.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249984602.50
- **C.18.a - Value (excl. sponsor support):** $249984602.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K62, C.4 - ISIN: US313385K623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $493001735.00
- **C.18.a - Value (excl. sponsor support):** $493001735.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AB8, C.4 - ISIN: US3130B8AB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954981473.00
- **C.18.a - Value (excl. sponsor support):** $954981473.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZH2, C.4 - ISIN: US313385ZH20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248848402.50
- **C.18.a - Value (excl. sponsor support):** $248848402.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999923530.00
- **C.18.a - Value (excl. sponsor support):** $999923530.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $743231250.00
- **C.18.a - Value (excl. sponsor support):** $743231250.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3141424125.00
- **C.18.a - Value (excl. sponsor support):** $3141424125.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $494607500.00
- **C.18.a - Value (excl. sponsor support):** $494607500.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99227861.00
- **C.18.a - Value (excl. sponsor support):** $99227861.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MP4, C.4 - ISIN: US3130B8MP46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998007.50
- **C.18.a - Value (excl. sponsor support):** $249998007.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B70, C.4 - ISIN: US313385B705, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1687044113.00
- **C.18.a - Value (excl. sponsor support):** $1687044113.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZS8, C.4 - ISIN: US313385ZS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447521562.00
- **C.18.a - Value (excl. sponsor support):** $447521562.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1495422472.05
- **C.18.a - Value (excl. sponsor support):** $1495422472.05
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $571148161.92
- **C.18.a - Value (excl. sponsor support):** $571148161.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMC8, C.4 - ISIN: US3130BAMC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2498377725.00
- **C.18.a - Value (excl. sponsor support):** $2498377725.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-04
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWH6, C.4 - ISIN: US3130BAWH64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E93, C.4 - ISIN: US313385E931, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $742360627.50
- **C.18.a - Value (excl. sponsor support):** $742360627.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249985475.00
- **C.18.a - Value (excl. sponsor support):** $249985475.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A89, C.4 - ISIN: US313385A897, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2358566971.25
- **C.18.a - Value (excl. sponsor support):** $2358566971.25
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287556987.69
- **C.18.a - Value (excl. sponsor support):** $287556987.69
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F43, C.4 - ISIN: US313385F433, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1236893225.00
- **C.18.a - Value (excl. sponsor support):** $1236893225.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B54, C.4 - ISIN: US313385B549, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $992579440.00
- **C.18.a - Value (excl. sponsor support):** $992579440.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BA9, C.4 - ISIN: US3130B8BA95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500013350.00
- **C.18.a - Value (excl. sponsor support):** $500013350.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJD0, C.4 - ISIN: US3130BAJD08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2360283200.00
- **C.18.a - Value (excl. sponsor support):** $2360283200.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500453225.00
- **C.18.a - Value (excl. sponsor support):** $500453225.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1124385214.40
- **C.18.a - Value (excl. sponsor support):** $1124385214.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $427083645.03
- **C.18.a - Value (excl. sponsor support):** $427083645.03
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1500462630.00
- **C.18.a - Value (excl. sponsor support):** $1500462630.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1979377844.40
- **C.18.a - Value (excl. sponsor support):** $1979377844.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $900383670.00
- **C.18.a - Value (excl. sponsor support):** $900383670.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $970216775.60
- **C.18.a - Value (excl. sponsor support):** $970216775.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1642320994.58
- **C.18.a - Value (excl. sponsor support):** $1642320994.58
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1706575366.68
- **C.18.a - Value (excl. sponsor support):** $1706575366.68
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1823396229.05
- **C.18.a - Value (excl. sponsor support):** $1823396229.05
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1245989222.10
- **C.18.a - Value (excl. sponsor support):** $1245989222.10
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1984681960.32
- **C.18.a - Value (excl. sponsor support):** $1984681960.32
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589C76, C.4 - ISIN: US313589C767, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $495788335.00
- **C.18.a - Value (excl. sponsor support):** $495788335.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1206299835.72
- **C.18.a - Value (excl. sponsor support):** $1206299835.72
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $362163747.08
- **C.18.a - Value (excl. sponsor support):** $362163747.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1502164108.52
- **C.18.a - Value (excl. sponsor support):** $1502164108.52
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589C35, C.4 - ISIN: US313589C353, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $991977780.00
- **C.18.a - Value (excl. sponsor support):** $991977780.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $275097339.00
- **C.18.a - Value (excl. sponsor support):** $275097339.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS006IF0
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $902369000.00      | $901054736.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $1219500000.00     | $884438689.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $822126300.00      | $796939330.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $70384300.00       | $69567292.82       | U.S. Treasuries (including strips) |

### Security 157: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS006IH6
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1908735.00        | $1531750.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $50000.00          | $30399.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1009964.00        | $720924.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2850975.00        | $2044406.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $709.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1093843.00        | $507828.89         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1931098.00        | $1401926.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1072871.00        | $874886.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.5000%  | N/A     | $1000000.00        | $344952.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1198132.00        | $868216.22         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $717.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $638.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $17065762.00       | $9169462.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $15565000.00       | $12001251.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $13000.00          | $9311.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.0000%  | N/A     | $42033.00          | $759.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $73216.00          | $14485.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $730.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1008.00           | $639.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $841.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $626.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.5000%  | N/A     | $267278.00         | $847.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $425426.00         | $315168.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 2.0000%  | N/A     | $100647184.00      | $48963331.97       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $98000.00          | $69797.46          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $49075376.00       | $38288296.50       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1338891.00        | $1122583.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $646.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $159887237.00      | $124050236.06      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $660540.00         | $236925.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $659889.00         | $593977.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $443000.00         | $401769.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $2154718.00        | $1465093.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1244650.00        | $948890.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $235824357.00      | $117697358.96      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1001.00           | $894.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $160825393.00      | $123020611.10      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $2803544.00        | $1521410.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $7040.00           | $5817.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $798000.00         | $80438.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $120000.00         | $31151.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $1066.00           | $884.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1164310.00        | $925969.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $11764600.00       | $3343797.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $11486174.00       | $11266046.21       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $204296291.00      | $192663554.09      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $695000.00         | $589464.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.5000%  | N/A     | $1008.00           | $302.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $1000.00           | $851.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $789644.00         | $756489.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $77230336.00       | $13333071.54       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $4516657.00        | $4684318.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $901.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $131399840.00      | $113444541.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1076408.00        | $1066965.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $82243.00          | $68237.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $338.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $34451440.00       | $17165050.10       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4236555.00        | $4134948.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $1005.00           | $276.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $922913.00         | $371993.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $997000.00         | $601234.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $747032.00         | $674249.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $69047.00          | $36564.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $10951045.00       | $2121632.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $1909370.00        | $1465678.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1057389.00        | $426004.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1344484.00        | $1378737.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $2269081.00        | $522816.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $1219390.00        | $996368.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.5000%  | N/A     | $65239936.00       | $2831300.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $681.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $238.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $1000.00           | $94.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1073084.00        | $795281.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $600000.00         | $103818.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $196041690.00      | $47199973.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1652114.00        | $901619.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $361592832.00      | $114148202.71      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $101345220.00      | $49173719.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1523680.00        | $1080092.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 2.5000%  | N/A     | $438596.00         | $251634.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $858401.00         | $809896.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $4801984.00        | $861028.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $240085989.00      | $118290960.88      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $174000.00         | $99319.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $993.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $35116928.00       | $8182620.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $479482880.00      | $64468915.41       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $206911170.00      | $118935706.23      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $22455037.00       | $20113563.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2177444.00        | $2210061.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $250353699.00      | $113753885.32      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1001.00           | $418.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2500000.00        | $1989271.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $160534311.00      | $41743727.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $75654144.00       | $6225873.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1207657.00        | $959137.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $340000.00         | $65755.85          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1684445184.00     | $122347463.85      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $63999.00          | $44816.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $36696000.00       | $25445333.34       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $42876338.00       | $37761600.04       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $8000000.00        | $876684.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1868310.00        | $1449876.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $139798272.00      | $125060780.10      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $169994000.00      | $13983781.83       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $1450850.00        | $603432.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $799000.00         | $217453.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.0000%  | N/A     | $1021.00           | $188.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1781907.00        | $850609.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $14390622.00       | $13937694.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $1670063.00        | $459032.40         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $192021103.00      | $113736089.88      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $296447.00         | $251957.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1637305.00        | $495599.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1018983.00        | $819958.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $5794547.00        | $1607788.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $134831915.00      | $120704204.16      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $4935905.00        | $675953.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1128.00           | $950.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $682.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.5000%  | N/A     | $1281047.00        | $483289.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $585916.00         | $532801.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $239.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $373.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $1656498.00        | $430094.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1037596.00        | $1052863.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $14995028.00       | $13682904.05       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $24438976.00       | $17259979.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $428000.00         | $93796.81          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $761.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $688000.00         | $54536.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $153633722.00      | $80408682.26       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $2056370.00        | $1890400.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 2.0000%  | N/A     | $268195760.00      | $116760405.15      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1728455.00        | $1579883.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $130950674.00      | $35387180.19       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $57593411.00       | $47998093.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.0000%  | N/A     | $2398000.00        | $306769.19         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4013338.00        | $2704315.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2697300.00        | $1317878.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $102043500.00      | $51083777.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $48171335.00       | $46360333.66       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1658404.00        | $1465086.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $488970.00         | $482587.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $79600.00          | $55180.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $103766.00         | $94109.09          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $4227524.00        | $3598712.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $126064576.00      | $116982441.87      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $10082943.00       | $9180930.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $151000160.00      | $115950042.79      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $68354400.00       | $52116853.93       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $103000.00         | $78030.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $194122535.00      | $97476328.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $1514785.00        | $309356.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.5000%  | N/A     | $2000.00           | $2125.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.5000%  | N/A     | $275000.00         | $67841.05          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $286372944.00      | $112848718.04      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2008.00           | $2150.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 2.5000%  | N/A     | $1000.00           | $216.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $548050.00         | $351269.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1016.00           | $844.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1012672.00        | $835322.19         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $119000.00         | $69620.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $599546752.00      | $53787728.09       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1453350.00        | $901381.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $4343720.00        | $3941145.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $17009345.00       | $15166216.91       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $58341175.00       | $40480271.62       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $298000.00         | $157800.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1074930.00        | $1057757.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $10972250.00       | $8618256.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $5037430.00        | $4703328.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $196000.00         | $88190.27          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1470653.00        | $1044088.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1616898.00        | $1621160.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $1024.00           | $85.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $11227860.00       | $1268278.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $370639.00         | $291785.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $64640494.00       | $30485993.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $144876.00         | $117201.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $107418.00         | $42819.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.5000%  | N/A     | $250269.00         | $95764.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1604410.00        | $481773.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1308282.00        | $1316536.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $287000.00         | $54411.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1055747.00        | $843509.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 2.5000%  | N/A     | $4666917.00        | $1930464.68        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $15861000.00       | $15279045.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $42751000.00       | $42955139.30       | U.S. Treasuries (including strips) |

### Security 158: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001P25
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $4278600.00        | $4620612.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $100000000.00      | $99346215.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-09      | 0.0000%  | N/A     | $47647100.00       | $47608839.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $54900000.00       | $51644157.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $282100.00         | $282222.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $355761600.00      | $355774833.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $2777000.00        | $2828972.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $2323000.00        | $2244528.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $9723300.00        | $9686098.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $1437153600.00     | $1432432019.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $84000.00          | $80189.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $10400000.00       | $10618959.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $3265000.00        | $3339791.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $8000.00           | $7921.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7260%  | N/A     | $70808100.00       | $71042361.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-20      | 0.0000%  | N/A     | $132149000.00      | $131094054.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $313548400.00      | $317062234.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $754600000.00      | $724234010.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-11      | 0.0000%  | N/A     | $127070600.00      | $126170304.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $294337000.00      | $297466633.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $1045612600.00     | $1062386547.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $49386200.00       | $46946473.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $92200600.00       | $90354536.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $1538544000.00     | $1544321564.23     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $26420000.00       | $26796394.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $118431400.00      | $102824073.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $424000.00         | $425540.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $1032800.00        | $1049617.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $130900.00         | $131972.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $101633000.00      | $102093771.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $30905900.00       | $30590180.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $50000.00          | $50493.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-05      | 0.0000%  | N/A     | $1025000.00        | $1008813.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $658300.00         | $680033.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $305476800.00      | $302854232.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $116377400.00      | $116122028.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $80076800.00       | $79437121.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $1493908800.00     | $1500832431.76     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-16      | 0.0000%  | N/A     | $361100.00         | $359471.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $1589000.00        | $1557305.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $399369600.00      | $397371022.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $34359600.00       | $32034060.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $50000000.00       | $50536191.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $759300.00         | $660055.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-13      | 0.0000%  | N/A     | $1027000.00        | $991171.05         | U.S. Treasuries (including strips) |

### Security 159: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001P33
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $3596100.00        | $3332235.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $47092000.00       | $44964124.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $23602500.00       | $24155423.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $87000.00          | $82449.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $105904600.00      | $103792211.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $214891000.00      | $204817344.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.0000%  | N/A     | $3649300.00        | $3638673.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $625272800.00      | $640772500.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $918800.00         | $929817.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $979000.00         | $974407.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 3.8750%  | N/A     | $1006833600.00     | $998501718.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-23      | 0.0000%  | N/A     | $14113100.00       | $14039147.36       | U.S. Treasuries (including strips) |

### Security 160: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001P41
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $10436600.00       | $10279028.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $1485700.00        | $1511678.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $1366600.00        | $1392176.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $58000.00          | $57872.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $23958900.00       | $23665283.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $327300.00         | $316243.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-12      | 0.0000%  | N/A     | $333000.00         | $327497.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $22005000.00       | $21780207.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-01      | 0.0000%  | N/A     | $33133600.00       | $32828969.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $2474900.00        | $2443678.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-23      | 0.0000%  | N/A     | $22000000.00       | $21884720.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $1153000.00        | $1099747.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-15      | 3.5000%  | N/A     | $8852000.00        | $8789975.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $758900.00         | $713893.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $30700.00          | $30146.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-13      | 0.0000%  | N/A     | $142200.00         | $137239.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $296775800.00      | $299433008.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $2160000.00        | $2138760.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $3641500.00        | $3550151.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $1397000.00        | $1382798.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $3527300.00        | $3499122.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $6436900.00        | $6479252.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-19      | 0.0000%  | N/A     | $220418400.00      | $216616623.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $438600.00         | $436635.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $836536000.00      | $798591172.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $1991300.00        | $1976715.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $2532700.00        | $2513219.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $172575100.00      | $172583311.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $2171000.00        | $2213895.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $3688500.00        | $3745959.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $470534000.00      | $472494519.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $1911000.00        | $1936793.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $16427900.00       | $16624898.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $219922800.00      | $223503822.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $10912200.00       | $10977690.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 3.5000%  | N/A     | $63413000.00       | $62265591.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.0000%  | N/A     | $25000000.00       | $24658350.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $350459200.00      | $349145944.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $1131900.00        | $1130763.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $824800.00         | $809215.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $576900.00         | $578671.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $2103300.00        | $2042808.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-02      | 0.0000%  | N/A     | $12452300.00       | $12451079.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $122900.00         | $120376.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $141082000.00      | $139366030.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8330%  | N/A     | $49440300.00       | $49625236.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $1347000.00        | $1336294.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $22311300.00       | $22922062.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $29249900.00       | $28064154.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-25      | 0.0000%  | N/A     | $1711600.00        | $1697136.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $1701900.00        | $1717498.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $267600.00         | $259654.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-25      | 0.0000%  | N/A     | $19060700.00       | $19014782.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $29067300.00       | $29316598.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-18      | 0.0000%  | N/A     | $1031800.00        | $1030033.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-14      | 0.0000%  | N/A     | $91744000.00       | $91348675.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $51137700.00       | $50061898.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $714800.00         | $716297.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $3412600.00        | $3573401.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $8197100.00        | $8191235.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $2943000.00        | $2943183.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $50736600.00       | $50920004.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $4164000.00        | $3958294.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-11      | 0.0000%  | N/A     | $225000000.00      | $223405875.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.0000%  | N/A     | $9403700.00        | $9102386.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $1021935500.00     | $971481577.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-16      | 0.0000%  | N/A     | $10000000.00       | $9984900.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $37000.00          | $32424.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $931163200.00      | $934630193.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $151232800.00      | $149550111.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $457734400.00      | $468219764.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 3.3750%  | N/A     | $16177500.00       | $16146488.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-20      | 0.0000%  | N/A     | $313600.00         | $311096.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $344990800.00      | $326945567.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $1997800.00        | $2033873.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $138500.00         | $136657.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $71000.00          | $71836.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $5300000.00        | $5142111.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $1645700.00        | $1640560.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $1292400.00        | $1285146.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-04      | 0.0000%  | N/A     | $448600.00         | $448465.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-17      | 0.0000%  | N/A     | $2204300.00        | $2180436.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $35499400.00       | $34889923.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.7270%  | N/A     | $187865200.00      | $188472607.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $9601100.00        | $9108060.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $1156400.00        | $1158617.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $2500000.00        | $2535616.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $241464800.00      | $230554094.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $438415000.00      | $415658376.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-27      | 0.0000%  | N/A     | $6519700.00        | $6463115.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $138900.00         | $135651.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $11868700.00       | $11166387.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $3284200.00        | $3312349.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $1947000.00        | $1933702.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7880%  | N/A     | $28548800.00       | $28665174.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-22      | 0.0000%  | N/A     | $1132600.00        | $1116314.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $775700.00         | $768098.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $443535200.00      | $444887709.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $52148400.00       | $52799425.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $2800000.00        | $2779815.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 3.8750%  | N/A     | $293437600.00      | $291009306.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $80500.00          | $80122.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $74744700.00       | $76154690.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-23      | 0.0000%  | N/A     | $2007900.00        | $2003448.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $1913000.00        | $1898282.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $412000.00         | $414315.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $2291000.00        | $2289781.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $11620000.00       | $11422304.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $743700.00         | $720909.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $559305700.00      | $548107141.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $2732200.00        | $2608364.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1129000.00        | $1130429.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 0.0000%  | N/A     | $24105000.00       | $23848161.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $3557200.00        | $3528914.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-08      | 0.0000%  | N/A     | $1051600.00        | $1037997.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-21      | 0.0000%  | N/A     | $46714700.00       | $46480659.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $277506000.00      | $275691708.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $194200.00         | $193327.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $4909700.00        | $5003635.82        | U.S. Treasuries (including strips) |

### Security 161: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001P58
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-07-28      | 0.0000%  | N/A     | $30013000.00       | $29840605.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $50000000.00       | $50317903.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1195500.00        | $1197014.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $26963000.00       | $27331338.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-18      | 0.0000%  | N/A     | $2258600.00        | $2241046.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $52000.00          | $51837.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $992800.00         | $1003446.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $1704000.00        | $1714570.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $951100.00         | $962010.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $112565200.00      | $112061030.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $3078585600.00     | $3053992910.97     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $1608900.00        | $1593818.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $11973700.00       | $11382399.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $534900.00         | $548760.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $472000.00         | $481326.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $470292000.00      | $470295798.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $13971300.00       | $14099349.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-18      | 0.0000%  | N/A     | $228248000.00      | $227857239.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $83334000.00       | $73027664.79       | U.S. Treasuries (including strips) |

### Security 162: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005RR3
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $48900000.00       | $42402651.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-15      | 1.2500%  | N/A     | $200000000.00      | $199343744.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $250000000.00      | $246363247.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $327928300.00      | $335163523.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $619680000.00      | $628468989.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $100000000.00      | $101517088.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $700000000.00      | $701923908.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $158358700.00      | $158310562.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $68800000.00       | $72844695.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $447000000.00      | $466198220.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $467000000.00      | $464463559.55      | U.S. Treasuries (including strips) |

### Security 163: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YP8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1027000.00        | $595140.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.5000%  | N/A     | $11180912.00       | $252774.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $5000000.00        | $960100.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.5000%  | N/A     | $3000000.00        | $534440.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $2003100.00        | $1547423.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $50000000.00       | $26557991.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $52085000.00       | $48682987.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2261260.00        | $2141265.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $12704848.00       | $12568500.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 5.0000%  | N/A     | $499987.00         | $21790.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $1057998.00        | $127126.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $6056864.00        | $4342497.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 3.5000%  | N/A     | $2299320.00        | $2095580.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $94000.00          | $8038.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $36545216.00       | $24914773.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1025934.00        | $1071926.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $56364416.00       | $49832546.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $2731620.00        | $2771290.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $4557512.00        | $2768372.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $250000.00         | $36569.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $4451608.00        | $4512198.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2800100.00        | $2666238.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $350000.00         | $212241.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $8401216.00        | $8629207.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $1052300.00        | $14345.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $143615.00         | $55426.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.5000%  | N/A     | $997000.00         | $245954.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 2.5000%  | N/A     | $1065726.00        | $494700.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $3986128.00        | $4025713.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.9070%  | N/A     | $136612160.00      | $132509013.76      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1657662.00        | $84321.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $220636160.00      | $210060586.18      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $6140000.00        | $5492911.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $10000000.00       | $53990.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.0000%  | N/A     | $1350000.00        | $78332.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $3019868.00        | $263724.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $2853928.00        | $2602067.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 5.0000%  | N/A     | $526000.00         | $48841.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $75957248.00       | $78562471.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $4414288.00        | $3155441.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $99709568.00       | $93995845.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $175485.00         | $15974.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $1105000.00        | $14998.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $18212740.00       | $191740.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $39013440.00       | $26298108.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $2052204.00        | $450192.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $1201226.00        | $42888.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $170569.00         | $41881.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $23321760.00       | $19435490.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $3999979.00        | $6859.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 3.0000%  | N/A     | $2481020.00        | $1890159.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $122200.00         | $23505.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 7.0000%  | N/A     | $96267.00          | $99508.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2320000.00        | $1957576.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-16      | 1.7000%  | N/A     | $10400000.00       | $7207938.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $10118080.00       | $10412174.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9751%  | N/A     | $3888900.00        | $3874748.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.8251%  | N/A     | $100000000.00      | $52684887.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-10-20      | 3.5000%  | N/A     | $7595008.00        | $5554441.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $4737056.00        | $3106384.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.7451%  | N/A     | $96390700.00       | $85677427.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $101843328.00      | $51906633.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.0000%  | N/A     | $18618.00          | $13366.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | 1.7500%  | N/A     | $15108592.00       | $11066503.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $5080656.00        | $5157212.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-20      | 4.0000%  | N/A     | $2699096.00        | $2474499.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.0000%  | N/A     | $24561920.00       | $2490844.31        | Agency Collateralized Mortgage Obligation |

### Security 164: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YR4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $73918.00          | $24398.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 5.0000%  | N/A     | $17918174.00       | $193860.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $2400000.00        | $1507200.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.5000%  | N/A     | $7765903.00        | $460745.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.0000%  | N/A     | $12000000.00       | $535144.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1706948.00        | $1772294.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $4334112.00        | $4474085.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 5.0000%  | N/A     | $104081.00         | $8887.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1511948.00        | $1547975.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.7751%  | N/A     | $100000000.00      | $66432112.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $1500000.00        | $50333.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $3832156.00        | $3680919.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $510867000.00      | $504613749.27      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $867923.00         | $905593.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.1251%  | N/A     | $1200000.00        | $724478.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $324914174.00      | $163281636.10      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2250212.00        | $2338090.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $10130544.00       | $10420120.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1158604.00        | $1193855.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $409087.00         | $428667.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $577985.00         | $600704.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2064296.00        | $2121476.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.0000%  | N/A     | $3400000.00        | $1436188.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1378566.00        | $1450337.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1415522.00        | $1492458.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $741764.00         | $706553.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $445340160.00      | $211466195.95      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | 5.0000%  | N/A     | $2250000.00        | $149122.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5751%  | N/A     | $13021000.00       | $8838456.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2779790.00        | $2875882.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $9205000.00        | $1019776.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $3543160.00        | $3603545.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $7500000.00        | $7037055.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1222932.00        | $1238241.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $11615664.00       | $11803684.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $639669.00         | $421987.65         | Agency Mortgage-Backed Securities         |

### Security 165: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YS2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $18860320.00       | $16041702.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $30223648.00       | $28352559.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.0000%  | N/A     | $1037822.00        | $99456.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.0000%  | N/A     | $26842176.00       | $24121844.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $53747712.00       | $44620285.82       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $3972412.00        | $4020569.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $5000000.00        | $1411431.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $20949632.00       | $3038616.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 5.0000%  | N/A     | $3872160.00        | $2958199.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $11092320.00       | $11261242.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $20207840.00       | $13401999.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1427588.00        | $906341.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $500000.00         | $377097.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $16774200.00       | $14176270.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 3.5000%  | N/A     | $3631328.00        | $652101.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $3416056.00        | $3246327.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1260748.00        | $954998.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.5000%  | N/A     | $22184800.00       | $16571907.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $4426410.00        | $4489585.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 4.5000%  | N/A     | $1100000.00        | $29241.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $200000.00         | $163066.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $126000.00         | $10170.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $174927360.00      | $170174222.76      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $14526000.00       | $6084255.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $18648736.00       | $15364032.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $20358560.00       | $17204937.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2886000.00        | $2369873.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $4084448.00        | $2819339.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $22708864.00       | $15771367.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $32941568.00       | $29174282.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $284328.00         | $76494.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000000.00        | $770774.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $300000.00         | $124665.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $44033600.00       | $43353911.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $5000000.00        | $684803.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $4319500.00        | $2434427.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2175000.00        | $1364182.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 1.5000%  | N/A     | $3358892.00        | $1687421.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $32495680.00       | $3926374.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 4.0000%  | N/A     | $10120688.00       | $3377166.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $20532704.00       | $16993510.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $9000000.00        | $5904853.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-09-01      | 3.0000%  | N/A     | $5561520.00        | $3993173.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $325990.00         | $31404.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $860000.00         | $21213.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-02      | 4.5000%  | N/A     | $722068.00         | $461606.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.5000%  | N/A     | $5573072.00        | $3639863.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $30000000.00       | $17518503.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $143192576.00      | $137284739.89      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $965000.00         | $767089.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1087496.00        | $1081666.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $33391936.00       | $27301981.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $50360000.00       | $48001081.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $42104256.00       | $40166309.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $16075808.00       | $14636342.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $926693.00         | $666523.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $7800000.00        | $6427861.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $10571456.00       | $10619623.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 5.0000%  | N/A     | $1313278.00        | $1172666.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $2000000.00        | $740098.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $310000.00         | $45921.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1815300.00        | $1904143.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 3.5000%  | N/A     | $196603.00         | $175090.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | 1.2500%  | N/A     | $625000.00         | $341089.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $626397.00         | $466121.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $17713791.00       | $220592.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $798882.00         | $727985.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.3000%  | N/A     | $7806664.00        | $7269230.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.6600%  | N/A     | $1460318.00        | $1225888.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 4.0000%  | N/A     | $155487.00         | $143476.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $2499900.00        | $5521.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $9905664.00        | $217241.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1006596.00        | $1057529.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $1269616.00        | $957062.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $24527424.00       | $24909433.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.1171%  | N/A     | $76000000.00       | $956707.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.4751%  | N/A     | $44899040.00       | $44670474.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.7200%  | N/A     | $5166224.00        | $4634460.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $1050000.00        | $626091.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.8500%  | N/A     | $237314.00         | $214598.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $36275000.00       | $4018726.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-16      | 3.5000%  | N/A     | $12540544.00       | $10934359.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.8000%  | N/A     | $2843420.00        | $2399441.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.7700%  | N/A     | $1327686.00        | $1116395.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 1.6000%  | N/A     | $21300000.00       | $7750893.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $30845632.00       | $31211162.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $167890.00         | $36520.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1390610.00        | $1382278.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $402759.00         | $334825.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.3000%  | N/A     | $1783900.00        | $1702425.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $1075000.00        | $199601.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 4.0000%  | N/A     | $12987300.00       | $12063311.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.6900%  | N/A     | $473022.00         | $395595.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 4.5000%  | N/A     | $7500000.00        | $7015140.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-02-15      | 4.9500%  | N/A     | $3991999.00        | $3877750.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $1459000.00        | $397140.05         | Agency Mortgage-Backed Securities         |

### Security 166: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YT0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $11724624.00       | $11824093.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1653144.00        | $801388.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $12990624.00       | $4825524.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $7192752.00        | $3335463.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $12411360.00       | $11510298.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $5276848.00        | $3616261.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $46704384.00       | $44097460.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2102592.00        | $365125.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $3620832.00        | $3685072.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 1.0000%  | N/A     | $4739008.00        | $2410760.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $22115296.00       | $21336097.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $94088960.00       | $78110790.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $2513084.00        | $2609879.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $11581072.00       | $11108073.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $232697920.00      | $224499703.44      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $572051.00         | $522827.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $36898432.00       | $33799498.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1021144.00        | $711685.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $34343000.00       | $25363047.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $459000.00         | $308951.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $9599824.00        | $1038663.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $10930816.00       | $2338362.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $1279376.00        | $1097114.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1558000.00        | $1591655.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $3750000.00        | $253715.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $10000000.00       | $8866366.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $14630320.00       | $15077383.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1933134.00        | $2020439.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-15      | 3.5000%  | N/A     | $25757728.00       | $19525406.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $195000.00         | $109696.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $1959226.00        | $327466.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $5250000.00        | $150837.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $719753.00         | $754419.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $19375000.00       | $11734929.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.0000%  | N/A     | $45562752.00       | $2166220.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-16      | 2.7500%  | N/A     | $485032.00         | $300565.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-08-15      | 3.5000%  | N/A     | $1290496.00        | $235272.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.0000%  | N/A     | $162263.00         | $97889.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $37901888.00       | $1043666.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $240000.00         | $81378.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $11479960.00       | $11965374.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5251%  | N/A     | $37498560.00       | $37183237.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $1858214.00        | $1113948.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 7.5000%  | N/A     | $729000.00         | $135850.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $106997.00         | $49081.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1145156.00        | $1196076.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.0000%  | N/A     | $27843104.00       | $15277220.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $1845000.00        | $367627.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-15      | 2.9600%  | N/A     | $512383.00         | $437424.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $1000000.00        | $954545.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $3224660.00        | $3358055.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $2936716.00        | $2999602.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $1102386.00        | $1093914.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1878494.00        | $1859488.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $50480256.00       | $49170577.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $9999715.00        | $48710.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $15780112.00       | $10212387.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.5000%  | N/A     | $16246976.00       | $528373.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $400000.00         | $242619.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $1069000.00        | $159258.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $364342.00         | $20138.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $359884.00         | $5317.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 2.5000%  | N/A     | $150000000.00      | $7980815.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-10-20      | 2.0000%  | N/A     | $1000000.00        | $306619.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.4200%  | N/A     | $176212.00         | $165430.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $31372480.00       | $32191132.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $1814114.00        | $1786883.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-06-15      | 5.4700%  | N/A     | $1477662.00        | $1500672.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $5749464.00        | $6002507.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1218106.00        | $1283414.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.8000%  | N/A     | $5635920.00        | $4756095.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $91001.00          | $33446.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1270818.00        | $1321166.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $8938000.00        | $8312145.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | 5.0000%  | N/A     | $4718928.00        | $1553258.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-15      | 2.5000%  | N/A     | $1053850.00        | $591662.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 1.5000%  | N/A     | $28500000.00       | $14573146.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5251%  | N/A     | $25000000.00       | $24556953.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-04-15      | 5.0800%  | N/A     | $12294999.00       | $12065650.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $7195224.00        | $7069995.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $2367652.00        | $2464795.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $6325070.00        | $6197207.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6451%  | N/A     | $200000000.00      | $90833076.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.0000%  | N/A     | $165000.00         | $81572.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-16      | 4.0000%  | N/A     | $112272512.00      | $99839173.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-16      | 2.0000%  | N/A     | $2829372.00        | $1997137.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $336437.00         | $290534.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.8251%  | N/A     | $1400000.00        | $835964.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7000%  | N/A     | $2560444.00        | $2295231.86        | Agency Mortgage-Backed Securities         |

### Security 167: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YW3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $16575000.00       | $12417951.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $154355712.00      | $13758775.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.0000%  | N/A     | $93105024.00       | $11872414.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3250000.00        | $3010684.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 5.0000%  | N/A     | $14955040.00       | $9661923.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $208084736.00      | $201892191.62      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $122000000.00      | $670728.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $3187572.00        | $3243689.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $2350000.00        | $1894701.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2568000.00        | $2577077.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.5000%  | N/A     | $2236000.00        | $1032991.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $876219.00         | $711203.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $2127608.00        | $2159811.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2091204.00        | $1932118.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $5000000.00        | $927496.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $38000.00          | $36190.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1262090.00        | $1011319.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $31033600.00       | $28547504.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 4.0000%  | N/A     | $1500000.00        | $112233.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $1497126.00        | $366442.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $3783492.00        | $3222258.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $73125000.00       | $59304733.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $5175168.00        | $4958576.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 6.0000%  | N/A     | $2626052.00        | $2741844.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $8308640.00        | $5664400.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $17543424.00       | $13329649.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2737436.00        | $2776587.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $4913000.00        | $3666736.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $2506800.00        | $2180271.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $3929940.00        | $58524.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1698806.00        | $1219857.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2034736.00        | $2059683.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 4.5000%  | N/A     | $19147552.00       | $2224933.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1401688.00        | $1464366.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $1417992.00        | $25736.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $67044096.00       | $37360908.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $4406600.00        | $3109706.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1660434.00        | $742428.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $94577664.00       | $82243434.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $145212928.00      | $92282549.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $7530000.00        | $7437217.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1231840.00        | $1138238.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $10405648.00       | $8828216.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $1784154.00        | $712655.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $5000000.00        | $755086.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1378462.00        | $1404977.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 3.0000%  | N/A     | $12322320.00       | $6139258.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $22742528.00       | $21488109.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $72592256.00       | $65119843.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $15700416.00       | $2401007.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $20000000.00       | $19864302.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1158200.00        | $1180976.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $62627.00          | $10776.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $1055000.00        | $118055.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $5684000.00        | $1384483.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $50933300.00       | $43271623.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2200000.00        | $1570026.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $14500000.00       | $7810714.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $400000.00         | $323005.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $604530.00         | $514055.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $4369464.00        | $3040672.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $2653708.00        | $2696318.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1032486.00        | $1029896.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $17887008.00       | $14064719.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $35171520.00       | $25685145.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $79833600.00       | $67437641.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $102855168.00      | $92007599.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $1647918.00        | $507559.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $6865776.00        | $1763103.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $1888999.00        | $8834.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $83303424.00       | $992877.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1937342.00        | $1487625.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $220000.00         | $20277.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $106279360.00      | $105314462.36      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1957006.00        | $1808094.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $3720380.00        | $3778405.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $1580000.00        | $51496.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $9438810.00        | $9255418.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1000000.00        | $13510.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $38214848.00       | $36859098.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3161190.00        | $2576017.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5774000.00        | $4392458.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 8.0000%  | N/A     | $5846776.00        | $25299.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1287216.00        | $1284994.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 2.0000%  | N/A     | $44433216.00       | $25501612.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $28277472.00       | $19868222.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $78936192.00       | $70292374.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $20000000.00       | $11746437.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $7229720.00        | $5410486.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $1873808.00        | $1804226.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.0000%  | N/A     | $275825000.00      | $1334159.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $103506048.00      | $63622375.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $33166.00          | $23333.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1935830.00        | $1903161.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $2005000.00        | $941046.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $3853764.00        | $2158294.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $15000000.00       | $9279594.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $3423608.00        | $38220.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $400000.00         | $235898.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1066750.00        | $1103901.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1482514.00        | $1412255.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $9000.00           | $6285.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $13000.00          | $7510.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1381790.00        | $1376572.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $21232864.00       | $19230712.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.5000%  | N/A     | $5457560.00        | $390581.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2317796.00        | $897627.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $22356064.00       | $21407819.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $1013010.00        | $978619.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0000%  | N/A     | $40000000.00       | $951279.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $4415696.00        | $773042.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $77400000.00       | $5321877.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $6722072.00        | $6640008.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $21195400.00       | $173199.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2249432.00        | $873494.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.0000%  | N/A     | $80000.00          | $73689.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1254612.00        | $1299898.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $12162656.00       | $353456.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.0000%  | N/A     | $6000000.00        | $11465.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2123736.00        | $1454165.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $293681.00         | $282399.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2187064.00        | $2213160.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $11727280.00       | $9827010.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $52480.00          | $30753.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.0000%  | N/A     | $18000000.00       | $99499.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $300000.00         | $188503.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $388564.00         | $16686.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $2670000.00        | $710569.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.4251%  | N/A     | $30000000.00       | $16193895.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0251%  | N/A     | $11581400.00       | $8534381.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $437169.00         | $346447.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $1499000.00        | $644985.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $795900.00         | $821929.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-02-20      | 6.2210%  | N/A     | $5270232.00        | $4189708.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2070-10-20      | 6.4150%  | N/A     | $1484450.00        | $1014311.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $1000000.00        | $154709.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.1000%  | N/A     | $11500000.00       | $11542540.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 4.0000%  | N/A     | $243444.00         | $138803.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $959000.00         | $481491.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $252382976.00      | $22211289.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $7230.00           | $6993.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.3500%  | N/A     | $4907200.00        | $4600761.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $3370548.00        | $578751.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $8960608.00        | $9106428.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $586428000.00      | $408521983.95      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9751%  | N/A     | $16111000.00       | $16052374.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2076-04-20      | 5.2440%  | N/A     | $1004720.00        | $1080432.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.5000%  | N/A     | $1598000.00        | $31168.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $10960000.00       | $255088.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.3100%  | N/A     | $9115952.00        | $7962697.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 2.5000%  | N/A     | $14359712.00       | $1830621.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.0000%  | N/A     | $12047520.00       | $11916456.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.5000%  | N/A     | $1309772.00        | $263602.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $25000000.00       | $23822369.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1855704.00        | $1922302.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.0000%  | N/A     | $3757168.00        | $3536403.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $637064.00         | $618613.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2095892.00        | $2177644.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $10690000.00       | $1586744.26        | Agency Mortgage-Backed Securities         |

### Security 168: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YY9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-06-01      | 6.0000%  | N/A     | $1304904.00        | $1360054.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $134339328.00      | $129543416.60      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $554912.00         | $18627.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 6.5000%  | N/A     | $2135440.00        | $2260588.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 3.0000%  | N/A     | $1120124.00        | $609129.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $2317220.00        | $2419649.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $606000.00         | $22111.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $518314.00         | $198046.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.0000%  | N/A     | $4500000.00        | $112364.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $2704516.00        | $2786183.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $2447028.00        | $20193.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $5030300.00        | $5157776.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $55000.00          | $9006.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $213622784.00      | $203628074.50      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.0000%  | N/A     | $1499962.00        | $7231.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.3929%  | N/A     | $60160640.00       | $59694467.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $195525.00         | $118156.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1064622.00        | $1154316.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $7604752.00        | $7853116.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.5000%  | N/A     | $53287488.00       | $31749098.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $374000.00         | $213890.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $542266368.00      | $565330988.87      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $364753.00         | $382674.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 3.8750%  | N/A     | $325000.00         | $83728.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $4200000.00        | $1356904.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 3.1000%  | N/A     | $494705.00         | $100319.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | 4.0000%  | N/A     | $7437000.00        | $515390.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1379436.00        | $1454595.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $1036638.00        | $185771.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1988560.00        | $2094722.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | 4.0000%  | N/A     | $1232375.00        | $138961.79         | Agency Mortgage-Backed Securities         |

### Security 169: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25Z02
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $111000.00         | $76999.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4543880.00        | $4567070.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $5211952.00        | $646021.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $3894724.00        | $3997742.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 9.7637%  | N/A     | $2295000.00        | $970460.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.5000%  | N/A     | $200000.00         | $162600.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $4724944.00        | $886511.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $1453268.00        | $1526397.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-15      | 3.7500%  | N/A     | $9397888.00        | $7516609.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.5000%  | N/A     | $7011184.00        | $5112427.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1523326.00        | $1432171.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $5441472.00        | $4404195.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $1265082.00        | $1284813.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $1620880.00        | $1117774.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 1.0000%  | N/A     | $4532816.00        | $2532979.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 5.9637%  | N/A     | $4831000.00        | $1440727.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 3.5000%  | N/A     | $5000000.00        | $615490.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $10000000.00       | $9523862.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-15      | 4.0000%  | N/A     | $3000000.00        | $1680652.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $18752768.00       | $13505682.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $784800.00         | $637244.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $2096848.00        | $620515.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 9.8992%  | N/A     | $19041000.00       | $5964266.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $1962878.00        | $355642.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $17000.00          | $9675.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-15      | 3.5000%  | N/A     | $3600000.00        | $4858789.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-06-15      | 4.0000%  | N/A     | $1000000.00        | $760869.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 6.1636%  | N/A     | $291000.00         | $64736.04          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $4920384.00        | $4450456.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1306794.00        | $1328904.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.0000%  | N/A     | $100000.00         | $57679.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $310834.00         | $266765.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $3809456.00        | $3883324.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 4.0000%  | N/A     | $1000000.00        | $739716.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 5.5000%  | N/A     | $26238971.00       | $7171.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1661414.00        | $1253389.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $63197.00          | $41775.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $3120900.00        | $200412.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $200000.00         | $135059.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.5000%  | N/A     | $599302.00         | $70130.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2100136.00        | $2149913.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $1500000.00        | $170384.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1200000.00        | $251957.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 5.0000%  | N/A     | $2210140.00        | $790084.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 5.0000%  | N/A     | $1740000.00        | $389557.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $17732384.00       | $13238855.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1600000.00        | $1160720.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $20044160.00       | $18281191.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $10970000.00       | $10807388.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2960000.00        | $2062496.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $52000.00          | $43735.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $840493.00         | $722153.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.5000%  | N/A     | $4671320.00        | $919274.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1364244.00        | $1270088.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $59891712.00       | $16808535.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $500000.00         | $240381.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $3200280.00        | $2828791.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 6.0137%  | N/A     | $447000.00         | $81083.05          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.0000%  | N/A     | $472000.00         | $637025.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 6.0000%  | N/A     | $20176000.00       | $12503092.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $1225000.00        | $266324.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $200000.00         | $145579.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 5.0000%  | N/A     | $2835804.00        | $2816395.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $6400000.00        | $4632765.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-25      | 5.0000%  | N/A     | $2750000.00        | $3087429.39        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $7968520.00        | $7417884.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 6.1136%  | N/A     | $1500000.00        | $515400.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $5018048.00        | $5096216.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $26757088.00       | $9615058.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 9.5637%  | N/A     | $5166000.00        | $1147791.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $6310000.00        | $3951898.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 3.0000%  | N/A     | $2870048.00        | $858319.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $107930.00         | $55342.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $340000.00         | $55311.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $16000000.00       | $9788975.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2121320.00        | $1670921.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1472904.00        | $1540730.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-15      | 6.0000%  | N/A     | $9186320.00        | $85944.38          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $300891648.00      | $3426996.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-15      | 3.0000%  | N/A     | $625000.00         | $752854.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $49578000.00       | $47436723.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $6978784.00        | $1582672.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-15      | 6.0000%  | N/A     | $150000.00         | $12505.66          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $5750368.00        | $5343564.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1555612.00        | $851285.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 4.0000%  | N/A     | $4355928.00        | $633512.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $73134080.00       | $64275450.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 2.0000%  | N/A     | $58680768.00       | $46843842.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3584892.00        | $3499091.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $5380248.00        | $3332387.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3351576.00        | $3181358.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $13253080.00       | $756915.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $43000.00          | $31199.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $7712720.00        | $6922582.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $250000.00         | $162964.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.0000%  | N/A     | $13053792.00       | $10029572.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 6.0000%  | N/A     | $55201792.00       | $765249.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1000000.00        | $838559.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $2152732.00        | $2223720.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2791536.00        | $2831246.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $5793560.00        | $5923783.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $7349888.00        | $4659460.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $3359408.00        | $2956134.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.0000%  | N/A     | $1200000.00        | $56532.96          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $50000000.00       | $1179490.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $9689232.00        | $221078.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.0000%  | N/A     | $2500000.00        | $156295.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $11166576.00       | $11245300.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1254000.00        | $829789.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1000000.00        | $669049.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2610000.00        | $1611441.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $18537728.00       | $2905389.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $5002464.00        | $4671258.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-25      | 5.5000%  | N/A     | $15587296.00       | $8282671.66        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $7981976.00        | $6316938.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $1200444.00        | $327549.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.5000%  | N/A     | $200000.00         | $11525.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $3125000.00        | $1532822.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $5668296.00        | $4680186.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $6054344.00        | $6150675.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $110466.00         | $17332.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1637464.00        | $1190431.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.5000%  | N/A     | $1324694.00        | $1025291.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 3.0000%  | N/A     | $875000.00         | $757855.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $89000.00          | $14302.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.0000%  | N/A     | $15758048.00       | $2249250.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2732012.00        | $2354096.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1025000.00        | $677889.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $45551744.00       | $32547592.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $4284000.00        | $2813876.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $1706830.00        | $526015.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1147644.00        | $1159059.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 3.0000%  | N/A     | $17655520.00       | $14958176.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $390000.00         | $189254.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 6.5000%  | N/A     | $4066384.00        | $3273402.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $9000000.00        | $2418619.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2639150.00        | $2637118.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $190251520.00      | $176551092.75      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000028.00        | $986527.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $481830.00         | $294019.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 3.5000%  | N/A     | $630812.00         | $647762.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.5000%  | N/A     | $1269570.00        | $1144521.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $67293568.00       | $41903967.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $400000.00         | $254917.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 5.5000%  | N/A     | $15838671.00       | $35530.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-25      | 5.5000%  | N/A     | $1643996.00        | $112564.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-06-25      | 4.6719%  | N/A     | $65773184.00       | $66748738.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $1036418.00        | $131860.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $10245000.00       | $140750.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $7430352.00        | $7509578.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 6.0000%  | N/A     | $2267432.00        | $1061203.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3400%  | N/A     | $5807579.00        | $5747618.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3859100.00        | $1049624.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1693802.00        | $1594648.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $919000.00         | $636304.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $728000.00         | $542644.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-05-01      | 3.0000%  | N/A     | $20294208.00       | $14361883.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $658908.00         | $454105.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.5000%  | N/A     | $12922080.00       | $409618.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $1188438.00        | $1237631.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-25      | 4.2500%  | N/A     | $2286000.00        | $542951.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $14753952.00       | $5130608.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1000000.00        | $143839.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.0000%  | N/A     | $1140000.00        | $691555.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $4613976.00        | $3882893.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-25      | 2.0000%  | N/A     | $2600000.00        | $1755958.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1047724.00        | $374598.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $105225472.00      | $101146277.60      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 2.5000%  | N/A     | $20000000.00       | $928886.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-25      | 6.0000%  | N/A     | $9745136.00        | $4838154.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $33777000.00       | $33165049.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $2026000.00        | $753976.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.5000%  | N/A     | $22278000.00       | $4771565.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4099488.00        | $2633184.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $7353120.00        | $55618.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2602952.00        | $2404067.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $6679008.00        | $2175342.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 6.0000%  | N/A     | $2875440.00        | $2177793.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-25      | 4.6657%  | N/A     | $1000000.00        | $19023.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $2970000.00        | $719774.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-25      | 4.4719%  | N/A     | $63407360.00       | $63812144.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $1500000.00        | $198957.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $2479292.00        | $466116.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2179516.00        | $1270464.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $12314718.00       | $148724.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $14031648.00       | $14320684.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $7134690.00        | $4415069.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2300000.00        | $1486730.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $6338968.00        | $5658499.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2331052.00        | $1178015.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $513895.00         | $86800.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-25      | 5.5000%  | N/A     | $3691032.00        | $3177167.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.0000%  | N/A     | $16418016.00       | $14125551.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.5000%  | N/A     | $4000000.00        | $4259955.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-06-25      | 4.6959%  | N/A     | $35000000.00       | $35700796.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $13317184.00       | $9525648.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.0000%  | N/A     | $2000000.00        | $145986.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.5000%  | N/A     | $1447000.00        | $215387.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5000%  | N/A     | $1714348.00        | $1057306.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 4.0000%  | N/A     | $29637640.00       | $4061150.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-25      | 2.5000%  | N/A     | $900000.00         | $962477.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $72425000.00       | $31636671.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $365000.00         | $118179.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $2225728.00        | $1590690.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1002758.00        | $693900.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $364996.00         | $12632.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $68003000.00       | $58665090.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-25      | 7.8459%  | N/A     | $9090896.00        | $8643994.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $278158.00         | $207044.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 6.0000%  | N/A     | $1187806.00        | $871395.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $23136000.00       | $16720523.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $7832528.00        | $1371315.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $418558.00         | $323685.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $12819920.00       | $11995714.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1900274.00        | $1972967.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $311255.00         | $109576.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1269026.00        | $92189.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1855000.00        | $1076083.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1170394.00        | $878492.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $4608784.00        | $4701625.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-25      | 7.5709%  | N/A     | $1304128.00        | $1274859.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $76420480.00       | $579734.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $3687756.00        | $3721250.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2900000.00        | $248295.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $17225000.00       | $8817958.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $39747000.00       | $29021941.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $5000000.00        | $1156276.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $450000.00         | $135619.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 5.0000%  | N/A     | $860893.00         | $42531.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.5000%  | N/A     | $548508.00         | $381510.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 5.0000%  | N/A     | $2250000.00        | $558862.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $2536000.00        | $1754796.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $4991688.00        | $5007434.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.0000%  | N/A     | $2302220.00        | $1008213.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $650000.00         | $418621.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $3000000.00        | $1577495.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $2642880.00        | $1227295.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $159000.00         | $115809.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.0000%  | N/A     | $82130688.00       | $64800185.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $7444144.00        | $2911538.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $32134720.00       | $23123160.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $1000000.00        | $372324.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $720000.00         | $545179.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1193004.00        | $1223168.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 5.5000%  | N/A     | $3030432.00        | $2808154.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1026326.00        | $1080914.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1522862.00        | $1090800.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3250000.00        | $2799232.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $4538000.00        | $1493988.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $15000000.00       | $6159761.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $2620508.00        | $1432951.44        | Agency Mortgage-Backed Securities         |

