# EDGAR Filing Document

**Accession Number:** 0000740766
**File Stem:** 0000740766-26-000006
**Filing Date:** 2026-2
**Character Count:** 2710393
**Document Hash:** 205e5d35ee75226b581ad923de8578a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000740766-26-000006.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0000740766-26-000006

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03964
- **FILM NUMBER:** 26605268

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-30

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

**CIK Number of Registrant:** 0000740766

**LEI of Registrant:** 549300F7IDB6WRO7VJ11

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

**LEI of Series:** 5493000Q69I5Q3QZIA91

**EDGAR Series Identifier:** S000000128

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

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

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

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

### Service Providers
| Role                          | Details                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BNY Mellon Investment Adviser, Inc.        | 801-08147         |
| Independent Public Accountant | Ernst@Young<br>City: New York<br>State: NY |  |
| Administrator                 | none                                       |  |
| Transfer Agent                | BNY Mellon Transfer Inc<br>CIK: 0001285911 | 084-06102         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 52 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $157089220834.52

- **Amortized Cost of Portfolio Securities:** $157062117586.29

- **Cash:** $5860637553.62

- **Total Other Assets:** $2562781007.87

- **Total Liabilities:** $1331841531.61

- **Net Assets of Series:** $164153694615.17

- **Number of Shares Outstanding (Series):** 164155531779.3300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $118074680541.45          | $139020869226.03           | 68.7200%                  | 80.9200%                   |
| 2026-01-05 | $116918139747.66          | $137959445560.45           | 68.5100%                  | 80.8400%                   |
| 2026-01-06 | $116532131578.03          | $139783554519.00           | 68.3200%                  | 81.9500%                   |
| 2026-01-07 | $112628650603.08          | $136495190672.25           | 67.5700%                  | 81.8900%                   |
| 2026-01-08 | $113232841543.35          | $136915498740.72           | 67.7600%                  | 81.9300%                   |
| 2026-01-09 | $113333221942.12          | $137346230524.06           | 67.8100%                  | 82.1700%                   |
| 2026-01-12 | $115268552131.18          | $137289877841.32           | 69.0800%                  | 82.2700%                   |
| 2026-01-13 | $114890805111.15          | $136297247949.48           | 69.1200%                  | 82.0000%                   |
| 2026-01-14 | $109123234884.33          | $130529794850.86           | 67.0900%                  | 80.2500%                   |
| 2026-01-15 | $112948179990.86          | $133929495974.48           | 68.4300%                  | 81.1400%                   |
| 2026-01-16 | $112234136825.00          | $133077721321.38           | 68.3700%                  | 81.0600%                   |
| 2026-01-20 | $118504816843.84          | $139348518468.42           | 69.3600%                  | 81.5500%                   |
| 2026-01-21 | $124428852525.35          | $145272671278.14           | 70.3800%                  | 82.1700%                   |
| 2026-01-22 | $122828187681.15          | $142672123562.12           | 70.4000%                  | 81.7800%                   |
| 2026-01-23 | $111832832107.43          | $132597119373.00           | 67.7200%                  | 80.3000%                   |
| 2026-01-26 | $112516616409.96          | $133281020803.71           | 67.8600%                  | 80.3800%                   |
| 2026-01-27 | $110009799602.38          | $130774321124.33           | 67.3600%                  | 80.0800%                   |
| 2026-01-28 | $108436653426.79          | $130201292076.93           | 67.0400%                  | 80.5000%                   |
| 2026-01-29 | $117342636209.97          | $136907391988.30           | 69.6600%                  | 81.2700%                   |
| 2026-01-30 | $113234927136.22          | $133999917170.94           | 68.4300%                  | 80.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8100%             |
| 2026-01-05 | 3.7500%             |
| 2026-01-06 | 3.7400%             |
| 2026-01-07 | 3.7300%             |
| 2026-01-08 | 3.7300%             |
| 2026-01-09 | 3.7200%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7600%             |
| 2026-01-16 | 3.7600%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7400%             |
| 2026-01-27 | 3.7400%             |
| 2026-01-28 | 3.7300%             |
| 2026-01-29 | 3.7200%             |
| 2026-01-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0001                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $114227112348.61

- **Number of Shares Outstanding:** 114228223028.1600

- **Expense Reimbursement/Waiver:** 3971391.25

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4840068782.25            | $4234112960.57          |
| 2026-01-05 | $3463945743.41            | $4080510149.60          |
| 2026-01-06 | $3125888355.11            | $2396809140.13          |
| 2026-01-07 | $1333915592.13            | $4793156152.53          |
| 2026-01-08 | $1589749137.35            | $1407715952.46          |
| 2026-01-09 | $1419650358.72            | $1572532873.68          |
| 2026-01-12 | $2333727541.58            | $1543095374.85          |
| 2026-01-13 | $499040929.92             | $1744807399.46          |
| 2026-01-14 | $1629629220.56            | $4972237974.42          |
| 2026-01-15 | $4930247112.90            | $2429175629.31          |
| 2026-01-16 | $1131515436.14            | $2283802165.36          |
| 2026-01-20 | $3388906420.84            | $2126886832.50          |
| 2026-01-21 | $9183114860.02            | $4125797960.16          |
| 2026-01-22 | $3864873778.02            | $2580816214.22          |
| 2026-01-23 | $1300209784.28            | $10977342271.43         |
| 2026-01-26 | $2492076642.10            | $1748139142.15          |
| 2026-01-27 | $2450407543.27            | $2631342210.59          |
| 2026-01-28 | $783872297.48             | $2945537870.82          |
| 2026-01-29 | $5269698166.15            | $1394842000.36          |
| 2026-01-30 | $2169754037.11            | $3382772691.17          |

**Total Gross Subscriptions (Month):** $57200291739.34

**Total Gross Redemptions (Month):** $63371432965.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6100%           |
| 2026-01-05 | 3.6000%           |
| 2026-01-06 | 3.6000%           |
| 2026-01-07 | 3.5900%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.5900%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 11.6700%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 66.4400%             |
| Insurance company                                                           |  | 0.0000%          | 0.1200%              |
| Non-financial corporation                                                   |  | 0.0000%          | 15.2500%             |
| Non-profit                                                                  |  | 0.0000%          | 0.3900%              |
| Other                                                                       | Other            | 0.0000%          | 3.9400%              |
| Pension plan                                                                |  | 0.0000%          | 0.8200%              |
| Registered investment company                                               |  | 0.0000%          | 0.5000%              |
| Retail investor                                                             |  | 0.0000%          | 0.5100%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.4300%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $16183733317.70

- **Number of Shares Outstanding:** 16183960993.0700

- **Expense Reimbursement/Waiver:** 542779.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $185276189.99             | $12110595.93            |
| 2026-01-05 | $173141115.74             | $44508563.66            |
| 2026-01-06 | $34811046.53              | $35564112.67            |
| 2026-01-07 | $85257856.07              | $21111930.66            |
| 2026-01-08 | $49415366.60              | $17990938.99            |
| 2026-01-09 | $28689654.64              | $100304165.26           |
| 2026-01-12 | $69374660.73              | $98162924.79            |
| 2026-01-13 | $52958620.86              | $63778307.26            |
| 2026-01-14 | $52605810.45              | $94407143.15            |
| 2026-01-15 | $22038490.42              | $49462487.09            |
| 2026-01-16 | $262151216.67             | $13769820.40            |
| 2026-01-20 | $76397699.61              | $95696197.12            |
| 2026-01-21 | $95995993.19              | $43494521.48            |
| 2026-01-22 | $154740357.47             | $75515833.83            |
| 2026-01-23 | $60747089.22              | $37056710.29            |
| 2026-01-26 | $432987348.44             | $99036766.35            |
| 2026-01-27 | $61485087.85              | $137370663.89           |
| 2026-01-28 | $115709319.66             | $62491829.00            |
| 2026-01-29 | $42866250.09              | $312753498.29           |
| 2026-01-30 | $105242057.78             | $91770175.84            |

**Total Gross Subscriptions (Month):** $2161891232.01

**Total Gross Redemptions (Month):** $1506357185.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3600%           |
| 2026-01-05 | 3.3600%           |
| 2026-01-06 | 3.3500%           |
| 2026-01-07 | 3.3400%           |
| 2026-01-08 | 3.3300%           |
| 2026-01-09 | 3.3500%           |
| 2026-01-12 | 3.3400%           |
| 2026-01-13 | 3.3400%           |
| 2026-01-14 | 3.3400%           |
| 2026-01-15 | 3.3400%           |
| 2026-01-16 | 3.3400%           |
| 2026-01-20 | 3.3400%           |
| 2026-01-21 | 3.3400%           |
| 2026-01-22 | 3.3400%           |
| 2026-01-23 | 3.3400%           |
| 2026-01-26 | 3.3400%           |
| 2026-01-27 | 3.3400%           |
| 2026-01-28 | 3.3300%           |
| 2026-01-29 | 3.3300%           |
| 2026-01-30 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 88.9700%             |
| Depository institution or other banking institution |  | 0.0000%          | 10.6800%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0400%              |
| Non-profit                                          |  | 0.0000%          | 0.0100%              |
| Other                                               | Other            | 0.0000%          | 0.3300%              |
| Pension plan                                        |  | 0.0000%          | 0.1800%              |
| Retail investor                                     |  | 0.0100%          | 0.0300%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3835149676.00

- **Number of Shares Outstanding:** 3835257775.4400

- **Expense Reimbursement/Waiver:** 134182.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $36766647.93              | $63482217.57            |
| 2026-01-05 | $63520227.62              | $110458062.66           |
| 2026-01-06 | $23507342.56              | $18750783.70            |
| 2026-01-07 | $67705965.71              | $61446062.15            |
| 2026-01-08 | $88058977.75              | $31273272.09            |
| 2026-01-09 | $77153259.13              | $57500354.05            |
| 2026-01-12 | $53996102.47              | $56012356.61            |
| 2026-01-13 | $25232714.06              | $54619058.67            |
| 2026-01-14 | $27561836.10              | $52848216.62            |
| 2026-01-15 | $16833767.37              | $139839713.44           |
| 2026-01-16 | $84085586.80              | $25864470.47            |
| 2026-01-20 | $51600553.86              | $42942391.94            |
| 2026-01-21 | $26400070.94              | $44766858.52            |
| 2026-01-22 | $20550754.66              | $40647817.87            |
| 2026-01-23 | $57802316.97              | $40975013.68            |
| 2026-01-26 | $19503020.29              | $123835992.83           |
| 2026-01-27 | $17462952.53              | $56375089.58            |
| 2026-01-28 | $74174363.37              | $44533707.67            |
| 2026-01-29 | $27396993.91              | $60750646.32            |
| 2026-01-30 | $92622448.89              | $38136555.51            |

**Total Gross Subscriptions (Month):** $951935902.92

**Total Gross Redemptions (Month):** $1165058641.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5100%           |
| 2026-01-05 | 3.5000%           |
| 2026-01-06 | 3.5000%           |
| 2026-01-07 | 3.4900%           |
| 2026-01-08 | 3.4700%           |
| 2026-01-09 | 3.5000%           |
| 2026-01-12 | 3.4900%           |
| 2026-01-13 | 3.4900%           |
| 2026-01-14 | 3.4900%           |
| 2026-01-15 | 3.4900%           |
| 2026-01-16 | 3.4900%           |
| 2026-01-20 | 3.4900%           |
| 2026-01-21 | 3.4900%           |
| 2026-01-22 | 3.4900%           |
| 2026-01-23 | 3.4900%           |
| 2026-01-26 | 3.4800%           |
| 2026-01-27 | 3.4800%           |
| 2026-01-28 | 3.4800%           |
| 2026-01-29 | 3.4800%           |
| 2026-01-30 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 72.7800%             |
| Depository institution or other banking institution |  | 0.0000%          | 27.3600%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0000%              |
| Other                                               | Other            | 0.0000%          | 0.0400%              |
| Pension plan                                        |  | 0.0000%          | 0.0400%              |
| Retail investor                                     |  | 0.0000%          | 0.0100%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4723908168.06

- **Number of Shares Outstanding:** 4723937006.8400

- **Expense Reimbursement/Waiver:** 111420.77

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $28751256.76              | $172885044.74           |
| 2026-01-05 | $90770613.01              | $205080.83              |
| 2026-01-06 | $218262569.29             | $47099246.36            |
| 2026-01-07 | $58172628.07              | $245832322.07           |
| 2026-01-08 | $641445.99                | $19534022.63            |
| 2026-01-09 | $4968126.34               | $24229898.09            |
| 2026-01-12 | $2486010.74               | $52676725.09            |
| 2026-01-13 | $12552067.22              | $3933607.10             |
| 2026-01-14 | $291913925.41             | $7625585.40             |
| 2026-01-15 | $135727628.47             | $81383482.56            |
| 2026-01-16 | $45183994.86              | $71701737.65            |
| 2026-01-20 | $11398704.89              | $2201110.08             |
| 2026-01-21 | $12306692.42              | $49897710.70            |
| 2026-01-22 | $73688205.35              | $23124552.82            |
| 2026-01-23 | $78096255.34              | $2304323.23             |
| 2026-01-26 | $6674158.84               | $34222492.01            |
| 2026-01-27 | $259354573.65             | $1318.34                |
| 2026-01-28 | $100926603.66             | $93782949.30            |
| 2026-01-29 | $1007094143.57            | $108603.52              |
| 2026-01-30 | $164633638.46             | $542252.90              |

**Total Gross Subscriptions (Month):** $2603603242.34

**Total Gross Redemptions (Month):** $933292065.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2100%           |
| 2026-01-05 | 3.2100%           |
| 2026-01-06 | 3.2000%           |
| 2026-01-07 | 3.1900%           |
| 2026-01-08 | 3.1800%           |
| 2026-01-09 | 3.2000%           |
| 2026-01-12 | 3.1900%           |
| 2026-01-13 | 3.1900%           |
| 2026-01-14 | 3.1900%           |
| 2026-01-15 | 3.1900%           |
| 2026-01-16 | 3.1900%           |
| 2026-01-20 | 3.1900%           |
| 2026-01-21 | 3.1900%           |
| 2026-01-22 | 3.1900%           |
| 2026-01-23 | 3.1900%           |
| 2026-01-26 | 3.1900%           |
| 2026-01-27 | 3.1900%           |
| 2026-01-28 | 3.1800%           |
| 2026-01-29 | 3.1800%           |
| 2026-01-30 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 29.6300%             |
| Depository institution or other banking institution |  | 0.0000%          | 68.8800%             |
| Insurance company                                   |  | 0.0000%          | 0.0100%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0300%              |
| Other                                               | Other            | 0.0000%          | 1.4800%              |
| Pension plan                                        |  | 0.0000%          | 0.0100%              |
| Retail investor                                     |  | 0.0000%          | 0.0300%              |

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

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6514429223.51

- **Number of Shares Outstanding:** 6514533776.3300

- **Expense Reimbursement/Waiver:** 223511.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $43272348.80              | $2650489.22             |
| 2026-01-05 | $176350787.62             | $4804801.74             |
| 2026-01-06 | $8475796.39               | $60203935.74            |
| 2026-01-07 | $79422828.99              | $63682596.39            |
| 2026-01-08 | $2799845.07               | $35979446.04            |
| 2026-01-09 | $25625654.17              | $71689925.66            |
| 2026-01-12 | $6544582.70               | $259124306.12           |
| 2026-01-13 | $6036250.00               | $28660699.88            |
| 2026-01-14 | $7027023.52               | $27560258.40            |
| 2026-01-15 | $2726142.15               | $51650068.41            |
| 2026-01-16 | $27552403.50              | $9877910.56             |
| 2026-01-20 | $5609603.39               | $47330165.51            |
| 2026-01-21 | $61584795.75              | $7739373.22             |
| 2026-01-22 | $23839463.27              | $36198622.67            |
| 2026-01-23 | $85683472.49              | $15657556.37            |
| 2026-01-26 | $9574557.73               | $64569413.46            |
| 2026-01-27 | $2871439.08               | $97276113.79            |
| 2026-01-28 | $6510343.76               | $41856620.17            |
| 2026-01-29 | $19705955.39              | $30230435.07            |
| 2026-01-30 | $154846859.03             | $33949943.03            |

**Total Gross Subscriptions (Month):** $756060152.80

**Total Gross Redemptions (Month):** $990692681.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.8100%           |
| 2026-01-05 | 2.8100%           |
| 2026-01-06 | 2.8000%           |
| 2026-01-07 | 2.7900%           |
| 2026-01-08 | 2.7800%           |
| 2026-01-09 | 2.8000%           |
| 2026-01-12 | 2.7900%           |
| 2026-01-13 | 2.7900%           |
| 2026-01-14 | 2.7900%           |
| 2026-01-15 | 2.7900%           |
| 2026-01-16 | 2.7900%           |
| 2026-01-20 | 2.7900%           |
| 2026-01-21 | 2.7900%           |
| 2026-01-22 | 2.7900%           |
| 2026-01-23 | 2.7900%           |
| 2026-01-26 | 2.7900%           |
| 2026-01-27 | 2.7900%           |
| 2026-01-28 | 2.7800%           |
| 2026-01-29 | 2.7800%           |
| 2026-01-30 | 2.7800%           |

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

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

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $11220827430.14

- **Number of Shares Outstanding:** 11220957666.7300

- **Expense Reimbursement/Waiver:** 379153.70

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $45545150.99              | $38124685.69            |
| 2026-01-05 | $62317881.66              | $1417642.54             |
| 2026-01-06 | $38174448.09              | $19110642.73            |
| 2026-01-07 | $25859986.30              | $2376997.23             |
| 2026-01-08 | $32767283.13              | $3357635.14             |
| 2026-01-09 | $87629386.64              | $15023977.11            |
| 2026-01-12 | $5488877.82               | $5997071.23             |
| 2026-01-13 | $35218230.97              | $4587814.87             |
| 2026-01-14 | $75096340.28              | $14771090.66            |
| 2026-01-15 | $25966889.32              | $86242182.83            |
| 2026-01-16 | $145013933.33             | $28679361.02            |
| 2026-01-20 | $30674542.81              | $181542078.08           |
| 2026-01-21 | $38223660.99              | $23145615.09            |
| 2026-01-22 | $166087028.15             | $1721254.45             |
| 2026-01-23 | $207396923.24             | $48251147.84            |
| 2026-01-26 | $15857474.81              | $31269119.30            |
| 2026-01-27 | $49802289.18              | $35671426.12            |
| 2026-01-28 | $25231908.95              | $30118441.80            |
| 2026-01-29 | $19531917.07              | $31938662.46            |
| 2026-01-30 | $53450524.86              | $55173690.79            |

**Total Gross Subscriptions (Month):** $1185334678.59

**Total Gross Redemptions (Month):** $658520536.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3600%           |
| 2026-01-05 | 3.3600%           |
| 2026-01-06 | 3.3500%           |
| 2026-01-07 | 3.3400%           |
| 2026-01-08 | 3.3300%           |
| 2026-01-09 | 3.3500%           |
| 2026-01-12 | 3.3400%           |
| 2026-01-13 | 3.3400%           |
| 2026-01-14 | 3.3400%           |
| 2026-01-15 | 3.3400%           |
| 2026-01-16 | 3.3400%           |
| 2026-01-20 | 3.3400%           |
| 2026-01-21 | 3.3400%           |
| 2026-01-22 | 3.3400%           |
| 2026-01-23 | 3.3400%           |
| 2026-01-26 | 3.3400%           |
| 2026-01-27 | 3.3400%           |
| 2026-01-28 | 3.3300%           |
| 2026-01-29 | 3.3300%           |
| 2026-01-30 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 99.3900%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 0.0300%              |
| Non-financial corporation                                                   |  | 0.0300%          | 0.0000%              |
| Non-profit                                                                  |  | 0.0000%          | 0.0000%              |
| Other                                                                       | Other            | 0.0100%          | 0.0000%              |
| Pension plan                                                                |  | 0.4300%          | 0.0200%              |
| Retail investor                                                             |  | 0.3500%          | 0.0200%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.0000%              |

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

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $5370338138.25

- **Number of Shares Outstanding:** 5370439968.2400

- **Expense Reimbursement/Waiver:** 194353.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1267336541.42            | $22174767.06            |
| 2026-01-05 | $185896865.79             | $785899399.40           |
| 2026-01-06 | $76428153.45              | $57771109.42            |
| 2026-01-07 | $43577322.78              | $51448979.17            |
| 2026-01-08 | $1800000.00               | $332694883.52           |
| 2026-01-09 | $315725913.04             | $159514315.78           |
| 2026-01-12 | $119831366.54             | $41357763.13            |
| 2026-01-13 | $342521855.03             | $188598519.20           |
| 2026-01-14 | $307096037.71             | $448772447.38           |
| 2026-01-15 | $697.00                   | $240316724.44           |
| 2026-01-16 | $1500000.00               | $88290774.12            |
| 2026-01-20 | $160052034.71             | $0.00                   |
| 2026-01-21 | $394227232.62             | $78066.00               |
| 2026-01-22 | $17500.00                 | $347835133.00           |
| 2026-01-23 | $164791447.97             | $227074661.64           |
| 2026-01-26 | $3006405.15               | $189585953.70           |
| 2026-01-27 | $16521830.39              | $106870061.83           |
| 2026-01-28 | $169743058.40             | $950000.00              |
| 2026-01-29 | $1337285797.26            | $71976645.62            |
| 2026-01-30 | $198110580.23             | $1538481388.58          |

**Total Gross Subscriptions (Month):** $5105470639.49

**Total Gross Redemptions (Month):** $4899691592.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6100%           |
| 2026-01-05 | 3.6100%           |
| 2026-01-06 | 3.6000%           |
| 2026-01-07 | 3.5900%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.5900%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 1.0500%              |
| Depository institution or other banking institution |  | 0.0000%          | 94.2700%             |
| Non-financial corporation                           |  | 0.0000%          | 4.6700%              |
| Other                                               | Other            | 0.0000%          | 0.0200%              |

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

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $2072631884.51

- **Number of Shares Outstanding:** 2072657151.4300

- **Expense Reimbursement/Waiver:** 82107.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $710000000.00             | $11243466.50            |
| 2026-01-05 | $3548504.67               | $372516217.15           |
| 2026-01-06 | $4819335.66               | $0.00                   |
| 2026-01-07 | $0.00                     | $51435658.75            |
| 2026-01-08 | $200787954.81             | $0.00                   |
| 2026-01-09 | $93041495.75              | $0.00                   |
| 2026-01-12 | $9662117.66               | $608283641.14           |
| 2026-01-13 | $91957508.59              | $0.00                   |
| 2026-01-14 | $3827007.72               | $0.00                   |
| 2026-01-15 | $22766789.38              | $0.00                   |
| 2026-01-16 | $175000000.00             | $2098610.46             |
| 2026-01-20 | $43004429.73              | $0.00                   |
| 2026-01-21 | $0.00                     | $11173066.44            |
| 2026-01-22 | $320976170.25             | $649893130.49           |
| 2026-01-23 | $6561234.44               | $19959070.81            |
| 2026-01-26 | $22754165.75              | $50000000.00            |
| 2026-01-27 | $2549133.36               | $45000000.00            |
| 2026-01-28 | $0.00                     | $79469479.39            |
| 2026-01-29 | $71426508.78              | $0.00                   |
| 2026-01-30 | $4912639.19               | $5000000.00             |

**Total Gross Subscriptions (Month):** $1787594995.74

**Total Gross Redemptions (Month):** $1906072341.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6100%           |
| 2026-01-05 | 3.6100%           |
| 2026-01-06 | 3.6000%           |
| 2026-01-07 | 3.5900%           |
| 2026-01-08 | 3.5800%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.5900%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 0.0000%          | 95.1700%             |
| Non-financial corporation                           |  | 0.0000%          | 4.8200%              |

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

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $5564428.39

- **Number of Shares Outstanding:** 5564413.0900

- **Expense Reimbursement/Waiver:** 162.54

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $15965.05                 | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.02                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $14455.17               |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $175000.00                | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $175000.00              |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $190965.07