### Security 170: HSBC SECURITIES (USA) INC. (REPO)

- **C.1 - Title:** HSBC SECURITIES (USA) INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0HSB14Y37
- **C.18 - Value (incl. sponsor support):** $1035000000.00
- **C.18.a - Value (excl. sponsor support):** $1035000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1322950.00        | $682984.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $968430.00         | $518580.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.5000%  | N/A     | $8243344.00        | $4026176.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $6624568.00        | $4767399.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $32694848.00       | $7877136.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $6309832.00        | $6066290.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 2.5000%  | N/A     | $332000.00         | $211222.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $152096.00         | $103836.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $21265824.00       | $19799913.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.0000%  | N/A     | $10000000.00       | $4558492.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1701990.00        | $1560444.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $7252.00           | $7397.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $19093408.00       | $18789926.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $8224.00           | $5715.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $18000.00          | $13434.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $7120.00           | $5625.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $159828.00         | $117950.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $52356544.00       | $41985081.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $1211850.00        | $1130253.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $10379300.00       | $10552208.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.0000%  | N/A     | $13079.00          | $9371.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $4300000.00        | $324818.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $9000.00           | $6192.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $65909632.00       | $63123746.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $7286000.00        | $2811299.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 5.5000%  | N/A     | $690023.00         | $372324.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $270847.00         | $148005.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.0000%  | N/A     | $13000.00          | $7042.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $4694536.00        | $3786806.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $9051136.00        | $7144474.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $15395.00          | $13842.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $16036448.00       | $11638746.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $6864560.00        | $5952823.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $200000.00         | $156547.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $44793344.00       | $43151273.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $6108000.00        | $841605.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $34335000.00       | $26853618.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.5000%  | N/A     | $40000.00          | $29284.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $3020632.00        | $2986515.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $23600.00          | $15777.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $55875072.00       | $48576666.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1001.00           | $1036.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.2600%  | N/A     | $5000000.00        | $3532262.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 5.5000%  | N/A     | $2631064.00        | $2689528.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $32442800.00       | $25258732.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $46843776.00       | $45880103.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $13000.00          | $9495.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $32305984.00       | $28994192.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $25133856.00       | $25295919.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1314110.00        | $1192344.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $1292600.00        | $694731.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 1.9130%  | N/A     | $98257408.00       | $79574946.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1621830.00        | $958584.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $2000.00           | $216.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $489.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $8278.00           | $925.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $872.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $4281.00           | $601.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4713400.00        | $3842494.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $2000.00           | $422.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $4689880.00        | $4504651.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $3089.00           | $1829.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $16950144.00       | $9423756.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $251.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $1000.00           | $211.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.2400%  | N/A     | $6519990.00        | $5408708.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 4.0000%  | N/A     | $7000.00           | $284.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1040.00           | $1017.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 1.4290%  | N/A     | $24552000.00       | $21710632.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $4000.00           | $2168.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2003.00           | $2058.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $38855936.00       | $28514212.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.0000%  | N/A     | $2000.00           | $508.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1049.00           | $1020.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.5000%  | N/A     | $2000.00           | $256.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $496.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $63000.00          | $3155.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1050.00           | $973.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $1196.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1003.00           | $988.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $3000.00           | $2909.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $12288.00          | $2223.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1053.00           | $183.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $645.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $998.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $2000.00           | $390.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1047.00           | $907.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2808864.00        | $1620605.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.5000%  | N/A     | $2000.00           | $442.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2000.00           | $1969.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.0000%  | N/A     | $2007.00           | $841.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3000.00           | $2993.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $2008.00           | $1700.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $3430.00           | $2121.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $316.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $2000.00           | $1063.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $1041.00           | $970.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $25000.00          | $2921.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $3462000.00        | $2842077.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $640.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $4000.00           | $2516.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $26639200.00       | $3218749.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $85115008.00       | $18263609.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $3117.00           | $1997.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $107.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $28891.00          | $3403.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $5001.00           | $3963.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $13090.00          | $9109.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $3001.00           | $507.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2063-06-01      | 3.5000%  | N/A     | $1003.00           | $720.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $3006.00           | $586.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $56199936.00       | $13707552.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2145952.00        | $2111958.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $15000.00          | $3342.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.0000%  | N/A     | $2000.00           | $688.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $3000.00           | $247.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $737.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.0000%  | N/A     | $1000.00           | $104.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $759.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $614.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.5000%  | N/A     | $4000.00           | $357.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1343044.00        | $1004037.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $3015.00           | $600.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $2000.00           | $353.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 2.5000%  | N/A     | $1000.00           | $669.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.8300%  | N/A     | $2075000.00        | $1742944.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $3282.00           | $785.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $19570016.00       | $17622939.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $202.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 2.5000%  | N/A     | $3013.00           | $730.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $8000.00           | $695.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1594.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $990.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $6001.00           | $1353.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $2000.00           | $1442.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1124.00           | $986.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $3000.00           | $1481.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $813.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $5000.00           | $3835.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $94.34             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $2001.00           | $964.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1034.00           | $939.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $21995.00          | $12196.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $3000.00           | $2138.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $2000.00           | $1120.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $1001.00           | $204.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3029.00           | $2301.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1024.00           | $890.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $462.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $1040.00           | $883.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $3000.00           | $1772.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 3.5000%  | N/A     | $5001.00           | $496.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.0000%  | N/A     | $17910.00          | $1040.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1018.00           | $108.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $727.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $4000.00           | $3758.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $25000000.00       | $139117.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $5003.00           | $4683.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $20751.00          | $3911.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $505.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2048.00           | $1942.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1002.00           | $194.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1041.00           | $635.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $744.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $46896832.00       | $48724067.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $3300592.00        | $314837.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2401983.00        | $2024630.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $4054.00           | $2324.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1001.00           | $789.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.0000%  | N/A     | $3000.00           | $638.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2004.00           | $1980.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $4000.00           | $2569.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $1024.00           | $933.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $15196672.00       | $12362126.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.9200%  | N/A     | $2868000.00        | $2904069.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $4029200.00        | $3332284.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $4096.00           | $493.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000.00           | $698.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $995.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1018.00           | $1020.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.1800%  | N/A     | $2057436.00        | $1657125.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $1630.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $147.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $737220.00         | $702256.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2008.00           | $1551.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $3024.00           | $2719.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $2000.00           | $568.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 1.7900%  | N/A     | $7102000.00        | $5962116.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 5.0000%  | N/A     | $2000.00           | $424.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $183.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 2.5000%  | N/A     | $2002.00           | $108.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $4042.00           | $319.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $206.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2073672.00        | $2010120.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $336061.00         | $293035.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2063-06-01      | 4.5000%  | N/A     | $4057.00           | $2894.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $766.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.5000%  | N/A     | $2003.00           | $20.96             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $6215000.00        | $4658457.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $2002.00           | $233.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1202.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $1024.00           | $147.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1006.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $682.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2144.00           | $1449.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1294.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1008.00           | $663.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1001.00           | $1014.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.0000%  | N/A     | $94341.00          | $40802.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $5000.00           | $870.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.1700%  | N/A     | $3253000.00        | $2150045.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $3070.00           | $413.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3104.00           | $2833.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $906.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $6000.00           | $2326.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $271.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $13000.00          | $9468.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $6252.00           | $2710.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $24998000.00       | $24582938.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1002.00           | $771.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 2.5000%  | N/A     | $1000.00           | $175.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $3008.00           | $2429.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1001.00           | $815.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $980.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $3004.00           | $2339.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.5000%  | N/A     | $81010.00          | $1972.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $2442164.00        | $1310677.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $4032.00           | $2643.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $10006.00          | $1422.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $5000.00           | $550.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $20000.00          | $18228.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $784.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 2.5000%  | N/A     | $1000.00           | $88.15             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $3088.00           | $541.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $9001.00           | $3771.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $1008.00           | $162.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $2995.00           | $303.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $231.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | 5.0000%  | N/A     | $1000.00           | $139.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5000%  | N/A     | $7003.00           | $314.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $3004.00           | $688.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $816.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $578.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1008.00           | $171.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $4000.00           | $2262.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1074.00           | $937.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 2.5000%  | N/A     | $3000.00           | $313.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2025.00           | $1318.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $974.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3024.00           | $2888.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $5060.00           | $2354.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $2090.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2000.00           | $215.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.5000%  | N/A     | $9005.00           | $326.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $3027.00           | $2690.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $8024.00           | $3284.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1043.00           | $1053.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.0000%  | N/A     | $2000.00           | $1343.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1011.00           | $864.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2001.00           | $1282.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $12000.00          | $8958.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 1.2700%  | N/A     | $13960000.00       | $12380953.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $2069.00           | $426.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $1000.00           | $1081.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $6069.00           | $3883.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $2000.00           | $1797.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2000.00           | $2052.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1054.00           | $1056.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $5000.00           | $4116.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $3010.00           | $1517.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $806.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1008.00           | $645.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $2013.00           | $460.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $4000.00           | $1616.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $555.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.7800%  | N/A     | $3000000.00        | $2555141.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $3136.00           | $2750.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2002.00           | $1329.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1002.00           | $987.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $2016.00           | $356.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $34000.00          | $22031.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.5000%  | N/A     | $30563.00          | $23110.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3074.00           | $2311.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $30.13             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.0000%  | N/A     | $17000.00          | $14917.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $24.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 1.8200%  | N/A     | $3281500.00        | $2304727.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $8267.00           | $1506.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.0000%  | N/A     | $1000.00           | $87.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $98.71             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5000.00           | $2970.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $926.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2051.00           | $1707.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $8271104.00        | $7718041.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $3000.00           | $250.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $8000.00           | $4533.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $5000.00           | $1112.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3188.00           | $3213.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $2000.00           | $1471.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $29550.00          | $3520.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1002.00           | $188.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $919.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1040.00           | $444.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.0000%  | N/A     | $100024.00         | $4001.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4003.00           | $3152.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $3001.00           | $78.03             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $3072.00           | $787.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $1905410.00        | $1835302.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $907.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $17661280.00       | $12400530.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $2001.00           | $1645.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1024.00           | $71.01             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $2000.00           | $199.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $744.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000000.00        | $496584.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1018.00           | $670.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $2001.00           | $1134.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 5.0000%  | N/A     | $2015.00           | $1768.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $1092.00           | $281.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $8882976.00        | $177044.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $11000.00          | $1855.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $1003.00           | $135.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.5000%  | N/A     | $1008.00           | $240.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $9000.00           | $1346.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $866.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $68000.00          | $50998.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $301000.00         | $184148.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2048.00           | $1930.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $1000.00           | $473.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $645.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $2000.00           | $423.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $1000.00           | $126.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1214528.00        | $322302.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $1008.00           | $322.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $2095.00           | $2093.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $768.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $6988.00           | $2216.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | 2.5000%  | N/A     | $4002.00           | $220.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $50000000.00       | $36560624.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $2614310.00        | $2035236.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2047.00           | $467.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $8699.00           | $6590.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $5000.00           | $4487.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3093.00           | $2769.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $608.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 2.5000%  | N/A     | $2000.00           | $1238.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $412.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.5000%  | N/A     | $28776064.00       | $8921894.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $3001.00           | $2271.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $2000.00           | $497.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $6018.00           | $5696.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $318.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $2000.00           | $813.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $902000.00         | $259944.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $16322272.00       | $15772726.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2074000.00        | $1366145.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 7.5000%  | N/A     | $108998572.00      | $82172.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $918.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $8073.00           | $1405.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $32136000.00       | $26959570.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $4001.00           | $2427.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $2677136.00        | $1631106.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1005.00           | $304.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 1.6000%  | N/A     | $1648360.00        | $1302856.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $4001.00           | $322.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $3003.00           | $2864.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $4760.00           | $4503.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $27093376.00       | $24071259.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 1.9400%  | N/A     | $21024000.00       | $17786456.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1024.00           | $138.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $4000.00           | $3175.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $796040.00         | $683077.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $1000.00           | $196.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $483000.00         | $245624.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $40056.00          | $28634.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $5120.00           | $4809.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1361.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $22730208.00       | $17802685.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1697.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $503.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $3072.00           | $464.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $775.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $179291.00         | $125653.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $990.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $2285000.00        | $2153628.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2000.00           | $1973.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1029310.00        | $527491.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $3646.00           | $2469.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $16999000.00       | $6036994.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.5000%  | N/A     | $1000.00           | $246.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $5154.00           | $3603.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.0000%  | N/A     | $3744992.00        | $39906.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $4000.00           | $2566.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $521.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $144.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $230000.00         | $150720.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $2211.00           | $428.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $4622.00           | $4029.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4064.00           | $4069.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.0000%  | N/A     | $3001.00           | $1014.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $720.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $2834948.00        | $1659430.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 3.5000%  | N/A     | $1000.00           | $208.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $130000.00         | $114232.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $815.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.0000%  | N/A     | $2002.00           | $191.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $1000.00           | $53.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $3002.00           | $2747.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 5.0000%  | N/A     | $2001.00           | $27.10             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $2000.00           | $1129.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $3099000.00        | $2613490.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 5.5000%  | N/A     | $8631340.00        | $8224892.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $720.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $2000.00           | $108.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $2001.00           | $130.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $2000.00           | $478.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1041.00           | $770.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $5003.00           | $1296.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1010.00           | $137.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1003.00           | $1015.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $904.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.7600%  | N/A     | $5000000.00        | $4377989.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1008.00           | $207.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $38008128.00       | $3704955.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $7681.00           | $740.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $9278.00           | $7798.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2063-06-01      | 3.5000%  | N/A     | $2048.00           | $1409.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1247.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1026.00           | $194.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3090.00           | $2681.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $2002.00           | $297.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $12757488.00       | $9541623.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 3.0000%  | N/A     | $2020.00           | $67.16             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.5000%  | N/A     | $105896.00         | $85199.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $2705000.00        | $1197321.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $1143802.00        | $600030.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $5734.00           | $1110.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $16000.00          | $15243.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $4133992.00        | $2815995.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.0000%  | N/A     | $1000.00           | $28.15             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $3052.00           | $848.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $3116.00           | $552.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $1941734.00        | $1528088.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $3000.00           | $1728.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $6181.00           | $1279.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $883.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $3000.00           | $1622.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1018.00           | $534.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1040.00           | $978.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $2000.00           | $79.57             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $639.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $12427920.00       | $7790503.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1381.00           | $183.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $10567.00          | $1521.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $3000.00           | $1525.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $14351.00          | $14289.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2609851.00        | $2731194.23        | Agency Mortgage-Backed Securities |

### Security 171: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QZ003KF4
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2034-04-01      | 4.5000%  | N/A     | $55535000.00       | $55372615.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $4885456.00        | $3461715.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $9890944.00        | $7609992.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1040.00           | $1015.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $5000.00           | $3342.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $6944210.00        | $4769969.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.2500%  | N/A     | $37999900.00       | $130406.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $8347264.00        | $6223411.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1209000.00        | $882567.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $13668464.00       | $11298947.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 4.5900%  | N/A     | $9425000.00        | $9437818.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1104756.00        | $1148973.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $13168.00          | $1319.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1199562.00        | $1265517.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $6643632.00        | $6620674.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $149274880.00      | $101468679.68      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $50000000.00       | $39471130.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $33763712.00       | $23212636.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $11057540.00       | $9877737.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $20343600.00       | $17866329.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $24056.00          | $4759.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $5036.00           | $1806.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $195211.00         | $54143.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3917732.00        | $3806908.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1052.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $40000.00          | $30818.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $2048.00           | $1394.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $35425088.00       | $8343260.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2308096.00        | $1741018.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.2700%  | N/A     | $16592000.00       | $15861162.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.4000%  | N/A     | $7653000.00        | $7566354.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $14180000.00       | $11695785.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $694.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $17899744.00       | $17094394.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $20570368.00       | $16189278.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1530000.00        | $807460.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $23000000.00       | $1656955.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $9880000.00        | $402463.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $15000000.00       | $11233182.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $41000.00          | $28181.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1061.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $30150000.00       | $6736521.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $60000.00          | $40419.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 4.6950%  | N/A     | $18643000.00       | $18711357.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $15371500.00       | $9157221.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $100000000.00      | $89194160.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $90497408.00       | $14412195.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $14074000.00       | $9451298.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.4000%  | N/A     | $9736000.00        | $9625771.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1355780.00        | $1411163.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1011.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.2900%  | N/A     | $5817000.00        | $5768234.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $15000.00          | $10115.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $874.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $2024.00           | $1952.97           | Agency Mortgage-Backed Securities |

### Security 172: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002V95
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $25000000.00       | $24787533.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $25000000.00       | $25623418.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $35000000.00       | $35781534.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $11168300.00       | $6740373.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $25000000.00       | $24325000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $35000000.00       | $35533126.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $45000000.00       | $45347917.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $30000000.00       | $29734304.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $225000000.00      | $80764101.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $150000000.00      | $103195312.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $180000000.00      | $75255199.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $25000000.00       | $25118523.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $369999900.00      | $102778176.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $50000000.00       | $28436767.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $144700500.00      | $56350795.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $50000000.00       | $46480781.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $204999984.00      | $93705086.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $65000000.00       | $58251383.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $40000000.00       | $39575491.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $30000000.00       | $26255096.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $38000000.00       | $37148800.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $20000000.00       | $18913845.00       | U.S. Treasuries (including strips) |

### Security 173: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001TM1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $100000000.00      | $9191560.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $100000000.00      | $74798996.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $60000000.00       | $57681415.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.5000%  | N/A     | $87500000.00       | $3829628.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $30000000.00       | $1928933.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $25000000.00       | $609186.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $20000000.00       | $1438251.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $26000000.00       | $3335283.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $40000000.00       | $24830149.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.0000%  | N/A     | $22500000.00       | $1198514.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $58012293.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $60000000.00       | $50711800.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $43999900.00       | $503495.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $98319000.00       | $98880847.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $15000000.00       | $8843950.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $25000000.00       | $814815.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $75000000.00       | $3191750.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $53788907.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000000.00      | $11148280.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.5000%  | N/A     | $90000000.00       | $6174945.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $150000000.00      | $6790996.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $35000000.00       | $2420022.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $224988600.00      | $16747566.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $100000000.00      | $5645521.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $35000000.00       | $1817686.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $50000000.00       | $3938638.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.5000%  | N/A     | $30000000.00       | $1932266.10        | Agency Mortgage-Backed Securities |

### Security 174: MORGAN STANLEY & CO. LLC (REPO)

- **C.1 - Title:** MORGAN STANLEY & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0MST10AW7, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2035-04-30      | 1.6000%  | N/A     | $25000000.00       | $19377472.22       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2035-09-25      | 5.0000%  | N/A     | $50000.00          | $49918.94          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 5.0000%  | N/A     | $240000.00         | $1910.19           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $138450.00         | $22249.03          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $1001835.00        | $1027891.50        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $25000.00          | $1829.35           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $47150.00          | $46799.49          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1023.00           | $1031.68           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1175000.00        | $798010.51         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $1256999.00        | $1274973.95        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $15000.00          | $11195.39          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $3000.00           | $1714.27           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $2470.00           | $983.10            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 4.5600%  | N/A     | $5789670.00        | $5628693.56        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1143000.00        | $12565.54          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.5000%  | N/A     | $188497400.00      | $29635847.64       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $86530.00          | $74238.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 1.5000%  | N/A     | $1000.00           | $502.04            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $8800000.00        | $5667898.92        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1710.00           | $1105.37           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $220.39            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.3070%  | N/A     | $18953580.00       | $18659581.08       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $96720.00          | $87020.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 5.0000%  | N/A     | $133900.00         | $11664.05          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.5000%  | N/A     | $129300.00         | $1413.82           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $246000.00         | $146146.35         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $1000.00           | $136.35            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $37990.00          | $32430.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $3027116.00        | $3045182.54        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $90000.00          | $23.24             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $1070000.00        | $574099.32         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 4.0000%  | N/A     | $1603000.00        | $185935.50         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $3097110.00        | $2150829.32        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 3.0000%  | N/A     | $36000.00          | $257.92            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $1630500.00        | $116316.32         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $305000.00         | $200097.06         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $5000.00           | $2722.62           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $41686270.00       | $24868596.46       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 2.5000%  | N/A     | $2000000.00        | $1094850.87        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $815.29            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $12000.00          | $6611.17           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $16000.00          | $672.24            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $2982000.00        | $428478.40         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 4.5000%  | N/A     | $355000.00         | $4282.83           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $208000.00         | $11921.99          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $3000.00           | $156.54            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1434000.00        | $1121442.33        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $1010.00           | $127.30            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 5.5000%  | N/A     | $30270.00          | $29253.30          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $20000.00          | $3615.95           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1070.00           | $1061.76           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $5150.00           | $4840.09           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $495.08            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $3030.00           | $3008.29           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2028.13           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $198000.00         | $141959.29         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $69930.00          | $57917.31          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $1008400.00        | $764550.08         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $4310000.00        | $2552819.58        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $14282710.00       | $10731102.57       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.2600%  | N/A     | $7576000.00        | $7452907.67        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $13330.00          | $8899.52           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $919.83            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1330.00           | $1319.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $1020.00           | $189.22            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1020.00           | $686.76            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $92000.00          | $14177.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $836660.00         | $524619.86         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $1806019.00        | $1867273.15        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 4.0000%  | N/A     | $60000.00          | $12.66             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $250000.00         | $157364.49         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.5000%  | N/A     | $1000.00           | $101.34            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $5032800.00        | $5101451.11        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $8512290.00        | $8265688.55        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $12842300.00       | $8514754.54        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.5000%  | N/A     | $140000.00         | $131.56            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1302000.00        | $761372.28         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $18160.00          | $8439.68           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 2.5000%  | N/A     | $8803180.00        | $8304369.32        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.0000%  | N/A     | $2110.00           | $1969.67           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $679.79            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 3.0000%  | N/A     | $294460.00         | $86460.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $2362130.00        | $260955.59         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $10000.00          | $8913.80           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $8000.00           | $1151.18           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $300000.00         | $195313.83         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $1068780.00        | $901598.52         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $50000000.00       | $9411434.60        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $1870.00           | $1854.20           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $48797750.00       | $41062939.69       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $610000.00         | $434210.21         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2894670.00        | $2845203.40        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1060.00           | $954.73            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1194750.00        | $1233495.73        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1019035.00        | $1019726.97        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 3.0000%  | N/A     | $235000.00         | $1684.54           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $550000.00         | $402720.39         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $6917830.00        | $4342318.23        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $3000.00           | $195.92            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $1970900.00        | $158788.54         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $1120.00           | $171.02            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $19990.00          | $14498.36          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $57710.00          | $38912.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $665.68            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $494.70            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $125000.00         | $18900.76          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $124090.00         | $102416.22         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2861060.00        | $2544933.68        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 3.0000%  | N/A     | $450000.00         | $17198.22          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.5000%  | N/A     | $40000.00          | $4.83              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $742.81            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1020.00           | $751.38            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $8544790.00        | $6696360.54        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $2561000.00        | $442522.25         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 2.5000%  | N/A     | $126000.00         | $224.41            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $30000.00          | $4.63              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.5000%  | N/A     | $1211363.00        | $1282486.64        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $88000.00          | $48259.49          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 5.0000%  | N/A     | $1027186.00        | $1028911.15        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $2000.00           | $1812.97           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $3090.00           | $2744.77           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 2.5000%  | N/A     | $1000.00           | $121.97            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $2040.00           | $1640.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $2569403.00        | $2671582.33        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2040.00           | $1961.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $267.86            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $4409280.00        | $3822134.84        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.5000%  | N/A     | $1000.00           | $584.08            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $7298430.00        | $1700791.79        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $810000.00         | $591456.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $2133930.00        | $548601.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | 3.5000%  | N/A     | $5000.00           | $4306.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1068650.00        | $1085882.85        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2060-03-01      | 3.0000%  | N/A     | $500000.00         | $194476.57         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.0000%  | N/A     | $1000.00           | $145.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $1000.00           | $13.72             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $13400.00          | $2492.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $3170.00           | $3033.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1550.00           | $1144.21           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $3000.00           | $1967.61           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $23000.00          | $1760.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3080.00           | $3038.14           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $11138690.00       | $8184870.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $184.28            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $543.86            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $1000.00           | $972.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.0000%  | N/A     | $5689300.00        | $1228797.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $48000.00          | $3849.59           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $1721270.00        | $1070232.10        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-05-01      | 7.0000%  | N/A     | $2095018.00        | $2099695.93        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1294731.00        | $1357810.21        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $652.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1433512.00        | $1488936.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $29572590.00       | $22208037.45       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $839170.00         | $106385.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $5176.00           | $5235.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $1000.00           | $29.69             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $960.62            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $400000.00         | $51670.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $5995000.00        | $881458.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $1000000.00        | $22301.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-07-01      | 2.5000%  | N/A     | $15000.00          | $1541.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $1096336.00        | $1161789.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2300.00           | $1997.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $16000.00          | $2640.03           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2064-06-01      | 2.5000%  | N/A     | $4000.00           | $3058.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $17000000.00       | $5035201.02        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.5000%  | N/A     | $5401000.00        | $34686.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $4000.00           | $2652.71           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.7200%  | N/A     | $12566000.00       | $12735856.02       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $559420.00         | $371411.96         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-12-01      | 4.5000%  | N/A     | $200000.00         | $11664.27          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $4078.00           | $4200.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $26000.00          | $232.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.0000%  | N/A     | $9656200.00        | $137576.88         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.5000%  | N/A     | $2000.00           | $243.76            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $708.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $11000.00          | $11426.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $6000.00           | $1070.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $151.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1251920.00        | $869461.85         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $726.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $5000.00           | $2414.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.0000%  | N/A     | $1025000.00        | $193689.63         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $739.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $863533.00         | $878698.04         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $727.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $1000.00           | $51.36             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $93000.00          | $69442.44          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $785.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $5029110.00        | $1165661.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $512830.00         | $526231.78         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $3415845.00        | $3592619.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.5000%  | N/A     | $115000.00         | $4376.32           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $887.90            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $376020.00         | $231534.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $3000.00           | $1317.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1743990.00        | $1283066.78        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $150000.00         | $84617.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $5200.00           | $3994.10           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $2000.00           | $90.90             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $10643120.00       | $9387889.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $313000.00         | $241576.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1010.00           | $897.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.5000%  | N/A     | $5020.00           | $2380.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.0000%  | N/A     | $7420130.00        | $956975.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3000.00           | $2586.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $4000.00           | $3965.99           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $8341.00           | $8434.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-08-01      | 5.1000%  | N/A     | $3015000.00        | $2998371.14        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1040.00           | $936.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $354860.00         | $327809.78         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $675.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $95000.00          | $88827.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2000.00           | $232.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $59330.00          | $42825.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $55867900.00       | $54863314.36       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1014217.00        | $1036734.21        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $143934650.00      | $80096980.32       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1060.00           | $242.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $597.62            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $13280350.00       | $9451926.47        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $10593500.00       | $7478283.47        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-10-01      | 4.5000%  | N/A     | $599000.00         | $318201.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $520730.00         | $274173.09         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $93000.00          | $398.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-05-01      | 4.5000%  | N/A     | $500000.00         | $9271.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2020.00           | $1819.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-06-25      | 4.0000%  | N/A     | $20000.00          | $2.11              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $3400000.00        | $529686.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $4023000.00        | $1388226.76        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $1600.00           | $103.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $3938005.00        | $4034062.25        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $2600.00           | $226.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $832.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $640000.00         | $333957.07         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $100043770.00      | $75826686.62       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1556640.00        | $1471674.38        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1302120.00        | $655971.11         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $5000.00           | $2051.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $987980.00         | $431512.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $100170.00         | $67598.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $54377440.00       | $39268317.70       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1474642.00        | $1495044.14        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $170000.00         | $36838.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $12714200.00       | $2282326.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $680.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | 6.0000%  | N/A     | $6000.00           | $3958.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.0000%  | N/A     | $1000.00           | $87.76             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1415410.00        | $952432.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $513160.00         | $314046.75         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $6000.00           | $4873.74           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1000.00           | $1049.51           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $22491060.00       | $22403702.23       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $1000.00           | $252.75            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $202000.00         | $26184.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $3500000.00        | $2009391.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $794.84            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $4250000.00        | $2478756.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1200.00           | $141.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $250000.00         | $351.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.0000%  | N/A     | $2000000.00        | $2393.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $7000.00           | $4388.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2057-09-01      | 3.5000%  | N/A     | $115700.00         | $34950.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $21890.00          | $19892.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1024060.00        | $977896.28         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.0000%  | N/A     | $1125000.00        | $45650.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $6000.00           | $262.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3080.00           | $2910.20           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $970.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $1272620.00        | $1270254.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $560000.00         | $328004.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $8770000.00        | $8091307.81        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $4090.00           | $2779.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $350000.00         | $234708.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $784515.00         | $814518.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4090.00           | $4051.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $28.75             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $194.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-12-01      | 2.0000%  | N/A     | $60500000.00       | $35909729.26       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $57773770.00       | $16872387.80       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $4110.00           | $3615.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.5000%  | N/A     | $14480.00          | $3532.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $189000.00         | $29282.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.5000%  | N/A     | $1053800.00        | $1018060.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $114.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $5000.00           | $2508.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $1090.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $560000.00         | $338541.38         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2000.00           | $1469.41           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $578450.00         | $539855.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $17962000.00       | $145753.22         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $18680880.00       | $17158717.64       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $1663000.00        | $4285.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | 2.5000%  | N/A     | $13171000.00       | $2678916.39        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $6496170.00        | $6144803.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1177040.00        | $792844.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $3372480.00        | $3247402.63        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $708170.00         | $210015.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $300000.00         | $174920.78         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $75000.00          | $982.68            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $3000.00           | $159.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $100.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $2000000.00        | $1175589.44        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $6045270.00        | $3181533.45        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.5000%  | N/A     | $47100.00          | $3021.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3631210.00        | $3527418.46        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $595000.00         | $229092.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-12-01      | 2.5000%  | N/A     | $1189830.00        | $749131.21         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $70000.00          | $863.49            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $5994920.00        | $5950353.76        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $5000.00           | $45.26             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $230000.00         | $185936.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $40550.00          | $35967.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $679.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $20000.00          | $125.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $3070.00           | $2789.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.5000%  | N/A     | $60800.00          | $2562.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $2010500.00        | $1995656.54        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1457250.00        | $1435170.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $2000.00           | $1931.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $967.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1480000.00        | $913028.99         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $120.71            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $2000.00           | $5.73              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2020.00           | $1646.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $25526520.00       | $25558782.22       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $252320.00         | $151244.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $2000.00           | $243.89            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $590990.00         | $467446.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2230270.00        | $1563238.75        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.5000%  | N/A     | $8660.00           | $2581.03           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.3300%  | N/A     | $47225000.00       | $47194576.62       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $7278590.00        | $2365269.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $60000.00          | $9571.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $54780.00          | $30607.84          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $2000.00           | $282.55            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $86560.00          | $49055.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $254000.00         | $151291.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1070.00           | $988.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2750.00           | $2683.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $1250000.00        | $19466.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $17000.00          | $1341.03           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1822990.00        | $1416648.22        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $7000.00           | $816.88            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.0000%  | N/A     | $11630.00          | $9343.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $7000.00           | $4837.76           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $2394900.00        | $96412.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $4473900.00        | $2541791.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $5000.00           | $2553.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $2000.00           | $106.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $6000.00           | $838.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.5000%  | N/A     | $18000.00          | $62.23             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1458641.00        | $1493195.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.0000%  | N/A     | $3000.00           | $8.02              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1210770.00        | $974636.85         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-09-01      | 5.5000%  | N/A     | $2000.00           | $183.64            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $6943820.00        | $4768610.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $166.87            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $195000.00         | $125275.88         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $127.02            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $31707390.00       | $8310975.56        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $41220.00          | $29655.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $6998000.00        | $4546973.46        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $1000.00           | $524.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $197000.00         | $126043.78         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1183410.00        | $1178282.14        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.5000%  | N/A     | $65090.00          | $39786.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1737570.00        | $1665395.23        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $24790.00          | $24729.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $218.16            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $1149000.00        | $669991.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1469890.00        | $1381460.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $17950700.00       | $17747119.33       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $4000.00           | $87.25             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3000.00           | $2588.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.5000%  | N/A     | $1630500.00        | $117206.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $1192000.00        | $184317.37         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $113190.00         | $77649.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-12-01      | 3.5000%  | N/A     | $1000.00           | $36.96             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $363.10            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.0000%  | N/A     | $50000.00          | $7852.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $12000.00          | $3154.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $59600.00          | $2349.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $542.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $6000.00           | $453.96            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3970.00           | $3574.04           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2000.00           | $465.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1457.63           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $88.95             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.8860%  | N/A     | $35642890.00       | $16861032.80       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100000.00         | $260.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $3480.00           | $3291.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $25000.00          | $18420.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $2839010.00        | $1951410.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1900.00           | $1384.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | 2.5000%  | N/A     | $1200000.00        | $115517.99         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $11100.00          | $6508.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2000.00           | $1538.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $36783320.00       | $7454301.21        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $204060.00         | $199294.93         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2300.00           | $2109.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $19635920.00       | $17304562.99       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-01-01      | 2.5000%  | N/A     | $12738000.00       | $1746740.90        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $1995.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2283720.00        | $2132924.43        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1314850.00        | $1345435.75        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $8700.00           | $7912.42           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $3000.00           | $266.63            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $2976000.00        | $1576597.56        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $108000.00         | $742.68            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $277000.00         | $4103.33           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $2600.00           | $254.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $8000.00           | $747.69            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.0000%  | N/A     | $3000.00           | $1852.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $623.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $657.90            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-05-01      | 2.5000%  | N/A     | $149000.00         | $92270.44          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $10000.00          | $19.39             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $4134690.00        | $2500408.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $2886000.00        | $10371.33          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $1020.00           | $733.65            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.6000%  | N/A     | $67781.00          | $69409.37          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $1020.00           | $564.73            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.5000%  | N/A     | $1000.00           | $234.32            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $44269480.00       | $43600462.39       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $84000.00          | $1341.10           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $19000.00          | $2991.93           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $40000.00          | $301.05            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $757000.00         | $441316.43         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $24586670.00       | $17775926.21       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $5621790.00        | $2918312.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $730000.00         | $426.64            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $1000.00           | $361.34            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $280000.00         | $174.09            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $60000.00          | $170.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $2595000.00        | $1848904.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $160000.00         | $106.81            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $50000.00          | $9183.36           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $1502720.00        | $526458.28         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $61100.00          | $927.30            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2031-11-15      | 7.0000%  | N/A     | $38000.00          | $55.33             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $22710000.00       | $11085.25          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $135000.00         | $1417.98           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-09-20      | 7.0000%  | N/A     | $3453770.00        | $2152005.57        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $9055300.00        | $4707754.54        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.5000%  | N/A     | $1576280.00        | $205588.20         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $1908990.00        | $1299236.08        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-08-15      | 3.0000%  | N/A     | $1000.00           | $85.26             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $1000.00           | $417.22            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $90000.00          | $654.14            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-07-20      | 4.0000%  | N/A     | $60000.00          | $1608.56           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $1000.00           | $66.42             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $1394000.00        | $95568.88          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $230000.00         | $146.62            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1642690.00        | $1638714.63        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $135000.00         | $356.72            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $621000.00         | $1788.09           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-07-15      | 4.0000%  | N/A     | $722100.00         | $9544.13           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $30000.00          | $178.09            | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $300.00            | $284.33            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $100.00            | $99.15             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $98.66             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $500.00            | $258.70            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $700.00            | $690.45            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $3200.00           | $2515.90           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $100.00            | $100.87            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $600.00            | $475.06            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $700.00            | $668.75            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $200.00            | $205.06            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $4200.00           | $4196.59           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $200.00            | $201.53            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $1300.00           | $1222.62           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $500.00            | $511.01            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $200.00            | $189.99            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $1700.00           | $1700.40           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $100.00            | $101.75            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $100.00            | $76.08             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $2400.00           | $2265.93           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $99.52             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $200.00            | $203.67            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $64.14             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $95.29             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $200.00            | $189.62            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $100.00            | $98.54             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $96.06             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $300.00            | $220.60            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $200.00            | $192.83            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $100.00            | $97.67             | U.S. Treasuries (including strips)  |

### Security 175: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005WK4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $533100.00         | $361211.58         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1065426.00        | $784949.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1582047.00        | $1592508.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $2000000.00        | $2372930.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2276500.00        | $2368944.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.0000%  | N/A     | $3999970.00        | $2548066.46        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $6811194.00        | $4796597.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1300896.00        | $1347171.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $18600000.00       | $5636645.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $3000000.00        | $3617599.76        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 2.9200%  | N/A     | $17222542.00       | $14123175.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2279122.00        | $2366924.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3791587.00        | $3183631.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-25      | 6.0000%  | N/A     | $4000000.00        | $4835093.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.6500%  | N/A     | $37673456.00       | $37644585.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.0000%  | N/A     | $12150.00          | $927.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $95766711.00       | $26415576.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 5.0000%  | N/A     | $1519850.00        | $1687216.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $2304843.00        | $1217854.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $2247283.00        | $1043373.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25900000.00       | $3924888.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $98937.00          | $50220.81          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-25      | 5.0000%  | N/A     | $1221746.00        | $1335435.88        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $2760.00           | $2711.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3000000.00        | $2347841.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.0000%  | N/A     | $5000000.00        | $4803117.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $5360000.00        | $4808177.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.9700%  | N/A     | $1877142.00        | $1811625.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1171312.00        | $1223662.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.5000%  | N/A     | $3170000.00        | $2097577.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $22465000.00       | $22501508.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.5000%  | N/A     | $3000000.00        | $2993464.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2005395.00        | $1643608.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 3.0000%  | N/A     | $8328705.00        | $2751301.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1830650.00        | $1461943.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $3375000.00        | $3459867.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.6700%  | N/A     | $30430763.00       | $30458096.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $14280000.00       | $13882684.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $26482989.00       | $2431925.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-25      | 5.5000%  | N/A     | $1500000.00        | $1715700.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.4400%  | N/A     | $19993000.00       | $20114024.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1180319.00        | $402209.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | 3.5000%  | N/A     | $6702000.00        | $4325069.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1153042.00        | $650066.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.9500%  | N/A     | $16225000.00       | $16032222.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $19584987.00       | $16910815.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3840%  | N/A     | $28996325.00       | $23597520.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $28666528.00       | $27430475.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-25      | 3.0000%  | N/A     | $7637000.00        | $3532490.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $30705920.00       | $28736539.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $65160567.00       | $5964485.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $21150000.00       | $5125963.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $4863960.00        | $2819625.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $10000000.00       | $7643295.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6100%  | N/A     | $8540000.00        | $8543745.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.8800%  | N/A     | $3150000.00        | $3201142.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.9450%  | N/A     | $41532150.00       | $42231389.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.7200%  | N/A     | $28014000.00       | $28390539.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $512811.00         | $580779.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $22704521.00       | $2517937.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8900%  | N/A     | $25000000.00       | $24564638.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.2100%  | N/A     | $1500000.00        | $1283271.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1407386.00        | $1458414.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.8700%  | N/A     | $1077.00           | $1029.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1021663.00        | $319767.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3052818.00        | $2713072.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $2000000.00        | $702456.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5200%  | N/A     | $12000000.00       | $11754453.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2378650.00        | $1387236.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6964187.00        | $4136915.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $1000.00           | $1180.66           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $211153.00         | $169932.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.8300%  | N/A     | $5500000.00        | $4619851.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $49999964.00       | $7918377.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3396265.00        | $3569965.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $11610531.00       | $11027277.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.7650%  | N/A     | $24378900.00       | $24682029.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $2868874.00        | $2389837.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.4800%  | N/A     | $4072100.00        | $4067125.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $794024.00         | $755738.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $14000000.00       | $13336036.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $5958802.00        | $5145175.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5241124.00        | $2697273.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $3911000.00        | $2296618.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-25      | 3.0000%  | N/A     | $1392988.00        | $1099851.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $44666068.00       | $8671921.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1287113.00        | $1327109.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $3872749.00        | $2471526.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1429690.00        | $1468534.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2063903.00        | $2099356.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $39186360.00       | $5387994.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2031382.00        | $1074220.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5100%  | N/A     | $3832731.00        | $3620301.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $17960512.00       | $15682713.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3374866.00        | $2701508.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $44752465.00       | $7789294.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $1152.00           | $1085.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4476156.00        | $4215898.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.4000%  | N/A     | $6585329.00        | $6069331.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $20000000.00       | $3830277.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4130434.00        | $3734770.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $3000000.00        | $3053319.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $4938325.00        | $4116295.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-16      | 5.5000%  | N/A     | $1614668.00        | $877324.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $3000000.00        | $2497991.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2076-05-20      | 4.4459%  | N/A     | $21328520.00       | $21485550.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $2000000.00        | $2323266.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $5000000.00        | $6222140.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $1968336.49        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $7787000.00        | $7784057.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $1300.00           | $1279.00           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $1400.00           | $1347.30           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $9000000.00        | $9109244.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $100.00            | $98.16             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $284000.00         | $270875.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $12500000.00       | $10661465.33       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $8053100.00        | $8123050.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $765400.00         | $760894.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $400.00            | $405.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $29000.00          | $28856.70          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $6971000.00        | $7117047.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $3999900.00        | $2069537.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $9405000.00        | $9307277.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $100.00            | $85.03             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $29578800.00       | $29999529.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $200.00            | $203.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $3300000.00        | $3344699.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $5363500.00        | $5094257.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $6524000.00        | $6532648.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $4994400.00        | $5025845.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $100.00            | $98.69             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $1000.00           | $980.25            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $12292300.00       | $10657161.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $24806300.00       | $23058739.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $900.00            | $619.41            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $85.74             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $200.00            | $196.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $7200000.00        | $7101313.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $68000.00          | $69346.17          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $135000.00         | $134065.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-20      | 0.0000%  | N/A     | $4625800.00        | $4587452.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $930000.00         | $943420.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $4472400.00        | $4601842.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $15064400.00       | $15097377.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $900.00            | $803.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $27683000.00       | $26650835.13       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-28      | 3.7500%  | N/A     | $200.00            | $195.59            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $55900.00          | $55822.30          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $7507400.00        | $7553710.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $1000.00           | $979.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $1250000.00        | $1175592.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $6949300.00        | $6989026.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $1681200.00        | $1709005.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $284100.00         | $248597.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $1000.00           | $1004.85           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $200.00            | $200.68            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $100.00            | $95.41             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $9150300.00        | $9146716.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $500.00            | $449.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $54.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $9010300.00        | $8683109.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $3600000.00        | $3169829.47        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $45800.00          | $45990.60          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $93.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $6500100.00        | $4080099.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $132700.00         | $134170.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $100.00            | $100.67            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $8624900.00        | $8513553.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $1000.00           | $973.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $16416100.00       | $14565089.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 4.6250%  | N/A     | $900.00            | $870.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $4638000.00        | $4631244.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-18      | 0.0000%  | N/A     | $18850100.00       | $18812173.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $3583900.00        | $3619946.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $16432400.00       | $11917548.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $95.09             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $300.00            | $243.50            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $4000000.00        | $3782739.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $100.00            | $93.98             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $1419000.00        | $1732816.19        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $400.00            | $404.97            | U.S. Treasuries (including strips)        |

### Security 176: NOMURA SECURITIES INTERNATIONAL INC (REPO)

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: XPSKD1VTEQPKCHBEKQ95, C.5 - Other ID: 0QJ005QJ3
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $26616900.00       | $25457827.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $15185400.00       | $22863415.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $74300.00          | $84137.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $11518900.00       | $11608755.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $46300.00          | $47065.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $132800.00         | $119168.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $39300.00          | $38784.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $2364600.00        | $3279523.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $10648700.00       | $10685004.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $7711700.00        | $7419673.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $648300.00         | $562839.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $125400.00         | $120297.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $487700.00         | $334877.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $20921200.00       | $22857796.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $5577300.00        | $5280741.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $55644700.00       | $43267703.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $37103200.00       | $33284484.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $191095000.00      | $144452378.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $16237800.00       | $16231441.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $830100.00         | $793043.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $33076300.00       | $29123952.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $95100.00          | $88874.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $9190100.00        | $8696856.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $8105700.00        | $5481118.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $84357000.00       | $84923790.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $1790200.00        | $1818489.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $188269000.00      | $186221922.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $139746800.00      | $87718785.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $158761500.00      | $100355292.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $24463300.00       | $24674701.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $72096400.00       | $49619256.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $116512700.00      | $109471902.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $140550500.00      | $137492917.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $10560600.00       | $10645703.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $52690600.00       | $27261969.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $101901500.00      | $102617353.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $19915600.00       | $19902927.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $17257000.00       | $10687595.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $13897800.00       | $12863383.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $286215100.00      | $289774744.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $86811200.00       | $87486555.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $862200.00         | $644307.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $4931000.00        | $4829124.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $60025600.00       | $61361772.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $10238900.00       | $15048421.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $110267800.00      | $64225547.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $407800.00         | $388469.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $212592000.00      | $209847453.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $7268800.00        | $6446204.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $121900.00         | $119340.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $13194700.00       | $10600260.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $177400.00         | $134972.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $57650400.00       | $31389623.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $25357600.00       | $26981349.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $7774100.00        | $7882016.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $18708100.00       | $18502071.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $36346700.00       | $36766943.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $115700.00         | $117277.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $11817500.00       | $7117289.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $89400.00          | $57341.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $265791900.00      | $267823635.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $45668400.00       | $44766684.39       | U.S. Treasuries (including strips) |

### Security 177: NOMURA SECURITIES INTERNATIONAL INC (REPO)

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: XPSKD1VTEQPKCHBEKQ95, C.5 - Other ID: 0QJ005QK0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2046-04-01      | 5.0000%  | N/A     | $1455600.00        | $1434283.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 4.0000%  | N/A     | $103800.00         | $76526.44          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $59900.00          | $59187.22          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $5658000.00        | $5507919.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $594900.00         | $416773.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $23100.00          | $16185.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $706200.00         | $615639.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3087800.00        | $2388209.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $5554200.00        | $5406019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $4130600.00        | $4184098.61        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 6.5000%  | N/A     | $100104000.00      | $99029414.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1171300.00        | $1076433.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $50200.00          | $35893.04          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $10199900.00       | $10065639.71       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5227200.00        | $5141925.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $999600.00         | $765122.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $87122200.00       | $86158531.68       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $5818500.00        | $5560217.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2033410.00        | $1570826.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $8000000.00        | $6137953.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.0000%  | N/A     | $103800.00         | $101167.51         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $4900900.00        | $4737942.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $11938900.00       | $9144704.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.5000%  | N/A     | $2767300.00        | $2675456.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $30600.00          | $30126.67          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.0000%  | N/A     | $3209300.00        | $3026536.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $4479500.00        | $3425033.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $26947400.00       | $26286046.77       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $5512700.00        | $5391181.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $83439600.00       | $82566061.57       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $3125100.00        | $3172013.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $9529900.00        | $8985991.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $11129600.00       | $10727344.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $200000.00         | $139492.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $419900.00         | $133076.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $570900.00         | $435773.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $624500.00         | $478764.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.3400%  | N/A     | $35110000.00       | $34574943.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1071100.00        | $1056076.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $58363000.00       | $56289771.15       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $15382100.00       | $11737922.35       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $5170800.00        | $4954334.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1091700.00        | $1014640.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $1282800.00        | $964312.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $11117000.00       | $10946259.74       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $12717700.00       | $11046730.54       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $6406500.00        | $4918282.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $17800.00          | $16397.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2021100.00        | $2053683.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2000000.00        | $1560871.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1805400.00        | $1777961.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $42600.00          | $31215.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $31200.00          | $30016.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $933000.00         | $711234.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5080500.00        | $3679376.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $1008700.00        | $738961.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $45000.00          | $34463.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1548300.00        | $1188347.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $81600.00          | $60169.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $7841500.00        | $7457055.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5450%  | N/A     | $3000000.00        | $2831021.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $6002400.00        | $5804277.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $3700.00           | $2846.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $13402700.00       | $9899670.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-25      | 3.5000%  | N/A     | $120500.00         | $91928.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $108008800.00      | $106236517.86      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $3278700.00        | $3230987.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $40333000.00       | $39305549.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1671802.00        | $1695093.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $2018400.00        | $1986089.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $69962400.00       | $68327555.35       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $5475800.00        | $5375992.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2586700.00        | $1883284.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $40400.00          | $28762.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $4162400.00        | $3991980.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 3.0000%  | N/A     | $4242400.00        | $3674710.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $57000.00          | $47581.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.5000%  | N/A     | $3413800.00        | $3458755.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $12290500.00       | $9074118.85        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1223600.00        | $1240296.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1526000.00        | $1509907.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $670100.00         | $491147.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1026700.00        | $1041906.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $4716900.00        | $3919917.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $1352800.00        | $1034460.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $2553200.00        | $2457108.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 3.5000%  | N/A     | $11615100.00       | $10246872.26       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $7519600.00        | $7406726.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $39700.00          | $32701.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2061-05-15      | 4.6200%  | N/A     | $28045000.00       | $27219616.94       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-04-15      | 5.0800%  | N/A     | $1390412.00        | $1364475.55        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $201700.00         | $198133.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 5.0000%  | N/A     | $33300.00          | $25534.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1608500.00        | $1632035.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $5087500.00        | $5164860.35        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $1510800.00        | $1153693.94        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $1965000.00        | $1881036.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $155200.00         | $118553.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $222800.00         | $211985.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $15583500.00       | $15295502.39       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $1651500.00        | $1608652.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1602100.00        | $1521839.96        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2062-06-20      | 2.5000%  | N/A     | $1340600.00        | $630140.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $96272700.00       | $70700378.34       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $4383800.00        | $4047660.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $1004100.00        | $712072.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5000%  | N/A     | $206900.00         | $180690.16         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $40312.50          | $39995.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $50000.00          | $13684.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $271250.00         | $195942.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $2500000.00        | $771905.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $40312.50          | $34556.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $271249.92         | $144988.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $4500000.00        | $1717569.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $1057029.12        | $249597.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $270930.88         | $98229.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $50000.00          | $17176.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $49999.70          | $16776.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $4230200.00        | $4202425.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $271249.92         | $117106.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $271249.99         | $136437.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $271249.92         | $220275.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $7796200.00        | $7705316.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $271250.00         | $186289.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $40312.50          | $39238.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $271250.00         | $153767.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $80651.04          | $18566.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $271250.00         | $149397.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $19384800.00       | $18927523.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $200000.00         | $62534.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $271249.92         | $230034.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $271250.00         | $235081.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $271250.00         | $245377.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $271250.00         | $210639.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $40312.48          | $33115.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $50000.00          | $14348.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $50000.00          | $15949.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $271249.92         | $163000.59         | U.S. Treasuries (including strips) |

### Security 178: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001UH4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $21599700.00       | $22457468.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $99535300.00       | $96847846.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $57374350.00       | $56089164.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $882150.00         | $894839.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $2394950.00        | $2381130.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $134641650.00      | $127329564.93      | U.S. Treasuries (including strips) |

### Security 179: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001UI2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $21599700.00       | $22457468.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $882150.00         | $894839.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $99535300.00       | $96847846.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $134641650.00      | $127329564.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $2394950.00        | $2381130.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $57374350.00       | $56089164.56       | U.S. Treasuries (including strips) |