**Total Gross Redemptions (Month):** $189455.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3100%           |
| 2026-01-05 | 3.3100%           |
| 2026-01-06 | 3.3000%           |
| 2026-01-07 | 3.2900%           |
| 2026-01-08 | 3.2800%           |
| 2026-01-09 | 3.3000%           |
| 2026-01-12 | 3.2900%           |
| 2026-01-13 | 3.2900%           |
| 2026-01-14 | 3.2900%           |
| 2026-01-15 | 3.2900%           |
| 2026-01-16 | 3.2900%           |
| 2026-01-20 | 3.2900%           |
| 2026-01-21 | 3.2900%           |
| 2026-01-22 | 3.2900%           |
| 2026-01-23 | 3.2900%           |
| 2026-01-26 | 3.2900%           |
| 2026-01-27 | 3.2800%           |
| 2026-01-28 | 3.2800%           |
| 2026-01-29 | 3.2800%           |
| 2026-01-30 | 3.2800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 10.1700%             |
| Other         | Other            | 0.0000%          | 90.1100%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVD1, C.4 - ISIN: 1867, C.3 - LEI: 894500815LOLO4M5QL67
- **C.18 - Value (incl. sponsor support):** $479000000.00
- **C.18.a - Value (excl. sponsor support):** $479000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $2071579.19        | $2164717.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $9476887.26        | $9669585.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $24347346.46       | $24493779.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $1887259.99        | $1993080.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $13174799.19       | $13391193.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 3.8750%  | 3.8750% | $75960203.19       | $76639995.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $11540930.19       | $10368680.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $28985247.99       | $28407540.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $79918116.33       | $75399851.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $5411710.06        | $5388607.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $3193333.33        | $3162267.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $1388333.59        | $1419717.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $56135255.39       | $56873021.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $2484828.46        | $2579851.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $957999.99         | $972045.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $11338983.79       | $11959726.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $3077127.93        | $3124646.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $13731333.33       | $13922054.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $4789999.99        | $4783893.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $4128437.13        | $4219436.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $5006891.19        | $5107153.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $4789999.99        | $5004456.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $6386666.66        | $6601457.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $6713344.66        | $6855107.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $9164.86           | $9412.27           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $6262797.26        | $6520801.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $3870543.53        | $4059175.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $569083.93         | $618411.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $2362364.13        | $2428523.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $831831.39         | $854698.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $1391494.99        | $1424217.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $5660981.66        | $5862333.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $28037.46          | $29086.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $5109333.33        | $5233446.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $31144899.33       | $31495929.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $4139007.06        | $4264838.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $37777.13          | $37987.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $7983333.33        | $8036564.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $668588.19         | $668941.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $20501199.99       | $20751454.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $9027329.79        | $9275587.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $3170660.66        | $3273807.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $5415126.93        | $5617953.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $3413258.19        | $3614964.12        | U.S. Treasuries (including strips) |

### Security 2: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGXT4, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $666000000.00
- **C.18.a - Value (excl. sponsor support):** $666000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $28443357.00       | $28972993.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $31470911.00       | $32437676.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $36458917.00       | $36871478.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $33654976.00       | $34358585.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $14841775.00       | $13918969.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $1008.00           | $995.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1809866.00        | $1756049.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1000.00           | $970.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $1008.00           | $931.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $945.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $16034900.00       | $12413207.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $3805980.00        | $3558235.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $2030216.00        | $1598453.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 6.0000%  | 6.0000% | $2758856.00        | $2866739.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $9776929.00        | $10020692.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1147875.00        | $1160510.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $27173983.00       | $27315716.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $4734024.00        | $4666812.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $5007782.00        | $5149229.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $8932848.00        | $8984958.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $4468240.00        | $4581760.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $1083249.00        | $1119677.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $450259.00         | $430762.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $70000.00          | $68023.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $31368641.00       | $29853734.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $15948288.00       | $11888493.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $21247800.00       | $19979950.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $7492096.00        | $6544250.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $10304100.00       | $8202351.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $71296000.00       | $49213569.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $76000.00          | $71305.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $60000.00          | $50023.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.5000%  | 5.5000% | $16230300.00       | $12625699.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $40000.00          | $31247.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $6676872.00        | $4439683.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $5255000.00        | $3681077.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.0000%  | 2.0000% | $54272.00          | $33881.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $159199.00         | $98203.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $280000.00         | $168159.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.5000%  | 2.5000% | $4331536.00        | $2779530.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $3797000.00        | $1657947.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $27223480.00       | $11319147.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $69821.00          | $28489.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.0000%  | 2.0000% | $411840.00         | $170763.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $305561.00         | $37540.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.5000%  | 4.5000% | $2089000.00        | $217410.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 5.0000%  | 5.0000% | $6275000.00        | $718090.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $10021415.00       | $7854978.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $19445584.00       | $14697923.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $279000.00         | $194083.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $50000.00          | $36330.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $9639000.00        | $7144844.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-01      | 4.0000%  | 4.0000% | $482000.00         | $340430.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $249000.00         | $187419.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $7000.00           | $5003.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $6125312.00        | $4219457.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $17472.00          | $13145.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $6092619.00        | $3869922.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.0000%  | 2.0000% | $508791.00         | $300099.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $299000.00         | $191613.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.0000%  | 3.0000% | $789244.00         | $393792.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $75000.00          | $35259.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 3.5000%  | 3.5000% | $25001.00          | $8294.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 4.0000%  | 4.0000% | $1260770.00        | $267574.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 4.0000%  | 4.0000% | $338317844.00      | $96610891.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 3.0000%  | 3.0000% | $2877460.00        | $1053950.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.0000%  | 4.0000% | $274000.00         | $59534.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $53898246.00       | $54472343.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $50565320.00       | $47387071.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.0000%  | 4.0000% | $28778280.00       | $27172388.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $527813.00         | $520071.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 3.5000%  | 3.5000% | $10930680.00       | $10151212.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $1333790.00        | $1144079.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $4904019.00        | $4923357.27        | Agency Mortgage-Backed Securities |

### Security 3: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGXM9, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $789000000.00
- **C.18.a - Value (excl. sponsor support):** $789000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $40983600.00       | $39721466.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $1500000.00        | $1502171.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $50000.00          | $48485.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $6000000.00        | $7664649.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $5000000.00        | $6176045.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $9327600.00        | $8160745.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $12999900.00       | $12349832.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $7999800.00        | $7069222.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $99353900.00       | $89177636.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $420100.00         | $428578.14         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $50000000.00       | $50773211.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $20000000.00       | $20537091.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $6000000.00        | $6081424.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $8999000.00        | $8676832.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $121681100.00      | $126239902.57      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $121212400.00      | $126239972.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $10000000.00       | $10451478.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $5000000.00        | $5138663.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $102914100.00      | $103628502.39      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $5000000.00        | $5121607.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $68799600.00       | $71355250.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $6313100.00        | $6539142.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $89579500.00       | $91698167.52       | U.S. Treasuries (including strips) |

### Security 4: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **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: BYM6RGV41, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $1040.00           | $717.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $734.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $816.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $3313.00           | $2657.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.5000%  | 5.5000% | $2920.00           | $2469.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $1000.00           | $82.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $1000.00           | $73.64             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.0000%  | 4.0000% | $25675.00          | $3455.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | 4.5000% | $4106.00           | $696.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | 4.0000% | $17493.00          | $2717.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.5000%  | 4.5000% | $3000.00           | $577.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.5000%  | 3.5000% | $13132.00          | $3186.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | 4.0000% | $2044.00           | $552.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.5000%  | 4.5000% | $2016.00           | $433.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $1056.00           | $259.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $365.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $427.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $2032.00           | $1377.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $4096.00           | $2908.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $3000.00           | $1982.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $1000.00           | $690.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $2048.00           | $1406.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $1008.00           | $759.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $3072.00           | $2125.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $1022.00           | $729.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2008.00           | $1466.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2048.00           | $1544.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $2000.00           | $1281.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $596.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $3000.00           | $1943.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $4000.00           | $2698.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $2000.00           | $1361.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000% | $1120.00           | $830.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 4.5000%  | 4.5000% | $1000.00           | $952.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-02-01      | 1.5000%  | 1.5000% | $1000.00           | $498.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $708.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $3064.00           | $2291.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $2024.00           | $1540.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $697.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $17070.00          | $13705.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-08-01      | 5.5000%  | 5.5000% | $655536.00         | $624364.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $1008.00           | $548.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-06-01      | 4.0000%  | 4.0000% | $3987000.00        | $603168.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.5000%  | 3.5000% | $1024.00           | $87.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.5000%  | 3.5000% | $2112.00           | $497.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $1000.00           | $262.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $2023.00           | $449.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $2021.00           | $53.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $220366.00         | $190124.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $975.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 5.0000%  | 5.0000% | $1000.00           | $957.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $1000.00           | $909.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $1008.00           | $992.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $1030.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $894.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1046.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $4900.00           | $5151.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1025.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1022.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1024.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1004.00           | $1036.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1024.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $921.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 5.5000%  | 5.5000% | $25229.00          | $262.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 5.5000%  | 5.5000% | $7587.00           | $32.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 6.0000%  | 6.0000% | $5834.00           | $75.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-04-01      | 6.0490%  | 6.0490% | $17220.00          | $517.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-07-01      | 6.0490%  | 6.0490% | $26721.00          | $981.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 5.0000%  | 5.0000% | $9607.00           | $89.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-03-01      | 4.5000%  | 4.5000% | $54040.00          | $2086.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 4.0000%  | 4.0000% | $1834.00           | $135.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-10-01      | 3.0000%  | 3.0000% | $724785.00         | $57234.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 5.0000%  | 5.0000% | $3081.00           | $241.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-06-01      | 5.0000%  | 5.0000% | $2520260.00        | $89112.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 2.5000%  | 2.5000% | $1000.00           | $247.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-06-01      | 4.5000%  | 4.5000% | $2000.00           | $508.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 3.0000%  | 3.0000% | $1460.00           | $14.61             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | 4.5000% | $4031.00           | $1134.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 3.5000%  | 3.5000% | $1000.00           | $77.53             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-04-01      | 3.0000%  | 3.0000% | $28861.00          | $3812.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-02-01      | 3.0000%  | 3.0000% | $1000.00           | $87.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 4.0000%  | 4.0000% | $1024.00           | $253.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1837.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 2.0000%  | 2.0000% | $1000.00           | $918.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-03-01      | 5.5000%  | 5.5000% | $1000.00           | $774.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-02-01      | 6.5000%  | 6.5000% | $1029.00           | $725.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 6.5000%  | 6.5000% | $1000.00           | $463.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-07-01      | 5.5000%  | 5.5000% | $1203.00           | $712.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-05-01      | 2.0000%  | 2.0000% | $1009.00           | $497.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $754.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $655663.00         | $500373.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $1000.00           | $868.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $1041.00           | $684.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $1024.00           | $884.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $823.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $3000.00           | $2257.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $1008.00           | $660.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | 6.5000% | $1000.00           | $753.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 6.0000%  | 6.0000% | $1048.00           | $760.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.5000%  | 6.5000% | $555725.00         | $437307.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $2137.00           | $1819.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $7112.00           | $5851.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $1000.00           | $855.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 3.0000%  | 3.0000% | $1000.00           | $769.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1908.00           | $1625.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $872.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.5000%  | 3.5000% | $1209000.00        | $1019367.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | 3.0000% | $1000.00           | $793.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1000.00           | $939.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $796.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $916.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $1000.00           | $888.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.5000%  | 3.5000% | $3000.00           | $621.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $221104.00         | $208187.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $137578.00         | $123309.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $911.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1037.00           | $874.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | 6.5000% | $1000.00           | $747.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $872808.00         | $823673.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $2052.00           | $1312.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $2733.00           | $2118.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | 4.0000% | $1033.00           | $798.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1545.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $10809856.00       | $8525825.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $768.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000% | $1000.00           | $804.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.0000%  | 5.0000% | $1000.00           | $887.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.0000%  | 6.0000% | $1024.00           | $828.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $782016.00         | $700888.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $1024.00           | $945.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $1008.00           | $881.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $1000.00           | $885.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $1000.00           | $862.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 4.0000%  | 4.0000% | $1000.00           | $869.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $184000.00         | $136676.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | 6.0000% | $2048.00           | $1642.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $4024.00           | $3048.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 4.5000%  | 4.5000% | $1000.00           | $855.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1024.00           | $866.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.0000%  | 6.0000% | $2000.00           | $1659.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.0000%  | 6.0000% | $32237.00          | $28158.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $2008.00           | $1661.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1024.00           | $978.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1024.00           | $978.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $13312.00          | $11448.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.5000%  | 6.5000% | $1000.00           | $878.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $1024.00           | $917.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1000.00           | $933.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $116265.00         | $113306.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $4316.00           | $4046.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1019.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1008.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1010.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $2000.00           | $2008.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-01-01      | 6.5000%  | 6.5000% | $1040.00           | $733.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $1000.00           | $761.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $963.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $6096.00           | $5493.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $880692.00         | $877658.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $3112.00           | $3054.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 3.0000%  | 3.0000% | $2000.00           | $1782.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 4.0000%  | 4.0000% | $1024.00           | $292.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 4.0000%  | 4.0000% | $1000.00           | $439.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 3.5000%  | 3.5000% | $1000.00           | $222.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 2.0000%  | 2.0000% | $1000.00           | $424.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 2.0000%  | 2.0000% | $1024.00           | $557.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 2.5000%  | 2.5000% | $1511.00           | $965.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000% | $1000.00           | $702.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $1024.00           | $773.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $10380.00          | $7978.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.5000%  | 3.5000% | $1381.00           | $1049.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $1024.00           | $802.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $2064.00           | $1777.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $3665.00           | $2927.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $3200.00           | $3320.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $2048.00           | $2085.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $2000.00           | $1516.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $3840.00           | $3001.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $4024.00           | $3339.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | 5.0000% | $1585968.00        | $1518520.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $957.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $10569.00          | $10745.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1043.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1034.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1024.00           | $1019.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $1001.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1385216.00        | $1423261.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-15      | 4.0000%  | 4.0000% | $1336.00           | $51.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.0000%  | 4.0000% | $183968.00         | $8708.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-02-20      | 4.0000%  | 4.0000% | $315306.00         | $31368.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1005.00           | $1062.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $784.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $2027.00           | $2083.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $1007.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1008.00           | $1012.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $2008.00           | $2022.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.0000%  | 4.0000% | $1024.00           | $326.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 3.5000%  | 3.5000% | $1000.00           | $728.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $9384.00           | $1913.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.5000%  | 4.5000% | $521464.00         | $74111.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.5000%  | 4.5000% | $1000.00           | $89.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 5.0000%  | 5.0000% | $1008.00           | $157.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 2.9800%  | 2.9800% | $1000.00           | $898.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $201200.00         | $41100.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 4.0000%  | 4.0000% | $1008.00           | $264.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.5000%  | 4.5000% | $1000.00           | $269.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $303528.00         | $80111.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $2048.00           | $310.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.0000%  | 3.0000% | $4152290.00        | $606771.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 4.3600%  | 4.3600% | $1005.00           | $1002.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2059-01-01      | 4.5000%  | 4.5000% | $1137562.00        | $897305.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $1000.00           | $285.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $49689525.00       | $17459996.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $2112.00           | $1020.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $1008.00           | $653.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $257597.00         | $192912.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1032.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $2032.00           | $1520.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.5000%  | 4.5000% | $1024.00           | $772.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | 4.5000% | $3072.00           | $2504.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $8016.00           | $5926.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $2000.00           | $1057.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1090.00           | $784.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $1025274.00        | $979300.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $691.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.5000%  | 6.5000% | $1000.00           | $709.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $3032.00           | $2727.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $2000.00           | $1522.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $1000.00           | $857.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $833.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-08-01      | 5.0000%  | 5.0000% | $1000.00           | $615.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1790%  | 4.1790% | $1000.00           | $1006.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.9100%  | 3.9100% | $1694.00           | $1686.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $1024.00           | $228.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $3072.00           | $892.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 5.0000%  | 5.0000% | $2048.00           | $602.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $1000.00           | $193.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 4.0000%  | 4.0000% | $1000.00           | $282.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $2008.00           | $982.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $300.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.0000%  | 2.0000% | $560337.00         | $276176.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.0000%  | 2.0000% | $1008.00           | $506.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $612.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $151000.00         | $101428.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000% | $1000.00           | $774.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000% | $326915.00         | $250585.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $3072.00           | $2118.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $790.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000% | $1024.00           | $836.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 5.0000%  | 5.0000% | $1000.00           | $783.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $1024.00           | $743.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $385064.00         | $293732.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $2024.00           | $1419.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $1040.00           | $717.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 5.0000%  | 5.0000% | $44000.00          | $20696.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 4.5000%  | 4.5000% | $132000.00         | $81838.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 4.0000%  | 4.0000% | $11000.00          | $7247.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.0000%  | 5.0000% | $16990.00          | $13686.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 5.5000%  | 5.5000% | $1000.00           | $600.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 5.0000%  | 5.0000% | $874389.00         | $626761.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-07-20      | 4.0000%  | 4.0000% | $97251.00          | $59596.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 5.0000%  | 5.0000% | $42000.00          | $30699.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 5.5000%  | 5.5000% | $119000.00         | $76026.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 4.5000%  | 4.5000% | $8888.00           | $6767.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 2.0000%  | 2.0000% | $298000.00         | $171406.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 4.0000%  | 4.0000% | $1000.00           | $780.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 6.0000%  | 6.0000% | $15000.00          | $7789.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 5.5000%  | 5.5000% | $9000.00           | $6133.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 4.0000%  | 4.0000% | $55000.00          | $42836.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.5000%  | 5.5000% | $148999.00         | $103838.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 6.0000%  | 6.0000% | $556000.00         | $305244.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.5000%  | 6.5000% | $28040.00          | $13936.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 4.5000%  | 4.5000% | $105000.00         | $89444.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $45000.00          | $18825.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 4.0000%  | 4.0000% | $1000.00           | $813.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 4.5000%  | 4.5000% | $28141.00          | $25089.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 5.0000%  | 5.0000% | $206446.00         | $183323.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 5.5000%  | 5.5000% | $995000.00         | $618273.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 4.5000%  | 4.5000% | $377106.00         | $350130.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 4.0000%  | 4.0000% | $36127.00          | $31868.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.0000%  | 4.0000% | $1008.00           | $96.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $185000.00         | $85609.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 4.4500%  | 4.4500% | $802473.00         | $763339.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 5.1900%  | 5.1900% | $72077.00          | $71772.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 4.5490%  | 4.5490% | $8030.00           | $7706.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-15      | 4.0000%  | 4.0000% | $98999.00          | $44623.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.5000%  | 3.5000% | $2880920.00        | $659444.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-15      | 3.0000%  | 3.0000% | $830000.00         | $304487.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 4.5000%  | 4.5000% | $540740.00         | $203556.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 3.0000%  | 3.0000% | $137000.00         | $49041.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | 3.0000% | $1001.00           | $308.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000% | $192000.00         | $108797.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-20      | 5.5000%  | 5.5000% | $2664990.00        | $852924.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | 2.5000% | $253000.00         | $108276.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 4.0000%  | 4.0000% | $2319296.00        | $762733.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-20      | 5.5000%  | 5.5000% | $1000.00           | $429.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 2.5000%  | 2.5000% | $689000.00         | $377117.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-09-15      | 4.3490%  | 4.3490% | $450000.00         | $423620.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-08-15      | 3.9400%  | 3.9400% | $1000.00           | $919.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-20      | 3.0000%  | 3.0000% | $3156712.00        | $804140.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.0000%  | 3.0000% | $2850364.00        | $676623.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-12-20      | 4.0000%  | 4.0000% | $1222384.00        | $142776.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-15      | 4.0000%  | 4.0000% | $1285000.00        | $135698.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-15      | 4.0000%  | 4.0000% | $515990.00         | $68703.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-15      | 3.0000%  | 3.0000% | $293181.00         | $144559.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-15      | 4.5000%  | 4.5000% | $332862.00         | $261890.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-03-15      | 5.2990%  | 5.2990% | $487470.00         | $492822.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-01-15      | 5.5300%  | 5.5300% | $661404.00         | $678338.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-09-15      | 5.1900%  | 5.1900% | $123340.00         | $123224.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-15      | 5.6690%  | 5.6690% | $289354.00         | $279308.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 4.6690%  | 4.6690% | $304947.00         | $294860.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 6.0000%  | 6.0000% | $1000.00           | $849.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 6.3790%  | 6.3790% | $219975.00         | $233993.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $30000.00          | $29672.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 5.5000%  | 5.5000% | $1232610.00        | $828755.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.5000%  | 5.5000% | $592000.00         | $587916.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.0000%  | 6.0000% | $419574.00         | $329181.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.7300%  | 5.7300% | $486460.00         | $510343.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.5000%  | 4.5000% | $5395.00           | $315.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.5000%  | 4.5000% | $1595396.00        | $169256.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 4.0000%  | 4.0000% | $63499.00          | $5103.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-15      | 4.0000%  | 4.0000% | $6865990.00        | $932152.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.0000%  | 3.0000% | $14798.00          | $1140.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $1000.00           | $88.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 4.0000%  | 4.0000% | $743446.00         | $38750.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-06-20      | 3.5000%  | 3.5000% | $299194.00         | $20001.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 3.5000%  | 3.5000% | $2301.00           | $166.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 3.5000%  | 3.5000% | $221000.00         | $21328.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-04-20      | 3.0000%  | 3.0000% | $1000.00           | $44.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-06-20      | 3.5000%  | 3.5000% | $1000.00           | $85.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 3.5000%  | 3.5000% | $1355858.00        | $123108.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 4.0000%  | 4.0000% | $12188120.00       | $853534.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 3.5000%  | 3.5000% | $583880.00         | $53123.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 4.0000%  | 4.0000% | $986029.00         | $81886.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 5.0000%  | 5.0000% | $309000.00         | $27552.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 3.5000%  | 3.5000% | $1000.00           | $106.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.0000%  | 3.0000% | $1005.00           | $125.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 5.0000%  | 5.0000% | $492993.00         | $60342.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-20      | 3.5000%  | 3.5000% | $1047000.00        | $90560.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-20      | 4.0000%  | 4.0000% | $1000.00           | $107.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.0000%  | 4.0000% | $5740164.00        | $602188.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.0000%  | 3.0000% | $219000.00         | $28920.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.5000%  | 4.5000% | $1000.00           | $86.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 3.0000%  | 3.0000% | $281335.00         | $43078.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 5.0000%  | 5.0000% | $1000.00           | $73.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.0000%  | 4.0000% | $1676998.00        | $147385.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | 3.5000% | $1492998.00        | $117474.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | 3.0000% | $4656729.00        | $758831.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | 4.0000% | $3334224.00        | $308197.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 6.5000%  | 6.5000% | $45000.00          | $7047.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 3.5000%  | 3.5000% | $722952.00         | $83417.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.5000%  | 4.5000% | $1532.00           | $102.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.0000%  | 5.0000% | $1000.00           | $57.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 4.5000%  | 4.5000% | $1000.00           | $73.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.5000%  | 5.5000% | $777349.00         | $61881.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.0000%  | 5.0000% | $1000.00           | $74.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 4.5000%  | 4.5000% | $1628332.00        | $171438.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.5000%  | 3.5000% | $1995770.00        | $64720.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.0000%  | 3.0000% | $875004.00         | $117123.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.0000%  | 2.0000% | $2151456.00        | $1049800.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.5000%  | 2.5000% | $420000.00         | $187269.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | 3.0000% | $514800.00         | $80668.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | 4.5000% | $918855.00         | $102283.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | 4.5000% | $1000.00           | $191.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000% | $484988.00         | $120469.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 5.0000%  | 5.0000% | $117000.00         | $25491.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.0000%  | 2.0000% | $329581.00         | $147921.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 2.0000%  | 2.0000% | $413290.00         | $181086.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.5000%  | 2.5000% | $1000.00           | $386.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | 2.5000% | $1000.00           | $409.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.5000%  | 3.5000% | $2781924.00        | $944905.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | 4.5000% | $68749.00          | $17288.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 6.0000%  | 6.0000% | $20000.00          | $11580.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 2.0000%  | 2.0000% | $25000.00          | $16067.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 2.5000%  | 2.5000% | $2249730.00        | $1128761.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 3.0000%  | 3.0000% | $271528.00         | $120903.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 2.5000%  | 2.5000% | $1283407.00        | $666026.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 4.0000%  | 4.0000% | $1040069.00        | $452946.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 3.0000%  | 3.0000% | $258952.00         | $136700.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 2.5000%  | 2.5000% | $48582.00          | $28348.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 5.0000%  | 5.0000% | $48000.00          | $20188.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.0000%  | 3.0000% | $62909.00          | $39237.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $1000.00           | $1044.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $554620.00         | $578945.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 6.5000%  | 6.5000% | $383415.00         | $398972.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 5.0000%  | 5.0000% | $580420.00         | $584865.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | 5.5000% | $1000.00           | $1024.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.5000%  | 6.5000% | $918776.00         | $951154.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $552058.00         | $394083.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $950452.00         | $990885.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $446120.00         | $452283.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $1000.00           | $1064.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.5000%  | 6.5000% | $1013224.00        | $1077437.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.5000%  | 7.5000% | $1000.00           | $1040.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.0000%  | 7.0000% | $23813.00          | $25653.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.5000%  | 6.5000% | $9740.00           | $10268.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $999348.00         | $1003554.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $2000.00           | $2109.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $919642.00         | $926343.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | 6.0000% | $643596.00         | $668852.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1010.00           | $1036.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $937738.00         | $979194.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1053.00           | $1097.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | 6.0000% | $1000.00           | $1039.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | 5.5000% | $1998.00           | $2048.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1057313.00        | $1085420.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $68659.00          | $71469.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1087748.00        | $1132268.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $676819.00         | $704522.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $7010.00           | $7196.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1059.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1041.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1040.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1622058.00        | $1653332.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.0000%  | 4.0000% | $252717.00         | $229642.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 5.5000%  | 5.5000% | $7811.00           | $6682.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 5.5000%  | 5.5000% | $405459.00         | $320471.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-20      | 3.0000%  | 3.0000% | $125976.00         | $106707.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-04-20      | 5.0000%  | 5.0000% | $379434.00         | $343277.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.0000%  | 6.0000% | $213395.00         | $166883.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 3.5000%  | 3.5000% | $1000.00           | $908.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $31181.00          | $31077.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.5970%  | 1.5970% | $966000.00         | $38979.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9470%  | 2.9470% | $100736.00         | $5710.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-12-15      | 6.0300%  | 6.0300% | $158260.00         | $168266.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-07-15      | 5.3490%  | 5.3490% | $43504.00          | $44527.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.0000%  | 5.0000% | $1074744.00        | $1067505.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-12-15      | 4.9600%  | 4.9600% | $92100.00          | $91689.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-12-15      | 5.4000%  | 5.4000% | $651966.00         | $668691.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.0000%  | 5.0000% | $102347.00         | $100977.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | 6.5000% | $1174380.00        | $774889.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $1002888.00        | $1066695.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1043.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | 6.5000% | $1000.00           | $1042.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $433507.00         | $452613.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $1000.00           | $937.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $836184.00         | $871807.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $399619.00         | $417188.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $1085160.00        | $1132114.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $37768.00          | $32983.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-03-15      | 4.9600%  | 4.9600% | $98000.00          | $97754.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | 6.5000% | $1000.00           | $765.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-06-20      | 6.5000%  | 6.5000% | $377860.00         | $393695.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $590047.00         | $530732.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-15      | 6.2800%  | 6.2800% | $616033.00         | $659246.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $1288836.00        | $1091622.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 5.0000%  | 5.0000% | $90545.00          | $94375.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $1000.00           | $824.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-11-15      | 5.7300%  | 5.7300% | $147504.00         | $147923.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $2000.00           | $2085.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 5.7000%  | 5.7000% | $666082.00         | $697001.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.0000%  | 5.0000% | $1009844.00        | $1002596.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.5990%  | 5.5990% | $498000.00         | $516771.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $5000.00           | $5217.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $1548349.00        | $1614778.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $542377.00         | $429739.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $584235.00         | $609651.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $436934.00         | $455781.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $609725.00         | $636464.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $366795.00         | $383160.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-07-20      | 6.5000%  | 6.5000% | $719911.00         | $750641.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $784048.00         | $834416.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.0000%  | 6.0000% | $1109134.00        | $1148949.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $456416.00         | $476472.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $548240.00         | $560814.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $938101.00         | $979055.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $1032353.00        | $1078311.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | 6.5000% | $522790.00         | $547914.83         | Agency Mortgage-Backed Securities |