### Security 180: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004JP6
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2035-09-17      | 4.9700%  | N/A     | $500000.00         | $499914.00         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-10-30      | 4.0500%  | N/A     | $75000.00          | $74959.69          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-05-26      | 3.8750%  | N/A     | $540000.00         | $539701.88         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2033-11-17      | 4.6800%  | N/A     | $50000.00          | $49251.05          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2041-05-20      | 5.5000%  | N/A     | $55000.00          | $54666.59          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2046-05-21      | 5.7000%  | N/A     | $51000.00          | $50748.25          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-05      | 4.4900%  | N/A     | $40000.00          | $40264.67          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2046-04-24      | 5.3000%  | N/A     | $125000.00         | $124317.85         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-04-05      | 1.5700%  | N/A     | $510000.00         | $488467.29         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-05-18      | 4.6900%  | N/A     | $475000.00         | $473694.73         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2039-06-03      | 3.4900%  | N/A     | $25000.00          | $21787.83          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-01      | 1.2000%  | N/A     | $75000.00          | $69471.18          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2031-10-20      | 1.7200%  | N/A     | $10000.00          | $8738.83           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2039-04-28      | 5.1500%  | N/A     | $25000.00          | $24770.57          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2031-05-15      | 5.0000%  | N/A     | $245000.00         | $244777.05         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2042-05-08      | 5.8000%  | N/A     | $150000.00         | $149157.20         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2041-05-14      | 5.5000%  | N/A     | $715000.00         | $714622.24         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-04-21      | 3.0000%  | N/A     | $500000.00         | $497558.33         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2031-04-28      | 4.3750%  | N/A     | $50000.00          | $49978.67          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2036-05-19      | 5.0700%  | N/A     | $235000.00         | $234356.65         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2028-11-06      | 4.0000%  | N/A     | $40000.00          | $39874.26          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2045-08-25      | 5.4700%  | N/A     | $115000.00         | $114698.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2041-04-15      | 5.7500%  | N/A     | $1715000.00        | $1711840.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2040-02-10      | 5.5200%  | N/A     | $60000.00          | $60530.78          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2031-05-19      | 5.0000%  | N/A     | $125000.00         | $124886.25         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2032-05-19      | 4.6500%  | N/A     | $40000.00          | $39862.79          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2046-05-14      | 5.7000%  | N/A     | $25000.00          | $24687.13          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2036-05-21      | 5.0800%  | N/A     | $700000.00         | $697780.92         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2041-05-07      | 5.5550%  | N/A     | $55000.00          | $55024.07          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2029-10-22      | 4.1500%  | N/A     | $2000000.00        | $1995744.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2045-03-10      | 5.5000%  | N/A     | $125000.00         | $124273.93         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 4.0836%  | N/A     | $5080000.00        | $2068750.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-15      | 3.5000%  | N/A     | $1978192.00        | $1936468.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-05-25      | 4.2036%  | N/A     | $28552000.00       | $12109140.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.4481%  | N/A     | $7500000.00        | $3751023.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 4.7400%  | N/A     | $25000000.00       | $21688851.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-26      | 3.8492%  | N/A     | $206000000.00      | $95847536.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 1.7520%  | N/A     | $22350000.00       | $20993571.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.8540%  | N/A     | $48390000.00       | $48082508.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 3.0000%  | N/A     | $7488734.00        | $2121665.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 2.2600%  | N/A     | $178248000.00      | $169540902.12      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 4.4637%  | N/A     | $24529000.00       | $4285067.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.9392%  | N/A     | $74000000.00       | $48355470.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $2000000.00        | $1977846.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 3.6500%  | N/A     | $1500000.00        | $1486904.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-10-25      | 4.4637%  | N/A     | $50450000.00       | $15644496.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.5660%  | N/A     | $5500000.00        | $5388589.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2500%  | N/A     | $25000000.00       | $24516163.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 3.8892%  | N/A     | $66730000.00       | $19850115.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-15      | 3.5000%  | N/A     | $5511000.00        | $2067991.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 5.0000%  | N/A     | $53000.00          | $15443.93          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.2836%  | N/A     | $57250000.00       | $13092588.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | 1.3940%  | N/A     | $15000000.00       | $6086265.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.7500%  | N/A     | $113597432.00      | $52727018.50       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.6896%  | N/A     | $20000000.00       | $7678558.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.0926%  | N/A     | $108467927.00      | $77022536.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.3290%  | N/A     | $11505000.00       | $11499408.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 3.8792%  | N/A     | $44110000.00       | $12186829.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-25      | 4.8250%  | N/A     | $26620000.00       | $26955219.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-11      | 4.2500%  | N/A     | $18000.00          | $18023.73          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-06-26      | 4.3837%  | N/A     | $18500000.00       | $1386274.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 4.4637%  | N/A     | $17500000.00       | $5107403.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-05-25      | 4.2492%  | N/A     | $16000000.00       | $15983810.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 4.2592%  | N/A     | $25000000.00       | $14455931.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 0.7990%  | N/A     | $7545000.00        | $4791142.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-02-15      | 3.0000%  | N/A     | $10000.00          | $7702.05           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 0.7500%  | N/A     | $369485994.00      | $66987093.57       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.1000%  | N/A     | $8506756.00        | $8298977.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.4920%  | N/A     | $10000000.00       | $9780840.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-25      | 3.8000%  | N/A     | $50117000.00       | $48190129.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-12-15      | 2.5000%  | N/A     | $80000.00          | $13371.04          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8560%  | N/A     | $11500000.00       | $8450140.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.4292%  | N/A     | $13000000.00       | $10730827.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $12000.00          | $33.44             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-26      | 4.2092%  | N/A     | $26442912.00       | $26612803.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-25      | 2.4500%  | N/A     | $27975000.00       | $25096164.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | 3.8292%  | N/A     | $8095000.00        | $1458322.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.7600%  | N/A     | $17400000.00       | $16681681.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-12-15      | 3.5000%  | N/A     | $1700000.00        | $1611556.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 4.4892%  | N/A     | $17000000.00       | $15677446.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-25      | 0.9400%  | N/A     | $750000.00         | $476752.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 4.1992%  | N/A     | $50000000.00       | $3939954.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 4.4637%  | N/A     | $61074000.00       | $12782543.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 4.4637%  | N/A     | $14500000.00       | $5800325.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 2.2340%  | N/A     | $7500000.00        | $6989119.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $29155000.00       | $28894947.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 4.0000%  | N/A     | $66000000.00       | $65272624.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.1032%  | N/A     | $13000000.00       | $7945934.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | 4.2736%  | N/A     | $25950000.00       | $4320420.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.1037%  | N/A     | $16500000.00       | $9223980.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-12-25      | 1.5000%  | N/A     | $2000000.00        | $769046.27         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 4.2840%  | N/A     | $20000000.00       | $19905260.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-08-25      | 4.4637%  | N/A     | $840000.00         | $410994.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 4.1992%  | N/A     | $9000000.00        | $6794142.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-27      | 4.2592%  | N/A     | $11498658.00       | $11514768.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 4.4637%  | N/A     | $36000000.00       | $9711641.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.1000%  | N/A     | $410474.00         | $397938.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-27      | 4.0500%  | N/A     | $20384000.00       | $20338543.68       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.9121%  | N/A     | $65517.00          | $46257.54          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 2.9200%  | N/A     | $104858000.00      | $96144988.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-25      | 2.8300%  | N/A     | $4500000.00        | $2526583.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-27      | 4.5492%  | N/A     | $50000000.00       | $35174797.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 4.4637%  | N/A     | $48750000.00       | $3449247.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 1.1990%  | N/A     | $45000000.00       | $42973990.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.1337%  | N/A     | $15950000.00       | $8338895.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 4.1822%  | N/A     | $138098000.00      | $125250719.33      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-06-15      | 2.5000%  | N/A     | $45000.00          | $14230.47          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 3.0000%  | N/A     | $3000000.00        | $2952604.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 2.8300%  | N/A     | $31725000.00       | $17425057.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.3492%  | N/A     | $126000000.00      | $56906306.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.1236%  | N/A     | $80387000.00       | $36737281.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.2836%  | N/A     | $36275000.00       | $3964693.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 4.2836%  | N/A     | $26150000.00       | $2300995.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | 4.4637%  | N/A     | $56250000.00       | $4187486.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-15      | 0.7500%  | N/A     | $10730000.00       | $1843447.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 4.2492%  | N/A     | $34000000.00       | $30768205.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.3037%  | N/A     | $36206332.00       | $3912166.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.3236%  | N/A     | $4344789.00        | $1902419.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | 4.2336%  | N/A     | $39250000.00       | $10588376.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-08-15      | 3.5000%  | N/A     | $2428935.00        | $1971679.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-11-26      | 4.3636%  | N/A     | $6200000.00        | $2552721.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 3.9892%  | N/A     | $8000000.00        | $2352313.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 1.7120%  | N/A     | $33735000.00       | $30251063.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 4.0492%  | N/A     | $63440000.00       | $6518012.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.1936%  | N/A     | $51247000.00       | $730176.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.0192%  | N/A     | $12400000.00       | $6928289.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.3736%  | N/A     | $20509000.00       | $7849942.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 0.7500%  | N/A     | $199949916.00      | $61288815.52       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-06-15      | 5.5000%  | N/A     | $5000.00           | $3925.66           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-25      | 3.1300%  | N/A     | $5000000.00        | $2682175.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 2.5900%  | N/A     | $28420000.00       | $25824357.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 3.9500%  | N/A     | $102783000.00      | $100944954.43      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-25      | 4.4637%  | N/A     | $32140000.00       | $7001563.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-10-25      | 4.4637%  | N/A     | $4770000.00        | $130687.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 4.4660%  | N/A     | $9790000.00        | $8819809.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.2092%  | N/A     | $3000000.00        | $2962388.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 4.4637%  | N/A     | $4596000.00        | $2598355.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.1600%  | N/A     | $22500000.00       | $6127915.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.8392%  | N/A     | $5000000.00        | $4926104.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 3.9000%  | N/A     | $24250000.00       | $15908358.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-03-25      | 3.1500%  | N/A     | $15000000.00       | $2876588.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-15      | 3.5000%  | N/A     | $10500000.00       | $2092232.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 2.0310%  | N/A     | $9500000.00        | $9042115.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.1184%  | N/A     | $3566022.00        | $884305.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.2500%  | N/A     | $72195000.00       | $70981442.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 3.5000%  | N/A     | $12993330.00       | $9577619.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-28      | 1.0000%  | N/A     | $60000.00          | $52562.27          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $6000.00           | $204.00            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-05-01      | 4.3000%  | N/A     | $112685078.00      | $111682568.89      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-25      | 2.5000%  | N/A     | $49600623.00       | $4737283.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 1.0000%  | N/A     | $2000000.00        | $756179.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.0000%  | N/A     | $7000.00           | $8719.51           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-25      | 2.8980%  | N/A     | $58166000.00       | $56777036.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-03-25      | 3.0000%  | N/A     | $850000.00         | $80816.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-05-22      | 4.6800%  | N/A     | $3587000.00        | $3590264.17        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-09-25      | 3.5000%  | N/A     | $1900000.00        | $1714326.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-02-25      | 1.7500%  | N/A     | $1100000.00        | $94366.91          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-03-25      | 6.5637%  | N/A     | $80750000.00       | $259523.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-12-25      | 1.9361%  | N/A     | $3500000.00        | $2477041.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-25      | 2.4690%  | N/A     | $6200000.00        | $5232281.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-12-16      | 1.3300%  | N/A     | $16435000.00       | $14574524.22       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $108000.00         | $29541.06          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.0900%  | N/A     | $48778000.00       | $47584700.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-27      | 4.2000%  | N/A     | $375000.00         | $374156.00         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $52000.00          | $158.56            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $164090.00         | $166912.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-25      | 2.9281%  | N/A     | $55090000.00       | $41220352.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-09-25      | 2.9345%  | N/A     | $11735344.00       | $7623499.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-02-25      | 1.5000%  | N/A     | $1000000.00        | $84549.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | 3.5000%  | N/A     | $10000.00          | $8934.95           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-25      | 3.5000%  | N/A     | $24000000.00       | $1954211.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-08-25      | 2.0000%  | N/A     | $10852533.00       | $1321550.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-06-25      | 4.0000%  | N/A     | $17000000.00       | $1679685.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-05-12      | 4.5000%  | N/A     | $184000.00         | $183643.96         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-06-25      | 3.3116%  | N/A     | $18260000.00       | $14140962.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-25      | 3.5000%  | N/A     | $90000.00          | $39775.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $29294000.00       | $19311424.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.8300%  | N/A     | $178713000.00      | $172463207.84      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-25      | 5.5000%  | N/A     | $6000.00           | $3814.69           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $35067140.00       | $23433282.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.4822%  | N/A     | $21000000.00       | $10763464.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.0337%  | N/A     | $23035000.00       | $18927901.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-12-25      | 1.7500%  | N/A     | $1000000.00        | $140528.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-10-25      | 2.9670%  | N/A     | $26560000.00       | $17898167.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-25      | 4.1500%  | N/A     | $100000.00         | $99342.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.1400%  | N/A     | $150000.00         | $147907.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.4000%  | N/A     | $66030000.00       | $62424938.10       | Agency Mortgage-Backed Securities         |
| FHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  | N/A     | $630000.00         | $384958.88         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | 4.4637%  | N/A     | $103145000.00      | $40297139.04       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | 4.4637%  | N/A     | $42562000.00       | $4961339.19        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | 4.4637%  | N/A     | $28250000.00       | $9905493.68        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-09-25      | 4.4637%  | N/A     | $17500000.00       | $2840683.05        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | 4.4637%  | N/A     | $30000000.00       | $5336375.03        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | 4.4637%  | N/A     | $21185000.00       | $5172535.29        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | 4.4637%  | N/A     | $21375887.00       | $5081542.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-02-20      | 2.7500%  | N/A     | $3700000.00        | $65232.09          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $2000.00           | $1631.95           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $19765000.00       | $2993868.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-20      | 2.5000%  | N/A     | $20000.00          | $4186.25           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 1.0000%  | N/A     | $150000000.00      | $65075915.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $100000.00         | $65690.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-06-16      | 2.5000%  | N/A     | $20000.00          | $8801.30           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-11-20      | 1.7500%  | N/A     | $500000.00         | $12570.29          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.0000%  | N/A     | $900000.00         | $43515.37          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.0000%  | N/A     | $1150000.00        | $19171.09          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-16      | 2.0000%  | N/A     | $25000.00          | $13366.35          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $200000.00         | $180825.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $500000.00         | $9088.16           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $128849000.00      | $69786817.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 2.0000%  | N/A     | $304000.00         | $63160.70          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-03-20      | 3.0000%  | N/A     | $1110000.00        | $13598.29          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.0000%  | N/A     | $3000.00           | $25.99             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.5000%  | N/A     | $80000.00          | $58251.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-01-20      | 2.5000%  | N/A     | $450000.00         | $20245.43          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.5000%  | N/A     | $10000.00          | $10073.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $201669525.00      | $1594095.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 2.0000%  | N/A     | $1080000.00        | $15983.19          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $130000.00         | $124869.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $50000.00          | $138.92            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 1.2500%  | N/A     | $154672000.00      | $66063472.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 0.7500%  | N/A     | $150000000.00      | $64023240.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-16      | 2.5000%  | N/A     | $1200000.00        | $37478.18          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $200000.00         | $143266.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $10000.00          | $7786.10           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-03-16      | 3.0000%  | N/A     | $10000.00          | $8469.17           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.0000%  | N/A     | $216000000.00      | $73701070.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-03-20      | 2.0000%  | N/A     | $32377744.00       | $2873263.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $104106.00         | $38720.55          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $500000.00         | $5022.39           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-05-20      | 2.5000%  | N/A     | $600000.00         | $9259.39           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.0000%  | N/A     | $7492206.00        | $9745827.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-16      | 3.0000%  | N/A     | $20238.00          | $2779.34           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.0000%  | N/A     | $3500000.00        | $15130.24          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $60000.00          | $55918.91          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $120000.00         | $81443.23          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $2000000.00        | $8098.89           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $69000.00          | $12093.61          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 4.5640%  | N/A     | $1000.00           | $10.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $300000.00         | $285065.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $155388000.00      | $79400833.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-16      | 5.0000%  | N/A     | $45000.00          | $15058.05          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $13000.00          | $3415.04           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-20      | 2.5000%  | N/A     | $284000.00         | $22953.96          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.0000%  | N/A     | $2000000.00        | $719982.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 1.0000%  | N/A     | $316396260.00      | $127884769.01      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-16      | 1.6000%  | N/A     | $49000.00          | $33117.76          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-07-16      | 2.6000%  | N/A     | $380000.00         | $77350.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5000%  | N/A     | $7000.00           | $7098.50           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-20      | 3.0000%  | N/A     | $2279053.00        | $11412.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-12-20      | 2.5000%  | N/A     | $2150000.00        | $83806.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-12-20      | 2.0000%  | N/A     | $30000.00          | $3868.13           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $11000.00          | $9924.94           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $50000.00          | $50067.69          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | 2.5000%  | N/A     | $1400000.00        | $16233.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.0000%  | N/A     | $33000.00          | $29287.18          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-05-16      | 3.0000%  | N/A     | $750000.00         | $13049.69          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.5000%  | N/A     | $142500.00         | $131589.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-02-16      | 3.0000%  | N/A     | $22000.00          | $19540.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-20      | 2.7500%  | N/A     | $2055300.00        | $243617.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.0000%  | N/A     | $250000.00         | $37625.50          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-05-20      | 2.5000%  | N/A     | $250000.00         | $2068.67           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | 1.0000%  | N/A     | $400000.00         | $60880.51          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $44000.00          | $42267.37          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | 2.2500%  | N/A     | $74127000.00       | $2951780.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-09-16      | 2.7500%  | N/A     | $4000.00           | $3191.95           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $1500000.00        | $15715.82          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.0000%  | N/A     | $10000.00          | $3109.04           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 0.7500%  | N/A     | $200000000.00      | $73534704.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $400000.00         | $6245.60           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $3000.00           | $2306.86           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.0000%  | N/A     | $500000.00         | $13658.38          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-02-16      | 4.5000%  | N/A     | $1000000.00        | $28378.21          | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2055-02-01      | 5.2500%  | N/A     | $975000.00         | $967427.50         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2052-09-15      | 4.2500%  | N/A     | $625000.00         | $527903.82         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $308400.00         | $326661.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $145500.00         | $98387.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $12357800.00       | $12428444.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $4769000.00        | $4702676.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $6861600.00        | $6907702.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $2900000.00        | $2831110.44        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $999800.00         | $1004644.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $25000.00          | $25043.88          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $113300.00         | $131156.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $999500.00         | $1020440.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $948700.00         | $1226377.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $7134000.00        | $7109820.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-04-30      | 3.8750%  | N/A     | $7048700.00        | $6981530.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $456000.00         | $457517.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $100000.00         | $100471.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $70000.00          | $69509.45          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $2047100.00        | $2060421.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $84700.00          | $86291.05          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $84800.00          | $86285.73          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $137300.00         | $136272.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $979700.00         | $1561350.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $44000.00          | $44046.60          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $313500.00         | $341212.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $100.00            | $102.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $50000.00          | $43751.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $100000.00         | $88724.42          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $30200.00          | $40553.72          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $200000.00         | $192121.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 3.8750%  | N/A     | $5589100.00        | $5566655.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $153000.00         | $153160.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $3000.00           | $2970.13           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $35000.00          | $36148.42          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $826300.00         | $819307.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $400.00            | $402.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $85100.00          | $85555.67          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $3500.00           | $4366.33           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $85400.00          | $86570.91          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $999900.00         | $1022213.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $82000.00          | $113727.87         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $24000.00          | $24187.22          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $111000.00         | $106483.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-28      | 3.7500%  | N/A     | $3905800.00        | $3819595.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $4542500.00        | $4394522.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $206000.00         | $204325.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $166100.00         | $186865.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $900.00            | $1355.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $10000.00          | $9255.70           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $986300.00         | $977200.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $300.00            | $303.10            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $186900.00         | $243946.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $712600.00         | $761155.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-03-31      | 4.2500%  | N/A     | $2559000.00        | $2570208.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $1000500.00        | $1002850.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $100000.00         | $102618.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $332000.00         | $334332.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $1800.00           | $1811.10           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $899900.00         | $913284.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $360000.00         | $354759.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-05-15      | 4.3750%  | N/A     | $876500.00         | $872206.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-04-30      | 4.1250%  | N/A     | $4992000.00        | $4956719.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $7600.00           | $11169.95          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $746000.00         | $719383.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $10000.00          | $10237.23          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $100000.00         | $94004.55          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $1025700.00        | $1708515.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $14000.00          | $18501.31          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $218100.00         | $186615.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $999800.00         | $988611.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $12567800.00       | $12603422.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $100000.00         | $102336.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $3754000.00        | $3685972.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $973800.00         | $2095190.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $264400.00         | $271343.11         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $11700.00          | $12849.65          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $58900.00          | $59215.55          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $500000.00         | $442635.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $1776000.00        | $1780713.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $246100.00         | $248969.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $1000000.00        | $1012138.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $46200.00          | $46344.55          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $50000.00          | $49707.06          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $7000000.00        | $7122778.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $4000.00           | $4036.85           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $5789800.00        | $5781367.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $90700.00          | $103938.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $50000.00          | $46667.05          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $85700.00          | $87677.42          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $155300.00         | $151924.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $263400.00         | $282062.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $765700.00         | $757374.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $115500.00         | $114929.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $999300.00         | $2041027.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $156300.00         | $146067.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $267200.00         | $282995.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $1.00              | $0.94              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2056-02-15      | 2.3750%  | N/A     | $22500.00          | $21445.98          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $85200.00          | $86215.49          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $100000.00         | $99047.78          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $2100000.00        | $2085426.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $5000.00           | $4736.15           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-03-15      | 3.5000%  | N/A     | $5333000.00        | $5291046.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $218500.00         | $213345.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $42700.00          | $91037.68          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $997000.00         | $1105171.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $200000.00         | $199041.42         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $83800.00          | $99505.05          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $158200.00         | $115529.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $10000000.00       | $9910311.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $400.00            | $404.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $847300.00         | $837968.87         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $251300.00         | $274561.89         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $245200.00         | $254888.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $5000300.00        | $5079317.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-04-15      | 1.2500%  | N/A     | $15000.00          | $14946.34          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $1010000.00        | $1007204.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $85700.00          | $87076.91          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $85600.00          | $86516.25          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $5999700.00        | $6092041.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $75000.00          | $74799.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $200000.00         | $199207.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $2000000.00        | $617524.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $10087700.00       | $10382266.19       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $213900.00         | $132472.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 3.8100%  | N/A     | $48913000.00       | $49074709.93       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $177800.00         | $169625.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-28      | 3.5000%  | N/A     | $2920000.00        | $2863482.77        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $25000.00          | $24483.62          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $253100.00         | $298240.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $219900.00         | $233913.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $25000.00          | $25459.24          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $38800.00          | $47380.74          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $155200.00         | $175749.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $243700.00         | $259305.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $60000.00          | $53928.72          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $85700.00          | $86444.40          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $25700.00          | $26755.01          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $209600.00         | $202854.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $1100000.00        | $1111063.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 3.3750%  | N/A     | $6555800.00        | $6540027.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $1788000.00        | $1810237.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $964900.00         | $1538755.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $1131600.00        | $1207014.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $500000.00         | $481720.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $35000.00          | $35050.55          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $85000.00          | $86151.34          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 3.7500%  | N/A     | $1356200.00        | $1353264.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $14000.00          | $14108.91          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $1107200.00        | $1341873.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 3.5000%  | N/A     | $956300.00         | $951851.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $861700.00         | $847777.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $6000.00           | $5895.62           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $11000.00          | $11221.14          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $95600.00          | $96741.72          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $800.00            | $814.54            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $32900.00          | $33036.92          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $186700.00         | $199898.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-03-31      | 3.8750%  | N/A     | $440000.00         | $437288.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $56900.00          | $69376.66          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $75700.00          | $103210.62         | U.S. Treasuries (including strips)        |

### Security 181: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DJ7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $26267.00          | $457.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.7121%  | N/A     | $13341614.00       | $10981181.95       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $42487898.00       | $32746941.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.2621%  | N/A     | $125000000.00      | $79172067.30       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $58855000.00       | $47229901.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $72937.00          | $894.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $38999000.00       | $28008043.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $53198640.00       | $41274738.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5121%  | N/A     | $31236080.00       | $25511112.95       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $18497.00          | $698.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $8248.00           | $585.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $32380089.00       | $23952260.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 4.4621%  | N/A     | $37500000.00       | $23979579.97       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $360000.00         | $249710.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $33326208.00       | $26149532.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $57571809.00       | $44408852.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $33440320.00       | $26362334.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.5000%  | N/A     | $49083.00          | $490.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.9621%  | N/A     | $74462208.00       | $58680478.37       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $68098816.00       | $13482137.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $803.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2108.00           | $1296.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5052176.00        | $5207806.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $752.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $921.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $18710912.00       | $13697429.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $69668646.00       | $12366758.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.0000%  | N/A     | $298164.00         | $100501.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $110731.00         | $72498.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $201744718.00      | $30178720.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $405000.00         | $330237.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $899.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $983.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $567.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $643.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $399000.00         | $305477.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $8816083.00        | $7570022.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1192144.00        | $1160222.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1233.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $694.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $636.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 5.5000%  | N/A     | $7656568.00        | $2728215.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $37259370.00       | $30483151.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $55000.00          | $42034.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $15496.00          | $11612.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1274438.00        | $996052.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1118864.00        | $673323.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $808.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $684.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1013.00           | $596.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $39060.00          | $28334.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $1015.00           | $176.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $83258571.00       | $21530420.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $901.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $683.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $514.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.5000%  | N/A     | $585000.00         | $395461.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $310.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $5858179.00        | $5322589.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $681.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 1.5000%  | N/A     | $1000.00           | $608.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.4621%  | N/A     | $50000000.00       | $26031609.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $675.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $630.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1070.00           | $984.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.5000%  | N/A     | $143346.00         | $31377.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $1000.00           | $611.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-25      | 1.2700%  | N/A     | $4485999.00        | $3988191.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $27235.00          | $19965.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $1008.00           | $206.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $122635774.00      | $28383197.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $804.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $719.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $696.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $690.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $202582.00         | $136615.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $100000.00         | $73553.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3075440.00        | $2761149.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $739.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $715.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.2221%  | N/A     | $25000000.00       | $13490290.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $6124312.00        | $4630655.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $99989632.00       | $31039659.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $526.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $31036198.00       | $22679357.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $540972.00         | $370463.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $620.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $916.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $25243545.00       | $13705031.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $16212233.00       | $12044882.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1008.00           | $720.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $590.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $15045232.00       | $14370201.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $1000.00           | $306.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1008.00           | $874.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1058.00           | $728.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $199000.00         | $140691.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $53000.00          | $38137.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1006276.00        | $995184.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.5121%  | N/A     | $35611679.00       | $18866571.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $1000.00           | $736.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $982.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $345568.00         | $345370.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $569.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $418440.00         | $284518.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $59000.00          | $38190.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $250982656.00      | $27100616.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $673.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $1000.00           | $397.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $337000.00         | $215848.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $811.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $3649864.00        | $3040970.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $549.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $251832.00         | $173550.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $45595968.00       | $29226096.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $3016588.00        | $2459032.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $473513527.00      | $33608883.12       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $133194200.00      | $135274030.33      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 3.7880%  | N/A     | $4800.00           | $4819.57           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $177800.00         | $144554.42         | U.S. Treasuries (including strips)        |

### Security 182: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DK4
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $6096949.00        | $6260845.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1048726.00        | $147313.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 6.0000%  | N/A     | $3650099.00        | $3861201.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1039371.00        | $123611.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $33098835.00       | $29094164.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 5.0000%  | N/A     | $2535969.00        | $48630.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1854794.00        | $220417.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $651.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $746.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $31448452.00       | $25855591.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $20215522.00       | $7592487.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $571.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $2408092.00        | $803412.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $3275.00           | $478.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.9621%  | N/A     | $191127259.00      | $90050933.01       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $10120000.00       | $9553370.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1948388.00        | $1898618.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1173785.00        | $821410.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 5.0000%  | N/A     | $1001.00           | $854.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $1667883.00        | $111617.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $12157511.00       | $11317092.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1516990.00        | $216621.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $2823.00           | $106.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 4.0000%  | N/A     | $37650316.00       | $4786016.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5521%  | N/A     | $25106147.00       | $16624986.24       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $4471832.00        | $4479482.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $609.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2998000.00        | $2510788.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1627584.00        | $1476599.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1141485.00        | $920249.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2150612.00        | $1960167.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $776.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $5316665.00        | $5459586.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.0000%  | N/A     | $1078876.00        | $943158.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 6.0000%  | N/A     | $542432.00         | $568298.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $874.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $1880829.00        | $419147.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.0000%  | N/A     | $7449.00           | $173.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $788.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $5588.00           | $396.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1502456.00        | $1088510.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1520278.00        | $97034.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $5096968.00        | $3447701.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $31441.00          | $385.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $4602600.00        | $4383453.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1042589.00        | $1034899.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $11056.00          | $11561.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $49695628.00       | $16045662.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1008.00           | $803.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1455722.00        | $984327.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $90000000.00       | $68506094.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1075697.00        | $754121.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $1422171.00        | $215092.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1009.00           | $610.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1621%  | N/A     | $50000000.00       | $34340130.01       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $535.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0621%  | N/A     | $120000000.00      | $62582291.60       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $936.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $846611.00         | $589522.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1028.00           | $517.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1121%  | N/A     | $57517284.00       | $38442201.83       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1963362.00        | $1151707.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $73.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.1121%  | N/A     | $50000000.00       | $27328909.27       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $126.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $15001.00          | $11146.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $21698000.00       | $3968086.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $629.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 5.0000%  | N/A     | $6532208.00        | $4205012.39        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $2142075.00        | $1141798.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $12722000.00       | $1825639.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $591.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $850.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $7250.00           | $7554.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1213898.00        | $1188046.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $4117.00           | $10.49             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $361451000.00      | $82619508.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 5.0000%  | N/A     | $8026054.00        | $201980.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $1947281.00        | $255100.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $2837999.00        | $403463.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.5000%  | N/A     | $160000.00         | $144220.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $775799.00         | $561658.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $6001.00           | $6190.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $2566000.00        | $350878.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $2760.00           | $448.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1436959.00        | $188471.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $758.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $50000000.00       | $49033904.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $946.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $185.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.2121%  | N/A     | $30000000.00       | $19104178.47       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $617.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $9011.00           | $9129.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.5000%  | N/A     | $1145327.00        | $111583.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $46609369.00       | $34453908.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $23132639.00       | $18803211.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $2564295.00        | $215847.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $5599916.00        | $5728892.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $763849.00         | $756385.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0121%  | N/A     | $27305000.00       | $12892474.66       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.5000%  | N/A     | $8792156.00        | $7331529.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.0000%  | N/A     | $1000.00           | $431.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5121%  | N/A     | $31382278.00       | $25630515.70       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1035.00           | $671.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1004.00           | $573.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $279833721.00      | $69652152.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $88938728.00       | $80682064.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $14629062.00       | $10789564.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $98000.00          | $77116.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1577710.00        | $1570906.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $648.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $973295.00         | $945773.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6733087.00        | $4577538.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3533956.00        | $2725968.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $65292310.00       | $51520849.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $847.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.0000%  | N/A     | $1351312.00        | $220601.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $2237000.00        | $577647.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1402704.00        | $215114.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $12646491.00       | $215887.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $3700732.00        | $289583.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2135402.00        | $2228733.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1121109.00        | $183997.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $901.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1800842.00        | $1874130.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 4.0000%  | N/A     | $1085020.00        | $367255.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $30600139.00       | $22635592.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.7121%  | N/A     | $69060599.00       | $61752824.14       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $746.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $3312474.00        | $3304165.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $687.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $127058.00         | $92110.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1229.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $548000.00         | $355204.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $897.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $780673.00         | $288563.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $972.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $98000.00          | $11772.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1203644.00        | $1244622.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $52573.00          | $35091.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $19129844.00       | $250860.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1887887.00        | $359073.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1312642.00        | $140212.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $193.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $5644072.00        | $210129.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11148103.00       | $57865.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1312000.00        | $697500.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1039.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2048.00           | $1704.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.5000%  | N/A     | $1438969.00        | $1564943.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $209.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $5683856.00        | $3942245.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1002.00           | $571.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1227370.00        | $1263647.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $915.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $3388001.00        | $196885.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1086815.00        | $185804.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $766.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $16028.00          | $10976.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1052.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $1659987.00        | $135680.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $303.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $10208591.00       | $178206.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $1966493.00        | $364767.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $398000.00         | $135474.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $3846000.00        | $2443819.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $907.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1396171.00        | $1105509.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1001.00           | $1026.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $66402830.00       | $65478403.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $1500000.00        | $393362.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $56990842.00       | $56362674.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2745359.00        | $2375280.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2082753.00        | $1609045.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1010.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $1024.00           | $149.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1186966.00        | $164518.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $9798016.00        | $8267491.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1058334.00        | $951727.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $5713325.00        | $254143.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1003310.00        | $1015196.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 7.0000%  | N/A     | $1824217.00        | $303628.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.4621%  | N/A     | $145000000.00      | $75491667.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-01      | 4.0000%  | N/A     | $1000.00           | $164.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $6791140.00        | $1083504.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $12718584.00       | $126974.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.6121%  | N/A     | $15000000.00       | $9930939.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $33490368.00       | $8363696.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $674.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1231.00           | $308.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2995000.00        | $2694304.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-25      | 1.7400%  | N/A     | $2000000.00        | $1614728.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $1321320.00        | $356741.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1422.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $1000.00           | $193.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $79000.00          | $53883.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $862.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1101406.00        | $438542.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $2075068.00        | $90558.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.9121%  | N/A     | $52880000.00       | $32880753.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $599811.00         | $462119.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $181.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $353000.00         | $243266.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1541484.00        | $131778.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1717348.00        | $1721842.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $2951134.00        | $831785.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.0000%  | N/A     | $11884921.00       | $1628065.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $1932667.00        | $97064.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $191.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1011959.00        | $183640.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $2173777.00        | $426536.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $757.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $187298.00         | $160325.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $972.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1027170.00        | $921984.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1220000.00        | $689444.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1232162.00        | $661604.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $938.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $13368.00          | $12412.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $567.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $31707769.00       | $207749.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $3125394.00        | $131097.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $1136409.00        | $365576.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $2048.00           | $398.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1047250.00        | $1112662.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $259.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1506477.00        | $186230.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2400015.00        | $1906356.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $783.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $2291250.00        | $2360483.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $658.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.0000%  | N/A     | $1591858.00        | $637413.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $6306604.00        | $399374.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $6195423.00        | $4989836.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $955.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $2000000.00        | $35346.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $744.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $805.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1280.00           | $1144.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $475.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1153254.00        | $877420.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $56000.00          | $48053.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $416000.00         | $215686.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $850.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $150041.00         | $97732.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $1054.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3602671.00        | $3642480.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $7929288.00        | $7652479.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $1000.00           | $322.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 1.6151%  | N/A     | $8000000.00        | $3623879.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $766.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $1711447.00        | $149748.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.5000%  | N/A     | $3151269.00        | $146377.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1002206.00        | $978245.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $862.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2769444.00        | $2637261.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $722.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $34795.00          | $13599.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $460.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $20962560.00       | $20614346.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $1995850.00        | $238899.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1167834.00        | $107181.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $4138174.00        | $1164837.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $102.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $1848692.00        | $103543.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $2927776.00        | $2585369.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 5.5000%  | N/A     | $1197144.00        | $193806.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $3668757.00        | $3947617.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $2470008.00        | $2370978.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $17682688.00       | $9600149.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $6063.00           | $5396.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $847.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1116682.00        | $851993.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1149834.00        | $638224.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $355285.00         | $129624.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $399000.00         | $149334.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1500334.00        | $156041.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2024000.00        | $1238257.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $5598000.00        | $3583108.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $31563789.00       | $6011895.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $24069476.00       | $21742518.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $5408721.00        | $5713646.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 4.8621%  | N/A     | $10827615.00       | $7376216.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1938359.00        | $1862010.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $100000.00         | $17495.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $196000.00         | $134428.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $113436541.00      | $11943079.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $715.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $3389678.00        | $180013.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2710691.00        | $2377781.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1288792.00        | $177229.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $773885.00         | $153811.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $1642490.00        | $217576.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $7783264.00        | $263446.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1081.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $55332352.00       | $11472535.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $2042865.00        | $316958.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $1003714.00        | $607872.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $878.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $1788402.00        | $99715.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $80225.00          | $20531.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1458131.00        | $468371.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $714.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.5000%  | N/A     | $1000.00           | $114.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 2.5000%  | N/A     | $1010.00           | $26.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $609001.00         | $355191.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1210603.00        | $751304.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2006459.00        | $1922015.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $838.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1029.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $93531064.00       | $11892853.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $5026504.00        | $322472.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $33802724.00       | $52538.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $618.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $4070720.00        | $3916866.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $25509280.00       | $3779753.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $54425.00          | $40369.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $397119.00         | $350024.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $117000.00         | $34409.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.8621%  | N/A     | $9241358.00        | $5947753.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $6266772.00        | $3767276.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $787.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1260090.00        | $888350.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $501000.00         | $354969.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $902.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $623.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.7121%  | N/A     | $38968685.00       | $36228386.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1058448.00        | $367475.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-25      | 1.2700%  | N/A     | $8407635.00        | $7474646.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $20185760.00       | $14900914.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $793.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $983.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $80549239.00       | $74315952.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2187000.00        | $1378496.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $30291642.00       | $5261223.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $967.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $1000.00           | $207.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $924.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $938.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $999.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $56057792.00       | $11423088.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1035.00           | $816.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $2915082.00        | $2648567.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.8121%  | N/A     | $3974872.00        | $3653447.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $876.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1463300.00        | $193900.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $3355319.00        | $155749.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $117636391.00      | $9579597.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1724269.00        | $459387.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2340203.00        | $144802.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3999000.00        | $3764507.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $60004288.00       | $11063023.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1916602.00        | $1854889.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $12105040.00       | $11282915.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $1000.00           | $948.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $36.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $765.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $907.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $29413115.00       | $25680375.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1085828.00        | $1061613.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $2239.00           | $321.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1727539.00        | $810323.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $2814000.00        | $101802.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.0121%  | N/A     | $50000000.00       | $30949323.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $251.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $832.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 6.0000%  | N/A     | $1950199.00        | $89895.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2711840.00        | $1734390.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2052486.00        | $1582621.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $414621.00         | $71468.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $470.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $290233.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1086830.00        | $1136014.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $830.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1004.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $100000.00         | $73128.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2444%  | N/A     | $48131000.00       | $42102185.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11270340.00       | $385158.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.2221%  | N/A     | $1246681.00        | $672723.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $14849729.00       | $11375907.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1458280.00        | $908345.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $2226048.00        | $1491972.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3380385.00        | $2474659.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 4.5000%  | N/A     | $1340540.00        | $363313.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3461002.00        | $194943.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $65000.00          | $37612.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $1339549.00        | $309208.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $428266.00         | $301146.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1428433.00        | $278504.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $6597254.00        | $6142616.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2403687.00        | $2077373.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $3059022.00        | $433702.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $778621.00         | $608540.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 2.5000%  | N/A     | $1000.00           | $54.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $5555674.00        | $1413947.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $2008.00           | $1469.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $7737880.00        | $7432253.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $1000.00           | $383.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $869.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $506240.00         | $376111.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $738.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $999304.00         | $1065710.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $738.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $12859184.00       | $11950760.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22483407.00       | $3961761.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2150025.00        | $192978.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $48028612.00       | $45533074.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $673.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.5000%  | N/A     | $300000.00         | $25590.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $2350833.00        | $358963.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1046.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.5000%  | N/A     | $1104050.00        | $119227.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $438.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1223.00           | $329.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $5789712.00        | $5326039.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $480.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1103182.00        | $816798.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $1040.00           | $261.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $870.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1330078.00        | $508758.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $999000.00         | $561576.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $18637387.00       | $13581895.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2016.00           | $500.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $76.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $29622652.00       | $4431212.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1359388.00        | $1362336.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1774730.00        | $1796694.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1394380.00        | $1037619.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $714.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $2422752.00        | $1438537.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.5000%  | N/A     | $6500000.00        | $307396.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $1697570.00        | $113457.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $4993839.00        | $432740.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $895.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $581.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $1001.00           | $809.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $601.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $93248.00          | $45506.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $4704091.00        | $3565037.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $1007813.00        | $113805.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $3075330.00        | $3051535.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $750976.00         | $760743.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1049242.00        | $451277.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2433526.00        | $1900214.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $617.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $866.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1040.00           | $874.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $898.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $789.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1557503.00        | $1271036.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $889.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1053513.00        | $154994.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $36161290.00       | $36140625.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.2121%  | N/A     | $50000000.00       | $31847113.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $212920.00         | $23253.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6032.00           | $6170.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $112.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $448825.00         | $247480.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1340309.00        | $113551.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.2660%  | N/A     | $1030.00           | $27.16             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $907.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.2700%  | N/A     | $101845.00         | $100349.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1050.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $214000.00         | $44616.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $11542640.00       | $9354428.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $696000.00         | $474286.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1244820.00        | $786000.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2102764.00        | $2020749.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $958095.00         | $179076.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $1000.00           | $135.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.5000%  | N/A     | $2174644.00        | $147199.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $1071764.00        | $189624.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $1693958.00        | $1774811.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $592.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1192880.00        | $337402.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2509740.00        | $2221069.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1688080.00        | $1337265.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.0000%  | N/A     | $2032588.00        | $185871.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.5000%  | N/A     | $3235535.00        | $123048.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $75000.00          | $45248.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $52526083.00       | $39605244.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $698.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $426.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $11061619.00       | $115559.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $4882925.00        | $126967.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1086939.00        | $310649.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.9621%  | N/A     | $96395700.00       | $69631711.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $1000.00           | $229.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $12033759.00       | $1840450.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.5000%  | N/A     | $5973145.00        | $261023.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2073924.00        | $1559791.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1295990.00        | $1270295.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $945.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1008.00           | $440.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $150000.00         | $60552.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1505.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $109998000.00      | $12009048.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $394.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $496000.00         | $301420.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2514735.00        | $2170162.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1054.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1483343.00        | $1435917.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $39877963.00       | $1518808.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $811.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $2569603.00        | $294237.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.9121%  | N/A     | $204300.00         | $120633.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.9121%  | N/A     | $72276000.00       | $36847252.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $191.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $130430.00         | $108215.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $698174.00         | $375489.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $1017411.00        | $109628.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $904.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $598000.00         | $373237.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $433.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $853.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1006706.00        | $276643.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1000.00           | $913.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $828.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1123580.00        | $1057268.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1271650.00        | $107456.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1112965.00        | $1143975.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $73192382.00       | $11070977.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.5000%  | N/A     | $1543250.00        | $172152.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1080228.00        | $181780.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $7000.00           | $7135.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1005.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $55366592.00       | $10933774.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $1323880.00        | $233766.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $1092738.00        | $171976.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $81655016.00       | $11116523.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2000.00           | $1157.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1744576.00        | $168683.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $32190.00          | $18084.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $182677.00         | $133507.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $3117124.00        | $820032.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1162588.00        | $729511.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $5000000.00        | $1141773.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $756.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $8589856.00        | $8684309.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $1284550.00        | $297854.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1682.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.0000%  | N/A     | $4153477.00        | $264193.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1131276.00        | $821249.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $3901024.00        | $104353.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $637.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1535028.00        | $45082.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $962.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1001.00           | $846.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2074.00           | $480.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4721800.00        | $4926139.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $930.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $29628373.00       | $11676750.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1102888.00        | $879815.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3520.00           | $2689.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1001.00           | $665.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 7.5000%  | N/A     | $1011447.00        | $101328.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $543.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $624000.00         | $440950.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1549477.00        | $1338601.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $1673873.00        | $612272.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $53367657.00       | $430400.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1140598.00        | $693988.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $8000.00           | $5754.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $907.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $3048040.00        | $245022.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1025016.00        | $664431.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2048.00           | $1313.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1700352.00        | $314344.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $719.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $883105.00         | $142238.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $45716041.00       | $11527382.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $492.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $209648639.00      | $95713308.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $3491510.00        | $345687.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $767.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $24340992.00       | $23915943.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $785.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $2398288.00        | $368705.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $64378112.00       | $58283658.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $2072041.00        | $1438814.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1006.00           | $815.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $4263642.00        | $241912.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1295000.00        | $351858.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $248000.00         | $89090.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1024.00           | $627.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $21123712.00       | $17896711.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $24.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $14002350.00       | $1175051.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.6751%  | N/A     | $345705395.00      | $341284735.32      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $132490500.00      | $72223263.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $102999900.00      | $79085855.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 3.7880%  | N/A     | $1143300.00        | $1147960.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $91110700.00       | $86196873.16       | U.S. Treasuries (including strips)        |

### Security 183: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DL2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $27171961.00       | $12880526.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $123000.00         | $72501.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $41052937.00       | $36085889.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $19292890.00       | $17266204.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $867.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $333.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $17089895.00       | $13031264.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $2048.00           | $1356.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $11456928.00       | $8476630.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $2994750.00        | $2186596.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $4346.00           | $635.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $27169.00          | $21285.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $1007.00           | $150.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $20929334.00       | $15014042.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $8593917.00        | $1354741.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $17137295.00       | $12160268.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $14971627.00       | $15447556.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $25273.00          | $955.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $874.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $492.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.7121%  | N/A     | $27503699.00       | $22637675.10       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $8018529.00        | $5576648.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1040.00           | $947.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $406048.00         | $251220.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $786132.00         | $195672.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1137168.00        | $1010835.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $10471744.00       | $8417526.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2604.00           | $2723.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2760.00           | $2875.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $68769.00          | $843.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $73238.00          | $47325.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $669.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3067771.00        | $2530895.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $48556.00          | $1528.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2000.00           | $2026.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $11318.00          | $803.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $7082.00           | $123.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $2000.00           | $1277.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $6107.00           | $15.56             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.0000%  | N/A     | $8060000.00        | $3811365.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $10630180.00       | $9597904.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $9543883.00        | $8639879.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $770.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.7621%  | N/A     | $139300000.00      | $97387168.59       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6498000.00        | $4410090.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $3976140.00        | $2865433.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $119351.00         | $84770.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $10602597.00       | $7650518.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $8286756.00        | $6357177.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $37599.00          | $26505.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 3.5000%  | N/A     | $22666.00          | $12459.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3759078.00        | $1979815.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2063.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1184526.00        | $877533.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1630.00           | $1352.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $367.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $8439808.00        | $6938854.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $170268.00         | $154380.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $377.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $61997000.00       | $17737212.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $309209.00         | $190773.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $18412544.00       | $11947542.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $5344347.00        | $5353490.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $39743840.00       | $37761876.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $61939782.00       | $59346985.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $27282.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $14630816.00       | $8995772.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0121%  | N/A     | $19910000.00       | $11257095.99       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $350000.00         | $106056.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1481371.00        | $1122028.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $846.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $601.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $65.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $626.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $367.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $450856.00         | $32042.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $796.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1100.00           | $724.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $25355296.00       | $5908055.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $82499274.00       | $14070634.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $2000.00           | $1316.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $534.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $301677.00         | $52817.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $11411346.00       | $11105789.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $287.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $632.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $878.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $982.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1001.00           | $996.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $2000.00           | $276.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $702.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $7299470.00        | $6489281.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $10414520.00       | $7737470.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $878.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $358.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $733.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $255.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-12-01      | 3.0000%  | N/A     | $1000.00           | $823.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $2016.00           | $1432.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $912.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $12472688.00       | $12265501.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $998.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $767.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $271.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $719.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $483977.00         | $379831.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $918.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $899.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2040.00           | $1711.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1663500.00        | $1716882.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $465.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1001.00           | $754.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $762.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.0000%  | N/A     | $177942.00         | $24375.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.7621%  | N/A     | $15361140.00       | $14804117.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $539.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $55085433.00       | $9517320.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $8498622.00        | $3383857.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1024.00           | $774.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $745.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $543.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $100000.00         | $74809.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1191535.00        | $1173425.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1237700.00        | $957114.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $90585824.00       | $80332167.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $1006.00           | $149.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $5350013.00        | $4181367.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $680.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $191.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $840.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $242410.00         | $67262.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $655.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $387.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $275976.00         | $258515.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $779.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $471.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1516995.00        | $249099.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2008.00           | $1547.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $27768560.00       | $10339511.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $24265440.00       | $8663502.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $11811471.00       | $8803271.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3176.00           | $2819.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1008.00           | $830.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1081.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $641.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $783.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1000.00           | $973.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $552090.00         | $343325.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $842.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $243.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $883.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $7520512.00        | $6917524.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $123025202.00      | $104895158.05      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 4.7621%  | N/A     | $26335422.00       | $17321213.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1024.00           | $808.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $752.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $375.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $765.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $411.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $7492164.00        | $5331832.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $10372432.00       | $8873122.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1041.00           | $436.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.3621%  | N/A     | $90000000.00       | $40494914.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $8142992.00        | $6917914.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $97.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $910.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $340936.00         | $24767.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1015.00           | $900.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $5061000.00        | $130623.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3072.00           | $2582.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.5000%  | N/A     | $1010.00           | $922.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $30299321.00       | $26454115.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $49997000.00       | $677756.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $888.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1000.00           | $239.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $740999.00         | $202707.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $429.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $809.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $643.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $362.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $2001.00           | $52.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1024.00           | $806.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $7186.00           | $5569.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $12645787.00       | $13060173.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $9565491.00        | $8587924.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1024.00           | $317.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $921.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1011.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $32092456.00       | $6845272.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $55455552.00       | $13024290.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $188000.00         | $33822.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1445300.00        | $1123036.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $1116160.00        | $161575.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $992.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $15002040.00       | $10854924.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $723.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1643480.00        | $1688087.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $39869383.00       | $5314982.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $902.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1001.00           | $753.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $185.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $885.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $92823280.00       | $84452977.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $22645.00          | $3569.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $60179673.00       | $4900669.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $100506400.00      | $8039721.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.6621%  | N/A     | $24175621.00       | $23787445.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.2700%  | N/A     | $158272.00         | $155947.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $278000.00         | $243817.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1008.00           | $936.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $538.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $15604661.00       | $11716975.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $656.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $936761.00         | $708726.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $321000.00         | $291827.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $414.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-25      | 1.2700%  | N/A     | $16456366.00       | $14630215.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $123999.00         | $29290.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $719.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $1000.00           | $401.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $832.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $1000.00           | $406.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1030.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $3015282.00        | $2399953.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $97998.00          | $66982.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $636880.00         | $431424.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $815.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $760.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $265736.00         | $173984.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3265991.00        | $3209301.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1053.00           | $597.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $790.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-25      | 4.6121%  | N/A     | $19819599.00       | $19499034.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1001.00           | $330.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $9152192.00        | $6458430.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1390.00           | $1224.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $719.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $48711.00          | $13018.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $2144.00           | $804.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1036.00           | $247.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $2048.00           | $1435.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2008.00           | $1441.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $205000.00         | $172180.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $18530198.00       | $12969889.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $1000.00           | $785.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.0000%  | N/A     | $38880838.00       | $8535204.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $704.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $601.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $5697008.00        | $5161954.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $245.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $354.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2008.00           | $1626.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $2294937.00        | $1268164.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $673.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2091.00           | $1881.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $7913064.00        | $6295035.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $897.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $613109.00         | $491221.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $85000.00          | $57975.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1307946.00        | $1238238.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $926.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1008.00           | $1023.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $757.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $657.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $18301548.00       | $13680933.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $9506401.00        | $8740326.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $192000.00         | $38641.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $697.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $880.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $982.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $832.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $99000.00          | $27649.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $342059.00         | $219895.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $25516352.00       | $23137635.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $66154041.00       | $61567345.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $808.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $1000.00           | $668.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $12999648.00       | $2182895.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $647.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2484628.00        | $2518603.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $319.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1024.00           | $569.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $84107.00          | $84058.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $802.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $713.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $248.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $69700992.00       | $7445815.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $31797866.00       | $23288550.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3000.00           | $2321.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $11977164.00       | $10882140.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $373.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1019.00           | $814.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $744.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $870.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $35938162.00       | $24987016.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1175.00           | $1109.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $770.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $284.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $12674582.00       | $12224794.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2000.00           | $1274.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $211.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $545.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $15355920.00       | $13887490.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $128.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3385877.00        | $875577.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2699151.00        | $2572127.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $991.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1085.00           | $9.39              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4117464.00        | $3701118.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1393000.00        | $1228009.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $33288320.00       | $26827467.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $524.06            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $25000000.00       | $24887746.69       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $101584500.00      | $49702684.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $22831300.00       | $20507999.27       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 4.6250%  | N/A     | $27570000.00       | $26711236.69       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $37452400.00       | $36156374.76       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $19975000.00       | $16262303.85       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 3.7880%  | N/A     | $2005500.00        | $2013675.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $19492200.00       | $19259135.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $25049900.00       | $17339021.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $49524500.00       | $47624535.52       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $49989600.00       | $40191949.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $56223800.00       | $46000714.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $60979500.00       | $37862508.93       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $49999800.00       | $37274163.33       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $139382200.00      | $72224818.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $7807500.00        | $4256026.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $25115300.00       | $17738226.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $100000000.00      | $60315993.37       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $49966000.00       | $35575487.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $25000000.00       | $22404922.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $796800.00         | $512116.98         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $26896600.00       | $23653001.25       | U.S. Treasuries (including strips)        |