### Security 5: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **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: BYM6RGYY2, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2027-05-25      | 3.0600%  | 3.0600% | $10075000.00       | $6338928.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 3.0000%  | 3.0000% | $499963.00         | $36209.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 5.5000%  | 5.5000% | $2400000.00        | $1818496.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.0100%  | 0.0100% | $12566768.00       | $8560990.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 5.6970%  | 5.6970% | $10000000.00       | $7821966.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 4.7470%  | 4.7470% | $71700608.00       | $71014347.38       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 0.0100%  | 0.0100% | $31077440.00       | $22484642.54       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-10-15      | 3.0000%  | 3.0000% | $23664095.00       | $11050387.88       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-08-25      | 3.9900%  | 3.9900% | $19993.00          | $19473.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-08-25      | 3.5290%  | 3.5290% | $1860000.00        | $1789313.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-09-25      | 4.8490%  | 4.8490% | $1113250.00        | $1142119.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 4.8470%  | 4.8470% | $2552460.00        | $2539357.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-01-25      | 4.6470%  | 4.6470% | $5327104.00        | $5329419.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-03-15      | 5.4000%  | 5.4000% | $4400000.00        | $4520978.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $124862.00         | $130005.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | 6.5000% | $1220410.00        | $1266451.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-16      | 2.2500%  | 2.2500% | $14080596.00       | $11241722.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 2.0000%  | 2.0000% | $13041568.00       | $6958564.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-01-16      | 4.5000%  | 4.5000% | $13999999.00       | $13943747.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 5.5030%  | 5.5030% | $4347823.00        | $3763367.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 6.1020%  | 6.1020% | $5316639.00        | $5033416.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 4.5000%  | 4.5000% | $8768300.00        | $7456283.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 4.7500%  | 4.7500% | $13134499.00       | $13125132.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 4.7500%  | 4.7500% | $69053312.00       | $68815326.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 4.7500%  | 4.7500% | $47496418.00       | $47451267.37       | Agency Collateralized Mortgage Obligation |

### Security 6: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYT3, C.4 - ISIN: 563, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.4470%  | 1.4470% | $94999999.00       | $3297159.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.5970%  | 1.5970% | $100000000.00      | $5438911.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.8470%  | 2.8470% | $70000000.00       | $2002832.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.5460%  | 1.5460% | $200000000.00      | $3298037.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.5460%  | 1.5460% | $180000000.00      | $2609713.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.6970%  | 1.6970% | $100000000.00      | $2312129.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2970%  | 2.2970% | $41666065.00       | $2316450.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.2970%  | 2.2970% | $133333334.00      | $7208484.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.4960%  | 3.4960% | $50000000.00       | $2321865.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.4470%  | 3.4470% | $73861909.00       | $3855867.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6470%  | 1.6470% | $122495781.00      | $2446277.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7470%  | 1.7470% | $200000000.00      | $5948180.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2970%  | 2.2970% | $100000000.00      | $5484269.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.2860%  | 2.2860% | $28000000.00       | $1734206.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.3470%  | 3.3470% | $60000000.00       | $2120593.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.2460%  | 2.2460% | $100000000.00      | $2741890.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 3.1970%  | 3.1970% | $35151469.00       | $736037.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.9970%  | 1.9970% | $100000000.00      | $1889720.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.2970%  | 2.2970% | $100000000.00      | $2082525.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.9970%  | 1.9970% | $100000000.00      | $1889762.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.9970%  | 1.9970% | $100000000.00      | $1886064.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 2.7460%  | 2.7460% | $153709668.00      | $6060249.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.9960%  | 2.9960% | $80000000.00       | $1871387.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2460%  | 2.2460% | $75000000.00       | $1834903.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2460%  | 2.2460% | $100000000.00      | $2036470.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0470%  | 2.0470% | $42550629.00       | $2003002.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5970%  | 2.5970% | $48016843.00       | $1929660.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.4960%  | 2.4960% | $44444445.00       | $2141860.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.7230%  | 0.7230% | $42998198.00       | $2623476.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-11-20      | 0.4860%  | 0.4860% | $64110827.00       | $3291677.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.5670%  | 2.5670% | $50013993.00       | $1896758.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $20579689.00       | $2145288.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $53678754.00       | $4260543.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $30000000.00       | $3655571.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $38196774.00       | $3010306.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.6130%  | 0.6130% | $105727345.00      | $5316261.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.6480%  | 0.6480% | $134814450.00      | $6711761.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-10-20      | 0.2910%  | 0.2910% | $40000000.00       | $1650995.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.0110%  | 0.0110% | $74679076.00       | $1693732.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-16      | 4.2500%  | 4.2500% | $25500000.00       | $1946122.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $89259871.00       | $10243054.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $67984834.00       | $5044079.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $70000000.00       | $4380888.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $54750000.00       | $4163714.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 4.0000%  | 4.0000% | $45331651.00       | $4816036.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $36469061.00       | $4080447.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 2.3100%  | 2.3100% | $74768000.00       | $1927574.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.3490%  | 1.3490% | $72500000.00       | $2496931.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3100%  | 2.3100% | $182500000.00      | $3362074.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.8230%  | 1.8230% | $50000000.00       | $1784182.93        | Agency Collateralized Mortgage Obligation |

### Security 7: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVG4, C.4 - ISIN: 571, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $20.00             | $20.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $2.00              | $2.01              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $213764.00         | $215293.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-31      | 4.0000%  | 4.0000% | $2500000.00        | $2553528.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $1731208.00        | $1771331.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $967648.00         | $990824.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $2000000.00        | $2111127.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $4066360.00        | $4252217.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $20.00             | $20.81             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $8.00              | $8.11              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-12-31      | 4.5000%  | 4.5000% | $16.00             | $16.55             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $6.00              | $6.10              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $309396.00         | $315073.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $4410012.00        | $4507074.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $2.00              | $2.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $6494.00           | $6564.78           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $17960.00          | $18049.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $20.00             | $20.61             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $90898.00          | $92119.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $2.00              | $2.04              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $8.00              | $8.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $3233940.00        | $3367166.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $499996.00         | $513741.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $20.00             | $20.48             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $20.00             | $20.22             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $63928.00          | $65227.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $1126320.00        | $1161844.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $2.00              | $2.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $1758.00           | $1770.90           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $1317494.00        | $1316324.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $1910400.00        | $2081212.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $2.00              | $2.05              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $68.00             | $66.91             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $2.00              | $2.01              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 3.8750%  | 3.8750% | $57316.00          | $58009.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $2.00              | $2.03              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $212600.00         | $214001.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $5633984.00        | $6401935.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $19514.00          | $19441.07          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 2.3750%  | 2.3750% | $570822.00         | $553747.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $2.00              | $1.97              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $2.00              | $1.87              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $58.00             | $57.21             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 0.6250%  | 0.6250% | $10.00             | $9.88              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $985200.00         | $1117566.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $14088.00          | $12646.12          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.7500%  | 0.7500% | $2.00              | $1.99              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $1681280.00        | $1680344.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $359686.00         | $341654.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $2.00              | $1.91              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $1899998.00        | $1668684.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $20.00             | $19.74             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $6.00              | $5.91              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $7056.00           | $7004.61           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $12.00             | $11.88             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $2.00              | $1.98              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $400938.00         | $543355.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $8000.00           | $9878.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $99996.00          | $99426.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $420006.00         | $412903.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $2.00              | $1.98              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $2.00              | $1.49              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $16.00             | $10.92             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $2.00              | $1.27              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $4.00              | $1.93              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2310014.00        | $1693555.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $20.00             | $14.56             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $86986.00          | $88363.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $74600.00          | $84334.38          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $207844.00         | $306257.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $105080.00         | $158472.46         | U.S. Treasuries (including strips) |

### Security 8: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **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: BYM6RGV25, C.4 - ISIN: 571, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-11-01      | 3.5000%  | 3.5000% | $506039.00         | $66584.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2029-09-01      | 3.5000%  | 3.5000% | $2000.00           | $106.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $806.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 4.0000%  | 4.0000% | $1860.00           | $99.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 7.0000%  | 7.0000% | $1010.00           | $1066.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2063-09-01      | 3.5000%  | 3.5000% | $1000.00           | $768.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 3.5000%  | 3.5000% | $1056.00           | $330.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 4.0000%  | 4.0000% | $1648139.00        | $536626.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $208237568.00      | $127055733.17      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $1118806.00        | $1040001.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $101236.00         | $94873.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $106641279.00      | $91983040.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $40000.00          | $28191.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $1024.00           | $789.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 5.0000%  | 5.0000% | $1024.00           | $994.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 6.5000%  | 6.5000% | $1024.00           | $973.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 5.5000%  | 5.5000% | $367040.00         | $369543.48         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2027-04-15      | 0.1250%  | 0.1250% | $8179600.00        | $9294537.27        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2033-07-15      | 1.3750%  | 1.3750% | $71878200.00       | $75618554.58       | Agency Mortgage-Backed Securities |