### Security 184: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09DN0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $161937300.00      | $155463187.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $338706700.00      | $334156240.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $379218700.00      | $350687026.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $382465800.00      | $368069982.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $332243000.00      | $321623650.61      | U.S. Treasuries (including strips) |

### Security 185: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09DQ3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $125023300.00      | $124147155.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $118549100.00      | $112617466.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $111892100.00      | $110946348.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $129068700.00      | $129694100.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $109582300.00      | $110258715.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $118338700.00      | $118792609.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $139616200.00      | $138500264.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $138011900.00      | $136230176.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $7456000.00        | $7453182.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 3.8750%  | N/A     | $138499000.00      | $137942813.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $121860400.00      | $122804764.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $36422700.00       | $36590388.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $117193500.00      | $111310506.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $131881200.00      | $132711533.51      | U.S. Treasuries (including strips) |

### Security 186: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09DR1
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $160780100.00      | $154352251.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $204965800.00      | $194329756.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $298592400.00      | $216553235.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $239423600.00      | $213650260.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $36147400.00       | $24820494.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $295294300.00      | $192831292.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $223177700.00      | $215073462.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $268784600.00      | $196670205.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $296430400.00      | $289252395.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $243664800.00      | $189466674.26      | U.S. Treasuries (including strips) |

### Security 187: SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QO005S71
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $548500.00         | $559969.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $2984100.00        | $2945575.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $121700.00         | $121217.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $1094400.00        | $804751.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $5824100.00        | $5224675.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $419400.00         | $418789.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $7884600.00        | $7830043.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $1700.00           | $1714.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $16400200.00       | $15528161.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $4821300.00        | $4628548.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $102111700.00      | $96524097.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $351700.00         | $344315.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $4174100.00        | $2725745.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $2121400.00        | $1739512.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $302200.00         | $300082.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $134987600.00      | $98737300.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $322600.00         | $328188.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $89916300.00       | $54153614.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $60469000.00       | $60700939.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $3063400.00        | $1936416.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $2114300.00        | $2127342.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $99633400.00       | $93702589.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $476800.00         | $438077.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $147704800.00      | $86030750.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $34832500.00       | $35978723.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $75000000.00       | $74629406.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $6566600.00        | $5630033.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $116879400.00      | $103700570.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $2283600.00        | $2168965.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $2579700.00        | $2542146.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $1767600.00        | $1757195.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $2302000.00        | $2377533.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $6084600.00        | $2973570.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $130592100.00      | $129076212.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $685000.00         | $672586.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $112297300.00      | $110079435.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $3019700.00        | $2094974.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $352100.00         | $307508.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $3303900.00        | $2330943.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $1372200.00        | $1391718.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $4657900.00        | $4742956.01        | U.S. Treasuries (including strips) |

### Security 188: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 0QG005BQ6
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2050-10-25      | 5.5000%  | N/A     | $892.86            | $191.31            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.1170%  | N/A     | $375000.00         | $367067.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.5720%  | N/A     | $684821.43         | $690143.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $485446.43         | $491162.88         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-12-25      | 1.6210%  | N/A     | $9169642.86        | $8151067.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-02-25      | 4.5000%  | N/A     | $896.43            | $789.33            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-05-25      | 4.8030%  | N/A     | $2678571.43        | $2640105.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 2.2500%  | N/A     | $94642.86          | $84359.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 1.5000%  | N/A     | $446382.14         | $34566.46          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-15      | 2.5000%  | N/A     | $892.86            | $81.86             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.7800%  | N/A     | $6766388.39        | $6696667.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.7910%  | N/A     | $669642.86         | $679071.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 3.7710%  | N/A     | $1986607.14        | $1897440.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $607142.86         | $601727.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.9030%  | N/A     | $1160714.29        | $1115524.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.0000%  | N/A     | $89285.71          | $12407.51          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2000%  | N/A     | $423214.29         | $415122.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-25      | 4.2500%  | N/A     | $500000.00         | $492175.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 4.5000%  | N/A     | $3864.29           | $3655.23           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.0500%  | N/A     | $397321.43         | $385794.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 2.0000%  | N/A     | $22321.43          | $3075.11           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-11-25      | 3.3470%  | N/A     | $107142.86         | $100432.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.9400%  | N/A     | $2074604.46        | $2121262.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.0500%  | N/A     | $1430655.36        | $1424738.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 6.0000%  | N/A     | $157.14            | $1.24              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0121%  | N/A     | $46171.43          | $23806.03          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-06-25      | 5.5000%  | N/A     | $438387.50         | $225323.15         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-07-25      | 1.8530%  | N/A     | $450892.86         | $399665.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 3.8590%  | N/A     | $7030357.14        | $6970299.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.5630%  | N/A     | $1473214.29        | $1447906.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-25      | 4.4560%  | N/A     | $313709.82         | $314315.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5000%  | N/A     | $1062368.75        | $1018649.74        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-12-25      | 4.5000%  | N/A     | $913.39            | $760.52            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-04-15      | 3.0000%  | N/A     | $404225.00         | $61929.98          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 5.0000%  | N/A     | $1348901.79        | $1171775.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 4.5000%  | N/A     | $22946.43          | $21656.91          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-25      | 5.5000%  | N/A     | $893.75            | $466.14            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 1.0000%  | N/A     | $2314.29           | $1230.99           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 6.0000%  | N/A     | $245535.71         | $9174.62           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 5.5000%  | N/A     | $201191.96         | $12687.38          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-08-25      | 6.0000%  | N/A     | $200550.89         | $8993.69           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-25      | 5.0000%  | N/A     | $862925.00         | $631108.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 2.5000%  | N/A     | $1332142.86        | $133048.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 4.0000%  | N/A     | $892.86            | $49.38             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 4.5000%  | N/A     | $17434951.79       | $14573334.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.5000%  | N/A     | $31331746.43       | $30077160.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $36151230.36       | $33886595.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7451%  | N/A     | $24010598.21       | $23721839.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $13164783.93       | $12197332.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.2751%  | N/A     | $93750000.00       | $51419200.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $3465.18           | $3056.23           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.6251%  | N/A     | $89285714.29       | $48408199.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-08-16      | 2.5000%  | N/A     | $397845.54         | $356642.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $388856.25         | $342964.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $30486607.14       | $29615804.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.7751%  | N/A     | $89285714.29       | $35548468.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $26188901.79       | $22160858.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $20549387.50       | $18064201.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4751%  | N/A     | $89285714.29       | $38806662.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | 4.0395%  | N/A     | $48674299.11       | $15202773.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6251%  | N/A     | $44642857.14       | $31940069.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-04-16      | 2.0000%  | N/A     | $17857.14          | $2909.55           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $20598176.79       | $19329189.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.7500%  | N/A     | $38100000.00       | $37904259.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3251%  | N/A     | $89285714.29       | $49513857.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $14308718.75       | $13825923.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-01-16      | 4.5000%  | N/A     | $30259133.93       | $27810020.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.4271%  | N/A     | $178571428.57      | $31800195.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.3571%  | N/A     | $89285714.29       | $16012012.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $1791.07           | $1216.46           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $12548588.39       | $13301661.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $429108.93         | $407091.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $857866.96         | $756623.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $31906250.00       | $32676871.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $12264285.71       | $12587039.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $118225.00         | $132196.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.7500%  | N/A     | $42857.14          | $7588.97           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $13829246.43       | $12590553.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 5.0000%  | N/A     | $54511521.43       | $43155020.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $548421.43         | $483697.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $44642857.14       | $30366832.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $44642857.14       | $46219533.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $13114557.14       | $11265804.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-04-16      | 3.9915%  | N/A     | $1680650.89        | $1374781.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-06-15      | 6.7500%  | N/A     | $192857.14         | $1148.04           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.6251%  | N/A     | $22321428.57       | $10686297.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $1224488.39        | $1045124.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9251%  | N/A     | $43281140.18       | $25432622.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3351%  | N/A     | $89285714.29       | $51157940.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $15840936.61       | $15527974.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3051%  | N/A     | $89285714.29       | $49495316.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $34569108.04       | $31213789.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.2251%  | N/A     | $89285714.29       | $23884215.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9751%  | N/A     | $22321428.57       | $16724732.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $892.86            | $792.73            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-16      | 4.5000%  | N/A     | $16945231.25       | $15429263.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-16      | 2.9059%  | N/A     | $4999.11           | $5533.54           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9751%  | N/A     | $89285714.29       | $33704010.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.6251%  | N/A     | $17857142.86       | $14460100.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-16      | 4.5000%  | N/A     | $24446157.14       | $21142925.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.4751%  | N/A     | $39892937.50       | $18417169.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $15750000.00       | $12413415.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.9251%  | N/A     | $89285714.29       | $34146896.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0751%  | N/A     | $22321428.57       | $10663608.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7251%  | N/A     | $33931250.00       | $26540045.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.0000%  | N/A     | $28976984.82       | $27083950.60       | Agency Collateralized Mortgage Obligation |

### Security 189: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO002CI5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR          | 2043-02-01      | 3.0000%  | N/A     | $155000000.00      | $25480775.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2054-09-01      | 5.5000%  | N/A     | $17756000.00       | $13442661.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2045-10-01      | 4.0000%  | N/A     | $151447100.00      | $13291662.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2050-12-01      | 2.0000%  | N/A     | $29730700.00       | $15893841.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2042-09-01      | 3.5000%  | N/A     | $214015800.00      | $21015330.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2045-12-01      | 4.0000%  | N/A     | $134341800.00      | $12751219.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-06-01      | 2.0000%  | N/A     | $40000000.00       | $22627393.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2046-11-01      | 3.0000%  | N/A     | $59904600.00       | $12356452.35       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2055-01-01      | 5.0000%  | N/A     | $6280000.00        | $5924594.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2055-02-01      | 5.0000%  | N/A     | $4108000.00        | $3408867.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-09-01      | 2.5000%  | N/A     | $40000000.00       | $24075854.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2045-11-01      | 4.0000%  | N/A     | $84132100.00       | $7651541.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2054-08-01      | 5.5000%  | N/A     | $423000.00         | $395923.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2052-11-01      | 5.0000%  | N/A     | $16947000.00       | $12515932.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2046-12-01      | 3.0000%  | N/A     | $89506400.00       | $20110301.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-02-01      | 2.0000%  | N/A     | $44649000.00       | $25812398.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2053-07-01      | 5.5000%  | N/A     | $14991000.00       | $12185178.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-12-01      | 2.0000%  | N/A     | $39960600.00       | $24319950.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2054-05-01      | 5.5000%  | N/A     | $17651000.00       | $13938454.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2046-09-01      | 3.0000%  | N/A     | $90258200.00       | $15722806.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2050-11-01      | 2.5000%  | N/A     | $50000000.00       | $25218526.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2052-01-01      | 2.5000%  | N/A     | $35556000.00       | $21301570.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2043-01-01      | 3.0000%  | N/A     | $202476800.00      | $38266746.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2050-10-01      | 2.5000%  | N/A     | $60592600.00       | $28343645.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2046-04-01      | 4.0000%  | N/A     | $89115700.00       | $8917860.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-01-01      | 2.5000%  | N/A     | $2159000.00        | $1342738.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-04-01      | 2.0000%  | N/A     | $60012400.00       | $38941707.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-08-01      | 2.5000%  | N/A     | $57347000.00       | $32583436.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-02-01      | 2.0000%  | N/A     | $22646800.00       | $12488719.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-03-01      | 2.0000%  | N/A     | $50831200.00       | $28144891.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2045-06-01      | 3.0000%  | N/A     | $93421700.00       | $19880894.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-02-01      | 2.5000%  | N/A     | $63453600.00       | $38630989.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-12-01      | 0.0000%  | N/A     | $21972000.00       | $16480396.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2045-07-01      | 3.5000%  | N/A     | $134287000.00      | $21258220.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $40000000.00       | $22088853.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-08-01      | 2.5000%  | N/A     | $47924700.00       | $27247928.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2039-12-01      | 4.0000%  | N/A     | $94813100.00       | $3286935.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-07-01      | 2.0000%  | N/A     | $8154200.00        | $4818590.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-07-01      | 2.0000%  | N/A     | $26990400.00       | $14077567.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-04-01      | 2.0000%  | N/A     | $65098100.00       | $40837844.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-09-01      | 2.0000%  | N/A     | $22040500.00       | $10906230.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-10-01      | 2.0000%  | N/A     | $46518800.00       | $26700256.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-01-01      | 2.5000%  | N/A     | $16899100.00       | $10490670.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $2926300.00        | $1536491.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-03-01      | 2.0000%  | N/A     | $20331600.00       | $11169278.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-03-01      | 3.5000%  | N/A     | $12139300.00       | $7488186.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-08-01      | 3.0000%  | N/A     | $89223400.00       | $18088947.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-03-01      | 2.0000%  | N/A     | $11484500.00       | $6055684.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-10-01      | 2.5000%  | N/A     | $4243400.00        | $2515653.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-10-01      | 3.0000%  | N/A     | $129588400.00      | $27958521.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-11-01      | 2.0000%  | N/A     | $60799600.00       | $30366655.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-11-01      | 2.0000%  | N/A     | $51331500.00       | $25446338.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-12-01      | 2.0000%  | N/A     | $65000000.00       | $33627863.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2054-06-01      | 5.5000%  | N/A     | $15155000.00       | $14200908.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-09-01      | 2.0000%  | N/A     | $60184000.00       | $36240951.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-09-01      | 3.0000%  | N/A     | $193155700.00      | $36912052.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-02-01      | 2.0000%  | N/A     | $24662900.00       | $15135635.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2043-08-01      | 3.0000%  | N/A     | $134290600.00      | $24656490.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-12-01      | 2.0000%  | N/A     | $27719000.00       | $14196280.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-02-01      | 3.0000%  | N/A     | $90299400.00       | $17426967.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2053-03-01      | 5.5000%  | N/A     | $29873000.00       | $23284381.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-10-01      | 2.5000%  | N/A     | $70498800.00       | $32574842.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-05-01      | 2.0000%  | N/A     | $6332300.00        | $3967395.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2054-04-01      | 5.5000%  | N/A     | $8679000.00        | $7180968.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-06-01      | 2.0000%  | N/A     | $59469100.00       | $30637062.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-06-01      | 2.5000%  | N/A     | $48727400.00       | $28397781.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-06-01      | 5.0000%  | N/A     | $22421000.00       | $14041564.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-10-01      | 4.5000%  | N/A     | $15201000.00       | $12000040.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2054-06-01      | 5.5000%  | N/A     | $22542000.00       | $20276501.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $43903500.00       | $21826601.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $42859900.00       | $23109787.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-12-01      | 2.0000%  | N/A     | $15205700.00       | $8319538.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-02-01      | 2.0000%  | N/A     | $37293600.00       | $19779173.91       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2042-12-01      | 4.0000%  | N/A     | $190674000.00      | $16564065.84       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-07-01      | 2.0000%  | N/A     | $59599700.00       | $33914712.81       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-10-01      | 2.5000%  | N/A     | $37141900.00       | $24180684.66       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-10-01      | 2.0000%  | N/A     | $23904800.00       | $13563503.91       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-06-01      | 2.0000%  | N/A     | $33388800.00       | $19245549.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M          | 2052-10-20      | 5.0000%  | N/A     | $52048000.00       | $36764888.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M          | 2052-09-20      | 4.5000%  | N/A     | $31282000.00       | $22325537.65       | Agency Mortgage-Backed Securities |

### Security 190: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18QJ4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $154.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $3000.00           | $2010.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $8693.00           | $1400.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $27000.00          | $2288.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 7.5000%  | N/A     | $80000.00          | $380.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.5000%  | N/A     | $10000.00          | $72.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.0000%  | N/A     | $19000.00          | $27.21             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1384.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $147.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $25.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $3000.00           | $77.98             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $100000.00         | $327.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $6000.00           | $405.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $2000.00           | $15.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1235.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $14667.00          | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 2.5000%  | N/A     | $5000.00           | $35.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.5000%  | N/A     | $20750.00          | $224.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $4400.00           | $51.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6000.00           | $18.13             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $3000.00           | $716.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $20000.00          | $2082.91           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $2750.00           | $1.23              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $18000.00          | $104.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $12574.15          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $13000.00          | $393.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $129.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $80000.00          | $882.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 7.0000%  | N/A     | $55000.00          | $30.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $10000.00          | $133.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $16000.00          | $23.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $27000.00          | $3231.60           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $83.54             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1006.00           | $81.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $16168.00          | $16.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1096.00           | $29.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $70.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4000.00           | $2901.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $24000.00          | $1357.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $670.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $52000.00          | $81.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.5000%  | N/A     | $10000.00          | $27.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $2000.00           | $236.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $25000.00          | $5.65              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $111.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.5000%  | N/A     | $50000.00          | $231.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $5000.00           | $32.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1011.00           | $54.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2167.00           | $327.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $218.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2471.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25000.00          | $318.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $23000.00          | $10359.29          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 6.5000%  | N/A     | $25000.00          | $34.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $3000.00           | $273.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $50000.00          | $603.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.2670%  | N/A     | $85000.00          | $506.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $2000.00           | $264.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6800.00           | $4546.09           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $3000.00           | $124.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.5000%  | N/A     | $2000.00           | $119.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $11000.00          | $409.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $664.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $78000.00          | $403.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $13000.00          | $1045.05           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $49000.00          | $138.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5750.00           | $450.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $15000.00          | $1455.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 7.0000%  | N/A     | $145000.00         | $58.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $72019.00          | $342.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $20000.00          | $41.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.5000%  | N/A     | $7000.00           | $67.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $53000.00          | $3675.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1000.00           | $150.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $25000.00          | $14.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $5000.00           | $276.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 3.0000%  | N/A     | $2000.00           | $293.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $14.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $88000.00          | $681.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $1.64              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.0000%  | N/A     | $15000.00          | $64.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $579.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $680.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.0000%  | N/A     | $6000.00           | $46.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $2500.00           | $2.45              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $258.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1950.00           | $13.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $6000.00           | $444.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $3.94              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $644.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $4000.00           | $274.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 7.0000%  | N/A     | $5000.00           | $1.52              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $2000.00           | $535.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $6000.00           | $513.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $16000.00          | $87.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $476.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 8.5000%  | N/A     | $215000.00         | $24.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $38.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $20000.00          | $81.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.0000%  | N/A     | $10000.00          | $49.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $20000.00          | $1691.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.0000%  | N/A     | $20000.00          | $154.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $63000.00          | $0.92              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $61.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $2000.00           | $261.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $70000.00          | $180.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $30000.00          | $70.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $33000.00          | $243.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $3334.00           | $57.05             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.5000%  | N/A     | $10000.00          | $62.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $3000.00           | $275.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $55.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $64000.00          | $186.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $136.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 8.5000%  | N/A     | $20000.00          | $11.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $789.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $4000.00           | $169.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2000.00           | $131.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1635.00           | $1083.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $7999.00           | $125.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $175.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $588.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $124.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $3000.00           | $1375.05           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $5000.00           | $1.52              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $5000.00           | $4.65              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $12000.00          | $12.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $45000.00          | $14.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $34400.00          | $99.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $18000.00          | $153.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $5000.00           | $26.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.0000%  | N/A     | $6000.00           | $15.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $15362.00          | $108.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.0000%  | N/A     | $54000.00          | $4.66              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $10000.00          | $57.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $270000.00         | $77.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $3000.00           | $1.40              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $4500.00           | $361.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.5000%  | N/A     | $10000.00          | $121.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $151.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $16.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $60000.00          | $3.91              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $3000.00           | $57.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $14000.00          | $446.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $15000.00          | $91.47             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $13000.00          | $23.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $28000.00          | $1176.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1438.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $9000.00           | $55.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.5000%  | N/A     | $5000.00           | $63.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 8.0000%  | N/A     | $285000.00         | $2.88              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.5000%  | N/A     | $13770.00          | $120.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $4000.00           | $287.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $6500.00           | $498.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $3000.00           | $215.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $4000.00           | $573.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $165000.00         | $121.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $311.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $4000.00           | $292.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $4000.00           | $397.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $232.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $34000.00          | $6448.51           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $411.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $668.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $115.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $40000.00          | $133.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $4246.00           | $526.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $71.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $5000.00           | $1.87              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $2077.00           | $95.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.0000%  | N/A     | $2000.00           | $276.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2021.00           | $144.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2000.00           | $199.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $133.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $197.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.5000%  | N/A     | $425000.00         | $232.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.0000%  | N/A     | $5861.00           | $42.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $8000.00           | $554.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-06-15      | 8.0000%  | N/A     | $6000.00           | $0.01              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $28000.00          | $155.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.0000%  | N/A     | $80000.00          | $139.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $25000.00          | $36.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $36668.00          | $26.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $54.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $6000.00           | $493.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $7000.00           | $25.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $12000.00          | $44.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1034.00           | $34.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.0000%  | N/A     | $12000.00          | $49.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $2000.00           | $371.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $36000.00          | $132.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $5000.00           | $38.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $112.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.0000%  | N/A     | $10000.00          | $10.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $3000.00           | $367.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $9000.00           | $26.21             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $10000.00          | $86.05             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 6.2040%  | N/A     | $50000.00          | $7301.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $7000.00           | $3.14              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $193.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2540.00           | $1308.91           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $70000.00          | $56.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $13040.00          | $43.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $5000.00           | $77.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $3000.00           | $102.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.0000%  | N/A     | $10000.00          | $90.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $1200.00           | $629.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.5000%  | N/A     | $497000.00         | $2644.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $5000.00           | $323.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $123.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $5000.00           | $484.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $8000.00           | $14.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2006.00           | $135.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $1129.00           | $39.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $1000.00           | $27.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $100.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $768000.00         | $524.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $60000.00          | $23.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $17000.00          | $1214.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $13000.00          | $38.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5000%  | N/A     | $100000.00         | $109.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $4000.00           | $403.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1000.00           | $86.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $81.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $3500.00           | $213.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1000.00           | $11.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $105.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $61000.00          | $753.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $60000.00          | $1968.60           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4750.00           | $287.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $4000.00           | $83.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $18342.00          | $98.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.0000%  | N/A     | $2000.00           | $139.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $630.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $9973.00           | $1676.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $3300.00           | $297.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $126.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $22000.00          | $40.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.5000%  | N/A     | $44000.00          | $70.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $417.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.0000%  | N/A     | $25000.00          | $86.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $10000.00          | $60.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $3000.00           | $423.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $17000.00          | $75.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $119000.00         | $108.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $60000.00          | $109.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 3.0000%  | N/A     | $1000.00           | $9.97              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $5000.00           | $2.22              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $553.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $25000.00          | $664.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 7.0000%  | N/A     | $5000.00           | $1.83              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.0000%  | N/A     | $5000.00           | $42.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.0000%  | N/A     | $3680.00           | $143.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $32000.00          | $30.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5333.00           | $101.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $276.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $27874.00          | $2737.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $57000.00          | $52.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $6000.00           | $391.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $33000.00          | $207.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $105.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0000%  | N/A     | $80667.00          | $345.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $24508.00          | $114.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $3000.00           | $188.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.5000%  | N/A     | $445000.00         | $127.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $370000.00         | $220.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 6.5000%  | N/A     | $25000.00          | $5.07              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $71.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $8000.00           | $47.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $38000.00          | $231.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $10000.00          | $90.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $99990.00          | $191.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 7.0000%  | N/A     | $5000.00           | $1.85              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.5000%  | N/A     | $75000.00          | $57.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $6000.00           | $681.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $65000.00          | $23.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $77.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 8.0000%  | N/A     | $100000.00         | $849.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $12000.00          | $655.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.5000%  | N/A     | $15000.00          | $7.34              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $4000.00           | $425.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $20000.00          | $36.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $98.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $19000.00          | $100.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $15000.00          | $114.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $163.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $68.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $4000.00           | $37.60             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $74.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.5000%  | N/A     | $50000.00          | $6.69              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4314.00           | $304.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $6000.00           | $439.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $40000.00          | $35.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.5000%  | N/A     | $49000.00          | $22.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $15000.00          | $2.87              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 7.0000%  | N/A     | $10000.00          | $0.49              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $10465.00          | $942.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $3000.00           | $256.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.5000%  | N/A     | $15000.00          | $2.92              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $10000.00          | $152.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $148.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $82.46             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 6.1020%  | N/A     | $90000.00          | $8525.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $12500.00          | $40.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $9000.00           | $366.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $4000.00           | $0.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $547.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $267.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $5000.00           | $181.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $25000.00          | $4.76              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $65000.00          | $59.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $3000.00           | $251.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $45000.00          | $374.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.5000%  | N/A     | $1000.00           | $2.56              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $10000.00          | $41.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $75000.00          | $33.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $35.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $51000.00          | $47.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $15000.00          | $66.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $34000.00          | $47.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0000%  | N/A     | $13000.00          | $77.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $3000.00           | $327.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $3000.00           | $439.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $23000.00          | $3240.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 6.1530%  | N/A     | $80000.00          | $12800.91          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $18256.00          | $1190.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $28.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 7.0000%  | N/A     | $6000.00           | $2.82              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $53500.00          | $468.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $188.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $810.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $3000.00           | $1975.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $246.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $13000.00          | $106.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $3000.00           | $169.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $380.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $14000.00          | $1023.09           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 6.5000%  | N/A     | $155000.00         | $282.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $274.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $494.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $4071.00           | $184.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $3000.00           | $287.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $5250.00           | $543.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 5.4060%  | N/A     | $50000.00          | $10550.81          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $67.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2666.00           | $193.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $3000.00           | $131.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $28750.00          | $46.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.5000%  | N/A     | $15000.00          | $8.51              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $162.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $65977.00          | $382.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 7.0000%  | N/A     | $31000.00          | $21.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $7000.00           | $164.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $3000.00           | $172.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $77.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $3000.00           | $1.03              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $48000.00          | $220.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000.00           | $82.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $19000.00          | $163.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 6.0000%  | N/A     | $25000.00          | $38.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $35000.00          | $3.41              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $25000.00          | $6.12              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $196.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $10000.00          | $3.28              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $9500.00           | $529.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $22000.00          | $164.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $315.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $18334.00          | $189.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $2000.00           | $163.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 6.0630%  | N/A     | $50000.00          | $13434.71          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $2250.00           | $0.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $15000.00          | $67.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $81.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $8500.00           | $41.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $3000.00           | $657.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $1074.00           | $2.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $20715.00          | $25.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1535.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $3000.00           | $45.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2000.00           | $5.78              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $5535.00           | $7.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.5000%  | N/A     | $100000.00         | $0.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $80333.00          | $652.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 7.5000%  | N/A     | $26000.00          | $1.59              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $10000.00          | $3.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $10000.00          | $48.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.5000%  | N/A     | $8000.00           | $16.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $6000.00           | $44.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $1000.00           | $85.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $58.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $12500.00          | $1002.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.1990%  | N/A     | $150000.00         | $291.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $63000.00          | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $55455.00          | $67.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $35.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $17023.00          | $35.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 6.5000%  | N/A     | $25000.00          | $299.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $18000.00          | $32.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $6000.00           | $36.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $92458.00          | $607.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $78000.00          | $333.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $2000.00           | $53.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $2000.00           | $19.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $14000.00          | $114.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $10000.00          | $44.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3000.00           | $158.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $145.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $4666.00           | $304.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1004.00           | $186.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $5000.00           | $8.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $3000.00           | $17.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 7.0000%  | N/A     | $201290.00         | $115.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $14999.00          | $576.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $105000.00         | $273.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $3500.00           | $265.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $21.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $19.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $16907.00          | $69.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $11000.00          | $32.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $225.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $15000.00          | $18.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $78000.00          | $173.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $3333.00           | $320.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $1000.00           | $28.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $2750.00           | $19.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $361.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $18000.00          | $1110.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $3667.00           | $30.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $8.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $52000.00          | $117.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $42000.00          | $41.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.5000%  | N/A     | $9000.00           | $158.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $3000.00           | $22.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $14001.00          | $87.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $368.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $702.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 3.5000%  | N/A     | $7000.00           | $2.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $46.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2139.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $158.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $18000.00          | $79.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $29000.00          | $20635.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $46.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $25000.00          | $96.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $1000.00           | $216.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $3000.00           | $1737.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.5000%  | N/A     | $57000.00          | $310.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $4000.00           | $611.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $2750.00           | $235.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $6000.00           | $594.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $15000.00          | $36.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $29000.00          | $303.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $40000.00          | $226.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $235.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $22779.00          | $194.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $10000.00          | $42.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $833.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $44.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $693.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $87.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $41000.00          | $2081.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $6000.00           | $60.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $2933.00           | $1.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $3.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $8000.00           | $651.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $526.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $3000.00           | $26.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $37000.00          | $227.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $136.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $49.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $24.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $12000.00          | $781.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $3800.00           | $1134.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $4412.00           | $29.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $15000.00          | $6.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $3667.00           | $3.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $4000.00           | $108.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $5000.00           | $11.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1667.00           | $232.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $6250.00           | $28.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $10000.00          | $24.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $3000.00           | $81.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $32732.00          | $14.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4500.00           | $104.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $15000.00          | $15.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $35445.00          | $217.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $68000.00          | $18.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $6000.00           | $3.37              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $5.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $196.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 8.0000%  | N/A     | $7000.00           | $5.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $21000.00          | $81.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $182000.00         | $252.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $5000.00           | $21.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $334.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $208.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $95.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $263.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $198.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $11000.00          | $86.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $58668.00          | $27.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $3.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $175000.00         | $251.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $4000.00           | $89.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2192.00           | $83.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $3202.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $3000.00           | $11.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $10000.00          | $86.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $6000.00           | $0.03              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $60000.00          | $6.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $64.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $48000.00          | $105.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $90500.00          | $525.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $75.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5200.00           | $3838.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5641.00           | $25.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $3000.00           | $118.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $36700.00          | $15.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1000.00           | $80.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $54.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $37000.00          | $1617.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $2000.00           | $21.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $5.03              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $51667.00          | $64.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $31000.00          | $425.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $31000.00          | $218.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2000.00           | $1152.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $15000.00          | $2181.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $6000.00           | $22.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $22500.00          | $646.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2500.00           | $300.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $5000.00           | $543.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $66.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11233.00          | $27.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $3000.00           | $1878.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $20000.00          | $117.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $11000.00          | $374.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6780.00           | $254.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.5000%  | N/A     | $10000.00          | $52.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $724.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $7000.00           | $14.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $53.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $10000.00          | $171.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $3000.00           | $264.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4500.00           | $542.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $19000.00          | $71.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $12093.00          | $25.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $13000.00          | $150.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $26460.00          | $176.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $4500.00           | $544.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $277.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $199.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $42000.00          | $106.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $2000.00           | $22.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $7000.00           | $15.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4000.00           | $261.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $5000.00           | $2184.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $2250000.00        | $3021.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $10000.00          | $5548.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $199231.00         | $264.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $16831.00          | $5.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $8000.00           | $754.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $7000.00           | $81.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $3000.00           | $107.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $14000.00          | $149.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.0000%  | N/A     | $15000.00          | $2.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $4000.00           | $266.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $25201.00          | $19.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.0000%  | N/A     | $14000.00          | $36.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $64611.00          | $411.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $642.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $11000.00          | $445.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $3334.00           | $11.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.0000%  | N/A     | $5000.00           | $17.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $7000.00           | $674.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $11000.00          | $29.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $3454.00           | $41.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $123.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $9000.00           | $43.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $7000.00           | $6.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $8000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1473.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $185000.00         | $15.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3000.00           | $19.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | 7.0000%  | N/A     | $300000.00         | $0.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $28000.00          | $43.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $6000.00           | $38.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $174.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $44707.00          | $137.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $83.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $18667.00          | $122.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.6160%  | N/A     | $20000.00          | $265.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $150.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $1031.00           | $6.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $8.28              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $2000.00           | $168.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $9000.00           | $200.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $189.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $1000.00           | $146.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $15000.00          | $5.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $75000.00          | $1089.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $5.41              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $1003.00           | $196.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $3150.00           | $924.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $1000.00           | $2.97              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $9.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $299.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $98000.00          | $190.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $8000.00           | $286.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $23000.00          | $74.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $40000.00          | $676.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2000.00           | $76.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $977.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $35000.00          | $5516.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $15000.00          | $7.43              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.0000%  | N/A     | $1815.00           | $4.71              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $35000.00          | $175.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $17.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $43.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $10000.00          | $224.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $4000.00           | $6.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $10000.00          | $147.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $5098.00           | $23.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $29500.00          | $27.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $55.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6003.00           | $31.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $1900.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $42000.00          | $30.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $4000.00           | $68.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $8750.00           | $1039.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $5000.00           | $4.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $33.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $9000.00           | $1052.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1243.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $6108.00           | $21.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1000.00           | $108.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $3000.00           | $334.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $17750.00          | $1237.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $251000.00         | $147.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $6000.00           | $50.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.0000%  | N/A     | $15000.00          | $58.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $2000.00           | $101.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4882.00           | $156.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $3000.00           | $606.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 8.0000%  | N/A     | $100000.00         | $64.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $33710.00          | $217.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $200000.00         | $523.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $5000.00           | $32.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $2200.00           | $246.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $8000.00           | $1265.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1667.00           | $274.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $32.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $5000.00           | $2.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $5000.00           | $120.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $3874.00           | $1861.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $28220.00          | $244.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $30.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $11500.00          | $308.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1219.00           | $3.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $9.89              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $3249.00           | $374.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3000.00           | $344.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $15000.00          | $646.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $5000.00           | $175.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $8000.00           | $52.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $10000.00          | $82.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $5000.00           | $19.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $13250.00          | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $2000.00           | $29.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $2896.00           | $0.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $1000.00           | $103.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $0.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.0000%  | N/A     | $60000.00          | $42.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $26000.00          | $659.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $5000.00           | $3.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $2000.00           | $130.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $16000.00          | $841.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $735.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $16000.00          | $129.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $56558.00          | $79.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $25000.00          | $2.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $88.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $10000.00          | $68.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $20079.00          | $177.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $9000.00           | $288.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 6.5000%  | N/A     | $20000.00          | $4.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $360.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $16000.00          | $5.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $9000.00           | $51.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $36435.00          | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $8000.00           | $36.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $13.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $4000.00           | $117.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $1000.00           | $28.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1000.00           | $25.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $12500.00          | $1521.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $2000.00           | $58.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $15.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $30762.00          | $180.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $12333.00          | $23.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $61500.00          | $1838.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $12334.00          | $2.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $2000.00           | $12.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $3000.00           | $132.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $7000.00           | $0.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $15018.00          | $57.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $10000.00          | $4.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.5000%  | N/A     | $3000.00           | $112.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.5000%  | N/A     | $19000.00          | $7.11              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $2000.00           | $14.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $14000.00          | $144.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $5000.00           | $378.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3000.00           | $299.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $20.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $441.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $42000.00          | $300.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $135000.00         | $718.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.8890%  | N/A     | $300000.00         | $3927.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $45054.00          | $271.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $30000.00          | $563.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $45000.00          | $4140.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $70.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 8.0000%  | N/A     | $88142.00          | $37.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $26000.00          | $164.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $26500.00          | $2620.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $27000.00          | $108.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $23676.00          | $21.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $6000.00           | $962.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $21000.00          | $14.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $250.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $50500.00          | $1350.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $2000.00           | $32.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $65000.00          | $114.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $44205.00          | $376.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $19000.00          | $68.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000.00           | $2313.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $8000.00           | $85.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $20000.00          | $783.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $16.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $20000.00          | $145.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 7.5000%  | N/A     | $100000.00         | $23.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $161.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $94.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $241.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000.00           | $0.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $51000.00          | $427.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4509.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $40600.00          | $59.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $2500.00           | $415.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $25000.00          | $120.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $28752.00          | $8.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.5000%  | N/A     | $1000.00           | $0.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $364.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $126.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $11000.00          | $3.47              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $2000.00           | $13.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $18000.00          | $10.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $134000.00         | $103.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $190000.00         | $55.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $616.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $6000.00           | $7.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $10000.00          | $13.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5000%  | N/A     | $30000.00          | $326.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $15000.00          | $216.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $4000.00           | $106.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $16600.00          | $1332.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3000.00           | $2190.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $10000.00          | $162.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $79.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $25.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $12000.00          | $7.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $3220.00           | $181.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $47.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1000.00           | $8.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $4000.00           | $62.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $15000.00          | $47.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $23000.00          | $169.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $10000.00          | $10.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $122.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $302.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $1000.00           | $7.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $10000.00          | $53.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 8.0000%  | N/A     | $47000.00          | $957.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100048.00         | $109.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $20835.00          | $149.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $7000.00           | $37.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.0000%  | N/A     | $1000.00           | $25.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $37.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $20000.00          | $78.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4000.00           | $564.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $9000.00           | $383.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $27.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $106.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $12000.00          | $1233.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 9.0000%  | N/A     | $10000.00          | $15.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $24000.00          | $51.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.5000%  | N/A     | $60000.00          | $5.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $7000.00           | $772.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2000.00           | $153.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $12000.00          | $83.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $4000.00           | $24.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $3000.00           | $24.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $3000.00           | $13.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $5000.00           | $122.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $46000.00          | $68.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $25000.00          | $3.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $76.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $7333.00           | $0.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $55000.00          | $96.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $1528.00           | $8.49              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $561.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $1000.00           | $90.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $85000.00          | $3641.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5000%  | N/A     | $2000.00           | $23.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $51000.00          | $102.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $52000.00          | $103.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $3000.00           | $87.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $461.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $8000.00           | $156.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $14500.00          | $214.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $1000.00           | $287.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $10.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $13000.00          | $68.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $8000.00           | $5.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $60000.00          | $33.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.0000%  | N/A     | $1000.00           | $194.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.0000%  | N/A     | $4000.00           | $104.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $15000.00          | $5.91              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.5000%  | N/A     | $7000.00           | $73.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $66032.00          | $268.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $15000.00          | $185.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $60688.00          | $171.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1118.00           | $104.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1667.00           | $45.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $23500.00          | $700.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $53.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2000.00           | $64.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1100.00           | $143.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $50000.00          | $70.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $11000.00          | $23.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 8.5000%  | N/A     | $124391.00         | $20.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $8000.00           | $63.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.5000%  | N/A     | $2500.00           | $11.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 7.0000%  | N/A     | $25000.00          | $8.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $8000.00           | $12.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7500.00           | $904.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $14500.00          | $62.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $15000.00          | $238.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $7000.00           | $1256.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $359.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $100000.00         | $349.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $20000.00          | $116.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $7100.00           | $736.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $1000.00           | $4.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $2000.00           | $259.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $3000.00           | $211.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $15000.00          | $62.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $2000.00           | $110.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $7750.00           | $756.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $10000.00          | $62.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $3000.00           | $89.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $5.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $516.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $4000.00           | $449.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2000.00           | $59.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5000.00           | $581.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $5000.00           | $562.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $9000.00           | $58.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $120000.00         | $311.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $46000.00          | $346.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $2000.00           | $713.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $30000.00          | $149.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $193.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $11000.00          | $883.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6500.00           | $524.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $40000.00          | $18.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $61.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $6150.00           | $697.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $2750.00           | $451.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $20000.00          | $12558.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $14000.00          | $234.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $81.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $24000.00          | $145.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $32000.00          | $155.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $30000.00          | $6.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1362641.00        | $524.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $24000.00          | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $10500.00          | $1278.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $42667.00          | $89.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $18000.00          | $25.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $6000.00           | $720.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2550.00           | $183.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $205.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.5000%  | N/A     | $4000.00           | $197.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $4000.00           | $392.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $10000.00          | $961.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $14000.00          | $50.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $106.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $38.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 4.4940%  | N/A     | $350000.00         | $35.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $546.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $12000.00          | $16.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $89500.00          | $44.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $35399.00          | $70.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $185.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $3000.00           | $216.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $19000.00          | $1795.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $25000.00          | $412.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1188.00           | $91.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $7080.00           | $41.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $238.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $3000.00           | $235.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $76.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $83000.00          | $476.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $30137.00          | $1.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $6000.00           | $201.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4500.00           | $396.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.5000%  | N/A     | $10000.00          | $39.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2000.00           | $180.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $25000.00          | $75.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $4000.00           | $347.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4030.00           | $206.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $15000.00          | $68.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $14667.00          | $2.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $7000.00           | $4091.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $18000.00          | $26.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $127040.00         | $239.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.0000%  | N/A     | $50000.00          | $98.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $156000.00         | $81.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 7.0000%  | N/A     | $15000.00          | $3.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $1000.00           | $27.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2000.00           | $26.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $148.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $3000.00           | $23.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $10000.00          | $86.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $14000.00          | $6.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $1000.00           | $5.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $20000.00          | $60.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $51.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $2000.00           | $62.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3000.00           | $365.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $68.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $43000.00          | $5.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $237670.00         | $63.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $4000.00           | $272.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5000%  | N/A     | $7000.00           | $84.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 7.0000%  | N/A     | $68000.00          | $6.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $238.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.5000%  | N/A     | $50000.00          | $114.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.0000%  | N/A     | $2000.00           | $46.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $48000.00          | $64.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $92000.00          | $25.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $24791.00          | $129.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $201.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $175000.00         | $142.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15188.00          | $41.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $4000.00           | $278.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $157.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $30000.00          | $15.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $19062.00          | $111.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $5000.00           | $0.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $15000.00          | $45.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $6577.00           | $49.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $53000.00          | $463.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $4000.00           | $64.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $30000.00          | $212.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $14000.00          | $19.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $142.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $38000.00          | $223.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $13000.00          | $146.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $75000.00          | $39.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $10500.00          | $1487.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1358.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $629.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $13000.00          | $2479.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $88.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.5000%  | N/A     | $90000.00          | $1408.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $22422.00          | $144.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $12000.00          | $390.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7750.00           | $958.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2000.00           | $216.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $6000.00           | $31.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $26058.00          | $27.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $109.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3072.00           | $109.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $756.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $2000.00           | $92.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $37000.00          | $531.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2994.00           | $1295.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $100000.00         | $108.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $3000.00           | $233.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $61000.00          | $386.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $64.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.0000%  | N/A     | $17000.00          | $2.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2052.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 8.0000%  | N/A     | $37000.00          | $2.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.5000%  | N/A     | $13000.00          | $610.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $42000.00          | $265.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $127001.00         | $36.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $58000.00          | $536.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1000.00           | $21.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $3000.00           | $140.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $50000.00          | $67.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $4000.00           | $600.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $120.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $298.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1200.00           | $785.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3000.00           | $33.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $20000.00          | $116.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.5000%  | N/A     | $25000.00          | $9.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $24000.00          | $217.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4000.00           | $358.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $64.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $3334.00           | $354.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $15000.00          | $229.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.5000%  | N/A     | $149557.00         | $44.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.5000%  | N/A     | $16000.00          | $26.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $31000.00          | $139.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $30734.00          | $80.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $11000.00          | $964.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $87.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6032.00           | $153.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $15000.00          | $135.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $5000.00           | $452.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $23000.00          | $101.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $587.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $45000.00          | $31.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $72000.00          | $123.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $10000.00          | $89.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $54667.00          | $621.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $6.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $18000.00          | $154.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1465.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $52.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $5000.00           | $3.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $35000.00          | $102.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $13000.00          | $7208.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $4991.00           | $10.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $123.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $15000.00          | $79.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10000.00          | $907.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $7000.00           | $754.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $12000.00          | $235.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $391.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $51000.00          | $44.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $34000.00          | $174.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $16000.00          | $60.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $15000.00          | $9.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $184.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5000.00           | $510.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.0000%  | N/A     | $8000.00           | $28.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $6000.00           | $22.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $741.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5000.00           | $533.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $58000.00          | $434.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $3000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $22000.00          | $29.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5600%  | N/A     | $17000.00          | $16197.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2750.00           | $262.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $78000.00          | $394.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $35.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.5000%  | N/A     | $40000.00          | $72.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $25000.00          | $107.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.5000%  | N/A     | $6000.00           | $82.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $14001.00          | $20.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $25000.00          | $118.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $7334.00           | $50.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $158.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $1468.00           | $21.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $2000.00           | $29.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1600.00           | $10.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $4000.00           | $134.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $4000.00           | $78.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $25000.00          | $318.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6000.00           | $85.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $6000.00           | $316.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $38.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $72000.00          | $973.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $35000.00          | $94.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $2312.00           | $126.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $13000.00          | $45.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.5000%  | N/A     | $50000.00          | $175.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $6000.00           | $73.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $42047.00          | $342.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $135000.00         | $330.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6000.00           | $152.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $15000.00          | $91.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1000.00           | $434.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $50000.00          | $7.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $6059.00           | $69.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $4750.00           | $531.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.0000%  | N/A     | $8000.00           | $44.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $6000.00           | $94.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $2000.00           | $77.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $5500.00           | $951.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $7000.00           | $4.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $728.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1000.00           | $4.17              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $25000.00          | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $338.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $217319.00         | $266.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $33208.00          | $319.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $20363.00          | $73.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 8.0000%  | N/A     | $120000.00         | $43.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $165.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5000%  | N/A     | $25000.00          | $1224.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $69000.00          | $505.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7650.00           | $66.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $39.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 8.0000%  | N/A     | $136000.00         | $21.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $107000.00         | $260.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $87004.00          | $340.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $79500.00          | $781.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $50000.00          | $69.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000.00           | $2986.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $4000.00           | $705.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $138.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $20000.00          | $52.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $218.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $7.48              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $92.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $166.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $90100.00          | $37.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $131.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $48.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22000.00          | $1611.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $252.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $9500.00           | $1695.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $16000.00          | $10622.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $16000.00          | $26.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 5.0000%  | N/A     | $12984.00          | $66.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $11000.00          | $1332.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.0000%  | N/A     | $10000.00          | $12.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $6253.00           | $51.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10900.00          | $7746.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2000.00           | $120.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $176.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1000.00           | $17.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $517.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $60.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $6672.00           | $38.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.5000%  | N/A     | $12000.00          | $0.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $56.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $12000.00          | $999.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $370000.00         | $2174.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $16.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $188.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $55.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49000.00          | $325.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $22000.00          | $182.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1000.00           | $2.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $58.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $10000.00          | $96.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 2.5000%  | N/A     | $1000.00           | $6.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $83000.00          | $441.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1000.00           | $151.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $184.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $2500.00           | $787.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $2800.00           | $24.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2699.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $50000.00          | $86.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $451.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $72.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $201.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $30000.00          | $195.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $9000.00           | $336.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $1000.00           | $14.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $44000.00          | $24.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $5000.00           | $3.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $25000.00          | $121.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $89000.00          | $964.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $3000.00           | $9.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5000.00           | $556.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.1700%  | N/A     | $20000.00          | $16915.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $109.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0000%  | N/A     | $99000.00          | $1935.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 5.5000%  | N/A     | $54000.00          | $428.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $249.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1334.00           | $110.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $39000.00          | $58.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $30.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $29000.00          | $176.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49943.00          | $131.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $247000.00         | $100.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $70000.00          | $94.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $26.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $10000.00          | $5.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $14000.00          | $6.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $5000.00           | $109.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1994.00           | $0.07              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.0000%  | N/A     | $125000.00         | $82.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $34440.00          | $23.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $24.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $5000.00           | $165.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1500.00           | $221.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $30000.00          | $454.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1000.00           | $103.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $8000.00           | $90.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $6000.00           | $241.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $255000.00         | $324.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $6.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $87.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $60000.00          | $2069.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $4000.00           | $483.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $14000.00          | $24.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3000.00           | $284.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $32000.00          | $313.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.5000%  | N/A     | $7000.00           | $43.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $7750.00           | $687.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3750.00           | $443.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $710.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $2500.00           | $1.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $75000.00          | $167.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $28000.00          | $9.43              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $277.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $4500.00           | $361.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $222.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2015.00           | $165.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $6004.00           | $2.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $2000.00           | $180.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $7000.00           | $53.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $6.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $5000.00           | $620.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $714.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.5000%  | N/A     | $8000.00           | $25.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $19686.00          | $170.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $70.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $6000.00           | $1036.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $84000.00          | $438.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $9000.00           | $480.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $91.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $65000.00          | $135.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $4420.00           | $3.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $23000.00          | $10.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $21000.00          | $42.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $14000.00          | $8175.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $1000.00           | $14.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $15000.00          | $222.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $308870.00         | $1195.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $4000.00           | $29.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $40002.00          | $87.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $71626.00          | $57.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $39000.00          | $288.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3000.00           | $418.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $901.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $40000.00          | $781.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 7.0000%  | N/A     | $73296.00          | $8.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $38000.00          | $324.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $35000.00          | $22.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $21500.00          | $894.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $2000.00           | $237.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $6100.00           | $673.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $3000.00           | $2108.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4000.00           | $371.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $148325.00         | $142.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $500000.00         | $510.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $5000.00           | $450.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $24000.00          | $80.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $80.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $25.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $7000.00           | $54.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $8000.00           | $40.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $21.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $7750.00           | $518.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $10000.00          | $17.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $12000.00          | $33.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $8667.00           | $412.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $20000.00          | $115.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $170000.00         | $70.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1667.00           | $65.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3000.00           | $20.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $6000.00           | $351.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $91000.00          | $224.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $8032.00           | $55.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $79830.00          | $455.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $8000.00           | $63.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $3000.00           | $66.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $8000.00           | $91.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $13000.00          | $3.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $283.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2311.00           | $113.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29000.00          | $107.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $283.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $4000.00           | $237.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1001.00           | $90.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19500.00          | $234.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.5000%  | N/A     | $30000.00          | $10.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $22000.00          | $176.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $37000.00          | $226.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $130.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $5000.00           | $38.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $16000.00          | $21.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $30000.00          | $21.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3000.00           | $464.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $31000.00          | $32.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $5.78              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $5000.00           | $2.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $17500.00          | $933.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $24500.00          | $2777.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $10000.00          | $60.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $4000.00           | $111.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $23000.00          | $50.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $11000.00          | $496.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1900.00           | $928.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $1112.00           | $8.69              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2750.00           | $444.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $301.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1500.00           | $147.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $15000.00          | $86.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $3000.00           | $189.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $72000.00          | $8.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $36740.00          | $299.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $183.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3000.00           | $112.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $1.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3000.00           | $244.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $46.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 6.0000%  | N/A     | $130416.00         | $804.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1334.00           | $98.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $4500.00           | $115.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $109.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6500.00           | $390.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $11000.00          | $99.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $63.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $120000.00         | $798.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5000%  | N/A     | $59000.00          | $248.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3000.00           | $32.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $16667.00          | $37.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $522.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $36.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $5000.00           | $107.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $65.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $10000.00          | $697.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $1000.00           | $1.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $4500.00           | $29.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $81.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $40000.00          | $298.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $30.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3100.00           | $326.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $89000.00          | $128.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $142.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $5000.00           | $636.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $367336.00         | $72.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $109000.00         | $133.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $25070.00          | $201.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $90333.00          | $41.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $142.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.0000%  | N/A     | $15000.00          | $11.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $170.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $4000.00           | $77.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $4750.00           | $417.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2000.00           | $10.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $54.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $29000.00          | $207.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $3000.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $5000.00           | $3.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $15000.00          | $143.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9600.00           | $7209.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $50000.00          | $290.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $45000.00          | $33.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $67.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $40000.00          | $195.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 7.0000%  | N/A     | $26000.00          | $221.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $35098.00          | $516.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $112450.00         | $1701.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $56000.00          | $0.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $181542.00         | $2324.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $26000.00          | $313.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 7.5000%  | N/A     | $70000.00          | $35.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $35667.00          | $361.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $201000.00         | $177.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $50000.00          | $89.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $143000.00         | $356.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $750064.00         | $628.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $450000.00         | $64.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | 3.5000%  | N/A     | $10000.00          | $146.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $74000.00          | $926.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $40000.00          | $1049.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $13000.00          | $193.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $203.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $45000.00          | $452.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.5000%  | N/A     | $50000.00          | $1.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $100000.00         | $1.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 7.0000%  | N/A     | $92000.00          | $910.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $98468.00          | $1007.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | 5.5000%  | N/A     | $52728.00          | $970.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $10000.00          | $2017.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $250000.00         | $243.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $400000.00         | $400.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $37000.00          | $19.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $25000.00          | $80.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $53000.00          | $325.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $194.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $119282.00         | $221.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $45000.00          | $197.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.0000%  | N/A     | $106750.00         | $1288.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $620.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $90500.00          | $1056.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.2500%  | N/A     | $30000.00          | $20.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $36000.00          | $733.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $679680.00         | $1899.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.5000%  | N/A     | $88316.00          | $1107.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.0000%  | N/A     | $27000.00          | $2482.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $120000.00         | $70.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $312252.00         | $220.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $207901.00         | $182.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $198.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $160000.00         | $1.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 5.6250%  | N/A     | $1000000.00        | $896.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $413000.00         | $427.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 7.5000%  | N/A     | $1232000.00        | $1238.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $50005.00          | $295.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $55860.00          | $669.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $355829.00         | $2967.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $11000.00          | $248.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45507.00          | $156.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.5000%  | N/A     | $55000.00          | $110.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125150.00         | $1247.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $85000.00          | $906.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $45000.00          | $307.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.5000%  | N/A     | $46000.00          | $620.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 8.5000%  | N/A     | $34000.00          | $1.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.5000%  | N/A     | $412491.00         | $170.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $120127.00         | $551.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $40000.00          | $65.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $9.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $163000.00         | $4307.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.0000%  | N/A     | $844616.00         | $1711.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $36000.00          | $1261.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $51000.00          | $130.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 8.0000%  | N/A     | $40000.00          | $36.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $30000.00          | $137.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.0000%  | N/A     | $218918.00         | $2155.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1142000.00        | $2784.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 8.0000%  | N/A     | $25000.00          | $11.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $399500.00         | $193.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $98000.00          | $1999.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $94759.00          | $1326.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 8.0000%  | N/A     | $45000.00          | $106.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $25000.00          | $162.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $76.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $125000.00         | $236.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $31500.00          | $616.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $142831.00         | $1481.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.0000%  | N/A     | $114000.00         | $1613.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $105333.00         | $230.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $84000.00          | $936.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $106523.00         | $274.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $60651.00          | $204.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $716136.00         | $0.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.0000%  | N/A     | $43000.00          | $373.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $121.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $1683772.00        | $277366.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $132893.00         | $1975.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.5000%  | N/A     | $326666.00         | $33.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $7500.00           | $119.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $40000.00          | $75.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.0000%  | N/A     | $159725.00         | $31.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $696.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $771.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.7500%  | N/A     | $50000.00          | $244.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $43000.00          | $172.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $35000.00          | $6.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $45629.00          | $1355.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $33120.00          | $13.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $15000.00          | $1003.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $57715.00          | $1733.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $60000.00          | $464.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $95000.00          | $48.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $36916.00          | $189.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $119000.00         | $3743.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $175000.00         | $233.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $29000.00          | $14.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.5000%  | N/A     | $1222071.00        | $893.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 5.5000%  | N/A     | $6650.00           | $662.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.0000%  | N/A     | $169500.00         | $586.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $249.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $25000.00          | $24.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 5.5000%  | N/A     | $114500.00         | $817.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $40650.00          | $39.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 7.0000%  | N/A     | $105000.00         | $856.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $100000.00         | $1238.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $115000.00         | $624.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 6.5000%  | N/A     | $565000.00         | $235.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $10000.00          | $27.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.0000%  | N/A     | $49000.00          | $0.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $25891.00          | $389.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $27997.00          | $59.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $857448.00         | $826.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 6.0000%  | N/A     | $80200.00          | $1496.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.0000%  | N/A     | $40000.00          | $358.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $354300.00         | $9.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $50000.00          | $125.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 8.0000%  | N/A     | $120000.00         | $1785.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $32000.00          | $188.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $45000.00          | $270.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 7.0000%  | N/A     | $25000.00          | $236.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 7.0000%  | N/A     | $10000.00          | $372.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $1042308.00        | $885.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $73500.00          | $848.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $165000.00         | $151.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 4.5000%  | N/A     | $32057.00          | $200.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $110000.00         | $574.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $42000.00          | $5474.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $153745.00         | $449.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 6.0000%  | N/A     | $30000.00          | $781.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 6.0000%  | N/A     | $50000.00          | $610.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $77000.00          | $11.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $27.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $30000.00          | $44.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $75000.00          | $199.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $65.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $116999.00         | $1127.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.5000%  | N/A     | $9800.00           | $684.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $75000.00          | $507.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $115.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.5000%  | N/A     | $239377.00         | $408.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $60000.00          | $543.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $50000.00          | $418.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 7.0000%  | N/A     | $12000.00          | $52.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.0000%  | N/A     | $20000.00          | $1453.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $132.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $27002.00          | $445.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $81874.00          | $1469.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $98.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 3.5000%  | N/A     | $43000.00          | $1205.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1000.00           | $533.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $115000.00         | $2011.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $773319.00         | $476.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $27000.00          | $659.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $1452397.00        | $3.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $75000.00          | $637.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $154000.00         | $115.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $12500.00          | $320.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $25028.00          | $1712.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 6.0000%  | N/A     | $35000.00          | $505.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $486464.00         | $548.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $117000.00         | $196.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $61667.00          | $730.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.0000%  | N/A     | $224605.00         | $2338.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $63853.00          | $23.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $25000.00          | $399.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $288.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $71.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 4.5000%  | N/A     | $46431.00          | $841.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $54554.00          | $728.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $30000.00          | $672.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $165619.00         | $50.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $90746.00          | $744.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $32.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $162000.00         | $1373.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50054.00          | $768.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $157.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | 7.5000%  | N/A     | $29195.00          | $0.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.5000%  | N/A     | $100000.00         | $1463.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $50012.00          | $33.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1762667.00        | $532.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $25000.00          | $424.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $80000.00          | $1242.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $32085.00          | $685.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $4667.00           | $19.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $75000.00          | $1164.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $50171.00          | $22.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $280041.00         | $2665.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50084.00          | $1921.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $122000.00         | $603.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $53000.00          | $67.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $33983.00          | $409.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $86000.00          | $300.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $55000.00          | $9.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.0000%  | N/A     | $80000.00          | $789.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $197950.00         | $2764.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $26195.00          | $186.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $543500.00         | $1407.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.2500%  | N/A     | $125000.00         | $86.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $60110.00          | $1856.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $228500.00         | $2606.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $10000.00          | $431.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $77.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $434500.00         | $345.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $115000.00         | $124.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 7.0000%  | N/A     | $16250.00          | $100.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.0000%  | N/A     | $672500.00         | $8706.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $25000.00          | $157.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $25736.00          | $0.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $22000.00          | $1279.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $10000.00          | $585.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $95000.00          | $307.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 5.0000%  | N/A     | $61541.00          | $352.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $70000.00          | $22.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $35000.00          | $1853.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $28604.00          | $39.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 7.5000%  | N/A     | $280055.00         | $125.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.0000%  | N/A     | $423466.00         | $308.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $235000.00         | $1251.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $57000.00          | $24.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $224.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $37000.00          | $8.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $50000.00          | $24.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $41339.00          | $139.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $48540.00          | $214.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $60000.00          | $233.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $69250.00          | $2655.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50350.00          | $277.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $162500.00         | $11.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $236250.00         | $2561.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $99000.00          | $58.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $50000.00          | $63.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $127000.00         | $1612.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $26000.00          | $20.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $25000.00          | $1.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $86083.00          | $992.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $629000.00         | $292.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $67242.00          | $917.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $1123999.00        | $318.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $137500.00         | $1848.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $30000.00          | $183.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $45000.00          | $440.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $25000.00          | $438.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $181.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $46666.00          | $28.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $95000.00          | $862.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | 5.0000%  | N/A     | $26600.00          | $2161.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $180000.00         | $71.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $85000.00          | $197.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25000.00          | $56.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $115100.00         | $1292.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $32000.00          | $224.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $50000.00          | $560.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $50000.00          | $1371.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $77000.00          | $528.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $15000.00          | $5118.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $35000.00          | $29.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $92000.00          | $778.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $330500.00         | $15.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $55000.00          | $580.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $431250.00         | $1221.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $11000.00          | $236.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $25000.00          | $87.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $9.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $17000.00          | $750.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $18.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30041.00          | $36.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $62500.00          | $954.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $78000.00          | $814.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $73000.00          | $424.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $25000.00          | $756.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $94073.00          | $676.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $458.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $35000.00          | $398.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $70091.00          | $903.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $25000.00          | $49.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $198000.00         | $1607.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $130050.00         | $190.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $50000.00          | $465.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $145000.00         | $3228.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $150000.00         | $137.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $566000.00         | $158.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $8667.00           | $291.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $16.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 4.5000%  | N/A     | $75000.00          | $1700.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $91043.00          | $277.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $83000.00          | $649.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $60006.00          | $452.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $26179.00          | $279.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $391985.00         | $443.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $25000.00          | $263.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $371162.00         | $178.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.5000%  | N/A     | $255500.00         | $94.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $680000.00         | $23.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 6.5000%  | N/A     | $88051.00          | $93.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.0000%  | N/A     | $50000.00          | $525.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $70000.00          | $24.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $225000.00         | $217.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $30000.00          | $33.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $45000.00          | $148.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $220.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $1597.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $109696.00         | $113.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 7.0000%  | N/A     | $35000.00          | $388.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $25000.00          | $13.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $145000.00         | $117.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $25000.00          | $76.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $42000.00          | $9.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25035.00          | $440.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $81464.00          | $238.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $120000.00         | $163.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $145261.00         | $417.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.5000%  | N/A     | $27500.00          | $353.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $60335.00          | $70.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50000.00          | $323.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $40000.00          | $526.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $100000.00         | $5.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $258000.00         | $257.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $744000.00         | $441.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $290000.00         | $422.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.5000%  | N/A     | $175000.00         | $62.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $50000.00          | $87.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $100000.00         | $289.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $40000.00          | $414.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $573178.00         | $458.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $977319.00         | $2814.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $125000.00         | $75.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $95000.00          | $181.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 7.0000%  | N/A     | $25000.00          | $150.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.5000%  | N/A     | $48694.00          | $654.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $105000.00         | $1931.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.0000%  | N/A     | $251459.00         | $141.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $135.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 7.0000%  | N/A     | $38000.00          | $448.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.0000%  | N/A     | $199667.00         | $1298.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 8.0000%  | N/A     | $214000.00         | $157.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $109000.00         | $132.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $125000.00         | $45.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $33000.00          | $49.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $34000.00          | $270.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $101000.00         | $875.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.0000%  | N/A     | $89000.00          | $1351.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $60289.00          | $609.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $85000.00          | $166.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $40000.00          | $29.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25281.00          | $731.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $97000.00          | $22.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $45000.00          | $80.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $120000.00         | $229.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $47000.00          | $336.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 7.0000%  | N/A     | $110000.00         | $1001.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $150.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $261000.00         | $363.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $34500.00          | $112.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 8.0000%  | N/A     | $60136.00          | $19.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $130433.00         | $285.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | 6.5000%  | N/A     | $110000.00         | $1.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $25000.00          | $9.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25000.00          | $261.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.0000%  | N/A     | $328691.00         | $337.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $30000.00          | $410.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $10000.00          | $1645.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.5000%  | N/A     | $26000.00          | $291.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.5000%  | N/A     | $25000.00          | $262.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $60000.00          | $594.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 4.0000%  | N/A     | $20803.00          | $1414.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $170000.00         | $2859.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $323730.00         | $1.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $382750.00         | $10.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $207484.00         | $1842.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $243629.00         | $4081.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $201138.00         | $1606.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $12000.00          | $901.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6000.00           | $712.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $30000.00          | $255.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.5000%  | N/A     | $90000.00          | $1268.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 5.5000%  | N/A     | $428789.00         | $1904.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $433.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $182000.00         | $195.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $32000.00          | $2157.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $206000.00         | $1497.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 7.0000%  | N/A     | $171000.00         | $1561.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $15000.00          | $13.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $345000.00         | $222.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $155207.00         | $1549.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $25449.00          | $63.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $45000.00          | $837.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 5.5000%  | N/A     | $45000.00          | $27.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.5000%  | N/A     | $35003.00          | $267.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.5000%  | N/A     | $75000.00          | $858.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $50000.00          | $129.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $141.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $40000.00          | $10.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 5.5000%  | N/A     | $46796.00          | $420.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $42651.00          | $34.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.0000%  | N/A     | $40000.00          | $285.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.5000%  | N/A     | $346000.00         | $150.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 6.5000%  | N/A     | $38000.00          | $7.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $85000.00          | $3209.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 5.5000%  | N/A     | $119000.00         | $809.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.5000%  | N/A     | $305000.00         | $26.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 6.0000%  | N/A     | $50000.00          | $620.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $25000.00          | $361.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $25000.00          | $43.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.0000%  | N/A     | $273051.00         | $2794.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $276.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50153.00          | $89.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $32000.00          | $13.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.0000%  | N/A     | $45000.00          | $354.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $10000.00          | $332.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 6.5000%  | N/A     | $70000.00          | $3.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $125000.00         | $229.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $54000.00          | $165.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $75293.00          | $2200.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $54618.00          | $59.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $34000.00          | $105.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $135000.00         | $3.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 6.5000%  | N/A     | $25667.00          | $87.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $89000.00          | $265.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $35141.00          | $651.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $156.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $40000.00          | $0.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37118.00          | $202.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $107500.00         | $487.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $130218.00         | $1.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $164000.00         | $433.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.5000%  | N/A     | $63000.00          | $646.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $1220000.00        | $265.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $52000.00          | $629.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $102.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $152600.00         | $1695.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $151002.00         | $7.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $47000.00          | $2.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $229297.00         | $2136.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $49000.00          | $215.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $1130643.00        | $161.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $61000.00          | $246.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $368000.00         | $117.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $30000.00          | $222.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 5.5000%  | N/A     | $25000.00          | $17.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.5000%  | N/A     | $100268.00         | $236.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $52000.00          | $212.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $437168.00         | $1026.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $10000.00          | $361.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $207000.00         | $2411.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $1045787.00        | $584.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.0000%  | N/A     | $343500.00         | $579.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $28000.00          | $14.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.5000%  | N/A     | $367187.00         | $143.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $70333.00          | $1052.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $2000.00           | $109.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $30000.00          | $28.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $34000.00          | $93.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $49000.00          | $31.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30000.00          | $89.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 5.5000%  | N/A     | $25724.00          | $83.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $27457.00          | $258.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $35373.00          | $81.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 4.5000%  | N/A     | $15000.00          | $243.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $41084.00          | $165.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25114.00          | $569.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $160108.00         | $1560.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $20000.00          | $509.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $70000.00          | $1354.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $5000.00           | $58.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $171363.00         | $4382.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.0000%  | N/A     | $164192.00         | $2048.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $360000.00         | $41.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $2000.00           | $61.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $102771.00         | $0.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $96000.00          | $108.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $90000.00          | $2145.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $68924.00          | $716.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $9616.00           | $293.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $25000.00          | $519.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $24140.00          | $21.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $33878.00          | $143.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $700000.00         | $58.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $25000.00          | $411.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 6.5000%  | N/A     | $95408.00          | $7.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $105000.00         | $1108.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25360.00          | $189.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $50000.00          | $9.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $63333.00          | $635.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $48334.00          | $561.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $15000.00          | $3983.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $205000.00         | $2404.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $155000.00         | $33.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $238500.00         | $2461.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $37216.00          | $7.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $41158.00          | $65.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $75000.00          | $670.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $116000.00         | $42.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $30000.00          | $16.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $50000.00          | $307.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $251881.00         | $4183.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $262000.00         | $579.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $266667.00         | $2828.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $369366.00         | $981.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $85000.00          | $732.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.5000%  | N/A     | $35000.00          | $295.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $564853.00         | $1316.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $146590.00         | $2212.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $79000.00          | $468.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25000.00          | $398.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $103377.00         | $1774.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $25000.00          | $57.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $529000.00         | $297.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $110682.00         | $538.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $60000.00          | $164.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $82500.00          | $1035.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $65000.00          | $417.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $572000.00         | $1782.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.0000%  | N/A     | $36265.00          | $8.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $127232.00         | $167.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.0000%  | N/A     | $348464.00         | $2521.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.0000%  | N/A     | $44000.00          | $838.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $75000.00          | $17.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $100643.00         | $249.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.0000%  | N/A     | $10000.00          | $7.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $30000.00          | $197.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $25000.00          | $13.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $385000.00         | $46.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 6.5000%  | N/A     | $320000.00         | $81.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $64486.00          | $503.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $0.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $75000.00          | $945.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $1011000.00        | $792.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $305000.00         | $592.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $68374.00          | $701.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 4.5000%  | N/A     | $10000.00          | $349.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 4.5000%  | N/A     | $493500.00         | $3603.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $321553.00         | $474.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $77667.00          | $129.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $51053.00          | $313.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $93077.00          | $180.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $285469.00         | $2951.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $486.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $158547.00         | $67.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $25000.00          | $213.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $11000.00          | $150.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 5.5000%  | N/A     | $27000.00          | $55.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.5000%  | N/A     | $25000.00          | $408.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 7.5000%  | N/A     | $810960.00         | $149.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $15000.00          | $3226.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.5000%  | N/A     | $40680.00          | $378.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $64000.00          | $108.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $107000.00         | $1105.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $40000.00          | $1919.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 7.0000%  | N/A     | $29000.00          | $218.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $45000.00          | $393.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.2500%  | N/A     | $70000.00          | $2720.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $40000.00          | $29.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $15000.00          | $2.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $14000.00          | $151.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $265301.00         | $1088.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $37000.00          | $41.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $30097.00          | $7.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $32000.00          | $25.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $25000.00          | $28.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $32000.00          | $89.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 6.5000%  | N/A     | $50000.00          | $19.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $29000.00          | $95.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $60000.00          | $304.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $298000.00         | $1470.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.5000%  | N/A     | $30000.00          | $125.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $165825.00         | $267.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $26000.00          | $261.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.5000%  | N/A     | $28729.00          | $467.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $110000.00         | $1291.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $7.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $5000.00           | $138.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.5000%  | N/A     | $50000.00          | $472.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $333.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $236508.00         | $2542.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $5000.00           | $46.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $106500.00         | $568.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $44.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $325400.00         | $41.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $14000.00          | $138.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $192332.00         | $65.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $40000.00          | $1684.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $163000.00         | $301.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $12500.00          | $656.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $25000.00          | $263.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $63000.00          | $843.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $180000.00         | $39.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.5000%  | N/A     | $13000.00          | $96.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $203904.00         | $1163.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.5000%  | N/A     | $690000.00         | $165.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $15000.00          | $156.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $25000.00          | $221.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $30000.00          | $42.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.0000%  | N/A     | $25000.00          | $298.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $30000.00          | $530.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.5000%  | N/A     | $114500.00         | $48.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $176.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $311750.00         | $252.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $50000.00          | $170.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $58750.00          | $530.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $36000.00          | $16.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $35121.00          | $93.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $108000.00         | $296.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $65361.00          | $3435.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $45000.00          | $32.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $227000.00         | $177.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $27000.00          | $32.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $1646232.00        | $636.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 6.0000%  | N/A     | $67545.00          | $4812.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.5000%  | N/A     | $100000.00         | $7.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $50111.00          | $196.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $230000.00         | $481.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $76000.00          | $1067.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $330407.00         | $3312.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $25000.00          | $257.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $96000.00          | $630.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30343.00          | $75.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $627520.00         | $452.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $403538.00         | $472.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $51476.00          | $29.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $8500.00           | $368.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.5000%  | N/A     | $25000.00          | $5.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 5.1250%  | N/A     | $503419.00         | $44.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $25000.00          | $273.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $25000.00          | $19.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $1155000.00        | $199.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $1919000.00        | $286.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $210000.00         | $1979.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 6.0000%  | N/A     | $25000.00          | $258.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $123334.00         | $29.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $427000.00         | $1308.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $10000.00          | $120.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $50000.00          | $453.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30000.00          | $294.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.0000%  | N/A     | $140000.00         | $1711.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.0000%  | N/A     | $36000.00          | $16.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.5000%  | N/A     | $49000.00          | $650.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.5000%  | N/A     | $127045.00         | $37.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $51000.00          | $362.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $346500.00         | $979.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.5000%  | N/A     | $25000.00          | $0.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $50000.00          | $776.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $37498.00          | $15.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.5000%  | N/A     | $1856000.00        | $1339.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $42993.00          | $151.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $30000.00          | $1953.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $50000.00          | $519.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $21200.00          | $251.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $102256.00         | $561.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $175000.00         | $887.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $30000.00          | $12.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 2.5000%  | N/A     | $20000.00          | $525.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $25000.00          | $44.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $234353.00         | $244.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $12684.00          | $563.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $106300.00         | $1548.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $240.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $55000.00          | $161.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $145000.00         | $91.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.5000%  | N/A     | $65000.00          | $673.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $221000.00         | $337.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $37365.00          | $142.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $25000.00          | $76.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $36962.00          | $22.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.5000%  | N/A     | $322500.00         | $153.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $225000.00         | $7305.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.0000%  | N/A     | $245000.00         | $2882.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $134000.00         | $733.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | 3.5000%  | N/A     | $25000.00          | $1172.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.0000%  | N/A     | $252080.00         | $2177.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $14500.00          | $2894.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $15000.00          | $128.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25046.00          | $20.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.0000%  | N/A     | $371500.00         | $41.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $15000.00          | $1071.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $390150.00         | $2184.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.5000%  | N/A     | $9770.00           | $45.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $15000.00          | $187.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $42000.00          | $189.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $7000.00           | $533.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $261000.00         | $278.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | 7.5000%  | N/A     | $30000.00          | $13.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 7.0000%  | N/A     | $50000.00          | $910.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $20000.00          | $198.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $65000.00          | $23.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | 6.0000%  | N/A     | $55000.00          | $973.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $117226.00         | $206.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $25000.00          | $143.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 8.0000%  | N/A     | $25000.00          | $23.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $58000.00          | $325.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $400000.00         | $84.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $25524.00          | $169.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $26890.00          | $166.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $42000.00          | $672.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $28500.00          | $104.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $520.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $25000.00          | $236.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10000.00          | $1467.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $82667.00          | $58.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $123273.00         | $3257.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $76000.00          | $65.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $96081.00          | $1326.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $67000.00          | $753.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $315310.00         | $528.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $44.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $75000.00          | $2393.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $145006.00         | $1493.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $150330.00         | $1406.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $287.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $74000.00          | $136.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $47000.00          | $67.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $140000.00         | $512.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.0000%  | N/A     | $50000.00          | $505.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 8.0000%  | N/A     | $32531.00          | $13.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $40000.00          | $327.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $102000.00         | $1139.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 6.0000%  | N/A     | $97000.00          | $1684.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $68000.00          | $2538.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $83395.00          | $3395.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $452189.00         | $299.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $80102.00          | $323.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $40000.00          | $69.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $386.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $50000.00          | $69.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $35000.00          | $818.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.0000%  | N/A     | $106426.00         | $1635.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.0000%  | N/A     | $92000.00          | $1247.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $25000.00          | $5.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $45000.00          | $4.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25321.00          | $125.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $489020.00         | $2.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $15000.00          | $634.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $60000.00          | $240.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $25000.00          | $27.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $161.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $34000.00          | $1308.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $75000.00          | $113.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $225000.00         | $94.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $25000.00          | $848.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $119000.00         | $1202.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $249432.00         | $110.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11000.00          | $5271.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $716.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $227500.00         | $159.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $61565.00          | $1246.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.0000%  | N/A     | $50000.00          | $546.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $31000.00          | $45.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $26720.00          | $37.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $1010000.00        | $795.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.0000%  | N/A     | $32183.00          | $401.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.5000%  | N/A     | $25000.00          | $5185.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $14.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $35000.00          | $310.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.0000%  | N/A     | $238000.00         | $67.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $400000.00         | $3681.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $25000.00          | $707.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.5000%  | N/A     | $66666.00          | $0.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $30000.00          | $332.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $90115.00          | $24.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $25000.00          | $12.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48651.00          | $1770.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $26250.00          | $403.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $33000.00          | $257.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $70000.00          | $1160.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $145020.00         | $275.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $80000.00          | $24.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $200000.00         | $2274.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $108000.00         | $175.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $80093.00          | $1444.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $35000.00          | $490.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $25000.00          | $248.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $302000.00         | $358.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $43000.00          | $335.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $593000.00         | $276.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $12.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $15000.00          | $17.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $305165.00         | $9758.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $772579.00         | $1572.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $75000.00          | $393.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $95000.00          | $17.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.5000%  | N/A     | $69000.00          | $706.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $329645.00         | $1380.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $40000.00          | $227.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $186.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.0000%  | N/A     | $42711.00          | $22.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $90000.00          | $1570.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $260500.00         | $253.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $11000.00          | $25.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $167250.00         | $1793.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.0000%  | N/A     | $133000.00         | $1399.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $50000.00          | $45.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 6.0000%  | N/A     | $30000.00          | $829.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $81000.00          | $135.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $29000.00          | $721.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $35000.00          | $889.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $144.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $75103.00          | $199.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $75000.00          | $233.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $41000.00          | $138.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $31000.00          | $850.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $23333.00          | $128.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $50000.00          | $708.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $348364.00         | $2.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $74.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $139972.00         | $396.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.5000%  | N/A     | $69500.00          | $36.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.5000%  | N/A     | $170000.00         | $2.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 5.6250%  | N/A     | $500050.00         | $964.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 6.0000%  | N/A     | $60000.00          | $497.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $35000.00          | $138.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $444000.00         | $230.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $10000.00          | $156.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $51000.00          | $73.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $483.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $55980.00          | $37.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 6.0000%  | N/A     | $15000.00          | $587.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $85000.00          | $180.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $131690.00         | $37.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $54000.00          | $267.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $955000.00         | $535.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $29000.00          | $289.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $33000.00          | $570.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $92291.00          | $751.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $34500.00          | $1474.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $125000.00         | $141.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $22000.00          | $337.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $373826.00         | $103.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.7500%  | N/A     | $203000.00         | $80.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 7.5000%  | N/A     | $23000.00          | $151.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $214000.00         | $394.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-15      | 8.0000%  | N/A     | $33500.00          | $14.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $105000.00         | $767.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $20000.00          | $392.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $215456.00         | $278.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $29036.00          | $43.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $13667.00          | $432.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.5000%  | N/A     | $164834.00         | $1791.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.5000%  | N/A     | $50000.00          | $798.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $290000.00         | $184.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $60000.00          | $16.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $55003.00          | $283.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $50811.00          | $15.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $61022.00          | $748.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.5000%  | N/A     | $20000.00          | $1790.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $75.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $12500.00          | $79.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 6.5000%  | N/A     | $110000.00         | $120.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $125000.00         | $17.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $270000.00         | $1729.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $405000.00         | $379.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $40000.00          | $54.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $25000.00          | $607.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $28000.00          | $2212.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $35000.00          | $119.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $9000.00           | $1158.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.0000%  | N/A     | $50000.00          | $82.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $619000.00         | $64.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 8.0000%  | N/A     | $117157.00         | $5.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $49000.00          | $514.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $242000.00         | $304.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $25000.00          | $89.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $378100.00         | $7.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $461460.00         | $4766.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.5000%  | N/A     | $176850.00         | $6.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $100100.00         | $115.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $120328.00         | $1263.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $50000.00          | $72.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $387187.00         | $5356.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $30000.00          | $74.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $9506.00           | $689.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $26000.00          | $311.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $37000.00          | $536.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $3866.00           | $3.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 8.0000%  | N/A     | $60000.00          | $4.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $55000.00          | $1134.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $785000.00         | $195.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $97000.00          | $48.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $76.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $695268.00         | $1386.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $132812.00         | $119.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $11000.00          | $564.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.5000%  | N/A     | $337400.00         | $250.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $126050.00         | $1760.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.5000%  | N/A     | $75000.00          | $7.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $100000.00         | $154.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $449.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $213729.00         | $3211.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $63275.00          | $125.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $45306.00          | $121.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $25000.00          | $204.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $25000.00          | $249.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $30000.00          | $625.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $565000.00         | $96.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.0000%  | N/A     | $182000.00         | $22.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $32000.00          | $206.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $295000.00         | $267.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $20000.00          | $213.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $45250.00          | $457.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.0000%  | N/A     | $133479.00         | $1625.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $47000.00          | $131.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $34029.00          | $352.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $39000.00          | $1141.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $246566.00         | $593.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $80702.00          | $256.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $73000.00          | $705.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 7.0000%  | N/A     | $41000.00          | $1071.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $50000.00          | $323.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $11448.00          | $13.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.0000%  | N/A     | $863332.00         | $395.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $187000.00         | $193.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $10000.00          | $65.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $85000.00          | $170.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.0000%  | N/A     | $207750.00         | $2609.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $762.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $40051.00          | $166.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $260250.00         | $3069.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $25000.00          | $190.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.5000%  | N/A     | $10000.00          | $1585.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 7.0000%  | N/A     | $55000.00          | $74.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38000.00          | $106.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $50000.00          | $414.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $476819.00         | $150.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25862.00          | $526.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.5000%  | N/A     | $27000.00          | $4.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $35000.00          | $753.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1067.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.0000%  | N/A     | $25000.00          | $32.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $25000.00          | $276.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $85000.00          | $125.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $25413.00          | $177.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $50000.00          | $1957.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $25000.00          | $744.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $25614.00          | $18.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.2500%  | N/A     | $25000.00          | $4.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $34753.00          | $38.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $18000.00          | $1039.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $137500.00         | $1583.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $304214.00         | $615.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $147500.00         | $30.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $66006.00          | $980.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25843.00          | $182.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $15000.00          | $249.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $176500.00         | $1533.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $45000.00          | $21.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $50000.00          | $4236.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 7.5000%  | N/A     | $25000.00          | $288.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25226.00          | $148.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $50032.00          | $25.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $26000.00          | $1221.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 3.5000%  | N/A     | $11000.00          | $502.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 6.5000%  | N/A     | $150000.00         | $701.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.0000%  | N/A     | $15000.00          | $97.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $22500.00          | $306.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $27333.00          | $1027.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $50000.00          | $1117.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $30000.00          | $382.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $57000.00          | $59.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $66057.00          | $545.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.2500%  | N/A     | $50000.00          | $2062.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | 5.5000%  | N/A     | $10000.00          | $454.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $225000.00         | $77.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $763000.00         | $395.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50060.00          | $44.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.5000%  | N/A     | $50000.00          | $378.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $30000.00          | $182.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $10000.00          | $563.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $140000.00         | $22.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.0000%  | N/A     | $20000.00          | $245.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.0000%  | N/A     | $40000.00          | $25.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $505.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $56000.00          | $113.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.5000%  | N/A     | $50000.00          | $50.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $112000.00         | $632.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $12.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $12632.00          | $341.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.0000%  | N/A     | $179688.00         | $2022.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $100000.00         | $314.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $177000.00         | $250.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $60000.00          | $58.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $75000.00          | $1458.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $327500.00         | $2070.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $25000.00          | $326.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $9666.00           | $712.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $645661.00         | $297.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $82000.00          | $89.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $30000.00          | $47.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $200000.00         | $120.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $180282.00         | $2097.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $249214.00         | $990.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 7.5000%  | N/A     | $48000.00          | $469.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.5000%  | N/A     | $261160.00         | $3338.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $167000.00         | $2096.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $139000.00         | $5240.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $330000.00         | $175.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $458000.00         | $345.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $30000.00          | $49.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $18000.00          | $1849.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $98000.00          | $399.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $5000.00           | $102.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $2.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $250.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $89833.00          | $1222.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 4.5000%  | N/A     | $44670.00          | $1006.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.5000%  | N/A     | $33000.00          | $385.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $400000.00         | $257.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.5000%  | N/A     | $50170.00          | $922.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $100000.00         | $49.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $43196.00          | $333.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 6.5000%  | N/A     | $20000.00          | $270.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 6.0000%  | N/A     | $28000.00          | $381.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $374.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $85000.00          | $49.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $75000.00          | $754.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $560000.00         | $109.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $59667.00          | $10601.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.5000%  | N/A     | $150001.00         | $526.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $65000.00          | $262.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $143.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $132500.00         | $208.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $25000.00          | $308.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 4.0000%  | N/A     | $124000.00         | $394.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $25002.00          | $99.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $55324.00          | $1475.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.0000%  | N/A     | $100000.00         | $94.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $90914.00          | $694.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $26500.00          | $273.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $130460.00         | $122.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 6.5000%  | N/A     | $55000.00          | $4.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $92471.00          | $1040.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $35375.00          | $263.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $45.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $49000.00          | $172.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $54277.00          | $708.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.0000%  | N/A     | $122000.00         | $1947.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50010.00          | $578.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25982.00          | $463.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $416463.00         | $377.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $182.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.2500%  | N/A     | $25000.00          | $3.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $152547.00         | $98.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.5000%  | N/A     | $288113.00         | $137.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 7.0000%  | N/A     | $25000.00          | $216.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $57500.00          | $291.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $50070.00          | $595.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.0000%  | N/A     | $55000.00          | $66.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $52500.00          | $663.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $14000.00          | $397.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $60000.00          | $1318.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.2500%  | N/A     | $25000.00          | $54.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.5000%  | N/A     | $20000.00          | $144.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $453451.00         | $35.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $462427.00         | $40.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $222000.00         | $97.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $29521.00          | $499.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.5000%  | N/A     | $10000.00          | $393.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $1000.00           | $8.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $50000.00          | $3448.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $10000.00          | $211.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $45000.00          | $241.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $75000.00          | $112.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25265.00          | $2.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $52500.00          | $359.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $113.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $43000.00          | $404.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $159000.00         | $2092.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $25000.00          | $235.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $35407.00          | $200.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $335537.00         | $231.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $25000.00          | $52.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $190369.00         | $150.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $241000.00         | $611.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $110000.00         | $51.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $105000.00         | $2098.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $217000.00         | $1584.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.5000%  | N/A     | $25000.00          | $173.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $28333.00          | $694.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $354000.00         | $584.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $25000.00          | $57.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $54000.00          | $406.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $19.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $25000.00          | $610.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $27000.00          | $5.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.0000%  | N/A     | $55000.00          | $147.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $30000.00          | $54.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $105000.00         | $993.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $647460.00         | $7119.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | 5.5000%  | N/A     | $5000.00           | $240.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $50000.00          | $692.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $125000.00         | $504.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $110000.00         | $1437.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.0000%  | N/A     | $34000.00          | $32.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $35000.00          | $8.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $77520.00          | $948.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $174705.00         | $32.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.0000%  | N/A     | $35000.00          | $341.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $55000.00          | $506.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $558490.00         | $114.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $27000.00          | $209.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.5000%  | N/A     | $115000.00         | $53.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $105000.00         | $160.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 2.5000%  | N/A     | $10000.00          | $369.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $215000.00         | $259.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $28000.00          | $1079.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $75000.00          | $34.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $187000.00         | $258.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30000.00          | $15.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $400000.00         | $1.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $268267.00         | $424.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $100896.00         | $352.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.5000%  | N/A     | $60000.00          | $1429.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $113000.00         | $2014.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7000.00           | $170.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $15000.00          | $4499.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $25000.00          | $453.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $25000.00          | $149.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.5000%  | N/A     | $25000.00          | $443.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $132000.00         | $5396.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.5000%  | N/A     | $74500.00          | $551.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $20.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $723377.00         | $910.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $185030.00         | $1150.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $68000.00          | $475.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $100.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $80000.00          | $24.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $25000.00          | $4.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.5000%  | N/A     | $50000.00          | $61.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $55805.00          | $298.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 7.0000%  | N/A     | $25000.00          | $70.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $70000.00          | $6619.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $147000.00         | $1227.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $259167.00         | $4345.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.0000%  | N/A     | $18750.00          | $186.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $65000.00          | $31.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 5.5000%  | N/A     | $45359.00          | $35.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $35000.00          | $46.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $60874.00          | $987.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $38000.00          | $405.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $154000.00         | $176.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $8765.00           | $206.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $69000.00          | $2485.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $76000.00          | $823.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $50000.00          | $318.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $590000.00         | $392.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $45000.00          | $623.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $100000.00         | $639.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $25000.00          | $999.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $117500.00         | $124.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40576.00          | $422.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $526.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $185248.00         | $172.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $178.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $20.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $188000.00         | $1115.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $150000.00         | $347.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $31000.00          | $36.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $138675.00         | $1976.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.5000%  | N/A     | $90000.00          | $439.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.0000%  | N/A     | $100000.00         | $4.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $676835.00         | $310.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $229166.00         | $4841.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6000.00           | $21.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $764708.00         | $446.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $75101.00          | $653.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $83000.00          | $424.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.0000%  | N/A     | $15031.00          | $189.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $331787.00         | $194.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $25000.00          | $343.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $75000.00          | $46.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $240000.00         | $638.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $590000.00         | $299.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 7.0000%  | N/A     | $50000.00          | $2702.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $25000.00          | $178.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.5000%  | N/A     | $17500.00          | $90.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25000.00          | $32.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $20000.00          | $89.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.5000%  | N/A     | $25000.00          | $49.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $161.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $131.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 7.0000%  | N/A     | $82500.00          | $1348.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $30000.00          | $713.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $5000.00           | $572.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $150000.00         | $20.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $26025.00          | $102.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25000.00          | $90.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $420000.00         | $430.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $167.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $91.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $25035.00          | $595.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $37000.00          | $68.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $25000.00          | $45.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $50000.00          | $422.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $405000.00         | $296.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $346.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $1188429.00        | $1344.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $10000.00          | $311.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $50000.00          | $380.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 6.0000%  | N/A     | $30000.00          | $448.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56000.00          | $44.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 4.0000%  | N/A     | $150000.00         | $2172.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $157353.00         | $2373.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $199000.00         | $310.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.0000%  | N/A     | $81000.00          | $1084.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $90000.00          | $1362.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $174.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $35000.00          | $147.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $744.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $48312.00          | $17.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $103000.00         | $228.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $138000.00         | $99.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $161.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $90000.00          | $982.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.0000%  | N/A     | $197368.00         | $1608.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $100000.00         | $832.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $59000.00          | $343.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.0000%  | N/A     | $191630.00         | $2172.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $116000.00         | $714.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $301750.00         | $163.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 8.0000%  | N/A     | $127500.00         | $11.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $32000.00          | $45.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $95000.00          | $1623.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $183000.00         | $2188.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $204000.00         | $559.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30000.00          | $560.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 4.5000%  | N/A     | $25000.00          | $293.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $306.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $605000.00         | $600175.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25027.00          | $66.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 3.5000%  | N/A     | $32500.00          | $653.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $130000.00         | $271.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 3.5000%  | N/A     | $73500.00          | $9251.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $84000.00          | $86.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $5000.00           | $215.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $70000.00          | $69.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.5000%  | N/A     | $80664.00          | $17.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $80327.00          | $597.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $652000.00         | $506.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $100000.00         | $2399.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $80000.00          | $377.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 5.5000%  | N/A     | $45626.00          | $458.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $51500.00          | $469.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $791.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $9000.00           | $24.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 8.0000%  | N/A     | $79000.00          | $45.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $84500.00          | $296.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $20000.00          | $710.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $16000.00          | $328.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $41000.00          | $1000.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $60000.00          | $33.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 8.0000%  | N/A     | $30000.00          | $3.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 7.0000%  | N/A     | $43431.00          | $386.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $40000.00          | $160.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $50000.00          | $107.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $18000.00          | $176.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $28000.00          | $1118.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 8.0000%  | N/A     | $43092.00          | $26.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $202800.00         | $1878.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $397.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $35000.00          | $1685.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $60834.00          | $396.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $76.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $290000.00         | $3210.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $6000.00           | $613.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $205000.00         | $210.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 6.0000%  | N/A     | $61836.00          | $633.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $49000.00          | $177.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25000.00          | $14.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $463.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $130000.00         | $1265.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.0000%  | N/A     | $10000.00          | $63.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $77500.00          | $95.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $101500.00         | $866.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 5.5000%  | N/A     | $30000.00          | $244.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25000.00          | $1204.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.2500%  | N/A     | $97000.00          | $3344.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $201554.00         | $258.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $75150.00          | $159.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $40294.00          | $16.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.5000%  | N/A     | $157400.00         | $36.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 7.0000%  | N/A     | $25000.00          | $182.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $15000.00          | $315.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $628.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $23000.00          | $606.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.7500%  | N/A     | $60000.00          | $109.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $25000.00          | $235.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $50000.00          | $17.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $85000.00          | $280.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.5000%  | N/A     | $136300.00         | $998.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $90000.00          | $248.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.5000%  | N/A     | $160000.00         | $1.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $60000.00          | $175.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 6.0000%  | N/A     | $2000.00           | $42.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $42621.00          | $1023.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $35000.00          | $99.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.0000%  | N/A     | $200000.00         | $17482.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $32000.00          | $259.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.0000%  | N/A     | $525840.00         | $4126.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $10000.00          | $97.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 8.0000%  | N/A     | $116118.00         | $22.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $37034.00          | $490.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $209884.00         | $477.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $36000.00          | $32.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 7.0000%  | N/A     | $121500.00         | $32.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.5000%  | N/A     | $50000.00          | $706.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 8.0000%  | N/A     | $17000.00          | $4.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $45000.00          | $578.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $65040.00          | $148.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $42000.00          | $16.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $100000.00         | $16.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $14000.00          | $306.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $18750.00          | $870.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $10.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $53000.00          | $317.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $133000.00         | $182.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $92000.00          | $138.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $210500.00         | $145.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $6000.00           | $539.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.5000%  | N/A     | $75000.00          | $30.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $260000.00         | $64.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $14000.00          | $275.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25188.00          | $558.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 4.5000%  | N/A     | $90000.00          | $2095.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.5000%  | N/A     | $26884.00          | $196.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $33000.00          | $972.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $302500.00         | $254.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $35249.00          | $243.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $29043.00          | $226.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $151000.00         | $2410.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $149000.00         | $3042.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $25000.00          | $12.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 6.0000%  | N/A     | $25000.00          | $216.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 6.0000%  | N/A     | $65000.00          | $721.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $442668.00         | $296.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $393050.00         | $612.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.5000%  | N/A     | $82000.00          | $762.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $15000.00          | $1137.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $427610.00         | $39.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $110000.00         | $42.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $25000.00          | $52.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25146.00          | $290.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $19.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $204232.00         | $528.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $20000.00          | $21.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $253394.00         | $3282.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $25000.00          | $266.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $200000.00         | $40.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $625000.00         | $49.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.0000%  | N/A     | $12500.00          | $392.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $56500.00          | $210.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $48334.00          | $79.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.5000%  | N/A     | $80000.00          | $19.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $50000.00          | $963.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.5000%  | N/A     | $35000.00          | $515.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $68000.00          | $364.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $280.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $125000.00         | $477.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25000.00          | $435.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $200440.00         | $2590.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $102954.00         | $78.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $18000.00          | $203.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $25000.00          | $384.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $170000.00         | $379.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $246987.00         | $190.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $39000.00          | $12.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $370000.00         | $82.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $152706.00         | $90.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 9.0000%  | N/A     | $85000.00          | $60.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.0000%  | N/A     | $14168.00          | $375.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.5000%  | N/A     | $33000.00          | $1070.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $10000.00          | $404.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 5.5000%  | N/A     | $19166.00          | $185.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $8000.00           | $277.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $14000.00          | $164.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $463000.00         | $175.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.5000%  | N/A     | $17000.00          | $1314.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.5000%  | N/A     | $75000.00          | $337.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $30000.00          | $4.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.5000%  | N/A     | $175000.00         | $15.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $129000.00         | $161.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $45000.00          | $33.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 7.0000%  | N/A     | $208000.00         | $1568.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $7000.00           | $79.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $75000.00          | $497.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.7500%  | N/A     | $25000.00          | $78.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50060.00          | $168.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $185000.00         | $10881.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $80.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $34000.00          | $171.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $127500.00         | $2736.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $50000.00          | $324.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $100000.00         | $54.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $47000.00          | $755.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $100000.00         | $298.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 4.5000%  | N/A     | $32000.00          | $488.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $10000.00          | $323.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 7.0000%  | N/A     | $1275000.00        | $1733.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $51054.00          | $123.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.5000%  | N/A     | $730684.00         | $502.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 5.5000%  | N/A     | $52168.00          | $318.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $25000.00          | $52.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $134210.00         | $1185.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $384.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $147500.00         | $1555.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 7.0000%  | N/A     | $10000.00          | $94.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $85000.00          | $106.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $37525.00          | $497.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $160718.00         | $86.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | 4.0000%  | N/A     | $16000.00          | $1392.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $25000.00          | $130.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $35091.00          | $190.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $10000.00          | $463.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $116650.00         | $1394.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.0000%  | N/A     | $360000.00         | $139.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $34319.00          | $254.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $1212334.00        | $592.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $105000.00         | $1124.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $215000.00         | $87.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $50000.00          | $184.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $25250.00          | $309.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $138406.00         | $1440.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $160000.00         | $411.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $25000.00          | $510.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $397459.00         | $133.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $263382.00         | $6815.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | 7.0000%  | N/A     | $170000.00         | $0.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $5000.00           | $161.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 5.5000%  | N/A     | $65000.00          | $143.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $281566.00         | $358.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.0000%  | N/A     | $25000.00          | $41.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $35000.00          | $51.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25000.00          | $440.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $50000.00          | $492.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $95000.00          | $16.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $84901.00          | $1707.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 8.0000%  | N/A     | $25000.00          | $2.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 6.0000%  | N/A     | $28571.00          | $496.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.5000%  | N/A     | $185000.00         | $1305.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.5000%  | N/A     | $71000.00          | $751.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5000%  | N/A     | $13988.00          | $516.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $75000.00          | $17.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $160431.00         | $75.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25839.00          | $6.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $20.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.0000%  | N/A     | $579100.00         | $1589.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $270000.00         | $1218.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.5000%  | N/A     | $94000.00          | $147.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 6.0000%  | N/A     | $5000.00           | $286.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $110.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $141000.00         | $71.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $149.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $155000.00         | $369.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.0000%  | N/A     | $33900.00          | $465.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $25000.00          | $3.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.5000%  | N/A     | $205488.00         | $94.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $50000.00          | $3967.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $11000.00          | $122.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $25000.00          | $537.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $84936.00          | $67.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $114000.00         | $64.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $40000.00          | $452.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $68000.00          | $178.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.5000%  | N/A     | $42000.00          | $456.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $7500.00           | $3.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $55000.00          | $2925.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $2000.00           | $98.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $90.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $110000.00         | $2202.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 4.5000%  | N/A     | $44000.00          | $754.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $307000.00         | $77.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $4000.00           | $284.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $65000.00          | $429.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $315.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $25307.00          | $13.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 8.0000%  | N/A     | $25000.00          | $11.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 5.5000%  | N/A     | $188666.00         | $317.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $135732.00         | $1160.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $60000.00          | $292.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 9.0000%  | N/A     | $77000.00          | $136.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $649.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $205000.00         | $71.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $167500.00         | $250.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $85990.00          | $607.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $244000.00         | $1334.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.5000%  | N/A     | $68750.00          | $384.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $68.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $81129.00          | $1328.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $26996.00          | $333.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 7.0000%  | N/A     | $25000.00          | $57.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 3.5000%  | N/A     | $20000.00          | $1104.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $93179.00          | $265.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $525605.00         | $376.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $84.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $98.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $50000.00          | $14.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $27000.00          | $300.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $10000.00          | $937.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $40044.00          | $657.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $15000.00          | $443.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $73.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 7.0000%  | N/A     | $52000.00          | $727.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $75000.00          | $96.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $70000.00          | $206.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $25000.00          | $541.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $397000.00         | $1018.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $74265.00          | $10.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.5000%  | N/A     | $115000.00         | $1599.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $70000.00          | $497.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.0000%  | N/A     | $1000.00           | $1.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $40552.00          | $213.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $125000.00         | $1853.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $80000.00          | $266.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $247085.00         | $3939.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $75000.00          | $817.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $183500.00         | $38.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25034.00          | $183.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $43500.00          | $86.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $867.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25026.00          | $116.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.5000%  | N/A     | $70000.00          | $776.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $275000.00         | $247.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $35000.00          | $388.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $52729.00          | $4939.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $145000.00         | $224.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.0000%  | N/A     | $25000.00          | $1940.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $55000.00          | $527.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $500000.00         | $101.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $110000.00         | $81.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $160000.00         | $246.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25000.00          | $32.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.0000%  | N/A     | $762000.00         | $774.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $25000.00          | $214.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $51584.00          | $333.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.0000%  | N/A     | $337000.00         | $156.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.5000%  | N/A     | $72000.00          | $425.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $30000.00          | $147.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $59768.00          | $415.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $48334.00          | $178.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $128000.00         | $92.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $50882.00          | $2107.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $84826.00          | $407.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $144063.00         | $85.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 5.5000%  | N/A     | $25000.00          | $268.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $39000.00          | $181.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $82145.00          | $280.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $61431.00          | $719.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $10000.00          | $2269.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48000.00          | $980.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $208300.00         | $3040.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $56000.00          | $456.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $964522.00         | $2255.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $355000.00         | $37.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $13000.00          | $778.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $50000.00          | $1148.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $5000.00           | $108.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $674673.00         | $1855.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $25000.00          | $211.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $75000.00          | $1126.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $525000.00         | $402.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $45000.00          | $427.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $61000.00          | $197.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $165322.00         | $884.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $175000.00         | $4.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40000.00          | $242.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $24000.00          | $752.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $15000.00          | $156.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $36000.00          | $1029.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 5.0000%  | N/A     | $25000.00          | $482.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $41000.00          | $953.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $225000.00         | $192.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $297630.00         | $114.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | 7.5000%  | N/A     | $645609.00         | $89.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | 9.0000%  | N/A     | $260000.00         | $229.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $50284.00          | $51.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.5000%  | N/A     | $25000.00          | $0.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.5000%  | N/A     | $83807.00          | $1102.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $26000.00          | $231.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $84000.00          | $291.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1862740.00        | $3255.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.5000%  | N/A     | $132336.00         | $1307.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $51000.00          | $175.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $40000.00          | $356.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.5000%  | N/A     | $80331.00          | $38.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $523000.00         | $661.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $1045000.00        | $2639.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $228.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $29000.00          | $196.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $84000.00          | $344.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $47500.00          | $79.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.0000%  | N/A     | $78000.00          | $1353.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $218842.00         | $757.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $28.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 8.0000%  | N/A     | $297000.00         | $17.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $57000.00          | $136.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $125000.00         | $272.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $185500.00         | $1824.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $11000.00          | $57.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.5000%  | N/A     | $50000.00          | $241.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $40000.00          | $386.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $408000.00         | $15.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 4.5000%  | N/A     | $50000.00          | $431.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $100000.00         | $121.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $37500.00          | $42.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 4.5000%  | N/A     | $125000.00         | $2681.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $163000.00         | $379.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $19000.00          | $765.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $38000.00          | $152.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $129000.00         | $64.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.0000%  | N/A     | $20000.00          | $289.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $71250.00          | $2157.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 4.0000%  | N/A     | $50000.00          | $170.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $75000.00          | $131.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $29000.00          | $156.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.5000%  | N/A     | $412156.00         | $176.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $125000.00         | $24.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 8.0000%  | N/A     | $115000.00         | $22.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.0000%  | N/A     | $365000.00         | $313.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $50125.00          | $144.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 7.0000%  | N/A     | $160000.00         | $730.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $159000.00         | $1797.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $26854.00          | $277.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $64000.00          | $563.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $125000.00         | $68.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.0000%  | N/A     | $170000.00         | $5.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.5000%  | N/A     | $125305.00         | $701.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $450000.00         | $12.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $360000.00         | $448.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $222.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $152.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $40000.00          | $59.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $78.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 6.0000%  | N/A     | $90000.00          | $885.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $29000.00          | $10.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $50000.00          | $68.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $12000.00          | $762.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $109000.00         | $1280.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $127000.00         | $551.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $29499.00          | $4.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $46.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $75625.00          | $837.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25028.00          | $1664.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $35000.00          | $257.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.7500%  | N/A     | $175000.00         | $66.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $126000.00         | $1222.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $29000.00          | $1475.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.5000%  | N/A     | $237525.00         | $86.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $436750.00         | $847.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $140.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $118000.00         | $1408.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25050.00          | $435.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $93.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.0000%  | N/A     | $25020.00          | $2.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $383000.00         | $1327.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $15000.00          | $1367.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $60000.00          | $182.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.0000%  | N/A     | $481181.00         | $3048.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $19692.00          | $230.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $26402.00          | $142.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.5000%  | N/A     | $37500.00          | $476.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $106000.00         | $94.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $25639.00          | $747.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $85000.00          | $27.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $604500.00         | $544.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $67919.00          | $344.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.5000%  | N/A     | $30000.00          | $284.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $25000.00          | $80.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.0000%  | N/A     | $25000.00          | $553.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 7.0000%  | N/A     | $35000.00          | $60.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $80000.00          | $103.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.0000%  | N/A     | $170526.00         | $29.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $24.59             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $50000000.00       | $45534193.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $39000000.00       | $39861864.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $31843000.00       | $33728523.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $80000000.00       | $82315409.23       | U.S. Treasuries (including strips) |