### Security 9: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6MFUU1, C.4 - ISIN: 580, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 4.0000%  | 4.0000% | $49971074.00       | $2781351.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.0000%  | 6.0000% | $25000.00          | $79.36             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-02-15      | 7.0000%  | 7.0000% | $25000.00          | $14.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $25000.00          | $9.13              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 7.0000%  | 7.0000% | $25000.00          | $37.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 7.5000%  | 7.5000% | $578154.00         | $1061.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-20      | 8.0000%  | 8.0000% | $25000.00          | $9.06              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-15      | 6.0000%  | 6.0000% | $25000.00          | $62.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.0000%  | 6.0000% | $25000.00          | $60.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $2096844.00        | $2173791.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $2590896.00        | $2704279.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $4383752.00        | $3730548.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $25003488.00       | $25091155.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 4.5000%  | 4.5000% | $20489856.00       | $20101841.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $14178224.00       | $14276348.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | 5.0000% | $2088247.00        | $2106201.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $19889680.00       | $20267990.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $3585420.00        | $3397681.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $1716260.00        | $1795126.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-04-15      | 5.7000%  | 5.7000% | $3198136.00        | $3347778.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-20      | 4.5000%  | 4.5000% | $20013000.00       | $17842779.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 6.5000%  | 6.5000% | $1000.00           | $372.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 5.0000%  | 5.0000% | $1000.00           | $89.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 3.0000%  | 3.0000% | $19569000.00       | $2576361.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | 3.0000% | $15000000.00       | $1980825.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 3.5000%  | 3.5000% | $300000000.00      | $27940100.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.5000%  | 6.5000% | $28001911.00       | $23421730.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $18080093.00       | $18561563.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $18375785.00       | $18739964.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $25367060.00       | $26162122.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $30131395.00       | $27467705.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $988109.00         | $963046.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $14685055.00       | $14804246.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $15285283.00       | $15141411.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $22193771.00       | $21496367.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $24651051.00       | $22812506.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $18755077.00       | $15582814.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $23269334.00       | $19821411.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $29957623.00       | $31349230.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $19691423.00       | $19867492.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $13636663.00       | $14190548.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $14464858.00       | $14531440.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $25000000.00       | $17168776.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $26127436.00       | $26647848.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $18080093.00       | $18522786.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.5000%  | 6.5000% | $24513654.00       | $18093667.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $36639926.00       | $37517934.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $17608630.00       | $15566942.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $50038883.00       | $39610404.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.5000%  | 2.5000% | $60000000.00       | $27856197.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $79046952.00       | $12368788.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $18852637.00       | $14247352.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.0000%  | 2.0000% | $44100087.00       | $26507795.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $34713075.00       | $31035436.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $23263541.00       | $20203139.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.5000%  | 6.5000% | $8651051.00        | $8589286.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 3.5000%  | 3.5000% | $125400920.00      | $11637771.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $103500000.00      | $14368128.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 4.5000%  | 4.5000% | $403110719.00      | $11731664.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $17916450.00       | $13174804.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $22824166.00       | $17108291.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $22464709.00       | $18216157.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $27228303.00       | $20078294.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 2.5000%  | 2.5000% | $75000000.00       | $44268724.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $21823228.00       | $18508964.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.5000%  | 2.5000% | $76100000.00       | $36736372.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $43388225.00       | $31407658.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $15417067.00       | $11797050.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5000%  | 6.5000% | $66720.00          | $203.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-03-01      | 6.5000%  | 6.5000% | $1000.00           | $0.48              | Agency Mortgage-Backed Securities |

### Security 10: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYR7, C.4 - ISIN: 580, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $500.00            | $786.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $200.00            | $203.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $33608100.00       | $32587376.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $67250300.00       | $54090849.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $23532800.00       | $14492080.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $100.00            | $83.77             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $6000000.00        | $6078322.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $620500.00         | $614428.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $1591900.00        | $1580163.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.6250%  | 1.6250% | $1100000.00        | $1088370.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $2300.00           | $2304.28           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $100.00            | $88.36             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $14089900.00       | $13940408.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $63706700.00       | $62712431.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $100.00            | $93.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $66191000.00       | $62591990.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $113646800.00      | $115940334.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $9056000.00        | $9157222.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $770300.00         | $775962.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 3.8570%  | 3.8570% | $3200.00           | $3231.85           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $200.00            | $204.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $4289200.00        | $4393519.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $100.00            | $104.85            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 3.7940%  | 3.7940% | $1316000.00        | $1329622.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $1076200.00        | $1126355.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $200.00            | $201.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $100.00            | $102.73            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $128419000.00      | $129961414.35      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $10300000.00       | $10380054.95       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $567235200.00      | $577242314.07      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-01-15      | 1.8750%  | 1.8750% | $350000000.00      | $348518945.73      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $24.18             | $18.11             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $108.03            | $79.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.0000%  | 0.0000% | $97918074.95       | $81389895.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 0.0000%  | 0.0000% | $190.00            | $144.14            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 0.0000%  | 0.0000% | $118.00            | $85.15             | U.S. Treasuries (including strips) |

### Security 11: BMO Capital Markets Corp

- **C.1 - Title:** BMO Capital Markets Corp
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYU0, C.4 - ISIN: 563, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.5000%  | 2.5000% | $3803313.00        | $2443499.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.5000%  | 5.5000% | $203472775.00      | $168226874.51      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $95213991.00       | $84329625.72       | Agency Mortgage-Backed Securities |

### Security 12: BNP PARIBAS NY BRANCH

- **C.1 - Title:** BNP PARIBAS NY BRANCH
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6K4K21, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-25      | 0.0000%  | 0.0000% | $892000.00         | $879166.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $450653100.00      | $587134412.31      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $175364100.00      | $176945941.34      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $44832.61          | $40479.54          | U.S. Treasuries (including strips) |