### Security 191: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18QL9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $28000.00          | $133.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $9.40              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $5000.00           | $102.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $4638.00           | $32.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $1000.00           | $37.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $2.91              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 6.0000%  | N/A     | $12000.00          | $37.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $21000.00          | $164.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $3000.00           | $121.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $14999.00          | $22.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $1000.00           | $107.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $1000.00           | $2.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $5000.00           | $44.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $16500.00          | $198.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6000.00           | $51.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $31542.00          | $207.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5027.00           | $23.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $26000.00          | $170.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $18000.00          | $47.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $2000.00           | $29.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29630.00          | $114.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $150.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.0000%  | N/A     | $2000.00           | $52.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $6000.00           | $65.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $5000.00           | $28.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $1000.00           | $13.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $16000.00          | $80.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $51000.00          | $43.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $13000.00          | $85.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 4.5000%  | N/A     | $2897.00           | $29.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $8998.00           | $19.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $21500.00          | $355.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $41100.00          | $29099.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $3000.00           | $118.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $3941.00           | $45.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1996.00           | $0.81              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $35000.00          | $89.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $11250.00          | $12.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $185000.00         | $69.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $35000.00          | $25.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $62494.00          | $400.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | 8.0000%  | N/A     | $25000.00          | $2.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $150000.00         | $107.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $10000.00          | $9823.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $20000.00          | $13.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $16667.00          | $226.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $40293.00          | $447.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $25083.00          | $321.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $50000.00          | $545.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $30117.00          | $288.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25224.00          | $88.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $37500.00          | $600.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $100000.00         | $74.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $35000.00          | $14.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $25652.00          | $519.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $35000.00          | $316.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $25000.00          | $298.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $100000.00         | $23.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $75.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $50000.00          | $42.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $10000.00          | $192.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $50001.00          | $22.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $25000.00          | $260.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $40049.00          | $1911.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.0000%  | N/A     | $11250.00          | $362.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $35000.00          | $331.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $45000.00          | $482.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $70000.00          | $738.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $10000.00          | $264.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $100000.00         | $10.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $15000.00          | $185.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $43000.00          | $350.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $30084.00          | $443.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $40000.00          | $31.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $8667.00           | $119.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $95000.00          | $46.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $34850.00          | $48.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $150000.00         | $83.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $35000.00          | $7.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $85000.00          | $42.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25066.00          | $44.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $11667.00          | $64.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $25000.00          | $20.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $25000.00          | $375.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $25000.00          | $31.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $125000.00         | $98.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 7.0000%  | N/A     | $60188.00          | $106.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $10000.00          | $12.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $28000.00          | $262.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $76742.00          | $220.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $74998.00          | $3.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $25000.00          | $301.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $2.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $150000.00         | $87.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $55000.00          | $18.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $10000.00          | $276.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $67189.00          | $574.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $25002.00          | $142.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $30000.00          | $27.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $26500.00          | $297.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $500000.00         | $198.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $75000.00          | $2359.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $35428.00          | $78.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.5000%  | N/A     | $25000.00          | $187.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $42350.00          | $20.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $50746.00          | $208.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.5000%  | N/A     | $60000.00          | $598.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $25000.00          | $48.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $20000.00          | $449.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $25000.00          | $34.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $625000.00         | $365.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $35000.00          | $73.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $120.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $30000.00          | $6.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $161.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $27500.00          | $612.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $50000.00          | $28.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.5000%  | N/A     | $25000.00          | $128.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $60000.00          | $35.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $27000.00          | $331.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $40048.00          | $135.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $25000.00          | $260.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $25000.00          | $293.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $2000000.00        | $567.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $50001.00          | $34.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $74000.00          | $1009.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $100000.00         | $1344.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $20000.00          | $240.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.5000%  | N/A     | $25000.00          | $269.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 8.0000%  | N/A     | $108000.00         | $8.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $35111.00          | $409.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $57500.00          | $162.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $25000.00          | $56.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $10000.00          | $71.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $25000.00          | $264.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $25000.00          | $104.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $34000.00          | $147.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $125000.00         | $343.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $225000.00         | $374.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $15000.00          | $872.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.5000%  | N/A     | $35000.00          | $289.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $73334.00          | $949.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $62500.00          | $0.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $25000.00          | $0.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $90230.00          | $1029.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $25000.00          | $241.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $75000.00          | $63.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $70000.00          | $47.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $17500.00          | $219.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $100000.00         | $1089.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $25000.00          | $13.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $40000.00          | $40.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $25000.00          | $0.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $26518.00          | $36.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $30428.00          | $25.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.7500%  | N/A     | $75000.00          | $163.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $66666.00          | $1408.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37500.00          | $25.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $133333.00         | $1414.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $29750.00          | $37.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $98200.00          | $70.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25581.00          | $88.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $30000.00          | $108.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $31500.00          | $257.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $31384.00          | $15.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 8.0000%  | N/A     | $57015.00          | $43.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $107500.00         | $8.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $82271.00          | $7706.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $25000.00          | $11.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $40000.00          | $67.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $31667.00          | $317.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $25479.00          | $431.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $71000.00          | $843.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $208314.00         | $1623.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $100000.00         | $50.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $60000.00          | $23.20             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $250000000.00      | $136120578.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $64002700.00       | $67792498.83       | U.S. Treasuries (including strips) |

### Security 192: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $679008717.77
- **C.18.a - Value (excl. sponsor support):** $679008717.77
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1592394606.00
- **C.18.a - Value (excl. sponsor support):** $1592394606.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4300537759.50
- **C.18.a - Value (excl. sponsor support):** $4300537759.50
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1075346440.25
- **C.18.a - Value (excl. sponsor support):** $1075346440.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $659698170.91
- **C.18.a - Value (excl. sponsor support):** $659698170.91
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370957031.25
- **C.18.a - Value (excl. sponsor support):** $370957031.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3484881015.00
- **C.18.a - Value (excl. sponsor support):** $3484881015.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3211948942.64
- **C.18.a - Value (excl. sponsor support):** $3211948942.64
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1315860196.08
- **C.18.a - Value (excl. sponsor support):** $1315860196.08
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397648436.00
- **C.18.a - Value (excl. sponsor support):** $397648436.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296396532.00
- **C.18.a - Value (excl. sponsor support):** $296396532.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1685229856.00
- **C.18.a - Value (excl. sponsor support):** $1685229856.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5576310634.63
- **C.18.a - Value (excl. sponsor support):** $5576310634.63
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133425743.12
- **C.18.a - Value (excl. sponsor support):** $133425743.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249363333.12
- **C.18.a - Value (excl. sponsor support):** $249363333.12
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZN3, C.4 - ISIN: US912828ZN34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252187101.70
- **C.18.a - Value (excl. sponsor support):** $252187101.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2738604781.74
- **C.18.a - Value (excl. sponsor support):** $2738604781.74
- **C.19 - Percentage of Net Assets:** 0.8200%
- **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
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6490347651.98
- **C.18.a - Value (excl. sponsor support):** $6490347651.98
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1602750128.00
- **C.18.a - Value (excl. sponsor support):** $1602750128.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4646923630.68
- **C.18.a - Value (excl. sponsor support):** $4646923630.68
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2387934168.00
- **C.18.a - Value (excl. sponsor support):** $2387934168.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3841432455.75
- **C.18.a - Value (excl. sponsor support):** $3841432455.75
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $977702013.18
- **C.18.a - Value (excl. sponsor support):** $977702013.18
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3623054151.02
- **C.18.a - Value (excl. sponsor support):** $3623054151.02
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2761662960.00
- **C.18.a - Value (excl. sponsor support):** $2761662960.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $587515917.45
- **C.18.a - Value (excl. sponsor support):** $587515917.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5845137132.64
- **C.18.a - Value (excl. sponsor support):** $5845137132.64
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $205512500.00
- **C.18.a - Value (excl. sponsor support):** $205512500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33482477.50
- **C.18.a - Value (excl. sponsor support):** $33482477.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2759417248.00
- **C.18.a - Value (excl. sponsor support):** $2759417248.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2914531795.08
- **C.18.a - Value (excl. sponsor support):** $2914531795.08
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $437633428.12
- **C.18.a - Value (excl. sponsor support):** $437633428.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1451933415.00
- **C.18.a - Value (excl. sponsor support):** $1451933415.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $443583985.50
- **C.18.a - Value (excl. sponsor support):** $443583985.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1538881345.76
- **C.18.a - Value (excl. sponsor support):** $1538881345.76
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $241728515.00
- **C.18.a - Value (excl. sponsor support):** $241728515.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7624598814.88
- **C.18.a - Value (excl. sponsor support):** $7624598814.88
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199702620.00
- **C.18.a - Value (excl. sponsor support):** $199702620.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $622567835.60
- **C.18.a - Value (excl. sponsor support):** $622567835.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $486181241.91
- **C.18.a - Value (excl. sponsor support):** $486181241.91
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $377203435.60
- **C.18.a - Value (excl. sponsor support):** $377203435.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2557975008.34
- **C.18.a - Value (excl. sponsor support):** $2557975008.34
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2897564676.93
- **C.18.a - Value (excl. sponsor support):** $2897564676.93
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98751562.00
- **C.18.a - Value (excl. sponsor support):** $98751562.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2596394410.51
- **C.18.a - Value (excl. sponsor support):** $2596394410.51
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150481933.50
- **C.18.a - Value (excl. sponsor support):** $150481933.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1590469104.00
- **C.18.a - Value (excl. sponsor support):** $1590469104.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB009CC7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2028-02-02      | 3.7200%  | N/A     | $15000000.00       | $15042950.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2027-05-03      | 3.8250%  | N/A     | $2547000.00        | $2559672.74        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-01-21      | 3.7500%  | N/A     | $45000000.00       | $45192200.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-01-12      | 3.7100%  | N/A     | $292205000.00      | $293711966.03      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-03-24      | 3.7150%  | N/A     | $20000000.00       | $20154944.44       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2027-04-19      | 3.6750%  | N/A     | $1000000.00        | $1004033.06        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-12-07      | 3.7000%  | N/A     | $130000000.00      | $131137897.33      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-01-20      | 3.7100%  | N/A     | $40000000.00       | $40157533.31       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-02-25      | 3.7150%  | N/A     | $45000000.00       | $45021525.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2027-02-12      | 3.6700%  | N/A     | $15000000.00       | $15026245.84       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-03-27      | 3.7150%  | N/A     | $170000000.00      | $171116498.63      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-10-16      | 3.8930%  | N/A     | $825000.00         | $825189.75         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2027-06-23      | 3.6850%  | N/A     | $1000000.00        | $1006804.31        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2028-03-09      | 3.7150%  | N/A     | $250000000.00      | $252155187.50      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-10-14      | 0.0000%  | N/A     | $312000.00         | $307625.76         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2027-07-30      | 3.7450%  | N/A     | $10000000.00       | $10036113.61       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-11-25      | 0.0000%  | N/A     | $100000000.00      | $98165000.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-11-20      | 0.0000%  | N/A     | $188100000.00      | $184747305.60      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2027-04-27      | 0.0000%  | N/A     | $3000000.00        | $2896974.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2027-07-09      | 3.6850%  | N/A     | $1000000.00        | $1005078.89        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-09-02      | 0.0000%  | N/A     | $2200000.00        | $2178635.80        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2028-04-17      | 3.7150%  | N/A     | $113250000.00      | $113757926.25      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-08-28      | 0.0000%  | N/A     | $200000000.00      | $198158000.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-07-29      | 0.0000%  | N/A     | $3500000.00        | $3478230.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-10-09      | 0.0000%  | N/A     | $17281000.00       | $17047533.69       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-07-06      | 0.0000%  | N/A     | $3300000.00        | $3287097.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2028-03-10      | 3.7150%  | N/A     | $100000000.00      | $100851555.56      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-06-22      | 0.0000%  | N/A     | $4500000.00        | $4488660.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-06-26      | 0.0000%  | N/A     | $3700000.00        | $3689196.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-08-07      | 0.0000%  | N/A     | $9600000.00        | $9531744.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-07-15      | 0.0000%  | N/A     | $24761000.00       | $24641899.59       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-12-29      | 3.6650%  | N/A     | $1000000.00        | $1003018.33        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-07-02      | 0.0000%  | N/A     | $1000000.00        | $996490.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-06-01      | 0.0000%  | N/A     | $580000.00         | $579768.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2027-01-06      | 3.7650%  | N/A     | $25000000.00       | $25153373.61       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-07-17      | 0.0000%  | N/A     | $522000.00         | $519384.78         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2028-01-14      | 3.7100%  | N/A     | $100000000.00      | $100455250.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2027-10-22      | 3.7550%  | N/A     | $7000000.00        | $7028332.11        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-08-14      | 0.0000%  | N/A     | $1000000.00        | $992190.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-07-27      | 3.6600%  | N/A     | $75000.00          | $75241.47          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $15455000.00       | $3108336.87        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 6.5000%  | N/A     | $2949699.00        | $3094980.98        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3950000.00        | $2510217.77        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 0.0000%  | N/A     | $960000.00         | $935798.40         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.0000%  | N/A     | $1079662.00        | $810469.44         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $2017571.00        | $2142772.89        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 6.0000%  | N/A     | $7179387.00        | $6030308.86        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $11419451.00       | $11176460.42       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $297745.00         | $297018.01         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $13300000.00       | $771135.06         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $340000.00         | $135515.49         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $43917921.00       | $37971522.01       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $540000.00         | $81490.86          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $300000.00         | $203469.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-07-15      | 0.0000%  | N/A     | $20909000.00       | $20808427.71       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $5000000.00        | $4938797.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $65000.00          | $1152.14           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $5000000.00        | $4960129.45        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-07-15      | 6.0000%  | N/A     | $37992.00          | $1291.65           | Agency Mortgage-Backed Securities   |

### Security 240: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB009EA9
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $41355.00          | $36969.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $1496198.00        | $3973.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $300000.00         | $227276.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1028409.00        | $478940.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $90159146.00       | $58957982.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $7000.00           | $5624.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $15000.00          | $10176.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.0000%  | N/A     | $1310291.00        | $1352978.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $3417000.00        | $3347212.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $17198886.00       | $16538402.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2132883.00        | $1821623.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $188000.00         | $163930.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $175000.00         | $15158.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1530000.00        | $374122.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1073100.00        | $1091506.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $47000.00          | $16762.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $714186.00         | $174184.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $1403337.00        | $1102166.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 7.5000%  | N/A     | $556477.00         | $213167.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $2475525.00        | $2628581.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $8900582.00        | $8440998.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11015112.00       | $8121683.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $15002119.00       | $13023835.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5000%  | N/A     | $358207.00         | $283775.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $45000.00          | $22884.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6044542.00        | $135053.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $188000.00         | $134556.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $493768.00         | $512192.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $12364943.00       | $5736823.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $68000.00          | $56764.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $213715.00         | $1162.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.0000%  | N/A     | $4693667.00        | $2560303.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $26780778.00       | $16997115.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $466669.00         | $23583.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $620452.00         | $2604.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $30000.00          | $20319.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1840.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $2134956.00        | $23301.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2738505.00        | $2761157.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $154953.00         | $11413.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $94139841.00       | $8678389.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.5000%  | N/A     | $2165826.00        | $2206616.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $1123765.00        | $1066516.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2641718.00        | $2612043.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $2717275.00        | $1853339.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.0000%  | N/A     | $21000000.00       | $1086202.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $428799.00         | $412488.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $8000.00           | $532.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1413116.00        | $1472386.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 5.0000%  | N/A     | $1761994.00        | $308165.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $402746.00         | $405131.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $28467894.00       | $19946997.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $6611184.00        | $31625.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2000000.00        | $1776236.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1050250.00        | $1085607.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5097833.00        | $4561320.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 3.5000%  | N/A     | $20000.00          | $1944.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $155803000.00      | $33089863.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $236296.00         | $29338.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $14650000.00       | $119074.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $76128.00          | $51873.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 1.5000%  | N/A     | $5000000.00        | $1652223.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $677465.00         | $513091.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $193209.00         | $163464.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $9401822.00        | $8331719.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $25825.00          | $3170.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $910000.00         | $452669.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.5000%  | N/A     | $1705000.00        | $191354.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $70000.00          | $47917.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $1806000.00        | $1477280.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1241682.00        | $1170757.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $4978000.00        | $2319238.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1281902.00        | $872728.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $243000.00         | $141746.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $92699.00          | $38549.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2950000.00        | $869994.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.5000%  | N/A     | $534724.00         | $223379.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1665000.00        | $1311908.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2104706.00        | $1809221.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $1041903.00        | $13668.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.0000%  | N/A     | $1003545.00        | $937639.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $6000000.00        | $1819208.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $5655098.00        | $4609040.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1170000.00        | $168791.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $442000.00         | $59179.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.5000%  | N/A     | $2190000.00        | $763547.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $24505631.00       | $18229504.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2022322.00        | $1601976.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1042774.00        | $1009481.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $17000.00          | $12489.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $682600.00         | $386098.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 5.0000%  | N/A     | $345893.00         | $32011.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $43200.00          | $5000.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $290000.00         | $54203.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $866000.00         | $587136.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $538000.00         | $382343.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 5.0000%  | N/A     | $844568.00         | $1420.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $13032340.00       | $3876925.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $7728633.00        | $6356594.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $175000.00         | $18942.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $269093891.00      | $251139893.48      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.5000%  | N/A     | $59000.00          | $2162.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $630000.00         | $68521.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $779451.00         | $776499.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $7035000.00        | $3537614.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $550038.00         | $94489.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $9889366.00        | $6362269.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1716479.00        | $1821353.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $10000000.00       | $6905268.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $185000.00         | $48534.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $129000.00         | $69726.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.0000%  | N/A     | $250000.00         | $3555.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $47000.00          | $8449.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $2194000.00        | $1456700.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $2356264.00        | $578005.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $354000.00         | $211079.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.0000%  | N/A     | $134126.00         | $2668.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $500000.00         | $337097.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 7.0000%  | N/A     | $2233691.00        | $2382804.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $23146110.00       | $18910880.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $248338.00         | $252342.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $12000.00          | $1314.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 5.0000%  | N/A     | $3053636.00        | $4592.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $56663.00          | $7257.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $175229.00         | $108071.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $25174000.00       | $20495867.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $40292.00          | $34991.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $7046656.00        | $4120343.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1592355.00        | $330584.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $2000000.00        | $1409312.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $3000.00           | $2016.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $580000.00         | $515173.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3803115.00        | $3762371.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 1.5000%  | N/A     | $300000.00         | $166188.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $13855694.00       | $8708080.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $113416.00         | $98494.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $12706122.00       | $6492334.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $100000.00         | $41555.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1015543.00        | $1029248.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $3774.00           | $978.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 1.5000%  | N/A     | $16645000.00       | $13802674.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $12080566.00       | $7688245.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $245291.00         | $200778.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $3376884.00        | $3499610.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $920000.00         | $246682.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $987000.00         | $550520.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $9224918.00        | $5026906.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.5000%  | N/A     | $10000.00          | $9238.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $9409739.00        | $8032213.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1557050.00        | $1568758.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $21000.00          | $2813.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $2996343.00        | $46828.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $90000.00          | $53788.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $59194740.00       | $9432281.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 6.0000%  | N/A     | $1583213.00        | $1618002.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $400000.00         | $218263.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $550000.00         | $33184.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $77500.00          | $54678.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $4029423.00        | $3987297.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $365000.00         | $261386.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $53325.00          | $50980.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1110000.00        | $871052.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $289400.00         | $199661.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $1794390.00        | $1488019.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 2.0000%  | N/A     | $1000.00           | $561.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $10000.00          | $8345.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1417916.00        | $1487114.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $200000.00         | $28083.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $200000.00         | $127295.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $11445000.00       | $4194523.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $100151280.00      | $25132601.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $1325000.00        | $10051.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $5083393.00        | $4756058.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.0000%  | N/A     | $18416761.00       | $9291068.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $7000.00           | $1249.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $110000.00         | $77593.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $2000.00           | $1434.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $7096854.00        | $11894.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $92211.00          | $1011.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $91990.00          | $89644.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1091655.00        | $1142909.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $2141749.00        | $1048544.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1292271.00        | $1014113.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $450000.00         | $185911.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $584643.00         | $382997.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $31464923.00       | $16802976.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 2.0000%  | N/A     | $2027223.00        | $926931.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $370000.00         | $237779.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1013721.00        | $509355.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.5000%  | N/A     | $6000000.00        | $31093.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $100000.00         | $13188.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $1105646.00        | $1058732.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $496727.00         | $428125.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $24100633.00       | $23383318.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $149000.00         | $104339.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $33261404.00       | $21891691.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $190000.00         | $18894.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $132058.00         | $114293.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $830000.00         | $387841.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $95470.00          | $16825.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $158412.00         | $868.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.0000%  | N/A     | $43898106.00       | $8531037.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $440000.00         | $345332.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $225091.00         | $207953.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $25012049.00       | $10801609.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $8472000.00        | $6461561.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $7432393.00        | $970944.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $34500.00          | $22286.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $13000000.00       | $2010557.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.0000%  | N/A     | $307907.00         | $11846.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1534000.00        | $1057413.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $66475.00          | $41719.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $459393.00         | $269881.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $593278.00         | $430894.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $4000000.00        | $1942555.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $162000.00         | $85450.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $6930676.00        | $6876886.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2746800.00        | $2878151.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-25      | 6.5000%  | N/A     | $30175573.00       | $20290781.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $1331904.00        | $508913.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $370975.00         | $50099.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1303306.00        | $1359883.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $6775490.00        | $6708910.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $46000.00          | $4751.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $100000.00         | $893.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1825007.00        | $1428617.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2043105.00        | $1668275.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1671525.00        | $381639.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2171193.00        | $2200536.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $149000000.00      | $139870659.49      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.5000%  | N/A     | $6662607.00        | $5239833.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1296500.00        | $1226007.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $145000.00         | $74602.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $6143287.00        | $6421645.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-25      | 3.0000%  | N/A     | $35082610.00       | $31543357.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.5000%  | N/A     | $27000.00          | $13772.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $39000.00          | $33518.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $4590129.00        | $468087.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $90000000.00       | $1396351.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $229000.00         | $63777.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $8959683.00        | $7548028.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $653000.00         | $460059.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $3000.00           | $2559.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $53000000.00       | $6940081.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $249000.00         | $161788.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $8612307.00        | $6035815.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $25903.00          | $24654.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $20000000.00       | $11932499.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $2214698.00        | $934525.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $906881.00         | $109467.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2900000.00        | $2670221.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $1069965.00        | $1038342.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $342000.00         | $195167.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $170000.00         | $31954.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $14201249.00       | $11947789.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2380000.00        | $1616770.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $46000.00          | $31951.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $5147170.00        | $4780727.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $340000.00         | $148449.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $202000.00         | $94122.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $121811223.00      | $104198016.47      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 4.5000%  | N/A     | $6000.00           | $788.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $1460000.00        | $50409.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $250000.00         | $189252.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 5.0000%  | N/A     | $1200000.00        | $420671.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $430000.00         | $98440.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3507250.00        | $3434221.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $10418584.00       | $9079487.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $6700000.00        | $2015693.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 4.0000%  | N/A     | $115000.00         | $69185.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 1.5000%  | N/A     | $1032764.00        | $411416.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $729000.00         | $445189.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $15234900.00       | $13804110.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 5.0000%  | N/A     | $111130.00         | $51000.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3393238.00        | $3076570.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $58886378.00       | $33264598.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $22600000.00       | $7071192.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $97690000.00       | $83043470.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1350000.00        | $1043423.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1693459.00        | $1773328.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.0000%  | N/A     | $2167899.00        | $2263719.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1373.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $81645011.00       | $75489988.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $5581717.00        | $5539374.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $2597000.00        | $536100.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1258968.00        | $1204896.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $864695.00         | $680912.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $7955604.00        | $7316493.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $24415000.00       | $4116755.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4754089.00        | $4715617.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $200000.00         | $136962.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $35330.00          | $5545.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $4900000.00        | $1687217.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 3.5000%  | N/A     | $1809915.00        | $1627620.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $9717987.00        | $9756782.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $6000.00           | $4610.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $373485.00         | $256863.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $12208770.00       | $5669486.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $62770000.00       | $8745293.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0000%  | N/A     | $999900.00         | $938787.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 3.5000%  | N/A     | $2815927.00        | $2696088.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $24763354.00       | $24511433.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1424363.00        | $1321392.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.5000%  | N/A     | $8350000.00        | $548954.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $11096886.00       | $6540380.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 3.5000%  | N/A     | $45000.00          | $17537.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.5000%  | N/A     | $6627636.00        | $4182660.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $149504.00         | $766.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $413239.00         | $251036.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2000.00           | $1130.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $11420645.00       | $2572577.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.5000%  | N/A     | $5200000.00        | $456722.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1032096.00        | $1021793.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2177700.00        | $2047760.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2457810.00        | $421095.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1584802.00        | $1635151.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $300000.00         | $176460.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $565030.00         | $390500.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $100000.00         | $74183.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.5000%  | N/A     | $388144.00         | $319406.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $695000.00         | $481128.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $4450000.00        | $2805804.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $17480000.00       | $17426902.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $3036492.00        | $2969461.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $599979.00         | $22590.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $190546.00         | $147760.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $238140.00         | $248875.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $5210518.00        | $5348324.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $500000.00         | $316401.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $6973842.00        | $1877459.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8065.00           | $1372.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1404496.00        | $1456511.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $74222242.00       | $67181566.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1555647.00        | $356492.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $15754221.00       | $9452054.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $11400.00          | $1183.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 7.0000%  | N/A     | $174000.00         | $4544.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $39000000.00       | $7372632.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $2000000.00        | $5713.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $13000.00          | $8573.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $3521000.00        | $2767311.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $212000.00         | $139015.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $5008683.00        | $5088367.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $28926348.00       | $19790140.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $4084266.00        | $2231127.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $707150.00         | $409134.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $1100000.00        | $230513.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $77137760.00       | $56970886.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 5.0000%  | N/A     | $3155000.00        | $1773055.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $61466024.00       | $11398089.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $110000.00         | $62649.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $30848847.00       | $27421205.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $154348.00         | $896.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $35000.00          | $27555.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $917050.00         | $666196.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $318622.00         | $277206.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.5000%  | N/A     | $4400000.00        | $29952.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $15000.00          | $1561.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $4222472.00        | $2536290.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $210000.00         | $105901.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.0000%  | N/A     | $687398.00         | $9947.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1884000.00        | $172746.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1375000.00        | $1028460.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $24000.00          | $16601.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $8000.00           | $4791.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.5000%  | N/A     | $5100000.00        | $125014.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1600000.00        | $1240820.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $115000.00         | $3777.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $1074867.00        | $1076789.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $1049136.00        | $1010812.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $675000.00         | $434409.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $300000.00         | $129067.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $30164941.00       | $3356998.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $3336698.00        | $350056.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $841227.00         | $738042.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $400000.00         | $170558.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1026839.00        | $615501.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $79870940.00       | $15027614.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $5290000.00        | $3530519.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 3.5000%  | N/A     | $152601.00         | $15685.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $415000.00         | $4526.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1800000.00        | $983526.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2450000.00        | $67384.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.0000%  | N/A     | $435682.00         | $363513.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1066458.00        | $861445.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $8789475.00        | $8192378.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $425000.00         | $246092.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.5000%  | N/A     | $3101279.00        | $11759.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 5.5000%  | N/A     | $57876000.00       | $45980015.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $7636467.00        | $4504519.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.5000%  | N/A     | $2087570.00        | $1158915.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $725000.00         | $513609.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3072094.00        | $2379499.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $1022084.00        | $938789.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $14498567.00       | $11925560.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $21000.00          | $16580.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $9186624.00        | $8957807.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1074726.00        | $1100763.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $12862224.00       | $7734184.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $3266265.00        | $3483816.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 3.5000%  | N/A     | $277997.00         | $120250.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $13000.00          | $4216.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $155000.00         | $96823.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $2527023.00        | $2151311.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5813205.00        | $2103079.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $220000.00         | $34992.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2036721.00        | $2016673.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.5000%  | N/A     | $5357779.00        | $154929.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $2280000.00        | $1914496.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $10000000.00       | $1902613.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $6076000.00        | $4594606.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $10228647.00       | $5340958.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $1078699.00        | $1064114.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $45024.00          | $10488.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $359440.00         | $25393.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $96510.00          | $1050.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $10000.00          | $5877.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $2372000.00        | $1238128.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $125000.00         | $79379.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $100000.00         | $50780.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $167000.00         | $28893.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1587000.00        | $673565.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $2167000.00        | $166810.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.5000%  | N/A     | $2655728.00        | $2785735.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $600000.00         | $423896.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.0000%  | N/A     | $540792.00         | $505798.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1855133.00        | $1774110.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $501971.00         | $389906.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $6774333.00        | $4745605.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $14791479.00       | $10771211.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $767000.00         | $67227.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $5845045.00        | $5786277.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1109274.00        | $1098978.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $33484447.00       | $19807703.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.0000%  | N/A     | $3421478.00        | $3251297.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $183475.00         | $180353.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $256196.00         | $34191.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $79256481.00       | $59213707.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2490896.00        | $647136.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.0000%  | N/A     | $2950685.00        | $14598.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $175000.00         | $40043.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $6340000.00        | $1364350.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $2130588.00        | $273675.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1568545.00        | $1262584.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.5000%  | N/A     | $2808108.00        | $2803780.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.0000%  | N/A     | $1184174.00        | $1108401.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1708687.00        | $904672.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1508580.00        | $745220.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 3.5000%  | N/A     | $69986471.00       | $63785125.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $59672794.00       | $11692755.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $30316260.00       | $29479995.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 2.5000%  | N/A     | $1092409.00        | $169561.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.0000%  | N/A     | $2940000.00        | $82751.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $269000.00         | $194357.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $15000.00          | $9959.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1868253.00        | $1795104.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $110000.00         | $864.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $1200000.00        | $319909.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 7.5000%  | N/A     | $15000000.00       | $5138.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1001369.00        | $555906.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1011106.00        | $969164.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $858000.00         | $612731.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $399760.00         | $248794.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.0000%  | N/A     | $10000.00          | $717.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $174000.00         | $17204.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $1061797.00        | $1048556.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $99990.00          | $70030.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $56685.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $2275684.00        | $1452478.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1097753.00        | $799828.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $5951727.00        | $5906302.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1138053.00        | $1128368.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $177019.00         | $5084.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3230000.00        | $2457126.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $5000.00           | $859.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $17197000.00       | $4642848.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $70000.00          | $23036.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $1502025.00        | $1617546.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $1600000.00        | $13539.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $552000.00         | $312951.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.0000%  | N/A     | $1565605.00        | $1554213.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $1055758.00        | $191462.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $170000.00         | $64081.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $16000.00          | $11510.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1282714.00        | $1281161.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $10634392.00       | $10458509.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $2518000.00        | $808185.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $834861.00         | $798649.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 3.5000%  | N/A     | $115726.00         | $32284.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $18515514.00       | $14568514.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $3624577.00        | $3085629.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $45589715.00       | $44259140.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.0000%  | N/A     | $1959000.00        | $210309.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $5000.00           | $4222.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1156964.00        | $750859.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $24770000.00       | $6465008.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $527945.00         | $293255.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $23000.00          | $6577.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1304750.00        | $1379399.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $64000.00          | $40047.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $450000.00         | $204415.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $800000.00         | $631784.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $509226978.00      | $444602344.69      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $706000.00         | $390593.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $214940000.00      | $198306237.33      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 3.5000%  | N/A     | $50790.00          | $11941.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.5000%  | N/A     | $485000.00         | $122707.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 1.5000%  | N/A     | $55000.00          | $36365.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 1.5000%  | N/A     | $2108626.00        | $1192776.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $314304.00         | $300477.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $506591.00         | $129706.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $15000000.00       | $756657.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $365429.00         | $239150.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $3231055.00        | $2830043.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $112000.00         | $2405.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $12552637.00       | $11163614.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $557471.00         | $463457.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4224312.00        | $1499489.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1100000.00        | $698483.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $2500000.00        | $1570405.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2396790.00        | $1932412.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $188000.00         | $75601.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $145000.00         | $20603.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $3440583.00        | $3544949.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $960500.00         | $708239.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2906485.00        | $2842264.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1055162.00        | $636193.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $78350446.00       | $78617947.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $684000.00         | $263604.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $15937454.00       | $13933821.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 3.0000%  | N/A     | $2500000.00        | $260059.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $186000.00         | $28255.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $1204100.00        | $820502.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $545000.00         | $108259.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $1200000.00        | $118106.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $213271.00         | $32420.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.0000%  | N/A     | $9447793.00        | $9128125.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 4.5000%  | N/A     | $30000.00          | $17372.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $25000.00          | $3505.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.5000%  | N/A     | $350000.00         | $1217.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 1.5000%  | N/A     | $250000.00         | $135034.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $7061350.00        | $4679743.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2564555.00        | $2203488.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $988210.00         | $660956.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.5000%  | N/A     | $82635.00          | $54838.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $7069979.00        | $6986235.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $7500000.00        | $3793696.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $16815644.00       | $5624967.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $2156026.00        | $2062866.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $2247575.00        | $902485.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $453000.00         | $146123.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1469000.00        | $320538.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1179759.00        | $1205470.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $23751174.00       | $18071883.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 5.0000%  | N/A     | $83054.00          | $17402.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $357235.00         | $237983.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $3287779.00        | $3524413.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $235000.00         | $669.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $500000.00         | $453464.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $160000.00         | $99729.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1355714.00        | $1301205.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $140000.00         | $63996.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $108778.00         | $63821.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $2527155.00        | $2432944.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $25000.00          | $2680.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $583000.00         | $362547.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $100000.00         | $33592.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2272205.00        | $2026274.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $406000.00         | $292410.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $30000.00          | $22135.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $29500000.00       | $6160885.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $2124000.00        | $1717083.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3468996.00        | $3239107.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2063961.00        | $2124749.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $260000.00         | $56113.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1454105.00        | $1442360.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $50000.00          | $36041.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $3853340.00        | $3869371.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $1066722.00        | $1064924.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $72274.00          | $57091.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1734824.00        | $1755848.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $58000.00          | $9436.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2813450.00        | $1345317.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $4700841.00        | $4157905.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $4287012.00        | $4357.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $59000.00          | $6260.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $175000.00         | $48655.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $55000.00          | $10145.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $1265375.00        | $1234648.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6681771.00        | $6458126.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $279000.00         | $197402.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 5.0000%  | N/A     | $155000.00         | $44373.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $7755897.00        | $7642575.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | 6.0000%  | N/A     | $1830000.00        | $3655.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $63162356.00       | $49522744.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.5000%  | N/A     | $410000.00         | $4444.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $4993442.00        | $2822047.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.0000%  | N/A     | $800000.00         | $6384.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1500000.00        | $396451.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $5000.00           | $587.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1807314.00        | $1043728.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $737000.00         | $210982.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $77000.00          | $55282.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $122622.00         | $71018.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $8107.00           | $4633.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $7000.00           | $921.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1145376.00        | $968276.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $2628563.00        | $2180126.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.5000%  | N/A     | $27712943.00       | $5700983.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $3500000.00        | $20742.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $10930000.00       | $9142257.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $430000.00         | $119171.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $2436286.00        | $4315.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $12285.00          | $9425.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 1.5000%  | N/A     | $32965527.00       | $19283634.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $3000000.00        | $2174590.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $1066377.00        | $979010.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.0000%  | N/A     | $1571658.00        | $1560321.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000000.00        | $72514.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.5000%  | N/A     | $3000.00           | $1422.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $2000.00           | $794.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1180000.00        | $75961.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $5888610.00        | $4587300.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $31941157.00       | $26765154.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $19971027.00       | $13948118.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $12144372.00       | $10275931.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $1695900.00        | $1786892.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $101805482.00      | $83058363.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $1525832.00        | $898125.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.5000%  | N/A     | $1653612.00        | $6634.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $8919000.00        | $7369564.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.5000%  | N/A     | $3986822.00        | $3207623.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2393341.00        | $1913882.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.5000%  | N/A     | $15709428.00       | $1822154.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.5000%  | N/A     | $49380.00          | $1114.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $39584581.00       | $33042122.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $158765.00         | $82879.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 2.5000%  | N/A     | $643860.00         | $169965.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $300000.00         | $286832.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $136000.00         | $89285.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $2969000.00        | $392318.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $7641215.00        | $7874873.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $412706.00         | $8547.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $10891639.00       | $8840317.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $19219122.00       | $15670121.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3433452.00        | $2641141.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $34962212.00       | $34709853.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $22482974.00       | $22120347.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $545000.00         | $485435.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $240000.00         | $56853.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $2425408.00        | $2458558.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 3.0000%  | N/A     | $24000.00          | $6020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.5000%  | N/A     | $3259241.00        | $3331663.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1051628.00        | $1085861.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $966929.00         | $6062.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $1200000.00        | $23916.92          | Agency Mortgage-Backed Securities |