### Security 13: BNP PARIBAS NY BRANCH

- **C.1 - Title:** BNP PARIBAS NY BRANCH
- **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: BYM6RGVS8, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-25      | 2.5000%  | 2.5000% | $3695000.00        | $2798709.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $1587450.00        | $1346228.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-07-01      | 6.3070%  | 6.3070% | $30318357.00       | $18087.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 5.4270%  | 5.4270% | $15700000.00       | $33668.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-02-01      | 6.0000%  | 6.0000% | $7897192.00        | $17128.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 4.5000%  | 4.5000% | $218879.00         | $24698.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-01-01      | 6.0850%  | 6.0850% | $1425000.00        | $14476.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 6.5590%  | 6.5590% | $6891384.00        | $317672.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 6.4160%  | 6.4160% | $2550000.00        | $49532.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-07-01      | 3.3500%  | 3.3500% | $55000.00          | $45031.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-06-01      | 2.9700%  | 2.9700% | $110000.00         | $90092.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 6.3890%  | 6.3890% | $247000.00         | $5660.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-01-01      | 3.5000%  | 3.5000% | $98999.00          | $21105.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-04-01      | 3.5000%  | 3.5000% | $945000.00         | $174838.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 6.2430%  | 6.2430% | $3481936.00        | $130818.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.0000%  | 3.0000% | $355765.00         | $73144.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 4.5000%  | 4.5000% | $29028.00          | $5332.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-09-01      | 4.0000%  | 4.0000% | $2919940.00        | $661968.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 5.6210%  | 5.6210% | $2841289.00        | $5480.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 5.7960%  | 5.7960% | $23248964.00       | $45794.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 5.9230%  | 5.9230% | $4025000.00        | $8148.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 5.0000%  | 5.0000% | $5856870.00        | $52745.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 6.1340%  | 6.1340% | $3697828.00        | $20058.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 6.4150%  | 6.4150% | $89134679.00       | $277758.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 6.1680%  | 6.1680% | $24032146.00       | $491656.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 6.3250%  | 6.3250% | $8369072.00        | $19324.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-09-01      | 5.2270%  | 5.2270% | $9750000.00        | $89152.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 5.8070%  | 5.8070% | $50013319.00       | $82073.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 6.8250%  | 6.8250% | $2150000.00        | $37679.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $98727.00          | $92948.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 7.0000%  | 7.0000% | $1095017.00        | $1147137.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1303284.00        | $1003543.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $1291024.00        | $835220.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.5000%  | 6.5000% | $57548.00          | $28909.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $3245832.00        | $3001771.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $103755.00         | $80902.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $1003752.00        | $684257.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1643668.00        | $1688468.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $2543768.00        | $2600298.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $4047464.00        | $3917198.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $4717334.00        | $4572205.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1910800.00        | $1944215.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $3714630.00        | $3702935.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $1242326.00        | $1253789.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $5292230.00        | $5314741.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $8035776.00        | $8153884.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 4.5000%  | 4.5000% | $2299000.00        | $517257.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $6698056.00        | $1521616.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $908000.00         | $204428.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-12-01      | 4.1500%  | 4.1500% | $1951980.00        | $1659147.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 5.5000%  | 5.5000% | $680000.00         | $164958.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.2660%  | 2.2660% | $85640.00          | $62314.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.1840%  | 4.1840% | $18799317.00       | $17479428.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 6.2740%  | 6.2740% | $2366892.00        | $2162814.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 6.4180%  | 6.4180% | $1503062.00        | $1395340.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 4.7720%  | 4.7720% | $59932264.00       | $60723556.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $105000.00         | $15319.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $63000.00          | $33393.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 2.9700%  | 2.9700% | $1906226.00        | $1484583.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-11-01      | 4.9400%  | 4.9400% | $285937.00         | $295331.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 4.8090%  | 4.8090% | $150000.00         | $154181.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 5.0490%  | 5.0490% | $1112126.00        | $1113864.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $20613.00          | $12043.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $4323336.00        | $3227922.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 4.8440%  | 4.8440% | $1000000.00        | $792700.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-01-01      | 6.3310%  | 6.3310% | $3580459.00        | $3200814.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 6.3010%  | 6.3010% | $4122465.00        | $3870583.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.1950%  | 5.1950% | $64258688.00       | $62449697.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 4.8630%  | 4.8630% | $30785088.00       | $29423959.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.5000%  | 3.5000% | $15000.00          | $2090.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-04-01      | 6.2450%  | 6.2450% | $4984500.00        | $63270.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 6.0190%  | 6.0190% | $7301088.00        | $38240.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 6.5000%  | 6.5000% | $2712000.00        | $25040.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 6.5430%  | 6.5430% | $24138149.00       | $379181.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 6.5350%  | 6.5350% | $7849727.00        | $48146.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.4160%  | 6.4160% | $79236448.00       | $1138169.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 6.3070%  | 6.3070% | $1036548.00        | $465112.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2052-11-15      | 4.5000%  | 4.5000% | $24900000.00       | $4454193.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-07-01      | 6.2540%  | 6.2540% | $591000.00         | $9878.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-05-01      | 4.5000%  | 4.5000% | $79380.00          | $7658.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-12-01      | 4.0000%  | 4.0000% | $530000.00         | $48119.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 5.0000%  | 5.0000% | $662000.00         | $61629.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 1.5000%  | 1.5000% | $574000.00         | $300621.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 5.0000%  | 5.0000% | $30000000.00       | $20429822.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 5.0000%  | 5.0000% | $33706000.00       | $3591604.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $500000.00         | $320673.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $9999000.00        | $6880876.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $2226000.00        | $1642474.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $19771349.00       | $16388170.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 2.5000%  | 2.5000% | $17713777.00       | $12430003.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $8497780.00        | $6078856.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.0000%  | 5.0000% | $115975.00         | $105484.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $75818.00          | $69304.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1008.00           | $883.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 3.0000%  | 3.0000% | $66554000.00       | $22424858.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $307141.00         | $175432.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $755632.00         | $569306.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.5000%  | 2.5000% | $4512921.00        | $2198320.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.5000%  | 2.5000% | $19702208.00       | $11325316.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1868988.00        | $1183199.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $1340000.00        | $1001210.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $5040188.00        | $3283586.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $5109992.00        | $3380583.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $1387000.00        | $1008500.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $182000.00         | $144569.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.0000%  | 4.0000% | $22000.00          | $17846.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $10914677.00       | $8610508.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 4.5000%  | 4.5000% | $5089800.00        | $4735190.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-04-01      | 3.0000%  | 3.0000% | $1344988.00        | $1000158.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $709864.00         | $180391.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 2.1090%  | 2.1090% | $681109.00         | $442645.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 4.4000%  | 4.4000% | $2085400.00        | $2067839.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 1.2200%  | 1.2200% | $13071.00          | $10547.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 3.0490%  | 3.0490% | $552702.00         | $514273.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 3.0000%  | 3.0000% | $230000.00         | $151364.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $6572234.00        | $4440638.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $9998000.00        | $6511252.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $27997.00          | $20399.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $51541.00          | $38935.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.5000%  | 5.5000% | $641365.00         | $633310.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $12177800.00       | $11740441.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $1168892.00        | $1079365.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $509532.00         | $507753.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $9000.00           | $6107.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $67058400.00       | $47174077.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $19270368.00       | $14993103.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $375048.00         | $252408.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-25      | 2.5000%  | 2.5000% | $4985000.00        | $3584452.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 4.5000%  | 4.5000% | $298978.00         | $47191.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 4.5000%  | 4.5000% | $1264000.00        | $145182.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 3.0000%  | 3.0000% | $300000.00         | $41333.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $808330239.00      | $62361260.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $1338310.00        | $787393.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $8380.00           | $5120.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.0000%  | 2.0000% | $18996001.00       | $8188760.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $3863660.00        | $1860143.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $1324000.00        | $702245.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 3.5000%  | 3.5000% | $61001.00          | $35379.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $50236741.00       | $36334811.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $18498021.00       | $14787774.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $360227.00         | $228492.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $264979.00         | $244905.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $5512035.00        | $5051605.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $8837040.00        | $8252955.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $593613.00         | $578709.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 6.2460%  | 6.2460% | $2316995.00        | $23310.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 4.5000%  | 4.5000% | $500190.00         | $19192.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $8262.00           | $8316.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1532612.00        | $1230801.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $2413452.00        | $2317062.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $544415.00         | $532483.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $863426.00         | $873511.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.0000%  | 5.0000% | $18732799.00       | $17899337.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 7.0000%  | 7.0000% | $3749516.00        | $3359547.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $4911032.00        | $3484975.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $8318372.00        | $7485312.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $3028668.00        | $3172671.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $6400480.00        | $6570082.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1028086.00        | $1067937.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $34845737.00       | $35266419.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $835751.00         | $867950.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $12148277.00       | $12545420.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 4.6660%  | 4.6660% | $2264824.00        | $2281673.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 4.2320%  | 4.2320% | $2416765.00        | $2334051.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 4.7300%  | 4.7300% | $2365624.00        | $2338398.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-01-01      | 3.7500%  | 3.7500% | $4918624.00        | $4657023.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $24488403.00       | $18885894.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $37159768.00       | $35867343.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $3130683.00        | $3179735.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 4.5000%  | 4.5000% | $12167640.00       | $11787529.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $2424581.00        | $2571690.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $3874153.00        | $4083791.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $20402688.00       | $20115764.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1591060.00        | $1581880.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $1175713.00        | $1159054.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $18168628.00       | $17885223.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $2245900.00        | $2343196.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $3891580.00        | $3932203.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $9480150.00        | $9744727.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $34333720.00       | $35002491.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $394840.00         | $389245.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $10998495.00       | $11212729.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $4497756.00        | $4539516.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $6800660.00        | $6866155.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 5.3750%  | 5.3750% | $1000.00           | $55.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.5000%  | 5.5000% | $1527990.00        | $121636.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.0000%  | 3.0000% | $222983.00         | $39208.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 2.5000%  | 2.5000% | $37000.00          | $13896.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $1699102.00        | $1210389.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.5000%  | 4.5000% | $41510462.00       | $34432771.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.0000%  | 6.0000% | $13566.00          | $7814.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.0000%  | 5.0000% | $1040.00           | $760.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.0000%  | 4.0000% | $2103124.00        | $1799872.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $6757360.00        | $5620056.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.0000%  | 6.0000% | $41123.00          | $24247.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $1777000.00        | $1136790.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $25665.00          | $20051.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $3100000.00        | $2102009.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $422486.00         | $345060.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.9290%  | 4.9290% | $2258850.00        | $2339358.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 4.4800%  | 4.4800% | $837000.00         | $848926.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 4.7990%  | 4.7990% | $11302884.00       | $11599343.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 4.6390%  | 4.6390% | $51563300.00       | $52101506.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 4.1390%  | 4.1390% | $1303328.00        | $1309785.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 4.6390%  | 4.6390% | $6054332.00        | $6208837.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 4.2800%  | 4.2800% | $5096919.00        | $5029903.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 4.4640%  | 4.4640% | $7764900.00        | $7758275.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 4.2990%  | 4.2990% | $125515728.00      | $125764611.75      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.2500%  | 4.2500% | $45052500.00       | $45456378.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.1200%  | 4.1200% | $48400.00          | $48550.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 4.5990%  | 4.5990% | $46438358.00       | $46718917.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 4.4690%  | 4.4690% | $27984700.00       | $28377852.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 3.8900%  | 3.8900% | $7778051.00        | $7725250.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 4.6100%  | 4.6100% | $71040500.00       | $71529515.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 4.5000%  | 4.5000% | $6807200.00        | $508228.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.0000%  | 3.0000% | $1000000.00        | $393209.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $2186950.00        | $910431.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $1075168.00        | $449201.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $30704.00          | $20981.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $51000.00          | $32736.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 5.0000%  | 5.0000% | $1705000.00        | $1201217.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $1100000.00        | $827516.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $23135.00          | $17008.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $530592.00         | $456093.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $9236592.00        | $5761109.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $94000.00          | $85483.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $6199016.00        | $5433597.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $29596448.00       | $25012636.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $12067024.00       | $11921091.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $1463512.00        | $1449555.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $13215536.00       | $13115413.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 5.5000%  | 5.5000% | $28029140.00       | $6814908.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.5000%  | 3.5000% | $100000.00         | $19458.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 2.5000%  | 2.5000% | $2773210.00        | $1017219.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 4.5000%  | 4.5000% | $4999000.00        | $910573.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 4.0000%  | 4.0000% | $73178.00          | $10966.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $211000.00         | $102939.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $58000.00          | $8598.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $2270852.00        | $1411389.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.5000%  | 3.5000% | $98044.00          | $49344.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $2376628.00        | $1531033.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $1105000.00        | $711214.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $263000.00         | $180514.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $348997.00         | $233513.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $2670664.00        | $2110658.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 4.0000%  | 4.0000% | $975999.00         | $621144.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $105000.00         | $75892.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $988975.00         | $622126.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $200000.00         | $154222.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $43080960.00       | $34774662.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $12757151.00       | $12713693.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $1821962.00        | $1628349.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 6.3650%  | 6.3650% | $706000.00         | $8764.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-04-01      | 6.8650%  | 6.8650% | $3466000.00        | $33713.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-06-01      | 5.5000%  | 5.5000% | $14558115.00       | $93852.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 5.0000%  | 5.0000% | $8836720.00        | $116269.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 6.0000%  | 6.0000% | $2135884.00        | $1088076.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1324580.00        | $293836.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $17271260.00       | $3137930.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-15      | 7.0000%  | 7.0000% | $14171.00          | $14442.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-15      | 7.0000%  | 7.0000% | $1714466.00        | $1584285.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $1312976.00        | $1254441.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $5097992.00        | $4059297.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 7.5000%  | 7.5000% | $1109326.00        | $1191657.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $1171258.00        | $1175960.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 6.5000%  | 6.5000% | $1040906.00        | $1090215.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1921036.00        | $2005108.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $204175.00         | $215628.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2075-09-20      | 5.3710%  | 5.3710% | $1891038.00        | $2105534.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $1108020.00        | $1182506.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.0000%  | 5.0000% | $969869.00         | $964501.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $9872.00           | $10241.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-20      | 5.3750%  | 5.3750% | $1000000.00        | $15097.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-20      | 5.6250%  | 5.6250% | $2900000.00        | $56175.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 4.0000%  | 4.0000% | $60845768.00       | $3386628.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $6318912.00        | $3712902.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.4980%  | 5.4980% | $25054458.00       | $25168897.91       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-02-15      | 3.0000%  | 3.0000% | $6886700.00        | $5174381.62        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-11-15      | 0.0000%  | 0.0000% | $0.31              | $0.15              | Agency Mortgage-Backed Securities |