### Security 241: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB009EC5
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $10000.00          | $6124.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $48482.00          | $12029.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $5377188.00        | $5310682.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 5.0000%  | N/A     | $100000020.00      | $99002408.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $8059000.00        | $7606791.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.5000%  | N/A     | $1008264.00        | $342936.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $4162000.00        | $420543.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 1.5000%  | N/A     | $28522798.00       | $7012844.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $86913679.00       | $74195498.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 6.0000%  | N/A     | $740508.00         | $761.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $9000.00           | $694.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $27000.00          | $2339.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $43000.00          | $3297.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $106617092.00      | $84719411.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.5000%  | N/A     | $135000.00         | $104487.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.0000%  | N/A     | $5550000.00        | $154075.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $11000.00          | $3357.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $50045580.00       | $49700910.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $231000.00         | $40543.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $62993434.00       | $23399675.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $2200000.00        | $314897.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $231060.00         | $28977.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $127518959.00      | $122863631.08      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1058801.00        | $81859.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 2.5000%  | N/A     | $12814000.00       | $1531140.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 4.5000%  | N/A     | $55000.00          | $1749.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 6.0000%  | N/A     | $1827029.00        | $1890409.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $49108.00          | $9901.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $965000.00         | $106608.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.0000%  | N/A     | $1329702.00        | $1481.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $210000.00         | $176623.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $337744.00         | $59596.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $1679200.00        | $1706934.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $116645.00         | $18365.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 2.5000%  | N/A     | $101107.00         | $7755.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.0000%  | N/A     | $50297.00          | $1975.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $338000.00         | $250639.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $2265000.00        | $1485152.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $200834.00         | $24319.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2675000.00        | $2071472.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $2072500.00        | $2012519.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $45733.00          | $30288.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $9000.00           | $1077.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $6000.00           | $575.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $10822685.00       | $1884507.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $241626.00         | $5723.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $1613492.00        | $1424818.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $50036.00          | $17534.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $19450000.00       | $1768108.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $31000.00          | $4378.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.5000%  | N/A     | $10000000.00       | $1504989.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 2.0000%  | N/A     | $1032068.00        | $596523.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.5000%  | N/A     | $197762.00         | $957.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $500000.00         | $295745.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $2189000.00        | $1530358.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.0000%  | N/A     | $32772559.00       | $53304.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $29650407.00       | $25529307.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 2.5000%  | N/A     | $390000.00         | $17616.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1324392.00        | $1369223.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $288802.00         | $1437.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $3106299.00        | $3141783.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $3000.00           | $1937.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.5000%  | N/A     | $156180.00         | $1245.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1200000.00        | $872261.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $751.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $170000.00         | $4216.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.5000%  | N/A     | $3334924.00        | $3209547.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.0000%  | N/A     | $1350872.00        | $1264970.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $9515485.00        | $7171257.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $25313.00          | $3735.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.5000%  | N/A     | $148111.00         | $680.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $36370.00          | $3155.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.0000%  | N/A     | $20296369.00       | $187698.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $33000000.00       | $19951936.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.5000%  | N/A     | $935000.00         | $51722.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $21398.00          | $4103.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 3.5000%  | N/A     | $18151937.00       | $16448714.43       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $250000.00         | $13379.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $165988.00         | $1669.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $274900.00         | $2582.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $38069.00          | $29541.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $6240982.00        | $5241655.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $800000.00         | $46440.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 1.5000%  | N/A     | $23750779.00       | $15856219.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.5000%  | N/A     | $260000.00         | $1207.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $384000.00         | $103344.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $97481281.00       | $13232261.72       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.5000%  | N/A     | $16000.00          | $1139.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 4.0000%  | N/A     | $5000.00           | $880.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $3455000.00        | $1801124.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $1800000.00        | $410294.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $1000000.00        | $594.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $73000.00          | $47721.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $20215285.00       | $3143206.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 6.0000%  | N/A     | $3558917.00        | $2577805.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 3.0000%  | N/A     | $21000.00          | $2889.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $72011873.00       | $69085239.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $2000000.00        | $138997.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2500000.00        | $362897.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1481098.00        | $1169158.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 3.0000%  | N/A     | $1585000.00        | $207512.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $1927332.00        | $6143.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.5000%  | N/A     | $25000.00          | $4469.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $9699146.00        | $163687.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $9907747.00        | $6553710.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.5000%  | N/A     | $3457431.00        | $2235196.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $7602000.00        | $5709240.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.0000%  | N/A     | $111743786.00      | $102329655.34      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.5000%  | N/A     | $13000.00          | $1388.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $448000.00         | $84271.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $1008702.00        | $899912.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.5000%  | N/A     | $29597.00          | $2887.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $157323.00         | $162452.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $15281000.00       | $9332257.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $10000000.00       | $1620713.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1408455.00        | $1049990.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $20000.00          | $1621.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $201000.00         | $193918.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $12000.00          | $1482.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $305121.00         | $21380.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $3639512.00        | $2079698.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $750000.00         | $100844.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 6.0000%  | N/A     | $133470.00         | $2194.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2000.00           | $1721.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 2.0000%  | N/A     | $295000.00         | $7911.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $3822850.00        | $66991.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $33000.00          | $3445.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $3226118.00        | $2713371.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $55000.00          | $37126.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.5000%  | N/A     | $17130000.00       | $7992385.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.5000%  | N/A     | $966909.00         | $48476.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $290000.00         | $63491.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 3.5000%  | N/A     | $26000.00          | $21215.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $24197223.00       | $22922776.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 6.0000%  | N/A     | $2246458.00        | $1999692.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.0000%  | N/A     | $100000.00         | $2974.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2500000.00        | $400343.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $21078517.00       | $969173.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.0000%  | N/A     | $25000.00          | $1710.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $508709.00         | $493473.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $536506.00         | $5286.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.0000%  | N/A     | $92211.00          | $4106.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $205000.00         | $20886.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $30000.00          | $5889.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $25000.00          | $6528.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $900000.00         | $849124.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $40059845.00       | $38376211.48       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $16191148.00       | $10766303.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 5.0000%  | N/A     | $1110000.00        | $8646.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.0000%  | N/A     | $74534.00          | $42990.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $508045.00         | $74447.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.0000%  | N/A     | $10000000.00       | $1339346.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $28000.00          | $25426.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 3.5000%  | N/A     | $2000000.00        | $25027.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $2113397.00        | $2222550.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 2.0000%  | N/A     | $100000.00         | $55385.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $204508.00         | $651.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 6.0000%  | N/A     | $3284563.00        | $11033.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $4240000.00        | $612925.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $850000.00         | $162372.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $500000.00         | $345046.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 4.5000%  | N/A     | $31542759.00       | $30425546.02       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $21109395.00       | $11540223.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $8000.00           | $668.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.0000%  | N/A     | $30000.00          | $1938.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $50000.00          | $7719.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $72877.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $12410000.00       | $11816727.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 3.5000%  | N/A     | $101779.00         | $14669.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 5.5000%  | N/A     | $1105000.00        | $6231.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $37000.00          | $1624.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $3066259.00        | $2647296.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $120000.00         | $3053.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1169275.00        | $1115413.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $216247.00         | $33600.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.5000%  | N/A     | $56486.00          | $5441.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $209572.00         | $847.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $550000.00         | $67714.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 3.5000%  | N/A     | $508901.00         | $116408.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $1841394.00        | $1633601.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $3054422.00        | $3087561.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 3.0000%  | N/A     | $6000.00           | $795.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $81182.00          | $72573.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $61828220.00       | $1128803.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $1101950.00        | $868914.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $46942552.00       | $28212506.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.0000%  | N/A     | $18748331.00       | $12869885.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.0000%  | N/A     | $4687000.00        | $862468.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $1020000.00        | $274360.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $66915042.00       | $6474892.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1035000.00        | $82319.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $2314790.00        | $2340252.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 3.5000%  | N/A     | $550000.00         | $75475.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5000594.00        | $5115703.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $1131558.00        | $9210.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 5.5000%  | N/A     | $550000.00         | $3813.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $10354082.00       | $6626398.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $1074000.00        | $243742.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $76322.00          | $9040.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 3.0000%  | N/A     | $735000.00         | $64845.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $700000.00         | $503648.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $14000.00          | $1278.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $65091.00          | $5866.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $4086000.00        | $358888.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $13000.00          | $3235.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.5000%  | N/A     | $1400000.00        | $156640.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1820000.00        | $356930.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $446631.00         | $439909.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $53869543.00       | $12438146.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.0000%  | N/A     | $1166619.00        | $1165098.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $225000.00         | $182620.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $14000.00          | $10465.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $71168.00          | $7841.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.5000%  | N/A     | $2300000.00        | $140353.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $73320000.00       | $9922261.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $25353.00          | $5418.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 3.5000%  | N/A     | $1950000.00        | $162115.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $3622875.00        | $3251947.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.5000%  | N/A     | $537500.00         | $51238.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.0000%  | N/A     | $952372.00         | $652315.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $200000.00         | $28861.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $6000.00           | $1605.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $262992.00         | $24586.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 4.5000%  | N/A     | $4007349.00        | $3338349.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $11000.00          | $7460.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $848378.00         | $4683.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $1257230.00        | $1207731.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $13001000.00       | $951166.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $22038111.00       | $22442126.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.5000%  | N/A     | $324550843.00      | $311491314.76      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $62358.00          | $44748.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.0000%  | N/A     | $2966000.00        | $16797.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $440000.00         | $54553.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $99000.00          | $11572.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $135017.00         | $14650.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $6543035.00        | $1948473.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.5000%  | N/A     | $1230973.00        | $734827.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $715395.00         | $2852.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $25453641.00       | $3501271.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.5000%  | N/A     | $1188112.00        | $1176217.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $335000.00         | $63123.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $850000.00         | $126192.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $33039953.00       | $32036799.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $10947637.00       | $7692265.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.0000%  | N/A     | $76000.00          | $9683.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $306000.00         | $47155.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $26293.00          | $3503.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.5000%  | N/A     | $20000.00          | $1953.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $335660.00         | $237225.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1867857.00        | $1887404.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.0000%  | N/A     | $131147.00         | $2118.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $25000000.00       | $4765145.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $14489356.00       | $3784656.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $6904163.00        | $7160685.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $2243367.00        | $1415889.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.5000%  | N/A     | $455000.00         | $3128.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 6.5000%  | N/A     | $8451483.00        | $7418473.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $491407.00         | $470257.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $102000.00         | $29398.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 7.0000%  | N/A     | $1520000.00        | $7800.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 1.5000%  | N/A     | $1022419.00        | $592325.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $57000.00          | $51283.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $8000.00           | $572.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 6.0000%  | N/A     | $48883276.00       | $817860.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 4.5000%  | N/A     | $275000.00         | $7318.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 3.0000%  | N/A     | $400000.00         | $25491.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.0000%  | N/A     | $50297.00          | $512.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $20000.00          | $5574.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $758437.00         | $756585.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 3.0000%  | N/A     | $900000.00         | $21891.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $840000.00         | $502040.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 5.0000%  | N/A     | $960724.00         | $894436.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1043122.00        | $517631.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.0000%  | N/A     | $11677293.00       | $2368029.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $215888.00         | $35394.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 4.5000%  | N/A     | $1000000.00        | $9105.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $2900000.00        | $410600.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 3.5000%  | N/A     | $1060457.00        | $42267.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $1427953.00        | $1373341.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $94000.00          | $9485.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 2.5000%  | N/A     | $67309315.00       | $691055.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $4639000.00        | $3340208.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $21001172.00       | $19702533.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $394771.00         | $6637.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 3.0000%  | N/A     | $325000.00         | $11429.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $3024827.00        | $360867.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 6.5000%  | N/A     | $241723.00         | $5303.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5703878.00        | $5691830.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.0000%  | N/A     | $13212128.00       | $2052163.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.5000%  | N/A     | $16000.00          | $2675.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $4480000.00        | $2981683.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 5.5000%  | N/A     | $375000.00         | $7830.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $104449.00         | $11471.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.5000%  | N/A     | $67000.00          | $16919.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $12000.00          | $1231.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $870000.00         | $89396.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $151000.00         | $146292.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.0000%  | N/A     | $20000.00          | $4010.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.5000%  | N/A     | $15002000.00       | $3206719.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2674526.00        | $2691969.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $613779.00         | $579044.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.0000%  | N/A     | $5833000.00        | $629687.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $1886655.00        | $1964678.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $6375000.00        | $5810472.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 5.5000%  | N/A     | $10858021.00       | $5877833.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 2.5000%  | N/A     | $802305.00         | $191697.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $430000.00         | $32142.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.0000%  | N/A     | $474728.00         | $4203.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 7.0000%  | N/A     | $121000.00         | $1180.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 3.5000%  | N/A     | $182000.00         | $33924.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $5931723.00        | $1770183.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.5000%  | N/A     | $100000.00         | $4877.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $4000.00           | $2962.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $122096.00         | $1768.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $89948.00          | $11161.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.0000%  | N/A     | $582795.00         | $539087.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $5032129.00        | $4287816.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $1125000.00        | $147351.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $320737899.00      | $44049579.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1813000.00        | $355539.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.5000%  | N/A     | $13000.00          | $1280.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1750000.00        | $1178648.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 4.0000%  | N/A     | $475000.00         | $36775.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $159950.00         | $31685.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $10028812.00       | $9920396.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 2.5000%  | N/A     | $100000.00         | $9409.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $13363.00          | $1963.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $20000.00          | $1431.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $781000.00         | $114303.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $6783039.00        | $6267318.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $103000.00         | $7357.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $250259.00         | $171434.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2287746.00        | $2169900.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $110000.00         | $5770.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.5000%  | N/A     | $100000.00         | $2744.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $209843.00         | $35564.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 3.0000%  | N/A     | $645000.00         | $72133.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $107000.00         | $15936.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3590000.00        | $2746493.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $941611.00         | $4896.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 6.0000%  | N/A     | $6680681.00        | $3551135.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.5000%  | N/A     | $1855900.00        | $1719119.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $48615000.00       | $8252827.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $1834990.00        | $1850557.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.5000%  | N/A     | $247910.00         | $1053.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $2564950.00        | $219645.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 2.5000%  | N/A     | $470000.00         | $338373.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1155450.00        | $1172852.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 3.0000%  | N/A     | $5000000.00        | $463255.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.0000%  | N/A     | $101843837.00      | $92176972.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.5000%  | N/A     | $565000.00         | $52476.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.5000%  | N/A     | $178370467.00      | $171664629.29      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $13000.00          | $1320.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $428863.00         | $297812.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $800000.00         | $394582.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1653000.00        | $1537598.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 4.0000%  | N/A     | $58900000.00       | $6335605.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $10257271.00       | $1738195.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1483000.00        | $220595.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $100000.00         | $57212.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1427000.00        | $838032.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $1930000.00        | $333390.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 6.0000%  | N/A     | $226338.00         | $4304.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $5437000.00        | $966875.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.5000%  | N/A     | $102362.00         | $11582.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 7.0000%  | N/A     | $20000.00          | $10381.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $9858775.00        | $7301578.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.0000%  | N/A     | $610000.00         | $76167.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.0000%  | N/A     | $809675.00         | $1426.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $50000000.00       | $5946942.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $7000.00           | $687.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 5.5000%  | N/A     | $2451919.00        | $2662.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $474000.00         | $46085.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2341579.00        | $2385898.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $81000.00          | $12642.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $241133.00         | $18854.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $25000.00          | $23821.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $235000.00         | $4999.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $390000.00         | $89128.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $113000.00         | $77950.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $440000.00         | $344030.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.5000%  | N/A     | $376444.00         | $52634.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $11081789.00       | $9827754.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 3.0000%  | N/A     | $75000.00          | $5247.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $12335.00          | $8498.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $67416149.00       | $10431312.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $31000.00          | $3677.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.0000%  | N/A     | $360465.00         | $14191.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $45000.00          | $6542.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.5000%  | N/A     | $119000.00         | $16538.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.5000%  | N/A     | $19000.00          | $3670.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 3.5000%  | N/A     | $509506.00         | $455717.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $22505439.00       | $20929361.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $580000.00         | $21307.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $4762019.00        | $800523.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 6.0000%  | N/A     | $35356000.00       | $22651697.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $2092000.00        | $177301.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $40900000.00       | $31637227.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $67000.00          | $9231.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $4530740.00        | $4430806.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $25000.00          | $732.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $99838.00          | $17204.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $385144.00         | $24718.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1290371.00        | $1191689.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.5000%  | N/A     | $511949.00         | $383020.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $21000.00          | $2411.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $3053142.00        | $578517.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $5207463.00        | $3335219.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $9831779.00        | $1332580.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.5000%  | N/A     | $149642.00         | $115389.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $565000.00         | $5842.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $75000.00          | $53371.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $35000.00          | $4109.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.0000%  | N/A     | $1881362.00        | $1329542.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $225000.00         | $193038.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.0000%  | N/A     | $5996000.00        | $482837.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $286000.00         | $225986.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 6.0000%  | N/A     | $167658.00         | $2404.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $100000.00         | $707.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $74000.00          | $20598.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 5.5000%  | N/A     | $415000.00         | $244792.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 6.0000%  | N/A     | $4014000.00        | $2748403.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $34027257.00       | $26825040.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $45000.00          | $8372.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $148000000.00      | $42342492.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 6.0000%  | N/A     | $117360.00         | $8698.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 3.5000%  | N/A     | $151457.00         | $4842.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $103369.00         | $18533.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 3.5000%  | N/A     | $58890956.00       | $51085911.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $96271927.00       | $87975384.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.5000%  | N/A     | $19000.00          | $6660.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $41857.00          | $10976.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3376023.00        | $3382322.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $17000.00          | $1366.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.5000%  | N/A     | $1012980.00        | $1028199.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 6.0000%  | N/A     | $8067688.00        | $4336.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $624746.00         | $2972.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $405187.00         | $49192.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $15974105.00       | $13138188.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $200000.00         | $124692.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.5000%  | N/A     | $1429278.00        | $1143553.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.5000%  | N/A     | $27994128.00       | $3742488.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $4231546.00        | $1136775.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-15      | 5.5000%  | N/A     | $50240983.00       | $37897714.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $250000.00         | $35625.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.0000%  | N/A     | $200000.00         | $952.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 7.0000%  | N/A     | $6113978.00        | $18766.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.5000%  | N/A     | $26000.00          | $2565.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $15112030.00       | $11579483.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 2.0000%  | N/A     | $41164000.00       | $19028669.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 6.0000%  | N/A     | $689745.00         | $10297.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $525000.00         | $59075.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.0000%  | N/A     | $7720975.00        | $7142327.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3103750.00        | $3056378.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 5.5000%  | N/A     | $140579.00         | $1459.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $50000000.00       | $8937852.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $870000.00         | $132603.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 2.5000%  | N/A     | $1201557.00        | $184272.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $2838918.00        | $202599.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $20585000.00       | $20022766.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 3.5000%  | N/A     | $4567545.00        | $4142618.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 2.0000%  | N/A     | $500000.00         | $17245.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $6357770.00        | $13977.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $3959700.00        | $3317177.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $164000000.00      | $23916545.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $14000.00          | $1399.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 4.5000%  | N/A     | $760000.00         | $8939.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $19000000.00       | $2318612.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 5.5000%  | N/A     | $1000000.00        | $2927.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $16497.00          | $867.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.5000%  | N/A     | $115278.00         | $3353.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $152140468.00      | $150364342.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 2.5000%  | N/A     | $135000.00         | $4612.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $543000.00         | $146316.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 3.5000%  | N/A     | $1050000.00        | $577.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $116338.00         | $15220.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $7750000.00        | $585515.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 4.0000%  | N/A     | $50000.00          | $3070.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 2.0000%  | N/A     | $30561393.00       | $18901692.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $1158532.00        | $335280.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $19000.00          | $8493.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $174000.00         | $145611.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $100000.00         | $30434.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.0000%  | N/A     | $900000.00         | $145952.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $207599096.00      | $155961565.11      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 2.5000%  | N/A     | $61000.00          | $11435.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $2873720.00        | $2332319.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $140000.00         | $82112.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $1725000.00        | $234114.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $11045000.00       | $5290679.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $293000.00         | $65873.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $22251.00          | $2457.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $29485846.00       | $21009857.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.5000%  | N/A     | $16525000.00       | $1674322.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $100000.00         | $17089.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.5000%  | N/A     | $114000.00         | $18100.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $19004276.00       | $6908592.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $51000.00          | $5747.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1647149.00        | $1650379.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $113000.00         | $37793.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $9609810.00        | $3107863.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.5000%  | N/A     | $298000.00         | $47012.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $431735.00         | $266064.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $800000.00         | $67032.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5092172.00        | $4622147.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $9000.00           | $737.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3132000.00        | $2162118.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.0000%  | N/A     | $945000.00         | $578396.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $13159103.00       | $12306140.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.5000%  | N/A     | $1500000.00        | $87311.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $65436932.00       | $51912810.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $25000.00          | $17156.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $55000.00          | $28030.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $425000.00         | $77004.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 2.5000%  | N/A     | $989259.00         | $300724.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1029304.00        | $1023793.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $2581683.00        | $2130896.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 6.0000%  | N/A     | $276636.00         | $4856.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2009555.00        | $1623622.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $10000.00          | $6250.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $6000.00           | $661.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.0000%  | N/A     | $250000.00         | $3109.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $300000.00         | $193473.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $3847553.00        | $1922254.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2031400.00        | $2006944.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $600000.00         | $11235.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $132000.00         | $93989.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $1391310.00        | $1380408.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $50078737.00       | $48723308.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $258850.00         | $175844.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2335956.00        | $2170973.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 3.5000%  | N/A     | $228114.00         | $204889.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 7.0000%  | N/A     | $1148858.00        | $11021.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 8.0000%  | N/A     | $1127192.00        | $13131.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $4103359.00        | $3667470.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $3487280.00        | $6862.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $125366457.00      | $103170849.08      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 5.0000%  | N/A     | $2940000.00        | $168485.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1470895.00        | $1169503.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $22147856.00       | $21215762.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $12937798.00       | $10167213.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1747538.00        | $1815301.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1191549.00        | $23319.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $108606980.00      | $66947585.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $110000.00         | $18340.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $139000.00         | $118031.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $3705000.00        | $793924.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.5000%  | N/A     | $5335590.00        | $4555577.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $200000.00         | $162804.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $25141508.00       | $13427738.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $48525000.00       | $25549227.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1423164.00        | $250380.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $5550000.00        | $3506890.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $5000.00           | $4244.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.5000%  | N/A     | $5000000.00        | $2236619.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.0000%  | N/A     | $1009509.00        | $938790.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 4.0000%  | N/A     | $4000.00           | $645.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $687000.00         | $140865.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $560095.00         | $537801.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 2.5000%  | N/A     | $97192.00          | $57594.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $393000.00         | $312390.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $2797415.00        | $776742.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $175000.00         | $112573.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3277039.00        | $2270622.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $1394583.00        | $1345316.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $3322535.00        | $80308.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.5000%  | N/A     | $1165000.00        | $18127.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $1234839.00        | $776484.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 5.0000%  | N/A     | $94701.00          | $8793.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $2845974.00        | $1405172.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $1000000.00        | $752749.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $25000.00          | $16884.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $1731618.00        | $1667960.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $67343002.00       | $66052030.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $433000.00         | $284684.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 6.0000%  | N/A     | $1382318.00        | $1373033.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1059872.00        | $1059561.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $4427094.00        | $4194204.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $560000.00         | $403011.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1033387.00        | $337062.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.0000%  | N/A     | $1240000.00        | $201361.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $4338408.00        | $232856.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $9577840.00        | $6651835.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $18246465.00       | $16191049.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2823156.00        | $2147505.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $2200351.00        | $2296278.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1385000.00        | $12132.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.0000%  | N/A     | $3486000.00        | $96731.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1637151.00        | $270589.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1554057.00        | $1168527.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2589690.00        | $1991979.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $75526496.00       | $67857193.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $600000.00         | $357019.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $185185.00         | $107329.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1842631.00        | $1228066.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $242250.00         | $9540.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $2000000.00        | $171954.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3450000.00        | $2793149.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $2702456.00        | $2453626.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 1.5000%  | N/A     | $2325000.00        | $908091.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1087863.00        | $1133651.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.5000%  | N/A     | $6910484.00        | $6119105.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $2000534.00        | $85128.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $4113528.00        | $3660008.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $404000.00         | $64544.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $89044.00          | $14575.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $25521000.00       | $21393678.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $266548.00         | $218855.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $10182086.00       | $6071870.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $7955011.00        | $2113764.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1242000.00        | $1272197.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.0000%  | N/A     | $19551768.00       | $17698966.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.5000%  | N/A     | $2263700.00        | $1749124.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $300000.00         | $113025.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $7678811.00        | $5844388.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $100000.00         | $73794.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $11728664.00       | $9513645.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $789050.00         | $757381.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 6.5000%  | N/A     | $1123810.00        | $1172223.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1032439.00        | $1045563.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2632339.00        | $2540020.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 3.5000%  | N/A     | $44874549.00       | $40965507.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $135000.00         | $87202.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $2000000.00        | $23015.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $10075334.00       | $8954457.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1524898.00        | $1536669.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $10000.00          | $6571.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $865000.00         | $441983.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $3420703.00        | $3553496.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $15822968.00       | $14629488.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.5000%  | N/A     | $557966.00         | $406048.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $7000200.00        | $7969.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $126585.00         | $128509.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $3000.00           | $1995.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.0000%  | N/A     | $1271973.00        | $675055.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $534000.00         | $114450.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.5000%  | N/A     | $1122252.00        | $36894.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $121920806.00      | $251775.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $4000.00           | $2337.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $7000.00           | $883.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1764469.00        | $1744068.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.5000%  | N/A     | $20963864.00       | $14217232.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 2.5000%  | N/A     | $80000.00          | $17094.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1522625.00        | $1510104.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $19529307.00       | $17328431.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $5878591.00        | $4250925.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $1076000.00        | $343966.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $3717645.00        | $2795295.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $10000.00          | $1807.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $150161950.00      | $25575514.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0000%  | N/A     | $2185198.00        | $2050073.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $16198715.00       | $16141229.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $29000.00          | $26595.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $40000.00          | $28357.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000000.00        | $888406.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $5502400.00        | $744779.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $4404000.00        | $840616.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-11-01      | 2.5000%  | N/A     | $234967165.00      | $1588358.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2740214.00        | $2624333.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $339000.00         | $186865.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $168191109.00      | $167375212.94      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $235000.00         | $44171.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $11395232.00       | $10683347.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $11016259.00       | $10531072.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $106750.00         | $81030.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $38450945.00       | $35776547.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $60000.00          | $9051.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $579554.00         | $314275.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $11426.00          | $2373.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 2.5000%  | N/A     | $27419416.00       | $17467091.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $20630000.00       | $16072202.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $45544717.00       | $21739836.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 3.0000%  | N/A     | $9000.00           | $833.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $582875.00         | $304219.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $43264521.00       | $41227588.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1086725.00        | $1104547.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $700000.00         | $67791.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $18669329.00       | $17545127.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $3581366.00        | $2384039.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $23560909.00       | $22445288.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $175000.00         | $161115.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1525000.00        | $398022.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1022012.00        | $507506.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $267000.00         | $34183.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2130216.00        | $1530493.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $5350000.00        | $3353592.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $1074498.00        | $1036008.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $759500.00         | $10353.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $44712.00          | $31360.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $32284814.00       | $21174195.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $886645.00         | $100552.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $45000.00          | $26793.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.0000%  | N/A     | $15000000.00       | $8173603.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 2.5000%  | N/A     | $150271.00         | $127615.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2424543.00        | $2526584.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $31202033.00       | $32025324.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2191016.00        | $1443959.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $21788494.00       | $14195567.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $25000.00          | $1000.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $45887413.00       | $39678299.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $205000.00         | $144538.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 7.0000%  | N/A     | $585984.00         | $4943.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $5105656.00        | $5205369.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $3900000.00        | $2274623.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $5490000.00        | $3483136.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3282605.00        | $2314863.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $811994.00         | $836162.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1135000.00        | $919490.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $180000.00         | $943.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1786610.00        | $1363924.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $11874144.00       | $1732176.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $110140.00         | $105539.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $105000.00         | $17205.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1719677.00        | $979258.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $50000.00          | $20279.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1209796.00        | $1239410.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $2612021.00        | $346199.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $72743504.00       | $36477764.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $70000.00          | $12711.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1521529.00        | $1440572.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $55000.00          | $44814.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $265000.00         | $7442.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 1.5000%  | N/A     | $86026.00          | $55430.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $13000.00          | $8591.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $504888.00         | $337264.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.0000%  | N/A     | $5631969.00        | $5854919.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1994044.00        | $2014319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 6.5000%  | N/A     | $2252963.00        | $1654.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $1523029.00        | $62717.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.5000%  | N/A     | $399286.00         | $173366.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $28160392.00       | $20227185.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3998368.00        | $3936036.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $475000.00         | $140416.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $5561133.00        | $4573883.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $95000.00          | $55063.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.0000%  | N/A     | $3000.00           | $2138.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.5000%  | N/A     | $485000.00         | $126693.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 2.5000%  | N/A     | $750000.00         | $40776.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $1184000.00        | $586802.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $40392.00          | $7004.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $660000.00         | $463937.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $12095459.00       | $8156814.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $796740.00         | $411890.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $100000.00         | $2033.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $2391304.00        | $2173627.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $115000.00         | $10831.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $6000.00           | $3899.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $10046422.00       | $10126032.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $17200000.00       | $198914.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $41192981.00       | $39778784.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $3834170.00        | $3649539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2299000.00        | $1538595.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $19000.00          | $13432.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $45000.00          | $35407.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $9000.00           | $8574.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $354931.00         | $339660.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $79793098.00       | $78673935.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $161536.00         | $132513.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1351600.00        | $460839.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $115190865.00      | $88432541.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2881496.00        | $2063234.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $1922756.00        | $115941.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $26000.00          | $10413.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $931104.00         | $883435.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $7035.00           | $579.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $6191371.00        | $5867918.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2373769.00        | $2189361.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5608743.00        | $5199992.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $8643164.00        | $4847819.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $9229421.00        | $5689517.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $720183.00         | $574142.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-09-01      | 5.0000%  | N/A     | $919000.00         | $101699.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $2013000.00        | $1762828.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $250000.00         | $46625.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $12571.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1018858.00        | $683840.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2635536.00        | $2673097.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 1.5000%  | N/A     | $225000.00         | $92968.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $4445550.00        | $4393720.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $360000.00         | $249026.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $8000.00           | $4104.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $6605724.00        | $667008.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2550681.00        | $2466173.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1165000.00        | $137143.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.5000%  | N/A     | $9339662.00        | $5874210.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1476286.00        | $1534096.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 5.0000%  | N/A     | $103000.00         | $9691.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3096516.00        | $1141350.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $79543.00          | $50414.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $250000.00         | $132917.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $867000.00         | $793787.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $363000.00         | $207545.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $104946.00         | $48090.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $55000.00          | $37441.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $259000.00         | $167046.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $70000.00          | $30394.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2622000.00        | $1134432.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-09-01      | 5.0000%  | N/A     | $700000.00         | $92904.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $11054727.00       | $1794428.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1080681.00        | $733212.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 3.5000%  | N/A     | $19329354.00       | $16399463.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 7.0000%  | N/A     | $17968684.00       | $16192889.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $3840750.00        | $434212.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $20530000.00       | $19506866.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $10500000.00       | $4732418.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $400000.00         | $306243.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $320000.00         | $11931.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $940000.00         | $678776.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $21664120.00       | $19203663.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 5.5000%  | N/A     | $15000000.00       | $12889168.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $921884.00         | $364066.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $60000.00          | $58906.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $329702.00         | $287249.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $36977625.00       | $28558187.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $1018198.00        | $1093737.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $67000.00          | $40558.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $121312138.00      | $109937358.79      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $68000.00          | $62673.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1987066.00        | $129904.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $23106951.00       | $15371344.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $6393046.00        | $5105757.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $1951000.00        | $1466114.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $49694983.00       | $46588889.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $1599190.00        | $886211.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $61075996.00       | $23864999.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $2939726.00        | $868659.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $9778385.00        | $7961716.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $24696216.00       | $16096912.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $214000.00         | $27733.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $225000.00         | $14204.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $4265000.00        | $3021849.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $2125465.00        | $1057599.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $6612384.00        | $5499449.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $1095025.00        | $1070845.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $1462454.00        | $582453.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $1349723.00        | $526843.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 6.0000%  | N/A     | $600000.00         | $315292.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $201490.00         | $123083.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $350047.00         | $343904.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $550000.00         | $259166.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1178011.00        | $764898.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.5000%  | N/A     | $3000000.00        | $32905.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $818089.00         | $601143.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $7000.00           | $4586.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1074439.00        | $94208.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $12013663.00       | $12331133.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 7.0000%  | N/A     | $616000.00         | $4347.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $125000.00         | $2352.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1851811.00        | $1902752.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1461.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6681745.00        | $5463173.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3277517.00        | $3054889.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $776839.00         | $720109.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $41000000.00       | $14108790.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3469000.00        | $2363883.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1165648.00        | $1150663.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $60331.00          | $46642.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.5000%  | N/A     | $2200000.00        | $59537.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $10076167.00       | $9939739.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $20000.00          | $12586.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.0000%  | N/A     | $960000.00         | $70656.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $30432031.00       | $26421915.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 1.5000%  | N/A     | $1495809.00        | $876776.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2203315.00        | $1690557.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.0000%  | N/A     | $4000.00           | $1563.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $1114638.00        | $795686.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $200000.00         | $30120.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $56750.00          | $8590.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $1110915.00        | $436059.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1301142.00        | $692322.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $110000.00         | $48282.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $9656913.00        | $6787468.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $50000.00          | $30493.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $8507038.00        | $7741982.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.0000%  | N/A     | $114631143.00      | $104205430.23      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $94003000.00       | $6143929.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1960000.00        | $1388538.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $555000.00         | $9942.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $615770.00         | $568646.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $42714000.00       | $3378878.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1483000.00        | $667554.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $52000.00          | $7517.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $97712172.00       | $42994979.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $3511912.00        | $3474898.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.5000%  | N/A     | $1436620.00        | $1089205.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $5163071.00        | $4043268.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 1.5000%  | N/A     | $1155467.00        | $745875.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2602051.00        | $2554546.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $3993067.00        | $2046627.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 4.0000%  | N/A     | $40175013.00       | $38707223.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $8400092.00        | $7729249.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $28429617.00       | $19816328.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $39300000.00       | $11101265.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $17792890.00       | $12838460.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $117145873.00      | $104816133.44      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $2053131.00        | $1698739.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.5000%  | N/A     | $242000.00         | $86548.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $56935.00          | $4198.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $86295.00          | $48450.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $9578500.00        | $1691833.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $293000.00         | $256321.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.0000%  | N/A     | $739499.00         | $90348.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 2.0000%  | N/A     | $215000.00         | $99394.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 4.0000%  | N/A     | $110000.00         | $4939.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $364383.00         | $311833.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $12675000.00       | $111982.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $7098575.00        | $6831704.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $3963248.00        | $758389.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $400000.00         | $334195.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $100000.00         | $67952.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1116016.00        | $1168257.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1016814.00        | $162645.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 7.5000%  | N/A     | $5746056.00        | $4313.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $180000.00         | $131138.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.5000%  | N/A     | $425000.00         | $44531.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $67834.00          | $24583.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $31000.00          | $16031.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.0000%  | N/A     | $500000.00         | $228405.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1857796.00        | $357258.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 2.5000%  | N/A     | $695000.00         | $164148.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 1.5000%  | N/A     | $1200000.00        | $585155.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $2146121.00        | $2093513.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.0000%  | N/A     | $8464381.00        | $7686306.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $9953244.00        | $9958449.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $8100000.00        | $6974476.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 7.0000%  | N/A     | $1700000.00        | $31925.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $7722275.00        | $6076928.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2512692.00        | $550484.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $1300000.00        | $608670.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.5000%  | N/A     | $600000.00         | $347452.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $10000.00          | $6392.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $74334.00          | $8342.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $131558546.00      | $101870889.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $500000.00         | $328848.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $245546.00         | $139092.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $476000.00         | $352596.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $60000.00          | $13886.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $6000000.00        | $3670194.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 1.5000%  | N/A     | $1261703.00        | $719772.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $25000.00          | $1788.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $29695624.00       | $21213890.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $33361125.00       | $30895789.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $13000.00          | $1192.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $3152344.00        | $17202.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 6.5000%  | N/A     | $1049250.00        | $1060633.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $14442807.00       | $12820426.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.0000%  | N/A     | $2655204.00        | $2474057.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $30697858.00       | $28394814.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $5181361.00        | $4961444.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $3583764.00        | $3560594.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $435657.00         | $323656.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2017739.00        | $1853738.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $556000.00         | $484084.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $745984.00         | $710239.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $12021000.00       | $8896375.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $286000.00         | $71106.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $114144.00         | $78922.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1656000.00        | $342254.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.0000%  | N/A     | $83434946.00       | $77231660.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $7500000.00        | $241457.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $24503894.00       | $4191270.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $26380.00          | $3344.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $6460000.00        | $4051772.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $9056177.00        | $9133007.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1072134.00        | $984136.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3854050.00        | $2504920.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $18617000.00       | $16016897.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.0000%  | N/A     | $41920000.00       | $26665063.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.0000%  | N/A     | $13000.00          | $2525.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1336600.00        | $1331885.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $40000.00          | $29261.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $23000.00          | $6523.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $4000.00           | $3147.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $26000.00          | $14795.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $115000.00         | $9764.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $3070000.00        | $1787411.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $63000.00          | $46420.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 7.0000%  | N/A     | $19850000.00       | $65686.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $2210000.00        | $188030.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $40000.00          | $22827.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $247580.00         | $219507.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 5.0000%  | N/A     | $1354000.00        | $630360.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1330418.00        | $1316957.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $8585000.00        | $8672554.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1752376.00        | $1710078.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $3932449.00        | $2848518.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1020000.00        | $152406.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $734142.00         | $52164.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.5000%  | N/A     | $139416.00         | $113950.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $6530376.00        | $5557513.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.5000%  | N/A     | $7721314.00        | $2432351.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $360000.00         | $211382.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $177000.00         | $45681.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1677000.00        | $892727.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $49380993.00       | $42649221.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $294000.00         | $29095.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $1438000.00        | $10229.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $967207.00         | $681951.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1601177.00        | $1574200.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.0000%  | N/A     | $2187181.00        | $2260641.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $31864944.00       | $26265281.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $3762392.00        | $3826275.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $1161251.00        | $1098998.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $50000000.00       | $46027231.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $105702.00         | $3457.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $40000000.00       | $9989786.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1771841.00        | $1756792.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $100000.00         | $715.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1091262.00        | $925736.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.5000%  | N/A     | $3339000.00        | $773790.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.0000%  | N/A     | $2170260.00        | $2261985.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $2083511.00        | $1619002.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 1.5000%  | N/A     | $268177.00         | $148143.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 1.5000%  | N/A     | $1180085.00        | $767902.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $42513.00          | $17654.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1124928.00        | $1091870.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.0000%  | N/A     | $210000.00         | $3180.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1268497.00        | $1330036.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000000.00        | $744276.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $2295549.00        | $1110417.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $346685.00         | $163953.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1660544.00        | $202898.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.5000%  | N/A     | $650000.00         | $9267.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $30303.00          | $23755.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $341000.00         | $231578.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $10098935.00       | $41283.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2145000.00        | $1390920.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $200000.00         | $113354.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $20000.00          | $10312.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $21755023.00       | $12849575.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1491451.00        | $968263.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1118577.00        | $1156561.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $285250.00         | $267843.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $195000.00         | $33845.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $216279.00         | $6975.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.5000%  | N/A     | $6102339.00        | $4359181.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $30847.00          | $14603.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.0000%  | N/A     | $81000.00          | $5082.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $1500000.00        | $567987.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $4774874.00        | $1629.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 1.5000%  | N/A     | $1000000.00        | $395038.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $452738.00         | $91112.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $5498667.00        | $5018111.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $5047840.00        | $5118288.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $6271710.00        | $5328919.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.5000%  | N/A     | $1365305.00        | $514684.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $13050320.00       | $7457171.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $30601603.00       | $27073534.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $9658000.00        | $8484764.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $14850000.00       | $5060.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $815303.00         | $32897.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $5849000.00        | $1030968.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1382400.00        | $1349323.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $1007076.00        | $998410.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $61000000.00       | $8747976.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $960914.00         | $810822.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $835207.00         | $782621.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.0000%  | N/A     | $1952067.00        | $116795.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $2010000.00        | $57438.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $1400000.00        | $115712.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $200000.00         | $99388.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $5321241.00        | $5666580.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $36178947.00       | $26201353.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $766006.00         | $394005.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 5.0000%  | N/A     | $1423128.00        | $478602.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.0000%  | N/A     | $11145894.00       | $11000416.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $69667285.00       | $44928388.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $19580482.00       | $2953116.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.5000%  | N/A     | $47024369.00       | $3820695.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4013142.00        | $4131389.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $8304442.00        | $8383701.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $1000000.00        | $28354.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $900000.00         | $5855.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $69198538.00       | $53045711.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $5100.00           | $1288.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $598979.00         | $48227.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1391591.00        | $1397155.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $25000.00          | $3958.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1500000.00        | $823225.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.5000%  | N/A     | $5027559.00        | $1862093.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $45000.00          | $31000.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $48739.00          | $6512.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2254703.00        | $2202135.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $40326185.00       | $38627149.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $1001567.00        | $526308.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $490000.00         | $349153.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $40000.00          | $29694.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $9955000.00        | $50436.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1800000.00        | $1338120.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $155000.00         | $111311.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $8325284.00        | $8598675.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.5000%  | N/A     | $1439139.00        | $956860.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $432095.00         | $290492.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $49000.00          | $33519.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $577000.00         | $317937.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $1083242.00        | $351109.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.0000%  | N/A     | $2488375.00        | $2324418.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3683563.00        | $3381462.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $15559161.00       | $11660106.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $4540074.00        | $3404738.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1114401.00        | $1107883.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 1.5000%  | N/A     | $20649182.00       | $8993650.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $865000.00         | $6872.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.5000%  | N/A     | $1432523.00        | $1434170.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $10754528.00       | $9687818.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 3.5000%  | N/A     | $1524474.00        | $1449013.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $2601570.00        | $2677868.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $80000.00          | $23785.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $1000.00           | $558.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $390000.00         | $1177.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.5000%  | N/A     | $1025000.00        | $392053.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1522433.00        | $1370869.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $58000.00          | $34207.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $4108087.00        | $3153390.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.0000%  | N/A     | $1313848.00        | $1376413.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $79712.00          | $41509.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $10598233.00       | $7534975.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $19985847.00       | $2479799.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1421190.00        | $1484206.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $15488062.00       | $12851322.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $19000000.00       | $3545558.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $4165144.00        | $568966.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $6312257.00        | $6071733.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $80000.00          | $13699.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $3762859.00        | $3773750.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $14130665.00       | $10209139.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 2.0000%  | N/A     | $480000.00         | $104467.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $6396776.00        | $2712514.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $58000.00          | $27153.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-07-01      | 7.5000%  | N/A     | $50000000.00       | $21119.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $3153915.00        | $3360809.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $225714.00         | $106251.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $16041799.00       | $6447834.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.0000%  | N/A     | $422274.00         | $74325.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $841500.00         | $595796.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $419105.00         | $40870.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $100000.00         | $55518.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $506986.00         | $23568.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $9209391.00        | $4153021.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1048106.00        | $1088521.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $603900.00         | $70176.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.0000%  | N/A     | $5000.00           | $2591.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $60000.00          | $23098.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $446190621.00      | $252879600.04      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 1.5000%  | N/A     | $40000.00          | $24184.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $440000.00         | $34926.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $33000.00          | $23763.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 7.0000%  | N/A     | $1295273.00        | $617748.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $10000.00          | $6564.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2375862.00        | $1903921.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $265000.00         | $72493.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $495053.00         | $9873.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3012486.00        | $2797051.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $33000.00          | $986.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 4.0000%  | N/A     | $500000.00         | $273913.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2955734.00        | $34401.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $6515912.00        | $4701992.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $57104123.00       | $12611508.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1125000.00        | $769938.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $4413000.00        | $892583.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $35000.00          | $19510.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $388461.00         | $6603.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $170000.00         | $43900.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $926000.00         | $383733.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $614606.00         | $322093.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.5000%  | N/A     | $125000.00         | $67788.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $208570.00         | $132329.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1730947.00        | $1762300.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $12000.00          | $1744.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $300000.00         | $218735.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $3373488.00        | $3488090.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.0000%  | N/A     | $7000.00           | $2823.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1591665.00        | $1514922.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $54500.00          | $9105.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $89471.00          | $621.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $4162000.00        | $3906772.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 2.5000%  | N/A     | $458380.00         | $309919.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $125000.00         | $103603.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $872684.00         | $6681.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $11000.00          | $1628.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $10368377.00       | $10086247.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $194752.00         | $160771.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $463546.00         | $455896.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1075536.00        | $1097614.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.5000%  | N/A     | $50500.00          | $4686.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $100000.00         | $18799.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $160000.00         | $81772.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $400000000.00      | $63276648.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $71330751.00       | $30112691.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $13523443.00       | $12885336.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $162625.00         | $59032.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $104694913.00      | $64689631.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.0000%  | N/A     | $78000.00          | $588.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $31714005.00       | $30690868.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 3.0000%  | N/A     | $25000.00          | $5788.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2098576.00        | $406219.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $457534.00         | $282204.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $18000.00          | $2276.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.0000%  | N/A     | $98998.00          | $686.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0000%  | N/A     | $203445.00         | $21919.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 4.0000%  | N/A     | $2260000.00        | $239677.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1208323.00        | $946968.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 5.0000%  | N/A     | $2103435.00        | $2091270.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 5.0000%  | N/A     | $29000.00          | $7969.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.5000%  | N/A     | $829000.00         | $375763.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $31770845.00       | $22271598.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $15000000.00       | $1012702.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $1784205.00        | $1464564.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3940289.00        | $2683540.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $17527451.00       | $14470484.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $77992905.00       | $49257196.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.0000%  | N/A     | $3956487.00        | $374546.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $35834928.00       | $5670878.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $10000.00          | $6961.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $3985578.00        | $2403198.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $10802518.00       | $2056671.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $40391.00          | $6378.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1655600.00        | $1590329.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $67000.00          | $27271.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $602853.00         | $2838.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $55000.00          | $32813.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $7400707.00        | $4301852.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $3675047.00        | $2848416.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $1391000.00        | $5192.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $40632765.00       | $27153231.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.5000%  | N/A     | $2092774.00        | $268332.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 2.5000%  | N/A     | $275000.00         | $11977.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000000.00        | $471093.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $205573.00         | $15954.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.0000%  | N/A     | $340000.00         | $29218.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.0000%  | N/A     | $100000.00         | $17365.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $90000.00          | $24962.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6268617.00        | $6513169.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 5.0000%  | N/A     | $695000.00         | $31576.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $991108.00         | $432641.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $58000.00          | $33254.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2181810.00        | $2147530.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $6000.00           | $3968.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $240000.00         | $132341.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $100000.00         | $53934.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $160000.00         | $114557.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $12035700.00       | $11878608.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $100000.00         | $50599.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1091642.00        | $1129587.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 5.5000%  | N/A     | $25483000.00       | $24287027.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $400000.00         | $162949.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $31642568.00       | $17119012.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $10705511.00       | $6377564.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1673200.00        | $1608829.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1752250.00        | $1681899.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $500000.00         | $266064.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.0000%  | N/A     | $1000000.00        | $75028.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2249800.00        | $2221870.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $57291.00          | $43450.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 3.5000%  | N/A     | $10488310.00       | $9889388.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $826374.00         | $400873.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1393800.00        | $1395392.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 2.5000%  | N/A     | $28694738.00       | $17064055.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $61191263.00       | $31406450.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $100000.00         | $45528.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $25000.00          | $9876.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 7.0000%  | N/A     | $1568250.00        | $1621055.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.5000%  | N/A     | $40000.00          | $20931.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 5.0000%  | N/A     | $1173364.00        | $1161788.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $1664731.00        | $398443.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.0000%  | N/A     | $319953.00         | $39939.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $13000000.00       | $1613293.96        | Agency Mortgage-Backed Securities |

### Security 242: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB009EK7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $265000000.00      | $154585100.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $52998.70          | $33662.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $32123703.91       | $23779796.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $1000.00           | $695.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $500000.00         | $397015.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $199999.00         | $77842.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $238724492.83      | $147506909.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $105000000.00      | $31412220.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $600000.00         | $186692.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $77906600.00       | $66068847.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $779999.01         | $584523.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $131154500.48      | $105340409.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $990000.00         | $340093.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $394999978.67      | $285335739.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $375000000.00      | $311428500.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $300000.00         | $101829.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1998987.00        | $724756.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $145999.80         | $53636.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $40999998.99       | $21264649.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $649999.00         | $446408.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $150000000.00      | $67799700.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $4102800.00        | $1911174.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $600000.00         | $198757.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $120999000.00      | $58094765.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $109831429.93      | $72631963.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $155000000.00      | $82850600.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $1160000.00        | $379726.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $231382000.01      | $148993117.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $675000075.31      | $457764126.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $919700.23         | $320439.20         | U.S. Treasuries (including strips) |

### Security 243: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB009EL5
- **C.18 - Value (incl. sponsor support):** $451745000.00
- **C.18.a - Value (excl. sponsor support):** $451745000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $11293556.97       | $7658940.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $18069.80          | $5949.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $542094.00         | $269551.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $3072046.70        | $3116377.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $427350.77         | $131949.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $9938.39           | $9890.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $25285793.93       | $7129961.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $19.27             | $13.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $2800.82           | $726.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $328147.57         | $334955.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $17026720.36       | $13675487.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-18      | 0.0000%  | N/A     | $271.05            | $270.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $53.31             | $15.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $3664194.04        | $1790707.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $271.05            | $109.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $5049153.87        | $2802648.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $2.52              | $0.86              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $1825049.80        | $850148.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $14458550.47       | $5588938.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $361.40            | $358.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $1806.98           | $1832.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $61437.32          | $45177.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $24.03             | $10.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $301765.66         | $154593.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $3108276.65        | $4237875.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $826693.35         | $338153.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $6644446.16        | $3128109.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $8813906.35        | $6396998.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $21286224.40       | $11897041.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $509026.27         | $120250.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $375490.44         | $89574.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $903.49            | $433.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $90.35             | $91.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $542.09            | $537.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $271137.35         | $276817.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $993.84            | $985.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $90.35             | $90.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $20157403.99       | $6058852.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $55926.03          | $54189.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $361.40            | $364.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $778808.38         | $178443.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $30830150.67       | $18567980.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $20.78             | $12.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $180.70            | $180.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $90.35             | $66.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $90.35             | $86.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $271.05            | $243.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $27104.70          | $9047.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $81802346.00       | $81320830.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $158381.80         | $77377.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $542094.00         | $181893.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $448131.04         | $171106.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $43367.52          | $14661.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $27146892.98       | $27564712.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $9888155.96        | $9919094.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $644188.37         | $204326.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $10698586.49       | $10764625.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $22148153.86       | $9749772.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $180.70            | $177.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $1355.24           | $1339.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $7770.01           | $7487.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $361.40            | $357.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $764352.54         | $351962.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $67761.75          | $32245.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $90.35             | $107.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7870%  | N/A     | $722.79            | $725.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $161815.06         | $159459.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $10943070.88       | $4348863.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $17166.31          | $5367.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $632443.00         | $480396.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $180.70            | $43.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $154316.09         | $41467.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $5278640.33        | $1338906.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $903.49            | $885.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $507761.38         | $227031.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $2499414.74        | $680113.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $18521545.00       | $6871641.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $903.49            | $668.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $15692175.72       | $5450049.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $1379267.83        | $336713.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $22589056.98       | $9653388.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $542084.06         | $166263.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $46622704.12       | $43338216.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $903.49            | $915.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $813.14            | $805.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-21      | 0.0000%  | N/A     | $2529.77           | $2516.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $1174.54           | $1140.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $542086.77         | $179573.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $90.35             | $90.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $379465.80         | $157504.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $561970.78         | $165426.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $155400.28         | $76142.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $153.39            | $101.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $40837.75          | $41397.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $6291362.27        | $4992227.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $269.94            | $94.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $90.35             | $90.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $2679299.60        | $2579401.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $361.40            | $320.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $15372069.21       | $15551291.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-03-31      | 4.2500%  | N/A     | $90.35             | $90.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $180.70            | $178.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $591785.95         | $151859.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $373683.46         | $110931.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $21986790.55       | $6286661.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $728664.69         | $350923.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-19      | 0.0000%  | N/A     | $507580.68         | $498657.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $234003.91         | $104292.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $10017897.12       | $9901611.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $26833.65          | $26911.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-21      | 0.0000%  | N/A     | $90.35             | $88.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $2168.38           | $849.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $903.49            | $897.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7260%  | N/A     | $361.40            | $362.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $0.91              | $0.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $813141.00         | $256038.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $81127981.06       | $81318581.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $1060697.26        | $1106232.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $50595.44          | $19030.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $90.35             | $88.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $90.35             | $91.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $90.35             | $85.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $355975.06         | $125300.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $632.44            | $604.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $180.70            | $179.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $10570.83          | $9125.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $90.35             | $92.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $8763.85           | $8666.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $46588.71          | $17602.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $180.70            | $184.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 0.0000%  | N/A     | $573716.15         | $467778.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $86126991.23       | $27628591.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $1659078.69        | $387716.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $55.37             | $34.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $90.35             | $89.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $1626.28           | $1636.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $90.35             | $87.99             | U.S. Treasuries (including strips) |

### Security 244: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB009EM3
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $7209660.00        | $5598661.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $200.00            | $198.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-22      | 0.0000%  | N/A     | $240.00            | $236.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $200.00            | $191.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $3551400.20        | $1237368.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $860.00            | $833.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $27057200.00       | $14033216.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-23      | 0.0000%  | N/A     | $111500.00         | $110883.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $91800.00          | $32408.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $4323600.00        | $3393105.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $2804800.20        | $1926289.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7870%  | N/A     | $28913440.00       | $29028155.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $20.00             | $19.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $31200.00          | $30966.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $456380.00         | $370614.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $2755400.00        | $783440.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $20.00             | $8.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $2625600.00        | $711298.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $1680.00           | $1674.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $140.00            | $135.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $5967200.00        | $5744712.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $144400.00         | $118922.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $1525400.00        | $422821.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.0000%  | N/A     | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $60.00             | $60.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $80.00             | $75.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $2100.00           | $1549.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $400000.00         | $393139.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $34320.00          | $21495.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $5292600.00        | $1646813.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $620.00            | $623.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $2061000.00        | $737168.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $9760.00           | $5556.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $3980.00           | $3991.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $280.00            | $245.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $1878800.00        | $644734.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $5583400.00        | $4133150.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $20.00             | $20.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $775394.68         | $334761.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $31200.00          | $15211.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $1880.00           | $1836.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $41920.00          | $41471.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $20.00             | $19.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $3104400.00        | $2079358.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $1078400.00        | $314687.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.7500%  | N/A     | $40.00             | $39.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $49200.00          | $12086.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $700000.00         | $746651.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7880%  | N/A     | $120.00            | $120.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-19      | 0.0000%  | N/A     | $40.00             | $39.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $20.00             | $19.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-10      | 0.0000%  | N/A     | $20.00             | $19.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $206100.00         | $196670.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $509400.00         | $427328.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $10022600.00       | $3155876.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $13660.00          | $3963.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $3959016.60        | $1900826.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 3.8750%  | N/A     | $260.00            | $258.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $20.00             | $18.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $60.00             | $41.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $60000.00          | $44120.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $464580.00         | $459164.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $4853400.04        | $1783017.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $100160.00         | $99359.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $720800.00         | $293294.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $832800.00         | $265659.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $189580.00         | $46665.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $40.00             | $39.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $2639900.00        | $1965261.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $7065400.00        | $4184977.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $200200.00         | $203960.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-25      | 0.0000%  | N/A     | $4000.00           | $3964.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $15000.00          | $5350.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $13000.00          | $10438.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $28582400.00       | $12533811.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $400.00            | $405.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $40.00             | $40.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $4145199.44        | $1407017.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $1088380.00        | $1047413.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $138202.60         | $50107.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $2093200.00        | $1662063.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $823600.00         | $231114.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $629000.00         | $336213.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $13000.00          | $4961.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $25553200.00       | $25430725.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $64560.00          | $50199.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $7872840.00        | $7461725.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $28600.00          | $6691.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-02      | 0.0000%  | N/A     | $20.00             | $19.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.0000%  | N/A     | $22200.00          | $21424.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 0.0000%  | N/A     | $22200.00          | $19280.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $172300.00         | $43329.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 0.0000%  | N/A     | $22200.00          | $18471.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $566000.00         | $256980.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $40.00             | $40.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $5040940.00        | $4370387.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $33627600.00       | $14987417.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $20.00             | $19.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $157940.00         | $159394.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $7635140.00        | $2929022.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $20.00             | $18.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $8533140.00        | $7639558.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $380.00            | $366.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $1758000.00        | $1349018.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $2779600.00        | $1599273.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $2754000.00        | $1363709.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $13840.00          | $13294.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $932600.00         | $221592.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $159600.00         | $80464.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $560.00            | $553.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $20.00             | $20.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $115940.00         | $125089.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $5402601.60        | $1789682.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $718000.00         | $698872.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $20.00             | $19.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $3960.00           | $3218.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $145200.00         | $39975.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $41780.00          | $41382.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $3830200.00        | $3180889.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 2.3750%  | N/A     | $60.00             | $57.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-18      | 0.0000%  | N/A     | $140.00            | $138.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $20.00             | $19.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-15      | 3.5000%  | N/A     | $1120.00           | $1111.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $19980.00          | $16217.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $4801606.60        | $3856544.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.0000%  | N/A     | $240.00            | $232.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $335200.00         | $218727.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $4443380.00        | $3850895.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $117400.00         | $54938.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $607200.00         | $243400.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-30      | 0.0000%  | N/A     | $20.00             | $19.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $5312200.00        | $3696207.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $38680.00          | $38626.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $3106000.00        | $3075784.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $545200.00         | $161378.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $200.00            | $193.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $1743400.00        | $453697.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $97600.00          | $92716.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-04      | 0.0000%  | N/A     | $8240.00           | $8184.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $13900.00          | $13373.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $76160.00          | $72336.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $80.00             | $79.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $625000.00         | $179353.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $17421640.00       | $8115383.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $1738600.00        | $1044766.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $1400.00           | $897.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $6651020.00        | $4594592.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $10075000.00       | $5144546.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 3.5000%  | N/A     | $2080.00           | $2039.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $32940.00          | $29212.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-17      | 0.0000%  | N/A     | $200.00            | $197.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $12250800.00       | $11022641.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $971999.99         | $260398.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $17360.00          | $16586.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $9800.00           | $2256.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $506600.00         | $510003.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $250200.00         | $76229.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $17726000.00       | $5947746.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $1700600.00        | $671515.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $180.00            | $174.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7260%  | N/A     | $36740.00          | $36861.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $440780.00         | $447335.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $3704800.00        | $890374.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $771000.00         | $252386.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $20.00             | $27.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $9055600.00        | $8639766.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $929800.00         | $797039.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $7204400.00        | $3909928.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $200.00            | $193.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $1934060.00        | $1911839.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $1088400.00        | $499374.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $538600.00         | $138513.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $180.00            | $181.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $603240.00         | $605296.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $20240.00          | $20139.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $5400.00           | $5481.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $20.00             | $19.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $2211400.00        | $1936819.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $20800.00          | $11791.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $2493400.20        | $970468.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $340.00            | $84.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $400000.00         | $369563.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $2787600.00        | $1186176.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $98540.00          | $98509.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $20.00             | $19.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-28      | 0.0000%  | N/A     | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $20.00             | $19.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $2980.00           | $2860.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $1052940.20        | $789062.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $3580.00           | $4731.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $5410800.00        | $4790018.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $160.00            | $160.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $744400.00         | $738549.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $20.00             | $15.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $425000.00         | $178864.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $400000.00         | $149074.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-13      | 0.0000%  | N/A     | $160.00            | $154.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $1874400.00        | $1370626.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $562600.00         | $142346.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-05-15      | 5.0000%  | N/A     | $3120.00           | $3133.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $4759200.00        | $1536650.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $35200400.00       | $25105101.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $9620.00           | $9671.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $2932000.00        | $953527.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $14034260.00       | $14863872.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $6684600.00        | $1776011.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $6421600.00        | $4354930.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 0.0000%  | N/A     | $22200.00          | $20548.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $3078089.18        | $1901938.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-15      | 1.2500%  | N/A     | $20.00             | $19.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 0.0000%  | N/A     | $22200.00          | $21854.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $6351320.00        | $6484134.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $20.00             | $25.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $762600.00         | $383583.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $8225600.00        | $5797353.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $140.00            | $139.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $3024600.00        | $717565.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $5940.00           | $6071.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $80.00             | $78.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 0.0000%  | N/A     | $22200.00          | $18867.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $18400.00          | $4274.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-23      | 0.0000%  | N/A     | $120.00            | $119.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $400000.00         | $377576.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-04      | 0.0000%  | N/A     | $20.00             | $19.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $5379420.00        | $3767031.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $4440940.06        | $2936811.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $298600.00         | $72518.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $2400000.00        | $1189687.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $2505200.00        | $2413609.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $40.00             | $14.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $477600.00         | $345003.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $7000.00           | $6149.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $20.00             | $12.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $98600.00          | $96897.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $1040740.00        | $1044221.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $40.00             | $39.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $28050086.95       | $10598304.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $167600.00         | $92309.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $116120.00         | $116667.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $20.00             | $20.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $20.00             | $19.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $1000.00           | $995.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $20.00             | $20.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $400000.00         | $233336.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 0.0000%  | N/A     | $22200.00          | $19692.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $5516260.00        | $5573334.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $20.00             | $20.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $80.00             | $79.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $22800.00          | $18729.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $200.00            | $196.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $128900.00         | $80259.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $198800.00         | $46942.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8330%  | N/A     | $10191400.00       | $10229664.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $12400.00          | $12444.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $503600.00         | $152906.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $5005740.00        | $3797079.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $20.00             | $13.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $1000.00           | $229.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $14680.00          | $20014.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $4228002.20        | $1296774.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $40.00             | $39.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $53840.00          | $14999.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $5171000.00        | $4727535.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $1290800.00        | $320279.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $657680.00         | $557746.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $280600.00         | $70414.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $8937800.00        | $8085276.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $2297388.20        | $687295.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $1382880.00        | $1285458.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $1800.00           | $1772.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $294000.00         | $80466.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $266900.00         | $260437.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $4517800.00        | $2042036.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $321000.00         | $84242.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $20.00             | $19.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $20.00             | $20.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $15920.00          | $15816.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $26609200.00       | $10984197.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $80.00             | $80.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $120600.00         | $56986.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $2188800.00        | $1152098.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.7270%  | N/A     | $80.00             | $80.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $72780.00          | $72276.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $27000.00          | $17699.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $1149800.00        | $642632.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $2523800.00        | $2355566.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $1906800.00        | $502847.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $17000.00          | $3933.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $505200.26         | $320883.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $13000.00          | $5446.75           | U.S. Treasuries (including strips) |

### Security 245: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB009EN1
- **C.18 - Value (incl. sponsor support):** $8850000000.00
- **C.18.a - Value (excl. sponsor support):** $8850000000.00
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $83833574.00       | $69382714.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $665000.00         | $14082.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $2085599.00        | $2082458.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $519151.00         | $38314.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-04-20      | 6.0000%  | N/A     | $18125812.00       | $18646397.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $31477.00          | $2269.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $515430.00         | $529337.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | 3.5000%  | N/A     | $3087365.00        | $803593.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $7800000.00        | $7986250.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $65000.00          | $560.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 5.0000%  | N/A     | $2034927.00        | $110264.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | 4.5000%  | N/A     | $3215245.00        | $122637.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 6.5000%  | N/A     | $2802896.00        | $1480339.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $150000.00         | $12058.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $2240314.00        | $435858.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $1900000.00        | $1661937.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $468995.00         | $551.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5000%  | N/A     | $330289000.00      | $240503737.41      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 7.0000%  | N/A     | $477712.00         | $501533.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $1800000.00        | $27147.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $2311641.00        | $2345526.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.0000%  | N/A     | $4240215.00        | $4353314.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $20000.00          | $17525.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.1250%  | N/A     | $823580.00         | $8383.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $5708647.00        | $3226331.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $6418957.00        | $6452735.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $61059.00          | $797.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $250000.00         | $150718.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1279471.00        | $1302791.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $200000000.00      | $53632.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $75000.00          | $758.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $1700000.00        | $1774554.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $69154243.00       | $52485266.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-15      | 3.0000%  | N/A     | $3018417.00        | $1496028.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $4640000.00        | $3334031.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | 3.5000%  | N/A     | $3000000.00        | $74494.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $3168505.00        | $1418317.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1724633.00        | $521.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $22000000.00       | $629524.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $2615464.00        | $142841.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $2006964.00        | $2096671.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $100000.00         | $73612.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $6986871.00        | $533151.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $400000.00         | $8754.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $3605666.00        | $1053537.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.0000%  | N/A     | $72230776.00       | $66548375.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | 3.0000%  | N/A     | $383418.00         | $84408.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.5000%  | N/A     | $3800000.00        | $3632943.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 3.5000%  | N/A     | $71082400.00       | $63900868.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 3.5000%  | N/A     | $20000.00          | $2093.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $13690366.00       | $285251.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $2600000.00        | $1988.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1101923.00        | $1124742.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.0000%  | N/A     | $1281348.00        | $1317583.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-20      | 5.0000%  | N/A     | $66014365.00       | $65703033.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $4294954.00        | $1706.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.5000%  | N/A     | $100000000.00      | $3981655.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $500000.00         | $24334.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $225000.00         | $27367.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.0000%  | N/A     | $2575065.00        | $2640826.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.5000%  | N/A     | $500000.00         | $40126.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $698059.00         | $9920.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $2597904.00        | $395122.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $160000.00         | $18766.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $102662186.00      | $102085623.77      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $505620.00         | $8966.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-15      | 7.0000%  | N/A     | $54500000.00       | $80809.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $24671300.00       | $123294.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.0000%  | N/A     | $375905.00         | $39550.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $11668586.00       | $11602937.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.5000%  | N/A     | $523861.00         | $1321.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $200000.00         | $20117.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $2320347.00        | $1021477.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 4.5000%  | N/A     | $1304166.00        | $32599.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $3497645.00        | $2303434.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $650000.00         | $134366.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.5000%  | N/A     | $727109.00         | $760305.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.5000%  | N/A     | $2956810.00        | $346414.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-15      | 5.0000%  | N/A     | $1444851.00        | $186260.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $2405000.00        | $1790853.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000.00         | $89516.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-03-15      | 4.5000%  | N/A     | $583985.00         | $26114.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.5000%  | N/A     | $520000.00         | $83116.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 6.0000%  | N/A     | $954749.00         | $979433.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.5000%  | N/A     | $2500000.00        | $14251.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $40000.00          | $22158.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $1300000.00        | $56633.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $887872.00         | $550990.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-15      | 5.0000%  | N/A     | $3381862.00        | $592517.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $7366326.00        | $5867137.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $31016834.00       | $28514286.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $5483574.00        | $700311.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $473576.00         | $20297.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $490000.00         | $301259.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $60000.00          | $1579.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $35058487.00       | $31288528.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $5300000.00        | $5461963.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.5000%  | N/A     | $13900000.00       | $13996568.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $15000.00          | $11160.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $241464.00         | $32650.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.5000%  | N/A     | $140000000.00      | $91921244.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.5000%  | N/A     | $1295705.00        | $868694.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $735592.00         | $568933.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-15      | 2.5000%  | N/A     | $1087300.00        | $274096.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.0000%  | N/A     | $1296821.00        | $31544.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $7480000.00        | $303253.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $300000000.00      | $3216493.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 7.0000%  | N/A     | $3446821.00        | $2878130.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.5000%  | N/A     | $1890499.00        | $27841.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $22109919.00       | $21946612.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-15      | 8.0000%  | N/A     | $1629279.00        | $1932.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $29809330.00       | $30422461.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $2041508.00        | $1761373.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $1865596.00        | $1437396.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.0000%  | N/A     | $179077.00         | $183887.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-15      | 8.0000%  | N/A     | $3150725.00        | $3967.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-20      | 6.5000%  | N/A     | $10949041.00       | $11462918.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $4281954.00        | $2636001.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | 3.0000%  | N/A     | $110000.00         | $951.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $1532967.00        | $1600187.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $150000.00         | $1559.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $35006174.00       | $34649533.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $8079829.00        | $177195.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $30062516.00       | $30476623.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1381418.00        | $1433989.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $51074714.00       | $52506544.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $4055753.00        | $732.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $5293556.00        | $4889170.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.5000%  | N/A     | $250000.00         | $5346.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-08-15      | 7.5000%  | N/A     | $1500000.00        | $6340.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.5000%  | N/A     | $467324.00         | $102078.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.5000%  | N/A     | $1490000.00        | $18552.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $2014405.00        | $2098653.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1064729.00        | $395202.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.5000%  | N/A     | $3445331.00        | $1890224.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $25124.00          | $587.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $1930679.00        | $2011792.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.6250%  | N/A     | $1172347.00        | $103989.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $3013738.00        | $2078760.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 7.0000%  | N/A     | $184260.00         | $191418.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $300000000.00      | $4506099.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $2574800.00        | $1155281.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $761797.00         | $18873.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $3396571.00        | $2113882.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $100000.00         | $10062.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $5030000.00        | $41482.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $2679358.00        | $2793333.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1675890.00        | $1705063.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $25907642.00       | $20727125.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $700000.00         | $12996.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 8.5000%  | N/A     | $504892.00         | $2848.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.5000%  | N/A     | $3361441.00        | $3512620.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.5000%  | N/A     | $994468.00         | $2487.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $340074.00         | $27349.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $2970000.00        | $92459.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $32972040.00       | $629953.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | 6.0000%  | N/A     | $1185985.00        | $919407.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.5000%  | N/A     | $333127.00         | $7830.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1156905.00        | $1158334.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $151011137.00      | $114945883.25      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $6355069.00        | $5003294.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $3000000.00        | $1309311.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $640000.00         | $309554.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.0000%  | N/A     | $25000.00          | $8017.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-15      | 4.0000%  | N/A     | $975872.00         | $338907.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $32800.00          | $4461.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $125000.00         | $7367.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $1875883142.00     | $1267509993.17     | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.1250%  | N/A     | $3000300.00        | $59637.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.5000%  | N/A     | $914197.00         | $24745.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | 6.5000%  | N/A     | $2434643.00        | $1378640.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 7.0000%  | N/A     | $41770430.00       | $36888406.52       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $118000.00         | $68791.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 6.5000%  | N/A     | $866428.00         | $905097.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $4469105.00        | $3302006.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | 2.5000%  | N/A     | $175000.00         | $7600.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $15920000.00       | $23862.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-15      | 3.5000%  | N/A     | $1233320.00        | $671470.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.0000%  | N/A     | $1700000.00        | $719101.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.0000%  | N/A     | $1600000.00        | $877903.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $1975196.00        | $1277700.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-15      | 8.0000%  | N/A     | $6163022.00        | $20376.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $100000.00         | $2020.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $16100000.00       | $16787355.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $31947336.00       | $31003245.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $146275432.00      | $124586774.51      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $66696106.00       | $48364216.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-15      | 5.0000%  | N/A     | $5352757.00        | $1419160.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $55790429.00       | $57514153.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $1700000.00        | $1177351.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $1084633.00        | $61625.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $3325000.00        | $1141822.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $50137603.00       | $46832856.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $110000.00         | $1350.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $40228209.00       | $2815627.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4205608.00        | $4170576.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $1822780.00        | $1861251.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.5000%  | N/A     | $1000832.00        | $474695.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $5700000.00        | $2180971.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $7150000.00        | $5901829.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.5000%  | N/A     | $633102.00         | $4220.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $241885919.00      | $16477151.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $1700000.00        | $1070936.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $280000.00         | $37918.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $9763519.00        | $3596153.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $855651.00         | $155415.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $4739795.00        | $721136.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $1528913.00        | $71294.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $1200000.00        | $96183.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $32105497.00       | $30699694.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $125164.00         | $83211.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $1768346.00        | $1051732.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $1133535.00        | $888277.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-15      | 7.5000%  | N/A     | $2496940.00        | $12319.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-15      | 3.0000%  | N/A     | $241417.00         | $9575.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $4222431.00        | $4158685.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.6250%  | N/A     | $3201765.00        | $59416.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1157431.00        | $1217369.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $3179685.00        | $17435.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $76000.00          | $638.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.0000%  | N/A     | $3907351.00        | $4005149.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $1975000.00        | $1397192.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | 6.5000%  | N/A     | $1805573.00        | $669298.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $2457898.00        | $724.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $3402441.00        | $11344.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $29947000.00       | $31498557.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 5.0000%  | N/A     | $4538730.00        | $314512.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $20400000.00       | $384944.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.0000%  | N/A     | $1000000.00        | $135607.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.0000%  | N/A     | $1023438.00        | $1049166.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $2200000.00        | $804020.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.0000%  | N/A     | $2031038.00        | $1853720.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-15      | 4.0000%  | N/A     | $18934703.00       | $2276815.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $2534138.00        | $1036757.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $166833.00         | $143529.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $7250000.00        | $7288872.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $5000000.00        | $2102304.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 4.5000%  | N/A     | $1165320.00        | $75834.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $415000.00         | $587.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.0000%  | N/A     | $2190111.00        | $1871573.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-15      | 8.5000%  | N/A     | $3461146.00        | $2026.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $250000.00         | $14539.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $542557.00         | $17444.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.0000%  | N/A     | $345000.00         | $197626.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 1.5000%  | N/A     | $1090000.00        | $643311.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1690407.00        | $2954.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.5000%  | N/A     | $2556414.00        | $1313999.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $199561283.00      | $107885.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $2085335.00        | $3514.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.5000%  | N/A     | $375000.00         | $4274.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $9213744.00        | $5836046.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $37292964.00       | $30133047.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-15      | 4.0000%  | N/A     | $1799919.00        | $1191908.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $907262.00         | $1320.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $19352051.00       | $7481.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.6250%  | N/A     | $6740943.00        | $387179.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.5000%  | N/A     | $1497291.00        | $138499.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.5000%  | N/A     | $1504343.00        | $260941.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $1391798.00        | $1211428.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $200000.00         | $17122.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | 6.0000%  | N/A     | $2171633.00        | $950863.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $1800000.00        | $1878710.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | 5.0000%  | N/A     | $723057.00         | $160109.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-09-20      | 5.5000%  | N/A     | $1177216.00        | $557882.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $512500.00         | $61530.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $535000.00         | $704.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 4.5000%  | N/A     | $119323.00         | $113641.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.5000%  | N/A     | $35000.00          | $18625.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.5000%  | N/A     | $61160390.00       | $58294803.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1560727.00        | $1587898.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-04-20      | 6.0000%  | N/A     | $1767749.00        | $1818519.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $1246485.00        | $114449.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $295317.00         | $299705.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $26457182.00       | $25594989.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | 6.5000%  | N/A     | $2732363.00        | $634678.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $32251399.00       | $31057244.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-20      | 3.5000%  | N/A     | $639861.00         | $18408.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $2666293.00        | $1967623.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 6.0000%  | N/A     | $468721.00         | $3241.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $7181687.00        | $7272034.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $32406912.00       | $28871833.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $147632809.00      | $78589575.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.5000%  | N/A     | $1000197.00        | $68959.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.6250%  | N/A     | $7269365.00        | $649186.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $1651941.00        | $69935.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $11724347.00       | $17555.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 5.0000%  | N/A     | $1274267.00        | $131010.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-15      | 6.0000%  | N/A     | $146152.00         | $2418.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $25400000.00       | $965818.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $7383029.00        | $3863034.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $25661007.00       | $21386047.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1066743.00        | $1082838.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $1644155.00        | $959595.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $1665280.00        | $1740661.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.5000%  | N/A     | $219000.00         | $5230.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-15      | 3.0000%  | N/A     | $408545.00         | $11106.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $70835355.00       | $71798345.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1057219.00        | $919584.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $11500000.00       | $11945833.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 4.5000%  | N/A     | $2281458.00        | $99882.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $20000525.00       | $14836104.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $2729955.00        | $2961653.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $1911634.00        | $356051.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-15      | 3.0000%  | N/A     | $1214905.00        | $208039.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $918001.00         | $1655.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.5000%  | N/A     | $3560944.00        | $2559124.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $555543.00         | $580580.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 7.0000%  | N/A     | $2257462.00        | $3591.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.5000%  | N/A     | $356000.00         | $1866.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $48000000.00       | $165501.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $98000.00          | $4829.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $434910.00         | $122112.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $31216963.00       | $17448751.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $1987965.00        | $1803942.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $100000.00         | $60386.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.5000%  | N/A     | $40903096.00       | $37410624.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.5000%  | N/A     | $5000000.00        | $4853634.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $3400000.00        | $67054.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $939626.00         | $38107.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $52419019.00       | $49536047.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1153266.00        | $1188625.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | 3.0000%  | N/A     | $2000000.00        | $47431.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $35000.00          | $5052.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.0000%  | N/A     | $76694.00          | $13312.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $621000.00         | $13005.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $205861324.00      | $123002008.47      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $2415727.00        | $202882.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $189000.00         | $687.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $67500000.00       | $30920894.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-15      | 4.5000%  | N/A     | $5908377.00        | $865450.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $59372809.00       | $55059913.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $216812.00         | $144801.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 8.0000%  | N/A     | $6526375.00        | $35661.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $65000.00          | $2237.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 7.0000%  | N/A     | $9224152.00        | $8760908.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $3300000.00        | $2705917.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.0000%  | N/A     | $1277060.00        | $1160.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $1254591.00        | $316220.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 7.0000%  | N/A     | $717550.00         | $700406.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $942530.00         | $10334.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 7.0000%  | N/A     | $800000.00         | $838984.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2719711.00        | $2394746.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $750657.00         | $318519.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 4.0000%  | N/A     | $1169081.00        | $53416.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 4.0000%  | N/A     | $1358181.00        | $405803.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $2756000.00        | $1907196.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $2993385.00        | $3178.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $1496307.00        | $636694.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $2277290.00        | $2266816.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $430000.00         | $114722.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1485158.00        | $1506116.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.0000%  | N/A     | $2000000.00        | $7719.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $465883.00         | $3518.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-15      | 4.0000%  | N/A     | $7558348.00        | $4304783.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $605279.00         | $81598.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 7.0000%  | N/A     | $1163492.00        | $33261.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $2493885.00        | $2556788.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $38134514.00       | $36092757.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $1369349.00        | $132627.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.0000%  | N/A     | $886187.00         | $909577.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $377419.00         | $204120.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $500000.00         | $186527.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1429645.00        | $1423511.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-15      | 3.5000%  | N/A     | $1019815.00        | $690539.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-15      | 3.5000%  | N/A     | $1596639.00        | $753913.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $486348.00         | $499455.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $4000000.00        | $2502584.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.5000%  | N/A     | $3698973.00        | $7353.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $33564522.00       | $30805292.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.0000%  | N/A     | $1020976.00        | $525598.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | 2.5000%  | N/A     | $2518520.00        | $1363188.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $1197188.00        | $178072.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $7476519.00        | $7444443.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $2534952.00        | $1461181.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $3455185.00        | $2881864.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $52259118.00       | $50239945.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $464250.00         | $7226.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $73919665.00       | $75037953.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $365509.00         | $21403.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $50704160.00       | $50221621.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $2779827.00        | $216787.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $92454716.00       | $82838165.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $100000.00         | $7398.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | 4.5000%  | N/A     | $1737233.00        | $348836.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $17138.00          | $10596.22          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $214340.00         | $7294.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | 6.0000%  | N/A     | $3000363.00        | $1297857.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $100000.00         | $74196.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1140000.00        | $663413.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 5.0000%  | N/A     | $3207888.00        | $111127.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.5000%  | N/A     | $2398914.00        | $2506624.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $100000.00         | $777.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | 4.0000%  | N/A     | $149918.00         | $8066.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $422602.00         | $1116.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.5000%  | N/A     | $3300000.00        | $3169005.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $50000.00          | $6729.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.0000%  | N/A     | $1899803.00        | $994372.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $300791.00         | $260776.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-04-20      | 6.0000%  | N/A     | $6150897.00        | $6324772.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $2100000.00        | $1930524.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $705835.00         | $56751.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1614338.00        | $1700936.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $38564406.00       | $17633.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $3300000.00        | $3447131.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $7159006.00        | $6441983.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $2613426.00        | $208650.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 4.0000%  | N/A     | $1168456.00        | $53648.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-15      | 4.0000%  | N/A     | $46801.00          | $25637.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | 5.0000%  | N/A     | $4434637.00        | $513246.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $3309601.00        | $2932.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $2743272.00        | $557615.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.6250%  | N/A     | $5120849.00        | $287403.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-15      | 2.5000%  | N/A     | $142273.00         | $54021.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.5000%  | N/A     | $100000.00         | $8643.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.5000%  | N/A     | $1000000.00        | $21615.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $310000.00         | $42039.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $958736.00         | $597911.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.0000%  | N/A     | $1000000.00        | $1023476.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $14350000.00       | $8421212.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $287673.00         | $295900.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $2251279.00        | $18129.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $2500000.00        | $14251.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-04-20      | 6.5000%  | N/A     | $8976483.00        | $9383093.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-15      | 8.0000%  | N/A     | $3206352.00        | $3409.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 4.0000%  | N/A     | $1146702.00        | $158127.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $4546801.00        | $4658214.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.0000%  | N/A     | $901537.00         | $74279.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.5000%  | N/A     | $655074.00         | $2787.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.0000%  | N/A     | $3473285.00        | $1550492.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $27894577.00       | $27398387.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | 6.5000%  | N/A     | $3866164.00        | $2286994.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | 3.0000%  | N/A     | $1132880.00        | $172450.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.0000%  | N/A     | $472857.00         | $55026.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.5000%  | N/A     | $7421943.00        | $439174.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $624114.00         | $2496.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $2546276.00        | $84749.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 8.0000%  | N/A     | $1114004.00        | $2245.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $1266965.00        | $1337104.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.5000%  | N/A     | $35010000.00       | $3433286.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 7.0000%  | N/A     | $2900000.00        | $3043681.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-15      | 4.0000%  | N/A     | $2283074.00        | $389071.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $3755916.00        | $514373.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $910679.00         | $940197.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $8400000.00        | $8458973.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $66450954.00       | $67120299.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $7030686.00        | $1395352.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | 4.5000%  | N/A     | $857394.00         | $53856.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $210000.00         | $119688.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | 5.0000%  | N/A     | $70000.00          | $1427.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $642054.00         | $656324.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $799998.00         | $407322.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1801374.00        | $1590950.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $500000.00         | $1317.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 5.5000%  | N/A     | $1288723.00        | $1299621.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $120000.00         | $4601.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $1300000.00        | $696161.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $4094923.00        | $3534955.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 2.5000%  | N/A     | $3100000.00        | $388518.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 4.5000%  | N/A     | $823566.00         | $128382.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $104000.00         | $9981.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $11557199.00       | $11842137.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-15      | 4.5000%  | N/A     | $623908.00         | $316994.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.0000%  | N/A     | $1586321.00        | $47774.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $54044006.00       | $49729356.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $2071890.00        | $1984910.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.0000%  | N/A     | $2342106.00        | $526.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $500000.00         | $2635.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $8235424.00        | $10154.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-15      | 4.0000%  | N/A     | $285363.00         | $38933.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $2421210.00        | $2374745.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $3690920.00        | $3771668.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $41540836.00       | $38554357.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $7269276.00        | $7270327.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $1299861.00        | $87360.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $190560.00         | $635.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $50949.00          | $10050.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-15      | 5.0000%  | N/A     | $30000.00          | $19786.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $1000000.00        | $18872.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | 3.5000%  | N/A     | $2954865.00        | $515962.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 6.0000%  | N/A     | $150000.00         | $13931.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $2056455.00        | $2111099.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | 6.0000%  | N/A     | $25869896.00       | $17882697.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-15      | 3.0000%  | N/A     | $116973.00         | $10631.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-15      | 3.5000%  | N/A     | $2100000.00        | $546702.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1099611.00        | $984180.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $239634.00         | $245574.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 4.0000%  | N/A     | $211945.00         | $196976.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25356.00          | $584.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 7.0000%  | N/A     | $68042413.00       | $58299145.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $600000.00         | $315974.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $594675.00         | $273840.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1385821.00        | $1139351.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.5000%  | N/A     | $1746628.00        | $1582.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $1200000.00        | $38960.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 7.0000%  | N/A     | $985955.00         | $927090.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $2586327.00        | $2157730.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $4000000.00        | $228476.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $436000.00         | $246360.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.0000%  | N/A     | $378350.00         | $389904.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $2826489.00        | $2102534.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $1804000.00        | $1577215.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $5452366.00        | $5428974.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | 4.5000%  | N/A     | $1500000.00        | $32977.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $2654606.00        | $1830315.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.5000%  | N/A     | $2400000.00        | $1603381.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $150000000.00      | $3168126.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.5000%  | N/A     | $1857630.00        | $1941151.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1017056.00        | $776674.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1107738.00        | $1165983.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1857159.00        | $1956562.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 4.0000%  | N/A     | $99142.00          | $2390.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $1529286.00        | $1593136.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-04-20      | 6.5000%  | N/A     | $2395881.00        | $2505141.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.5000%  | N/A     | $11120175.00       | $523590.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1065568.00        | $1082816.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $1127796.00        | $946793.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $65408000.00       | $51546385.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $2689469.00        | $2803482.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $9528336.00        | $5919285.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.0000%  | N/A     | $650400.00         | $410087.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $10000000.00       | $126898.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $485723.00         | $4963.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $100000000.00      | $80798965.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-15      | 5.0000%  | N/A     | $912666.00         | $76683.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.6250%  | N/A     | $3086391.00        | $36810.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $3659695.00        | $305823.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $989655.00         | $613422.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $277158.00         | $4111.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $2250000.00        | $2121180.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.5000%  | N/A     | $56382848.00       | $53733710.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 4.5000%  | N/A     | $1910000.00        | $124680.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $80000.00          | $42033.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $8000.00           | $2971.44           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $1592499.00        | $1191171.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $106052027.00      | $89177082.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-15      | 2.5000%  | N/A     | $9711000.00        | $204928.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $80755000.00       | $6212372.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.0000%  | N/A     | $13601696.00       | $1113126.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 3.5000%  | N/A     | $1243799.00        | $60848.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 4.5000%  | N/A     | $894523.00         | $66429.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2714907.00        | $2483670.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $21086557.00       | $120885.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $100000.00         | $5055.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.0000%  | N/A     | $7492778.00        | $7699363.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 6.5000%  | N/A     | $2377523.00        | $2483552.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.5000%  | N/A     | $269353.00         | $20620.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $1919583.00        | $2005035.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 7.0000%  | N/A     | $2500000.00        | $2623269.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.0000%  | N/A     | $701030.00         | $3415.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.5000%  | N/A     | $3747202.00        | $337477.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $300000.00         | $1203.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 5.0000%  | N/A     | $300000.00         | $7400.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 3.0000%  | N/A     | $331197263.00      | $58314810.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | 3.5000%  | N/A     | $192937.00         | $34416.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | 6.0000%  | N/A     | $1019523.00        | $925390.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-15      | 3.0000%  | N/A     | $2150476.00        | $900375.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $1200000.00        | $868265.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 4.0000%  | N/A     | $7352973.00        | $596921.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.0000%  | N/A     | $2292971.00        | $1916467.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $5600000.00        | $5836898.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $304273.00         | $948.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $2696534.00        | $1211748.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 7.0000%  | N/A     | $518866.00         | $543522.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.0000%  | N/A     | $500000.00         | $3201.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 7.0000%  | N/A     | $9336948.00        | $6304809.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 3.0000%  | N/A     | $2229116.00        | $233249.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $23126504.00       | $129197.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | 4.5000%  | N/A     | $785524.00         | $44243.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $1364643.00        | $1425788.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $2940000.00        | $1326572.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-15      | 4.0000%  | N/A     | $445928.00         | $239097.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-15      | 8.0000%  | N/A     | $914132.00         | $2990.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $8912381.00        | $9056643.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $52879054.00       | $53266918.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1505034.00        | $1503611.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.5000%  | N/A     | $72000.00          | $51555.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $1225908.00        | $1253395.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $56196.00          | $1272.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.0000%  | N/A     | $1317209.00        | $1349997.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-11-15      | 3.0000%  | N/A     | $8000000.00        | $11543.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-08-15      | 2.5000%  | N/A     | $859486.00         | $9613.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $49000000.00       | $343918.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $901130.00         | $943913.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $53071821.00       | $41271412.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.6250%  | N/A     | $9987846.00        | $273166.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 4.5000%  | N/A     | $3925418.00        | $123444.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | 4.0000%  | N/A     | $1550921.00        | $145658.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $5090000.00        | $41290.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $1553802.00        | $671617.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.5000%  | N/A     | $2089548.00        | $52561.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $1000000.00        | $2087.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $4180070.00        | $587776.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-15      | 3.0000%  | N/A     | $1000000.00        | $6401.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $344597517.00      | $152647272.02      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.6250%  | N/A     | $1106854.00        | $20595.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $437880.00         | $13186.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $11977052.00       | $12026149.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $828999.00         | $570570.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $171765.00         | $19688.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.0000%  | N/A     | $750212.00         | $518381.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 3.0000%  | N/A     | $8169977.00        | $5409238.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $900000.00         | $507700.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | 4.5000%  | N/A     | $266603.00         | $20694.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 5.5000%  | N/A     | $679961.00         | $685693.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.0000%  | N/A     | $101438.00         | $23482.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-20      | 5.0000%  | N/A     | $120134630.00      | $119568061.75      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-15      | 2.5000%  | N/A     | $2448501.00        | $36221.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1043529.00        | $292669.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-07-20      | 5.0000%  | N/A     | $1979466.00        | $1224778.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.5000%  | N/A     | $1048678.00        | $987459.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $1400000.00        | $730925.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.1250%  | N/A     | $652715.00         | $9854.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $250846.00         | $30851.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $1001873.00        | $10005.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.0000%  | N/A     | $93707161.00       | $82224248.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $2585497.00        | $2697022.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.0000%  | N/A     | $1052300.00        | $1075246.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-01-20      | 3.0000%  | N/A     | $475000.00         | $1375.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 4.5000%  | N/A     | $520400.00         | $18287.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $300000000.00      | $3472283.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.5000%  | N/A     | $195971.00         | $75325.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.0000%  | N/A     | $1707000.00        | $17533.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $3700000.00        | $655088.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $7111775.00        | $3186253.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $954200.00         | $5562.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $166482.00         | $6424.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $25143589.00       | $23389811.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.5000%  | N/A     | $3700000.00        | $52458.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $2100000.00        | $2037967.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $40000000.00       | $1995761.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 7.0000%  | N/A     | $2741517.00        | $1902992.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | 5.0000%  | N/A     | $1213097.00        | $57043.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $3009807.00        | $4605.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $1712134.00        | $369075.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $465000.00         | $16830.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $36534315.00       | $36052511.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | 3.5000%  | N/A     | $2343659.00        | $1193687.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $78915.00          | $70650.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $2209869.00        | $2332208.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $20675000.00       | $7212871.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $492727.00         | $481041.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | 2.5000%  | N/A     | $298085.00         | $148876.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | 6.0000%  | N/A     | $2180626.00        | $1101260.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.0000%  | N/A     | $889574.00         | $655992.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $164137.00         | $3548.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $2959732.00        | $1485212.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 5.0000%  | N/A     | $1863632.00        | $524469.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 3.0000%  | N/A     | $8056734.00        | $6279261.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3799267.00        | $2488677.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $870810.00         | $893772.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.5000%  | N/A     | $1500000.00        | $253006.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $12268120.00       | $12443209.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $20000000.00       | $983283.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1080496.00        | $1079211.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $300000.00         | $1855.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 7.0000%  | N/A     | $1100000.00        | $1151886.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $707765.00         | $510.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1390000.00        | $692556.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.5000%  | N/A     | $2123395.00        | $265860.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-15      | 3.5000%  | N/A     | $512162.00         | $382026.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | 5.0000%  | N/A     | $1541679.00        | $310093.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.0000%  | N/A     | $13779037.00       | $1236653.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-20      | 2.0000%  | N/A     | $29824.00          | $20292.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $1100000.00        | $784335.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | 5.0000%  | N/A     | $774604.00         | $108062.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $54554643.00       | $8847854.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 7.0000%  | N/A     | $1200000.00        | $1254186.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1550140.00        | $1541784.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.5000%  | N/A     | $1701051.00        | $614.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.5000%  | N/A     | $59866065.00       | $18271256.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $36018.00          | $1441.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.0000%  | N/A     | $33196129.00       | $29473603.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $2985610.00        | $231060.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $2102940.00        | $996301.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $1140316.00        | $1028392.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $155000.00         | $92999.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $96159871.00       | $97720801.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1210630.00        | $1261426.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $6317923.00        | $5825229.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $772745.00         | $24271.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $51798278.00       | $35260079.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $1343363.00        | $1376357.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $100000.00         | $3646.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.6250%  | N/A     | $9665792.00        | $506723.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 3.5000%  | N/A     | $399152.00         | $46168.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $588540.00         | $1311.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $4844334.00        | $3018789.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.5000%  | N/A     | $149000.00         | $102985.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-20      | 3.0000%  | N/A     | $11000.00          | $507.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $5000.00           | $4107.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 4.0000%  | N/A     | $426923.00         | $32993.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.5000%  | N/A     | $30000.00          | $3254.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $110000.00         | $84393.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $55060000.00       | $3887756.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $3549499.00        | $4939.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3002501.00        | $3091409.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $3516993.00        | $3515253.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-15      | 8.5000%  | N/A     | $389354.00         | $677.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $222132.00         | $87413.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $1801659.00        | $943848.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 2.5000%  | N/A     | $15409740.00       | $12701499.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $1848000.00        | $133340.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $646970.00         | $166628.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $2872000.00        | $190759.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $3823026.00        | $2999192.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.0000%  | N/A     | $1545608.00        | $1589309.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.0000%  | N/A     | $423863.00         | $32297.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $28830037.00       | $28355685.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.0000%  | N/A     | $62453901.00       | $5715483.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.0000%  | N/A     | $2712866.00        | $2253691.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $25811764.00       | $22686393.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $160000.00         | $21472.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 4.5000%  | N/A     | $511207.00         | $78677.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $5300000.00        | $510093.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $100000000.00      | $26816.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 7.0000%  | N/A     | $2232304.00        | $1465686.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $1187888.00        | $6796.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 7.0000%  | N/A     | $1580691.00        | $254494.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $200000.00         | $531.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 8.5000%  | N/A     | $1276695.00        | $4779.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $4654894.00        | $3727607.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $1153357.00        | $775852.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $55000.00          | $40098.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $2369511.00        | $473001.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $1082749.00        | $103166.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $1776620.00        | $105132.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 3.5000%  | N/A     | $731419.00         | $580808.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.6250%  | N/A     | $10150933.00       | $754367.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $5455000.00        | $96468.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | 6.5000%  | N/A     | $2241763.00        | $513913.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-20      | 7.0000%  | N/A     | $2012718.00        | $3722.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $3096477.00        | $3230938.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.5000%  | N/A     | $100000.00         | $5540.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.5000%  | N/A     | $61000.00          | $4622.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $353373680.00      | $299574833.09      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 5.5000%  | N/A     | $6539811.00        | $682635.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 4.5000%  | N/A     | $600000.00         | $89470.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $45337568.00       | $37081763.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $800428.00         | $377743.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $64643570.00       | $2593398.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $6983719.00        | $5778193.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.0000%  | N/A     | $3115417.00        | $2652730.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 5.0000%  | N/A     | $1458355.00        | $141347.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $4565000.00        | $11464.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 3.0000%  | N/A     | $29439.00          | $1370.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.5000%  | N/A     | $4846691.00        | $5063695.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $22800000.00       | $23647519.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $5554707.00        | $4998070.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $210637936.00      | $539517.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 4.5000%  | N/A     | $4458501.00        | $639577.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $10883472.00       | $8282086.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $454503176.00      | $276161702.31      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $3446073.00        | $3156878.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.0000%  | N/A     | $475000.00         | $89856.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-15      | 5.0000%  | N/A     | $1467093.00        | $830875.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $1258293.00        | $3211.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $1156682.00        | $46069.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $854253.00         | $766924.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-15      | 6.0000%  | N/A     | $914715.00         | $896176.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $150000.00         | $884.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $1200000.00        | $6890.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $690000.00         | $330697.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 7.0000%  | N/A     | $481065.00         | $504695.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $202368332.00      | $199891249.08      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $93862.00          | $2415.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $161377077.00      | $135148887.40      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $1333432.00        | $341888.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $337598.00         | $342680.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $1668727.00        | $89662.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $406483.00         | $240483.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1162642.00        | $655178.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1297365.00        | $140904.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $277905.00         | $40476.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $15833959.00       | $16079223.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $50000.00          | $807.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $53627751.00       | $175416.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1056505.00        | $592.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $300000000.00      | $4066553.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | 6.0000%  | N/A     | $3324486.00        | $1066154.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $175000.00         | $55917.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $6148536.00        | $6251977.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1076374.00        | $1096949.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-15      | 8.5000%  | N/A     | $467500.00         | $2938.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.0000%  | N/A     | $3835436.00        | $3942106.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 6.5000%  | N/A     | $2233586.00        | $2335974.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-15      | 4.5000%  | N/A     | $978423.00         | $119528.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.0000%  | N/A     | $540335.00         | $44551.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $290000.00         | $11080.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $732200.00         | $67673.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $3869368.00        | $452533.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.0000%  | N/A     | $1219413.00        | $1251928.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-15      | 5.0000%  | N/A     | $3534040.00        | $518957.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $550000.00         | $22399.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $11242629.00       | $11300897.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.6250%  | N/A     | $2807290.00        | $35570.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $416499.00         | $2588.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.5000%  | N/A     | $2967781.00        | $30527.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $1421106.00        | $1480240.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $1802675.00        | $61299.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $100000.00         | $76658.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.5000%  | N/A     | $1000000.00        | $53396.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $3941065.00        | $4062067.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.5000%  | N/A     | $63150791.00       | $1800950.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $85184244.00       | $78727129.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.0000%  | N/A     | $52324030.00       | $32818154.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.5000%  | N/A     | $23455410.00       | $14800946.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $150000000.00      | $725140.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $100000.00         | $7931.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $2097114.00        | $1369361.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $171962122.00      | $91868418.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $61046765.00       | $51283908.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-15      | 5.5000%  | N/A     | $1002217.00        | $87696.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $117200397.00      | $103354613.54      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $2803211.00        | $2791184.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $14713122.00       | $14900966.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $3704272.00        | $3456913.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $8000000.00        | $5894108.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $100000.00         | $9217.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $20117957.00       | $3301759.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-15      | 4.5000%  | N/A     | $2454597.00        | $1880339.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.1250%  | N/A     | $625001.00         | $4675.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $1232369.00        | $2046.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-15      | 3.0000%  | N/A     | $6422000.00        | $1118651.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-15      | 4.0000%  | N/A     | $1657735.00        | $1153192.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.1250%  | N/A     | $3150000.00        | $86164.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.5000%  | N/A     | $1261519.00        | $7694.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $395000.00         | $3333.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $921693.00         | $4379.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.5000%  | N/A     | $28422267.00       | $772334.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.0000%  | N/A     | $4611221.00        | $3246524.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $2608452.00        | $11323.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 3.0000%  | N/A     | $7246955.00        | $828636.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1911712.00        | $1680580.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $27804845.00       | $24813541.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $1855000.00        | $31701.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $1359114.00        | $1146318.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 3.5000%  | N/A     | $700000.00         | $397441.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1269223.00        | $1302429.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.0000%  | N/A     | $56619.00          | $4269.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $329844.00         | $7126.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.5000%  | N/A     | $1366392.00        | $78041.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-15      | 5.0000%  | N/A     | $1286289.00        | $342490.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-15      | 8.0000%  | N/A     | $918388.00         | $548.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2381254.00        | $2440589.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-15      | 4.0000%  | N/A     | $1031839.00        | $705732.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $3800000.00        | $3602377.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 3.5000%  | N/A     | $384135.00         | $316833.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $3600000.00        | $2619901.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $35682049.00       | $6924459.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-15      | 3.5000%  | N/A     | $99432.00          | $84222.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-15      | 3.0000%  | N/A     | $1029910.00        | $131000.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | 4.5000%  | N/A     | $1959321.00        | $66908.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-15      | 4.5000%  | N/A     | $1563671.00        | $883014.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $7506532.00        | $4387642.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.5000%  | N/A     | $14172754.00       | $1271171.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1686047.00        | $1033270.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-15      | 4.5000%  | N/A     | $880099.00         | $29856.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $4668000.00        | $522331.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $500000.00         | $524660.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $8731160.00        | $7814554.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $1592636.00        | $193183.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $140000.00         | $2034.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 6.0000%  | N/A     | $4797160.00        | $4926530.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.5000%  | N/A     | $3250000.00        | $20665.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $2060166.00        | $71216.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $2087950.00        | $123451.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $1728311.00        | $184621.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $1500000.00        | $35814.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $3300000.00        | $3104651.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2499365.00        | $2582303.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-15      | 4.0000%  | N/A     | $2334153.00        | $261521.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | 3.0000%  | N/A     | $2000000.00        | $179046.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $200000000.00      | $332179.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $3820171.00        | $3760919.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.6250%  | N/A     | $3862123.00        | $38107.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.5000%  | N/A     | $1332659.00        | $137424.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $2338802.00        | $2442562.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-20      | 6.5000%  | N/A     | $1773018.00        | $1856233.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $45000.00          | $22651.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $49419912.00       | $613531.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.6250%  | N/A     | $6631655.00        | $185155.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.0000%  | N/A     | $1873356.00        | $1925488.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $25000.00          | $13460.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | 5.0000%  | N/A     | $123047.00         | $20658.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $8095549.00        | $4179331.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.0000%  | N/A     | $2424131.00        | $2507519.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.5000%  | N/A     | $50558.00          | $30902.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $3673010.00        | $3657252.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-15      | 4.5000%  | N/A     | $1286087.00        | $38303.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $100000.00         | $1712.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $1104082.00        | $99753.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $60844089.00       | $57437490.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $240000.00         | $157816.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $112000.00         | $1831.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $290000.00         | $35857.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $2423037.00        | $2422219.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 7.0000%  | N/A     | $1500000.00        | $767891.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | 3.5000%  | N/A     | $49442.00          | $23671.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $598115.00         | $9759.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $239602.00         | $245683.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 5.1250%  | N/A     | $600000.00         | $13931.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $1300000.00        | $27994.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $548424.00         | $352420.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.5000%  | N/A     | $52199271.00       | $20571409.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1604080.00        | $1636162.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.6250%  | N/A     | $467386.00         | $8379.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $820000.00         | $80363.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $4636643.00        | $4739883.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-15      | 3.5000%  | N/A     | $504526.00         | $129253.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 4.5000%  | N/A     | $3000589.00        | $111212.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 4.0000%  | N/A     | $71203417.00       | $63434541.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $896096.00         | $414460.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $1550075.00        | $537654.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.0000%  | N/A     | $50111381.00       | $50808801.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $45000000.00       | $30321011.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $2369155.00        | $5542.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $5823934.00        | $2490859.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $432832.00         | $1562.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 3.0000%  | N/A     | $343750.00         | $61096.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1811292.00        | $1942483.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 7.0000%  | N/A     | $5667281.00        | $4335466.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1234466.00        | $542974.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.0000%  | N/A     | $23924343.00       | $5892.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $199267.00         | $817.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $11000000.00       | $165309.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.5000%  | N/A     | $70720349.00       | $5410577.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | 3.0000%  | N/A     | $37355.00          | $11725.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.6250%  | N/A     | $2496375.00        | $258163.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $1181525.00        | $1055784.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $1182916.00        | $240867.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $50000.00          | $761.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-15      | 2.5000%  | N/A     | $3394870.00        | $11368.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $50000.00          | $4556.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $65088937.00       | $64023692.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-15      | 3.5000%  | N/A     | $8146489.00        | $1966423.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1338428.00        | $838030.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.5000%  | N/A     | $1610781.00        | $3732.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $79000.00          | $16271.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $65000.00          | $48496.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 4.5000%  | N/A     | $150000.00         | $20304.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.0000%  | N/A     | $100000.00         | $82861.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $3307575.00        | $3140747.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 8.5000%  | N/A     | $1702657.00        | $2793.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $2431267.00        | $1544879.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 5.0000%  | N/A     | $100000.00         | $9594.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $7779289.00        | $5046746.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 4.0000%  | N/A     | $106187212.00      | $95590067.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $5500000.00        | $4901863.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.0000%  | N/A     | $2921052.00        | $2800868.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.0000%  | N/A     | $74256587.00       | $64509037.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $60000.00          | $50023.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $4141352.00        | $3749164.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $78243.00          | $7872.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $169000.00         | $4833.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.0000%  | N/A     | $495000.00         | $43493.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $7545657.00        | $4864236.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.5000%  | N/A     | $544746.00         | $27551.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $10000000.00       | $210789.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $96821.00          | $2891.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 2.0000%  | N/A     | $1121795.00        | $857088.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $145926.00         | $148727.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $128666614.00      | $39950797.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1254091.00        | $1319823.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $2123378.00        | $1984434.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $4818397.00        | $703235.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | 7.0000%  | N/A     | $3094943.00        | $2529480.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 6.0000%  | N/A     | $2438725.00        | $1882039.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $2064204.00        | $2151931.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.5000%  | N/A     | $125000.00         | $7767.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $65507611.00       | $66501377.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | 5.5000%  | N/A     | $2740422.00        | $477567.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 3.5000%  | N/A     | $432084312.00      | $389408525.24      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.0000%  | N/A     | $3511391.00        | $5347.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.0000%  | N/A     | $2586973.00        | $1817537.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | 8.5000%  | N/A     | $7333056.00        | $4781.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $2807951.00        | $2375498.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-04-20      | 6.0000%  | N/A     | $2201595.00        | $2264817.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.0000%  | N/A     | $910444.00         | $930000.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $14825000.00       | $3520214.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $91820067.00       | $20940659.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $24000000.00       | $1442351.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-15      | 2.5000%  | N/A     | $10000000.00       | $105058.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 8.0000%  | N/A     | $2046988.00        | $3788.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $501000.00         | $1073.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.0000%  | N/A     | $1150216.00        | $104665.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $2800000.00        | $2925285.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1977661.00        | $2083333.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $16366393.00       | $1670833.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $961274.00         | $599153.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1290671.00        | $1285133.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3544293.00        | $3602276.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | 3.5000%  | N/A     | $790304.00         | $97990.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-15      | 8.0000%  | N/A     | $1969812.00        | $959.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $145956.00         | $2344.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $8051138.00        | $7382796.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $3287657.00        | $3393443.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $14686569.00       | $15000153.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 4.5000%  | N/A     | $85000.00          | $74285.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $275000.00         | $52581.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.0000%  | N/A     | $51819.00          | $3890.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.0000%  | N/A     | $4827370.00        | $1742413.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $744294.00         | $219000.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $846408.00         | $1268.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $9200000.00        | $9899791.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $500000.00         | $268883.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.5000%  | N/A     | $800000.00         | $20762.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $100000.00         | $10204.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $1590000.00        | $1004760.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $19366964.00       | $69923.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-15      | 5.0000%  | N/A     | $639092.00         | $49679.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $1421140.00        | $1459505.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | 3.5000%  | N/A     | $1000000.00        | $22879.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $2611539.00        | $246866.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $304475.00         | $7664.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $1000.00           | $682.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.0000%  | N/A     | $935000.00         | $51695.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 4.0000%  | N/A     | $30000.00          | $8743.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.0000%  | N/A     | $67441672.00       | $60657230.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.3750%  | N/A     | $786389.00         | $4129.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 2.5000%  | N/A     | $1785782.00        | $1199397.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 3.5000%  | N/A     | $779000.00         | $336639.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-15      | 8.0000%  | N/A     | $5370355.00        | $13238.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $1033211.00        | $35174.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-20      | 6.0000%  | N/A     | $20637262.00       | $21229977.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $100000.00         | $79704.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $340000.00         | $170387.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.5000%  | N/A     | $3334714.00        | $82458.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 3.5000%  | N/A     | $1071320.00        | $137803.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.5000%  | N/A     | $1238763.00        | $91753.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $48553372.00       | $33271190.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-15      | 4.5000%  | N/A     | $888124.00         | $48222.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.5000%  | N/A     | $14946974.00       | $874578.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.0000%  | N/A     | $49399000.00       | $4843018.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | 4.0000%  | N/A     | $10432779.00       | $2422805.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $4500000.00        | $4788616.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-11-20      | 4.0000%  | N/A     | $37535580.00       | $3783074.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $11844623.00       | $7825880.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 8.0000%  | N/A     | $5454724.00        | $1144448.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $529608.00         | $8260.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 3.0000%  | N/A     | $3300000.00        | $366563.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-15      | 4.0000%  | N/A     | $899017.00         | $14342.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.5000%  | N/A     | $2920758.00        | $57542.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 4.5000%  | N/A     | $3411587.00        | $288603.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $305910.00         | $270124.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $2938203.00        | $3094714.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | 3.0000%  | N/A     | $1001381.00        | $289496.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.0000%  | N/A     | $1511076.00        | $1052369.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $66904.00          | $754.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $611439.00         | $1821.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $8350413.00        | $5803939.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.5000%  | N/A     | $1679746.00        | $334515.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 6.0000%  | N/A     | $7030010.00        | $7214418.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 2.5000%  | N/A     | $1198913.00        | $765561.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $2000000.00        | $8045.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $334413.00         | $848.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-09-15      | 8.0000%  | N/A     | $1208053.00        | $1936.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | 4.0000%  | N/A     | $2634418.00        | $1816109.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $571000.00         | $10320.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $5439814.00        | $4382604.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-09-15      | 8.5000%  | N/A     | $1053360.00        | $737.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $135000.00         | $19814.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $300000.00         | $622.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $185753.00         | $16712.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10940673.00       | $11192740.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1467319.00        | $886846.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.0000%  | N/A     | $140000.00         | $1501.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.0000%  | N/A     | $300000.00         | $1752.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $5014242.00        | $3657071.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $53383051.00       | $54590346.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $300000.00         | $49551.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $3558970.00        | $3584371.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $6649343.00        | $6620816.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.0000%  | N/A     | $5850223.00        | $6013035.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $3100000.00        | $2227047.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.0000%  | N/A     | $47671814.00       | $41539828.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1121369.00        | $1181921.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $788589.00         | $77310.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $1049364.00        | $1051530.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $104590853.00      | $94943638.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $552926.00         | $6301.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $2594802.00        | $2663949.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 6.5000%  | N/A     | $1339591.00        | $1420843.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $8726831.00        | $8982699.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $300000.00         | $4122.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 5.5000%  | N/A     | $12506367.00       | $992037.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $1001854.00        | $761098.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $100000.00         | $73039.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1578615.00        | $1602351.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.7500%  | N/A     | $631000.00         | $638329.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2776367.00        | $2785321.86        | Agency Mortgage-Backed Securities         |

### Security 246: WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: EN5TNI6CI43VEPAMHL14, C.5 - Other ID: 0VY001D17
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $898429000.00      | $902502189.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $15437000.00       | $15774010.58       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2026-06-05

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

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

**Title of Signing Officer:** Treasurer