### Security 14: BNP PARIBAS NY BRANCH

- **C.1 - Title:** BNP PARIBAS NY BRANCH
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6MG1N7, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 4.5000%  | 4.5000% | $1000.00           | $582.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $3778980.00        | $2591810.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $629.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $13842720.00       | $9019394.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $1000.00           | $722.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $798.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.5000%  | 6.5000% | $1059.00           | $630.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 3.0000%  | 3.0000% | $1000.00           | $201.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 5.4500%  | 5.4500% | $1964.00           | $0.24              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.5000%  | 3.5000% | $1000.00           | $233.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 5.6250%  | 5.6250% | $1125.00           | $0.12              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2042-04-01      | 4.5000%  | 4.5000% | $37749929.00       | $564918.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 7.0000%  | 7.0000% | $14110607.00       | $12511.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $12000000.00       | $1550931.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $80364.00          | $12489.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-09-01      | 4.5000%  | 4.5000% | $73131.00          | $12516.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-04-01      | 4.5000%  | 4.5000% | $236015.00         | $24249.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-05-01      | 5.5000%  | 5.5000% | $90998.00          | $15455.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 3.1400%  | 3.1400% | $4570000.00        | $4299124.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 4.5000%  | 4.5000% | $356402.00         | $21885.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.0000%  | 3.0000% | $100558.00         | $21385.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 4.0000%  | 4.0000% | $67000.00          | $8875.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-11-01      | 3.5000%  | 3.5000% | $69000.00          | $10620.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-05-01      | 2.5000%  | 2.5000% | $127253.00         | $21365.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.5000%  | 3.5000% | $100000.00         | $18929.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 4.0000%  | 4.0000% | $231998.00         | $30836.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 4.0000%  | 4.0000% | $51754.00          | $6199.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-11-01      | 4.5000%  | 4.5000% | $1078.00           | $195.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1303192.00        | $210615.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1024.00           | $104.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 3.5000%  | 3.5000% | $1000.00           | $195.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 5.5000%  | 5.5000% | $3504514.00        | $8817.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.5000%  | 5.5000% | $1099000.00        | $9794.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 4.5000%  | 4.5000% | $3999600.00        | $14505.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-06-01      | 6.5000%  | 6.5000% | $2854214.00        | $9032.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 6.5000%  | 6.5000% | $1775000.00        | $12161.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 4.5000%  | 4.5000% | $1496096.00        | $22182.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 5.6230%  | 5.6230% | $1009.00           | $12.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 6.5000%  | 6.5000% | $1470834.00        | $7171.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-10-01      | 6.5000%  | 6.5000% | $2982090.00        | $16250.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1050.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $7001.00           | $5607.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $1548660.00        | $1621651.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1053.00           | $1058.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1006.00           | $1064.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1063.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $846.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $18427776.00       | $15650121.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $8998.00           | $7418.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1111569.00        | $1064964.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.5000%  | 6.5000% | $9098240.00        | $3842356.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $1040264.00        | $776982.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $11468.00          | $10388.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $691.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $9126.00           | $7794.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1019.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $937.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 7.0000%  | 7.0000% | $9998.00           | $10565.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $1027.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $934.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $13243740.00       | $13025680.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $5001.00           | $5128.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $2424720.00        | $2426405.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.1870%  | 5.1870% | $37842442.00       | $37666516.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 3.5000%  | 3.5000% | $1004.00           | $61.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-10-01      | 6.3550%  | 6.3550% | $1748.00           | $0.19              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-10-01      | 4.0000%  | 4.0000% | $1127766.00        | $11960.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 4.0000%  | 4.0000% | $1000.00           | $466.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 4.0000%  | 4.0000% | $1000.00           | $176.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.5000%  | 4.5000% | $1003.00           | $214.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-12-01      | 6.5000%  | 6.5000% | $820000.00         | $7250.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-08-01      | 4.5000%  | 4.5000% | $1609197.00        | $12369.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 2.5000%  | 2.5000% | $1000.00           | $249.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.5000%  | 3.5000% | $85000.00          | $11830.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $123394.00         | $14332.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-08-01      | 3.5000%  | 3.5000% | $76000.00          | $16156.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $1000.00           | $408.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 2.5000%  | 2.5000% | $1000.00           | $439.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 3.0000%  | 3.0000% | $1000.00           | $606.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $1499000.00        | $976441.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $661.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $1008.00           | $837.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $1025.00           | $829.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $1082346.00        | $843236.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $7561710.00        | $6225167.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $1010.00           | $818.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $777.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $14816239.00       | $8993140.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $852.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $2385194.00        | $1979860.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.0000%  | 5.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $51019410.00       | $43645198.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $777834.00         | $630547.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $37400000.00       | $35686250.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1008.00           | $883.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $937.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $2906988.00        | $528576.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $7166897.00        | $4390971.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $6793940.00        | $3667256.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $1008.00           | $564.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.5000%  | 2.5000% | $1121.00           | $546.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 3.0000%  | 3.0000% | $1000.00           | $459.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000% | $1320307.00        | $717480.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.5000%  | 2.5000% | $47360.00          | $27223.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $129990.00         | $76012.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1023.00           | $647.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $6323666.00        | $4724867.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $659.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $37441955.00       | $28751459.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $874614.00         | $698591.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $31446160.00       | $24807643.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $53557854.00       | $41506924.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 1.2200%  | 1.2200% | $1020.00           | $823.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $641.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.5000%  | 5.5000% | $1589000.00        | $1549623.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 6.0000%  | 6.0000% | $1100500.00        | $808915.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $3510296.00        | $3114542.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $752.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 7.0000%  | 7.0000% | $1189400.00        | $1265367.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $926220.00         | $960275.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 7.0000%  | 7.0000% | $615944.00         | $539815.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.5000%  | 6.5000% | $1000.00           | $652.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.5000%  | 6.5000% | $1008.00           | $951.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $14898704.00       | $8529540.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $2033960.00        | $2055205.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.0000%  | 2.0000% | $1000.00           | $599.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $777783.00         | $479620.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $760.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $9369.00           | $6814.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $34000.00          | $22437.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.5000%  | 6.5000% | $1000.00           | $961.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $58473.00          | $57261.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000% | $548041.00         | $561073.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 4.7300%  | 4.7300% | $1984662.00        | $2026610.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 4.4190%  | 4.4190% | $19698.00          | $19669.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 4.6390%  | 4.6390% | $1210404.00        | $1223037.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 4.1390%  | 4.1390% | $7146496.00        | $7181906.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 3.7250%  | 3.7250% | $5778805.00        | $5696120.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 4.2990%  | 4.2990% | $91965.00          | $92147.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.2500%  | 4.2500% | $4945850.00        | $4990187.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 6.0000%  | 6.0000% | $1016.00           | $131.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 4.5000%  | 4.5000% | $89000.00          | $12187.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 4.0000%  | 4.0000% | $1000.00           | $252.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $656000.00         | $298069.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 3.5000%  | 3.5000% | $1000.00           | $442.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $3114335.00        | $1455956.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $33284.00          | $11929.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $227890.00         | $60326.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.0000%  | 2.0000% | $2916000.00        | $1510450.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $3097000.00        | $1634360.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $768000.00         | $393176.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $1000.00           | $529.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1008.00           | $562.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.5000%  | 2.5000% | $18559046.00       | $9244022.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $18000.00          | $12319.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $248000.00         | $156219.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $29120616.00       | $17539304.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $28165752.00       | $16992650.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $7938280.00        | $5353665.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $68984.00          | $42932.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $24000.00          | $15815.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $3598990.00        | $2338862.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 3.5000%  | 3.5000% | $31000.00          | $17161.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $1008.00           | $740.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $18000.00          | $13088.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1080.00           | $834.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 5.5000%  | 5.5000% | $1933136.00        | $1085811.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $16000.00          | $12036.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $786.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $828.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1000.00           | $732.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $10000.00          | $9301.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $29384862.00       | $24110885.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1056.00           | $852.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $13000.00          | $10155.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $10000.00          | $7584.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $51313342.00       | $29235829.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $14931136.00       | $11589744.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $30000.00          | $24220.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.0000%  | 4.0000% | $2233704.00        | $1400378.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.5000%  | 6.5000% | $42623454.00       | $28234233.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $799.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $1113.00           | $921.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $3596320.00        | $2839142.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $28000.00          | $23754.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $8000.00           | $6651.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $923.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $20000.00          | $15838.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $12420258.00       | $8953643.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $26289511.00       | $21476154.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.5000%  | 4.5000% | $13062816.00       | $11733297.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $978.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $3113520.00        | $3185015.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $1163.00           | $1026.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $131167.00         | $135687.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $2708375.00        | $2808316.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $3909252.00        | $3871995.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1034.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $34564096.00       | $34790275.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1166290.00        | $972451.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1645490.00        | $1737302.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $11000.00          | $10820.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1000.00           | $1057.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $10000.00          | $10258.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1024.00           | $1069.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1025.00           | $1062.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $5443599.00        | $5650013.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 3.0000%  | 3.0000% | $107331.00         | $7057.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.0000%  | 3.0000% | $142988.00         | $25034.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $227.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 3.0000%  | 3.0000% | $43000.00          | $7782.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 6.0000%  | 6.0000% | $346418.00         | $17964.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $5773.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-12-01      | 4.1500%  | 4.1500% | $47020.00          | $39966.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 3.3700%  | 3.3700% | $33088.00          | $30943.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 4.5000%  | 4.5000% | $127835.00         | $24102.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $90007.00          | $24220.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-06-01      | 4.5000%  | 4.5000% | $1080.00           | $269.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 5.0000%  | 5.0000% | $165000.00         | $15349.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 4.0000%  | 4.0000% | $46060992.00       | $6780447.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 4.5000%  | 4.5000% | $294000.00         | $109236.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 3.0000%  | 3.0000% | $345000.00         | $91669.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $59166.00          | $10566.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 3.0000%  | 3.0000% | $51801504.00       | $9252184.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 3.5000%  | 3.5000% | $1000.00           | $265.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $66500.00          | $16036.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $645.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $550.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $45003.00          | $23086.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $501.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1005.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1025.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $4232704.00        | $4016408.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.0000%  | 2.0000% | $26275000.00       | $16482330.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $3203284.00        | $2160094.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $14000.00          | $10003.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $15454080.00       | $10572907.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $6992000.00        | $5215405.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $24000.00          | $17128.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $20000.00          | $12734.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $8000.00           | $5331.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $5892996.00        | $3948179.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $15402993.00       | $10156686.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $560.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $1359736.00        | $1403925.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $630.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1008.00           | $716.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $7001.00           | $5787.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $575000.00         | $414246.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $662.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 3.5000%  | 3.5000% | $1000.00           | $852.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $628.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $1016.00           | $682.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $25000.00          | $19141.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 2.0000%  | 2.0000% | $590000.00         | $434778.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $7469829.00        | $5543076.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $3063192.00        | $1802650.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $4225000.00        | $3520286.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $28000.00          | $21518.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $19000.00          | $17144.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $7000.00           | $5539.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.5000%  | 4.5000% | $1000.00           | $833.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $1246404.00        | $899556.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 5.0000%  | 5.0000% | $1000.00           | $880.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $8840800.00        | $7745562.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $44708.00          | $44634.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $7002.00           | $6160.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $28844426.00       | $25122372.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 4.5000%  | 4.5000% | $4878040.00        | $4394935.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $923307.00         | $745736.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $42404419.00       | $36875288.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $2953860.00        | $2966112.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $26333.00          | $24391.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $54560112.00       | $54559744.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-12-01      | 6.5000%  | 6.5000% | $1789000.00        | $24043.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $1000.00           | $123.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-10-01      | 6.0000%  | 6.0000% | $1600000.00        | $5433.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 6.5000%  | 6.5000% | $1002.00           | $102.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 3.0000%  | 3.0000% | $1000.00           | $306.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 6.0000%  | 6.0000% | $1124990.00        | $12083.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 6.0000%  | 6.0000% | $999096.00         | $15552.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 6.5000%  | 6.5000% | $1694352.00        | $5276.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-02-01      | 7.0000%  | 7.0000% | $791040.00         | $7893.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-09-01      | 6.5000%  | 6.5000% | $1001941.00        | $9290.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.0000%  | 7.0000% | $930838.00         | $18935.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-04-01      | 6.0000%  | 6.0000% | $746010.00         | $24976.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 4.5000%  | 4.5000% | $1150000.00        | $8197.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 4.5000%  | 4.5000% | $543000.00         | $11487.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 4.5000%  | 4.5000% | $225000.00         | $6371.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-11-01      | 4.0000%  | 4.0000% | $1008.00           | $95.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-12-01      | 4.0000%  | 4.0000% | $49132.00          | $6374.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.0000%  | 3.0000% | $61261.00          | $9860.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 5.0000%  | 5.0000% | $1293841.00        | $18812.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-04-01      | 3.0000%  | 3.0000% | $56000.00          | $5786.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 3.0000%  | 3.0000% | $1000.00           | $102.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 3.0000%  | 3.0000% | $1000.00           | $133.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 3.5000%  | 3.5000% | $78000.00          | $5959.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $14897997.00       | $1115663.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 5.0000%  | 5.0000% | $1000.00           | $87.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 2.5000%  | 2.5000% | $1000.00           | $180.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 3.0000%  | 3.0000% | $102000.00         | $17836.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.0000%  | 4.0000% | $215000.00         | $20974.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.0000%  | 4.0000% | $210000.00         | $24402.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $3283670.00        | $253329.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 3.0000%  | 3.0000% | $142984.00         | $10220.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.0000%  | 3.0000% | $3325000.00        | $355803.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 3.0000%  | 3.0000% | $1999308.00        | $326133.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.0000%  | 4.0000% | $37000.00          | $5467.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.0000%  | 3.0000% | $38000.00          | $7284.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.0000%  | 2.0000% | $36271734.00       | $16449073.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $149960.00         | $79538.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 2.0000%  | 2.0000% | $5800000.00        | $2618459.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $11554187.00       | $6337516.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $18525575.00       | $10210343.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 1.5000%  | 1.5000% | $11000.00          | $6452.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $1000.00           | $653.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $11000.00          | $9632.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 7.0000%  | 7.0000% | $215578.00         | $229219.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1029.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1046.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $905.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $5973178.00        | $5429769.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $1008.00           | $995.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 3.0000%  | 3.0000% | $4382664.00        | $3786395.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $1025.00           | $918.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $10178.00          | $10249.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1013.00           | $1033.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $978.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $998.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1008.00           | $1005.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $992.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $32012100.00       | $32935218.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1024.00           | $1055.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $857.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $17802230.00       | $18528700.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $14767952.00       | $4652369.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.5000%  | 4.5000% | $1000.00           | $154.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $121610.00         | $21953.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 3.0000%  | 3.0000% | $1461276.00        | $260768.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 5.0000%  | 5.0000% | $7517000.00        | $2718297.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 4.0000%  | 4.0000% | $1000.00           | $285.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 4.0000%  | 4.0000% | $36000.00          | $12164.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $355.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.5000%  | 2.5000% | $20799315.00       | $11453001.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $1000.00           | $526.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1083200.00        | $630821.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-05-01      | 5.5000%  | 5.5000% | $14000.00          | $5756.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-09-01      | 3.0000%  | 3.0000% | $1000.00           | $411.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $629.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.5000%  | 7.5000% | $1495000.00        | $619810.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 4.0000%  | 4.0000% | $1000.00           | $325.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $46516.00          | $29038.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 4.5000%  | 4.5000% | $1000.00           | $425.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.0000%  | 3.0000% | $1000.00           | $488.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $1003.00           | $627.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $1000.00           | $626.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $375000.00         | $229520.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $11000.00          | $6969.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $657.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 3.0000%  | 3.0000% | $20000.00          | $10466.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $105023.00         | $68635.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $340000.00         | $220585.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 4.0000%  | 4.0000% | $350000.00         | $203765.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $867033.00         | $574826.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $679.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $935660.00         | $703017.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $724.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $652.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $29938.00          | $19726.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $11258.00          | $7593.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $8001.00           | $5779.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 2.5000%  | 2.5000% | $1000.00           | $692.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.0000%  | 2.0000% | $17000.00          | $11610.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $7000.00           | $5254.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1000.00           | $757.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $1000.00           | $667.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $4132405.00        | $3168196.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $727.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1497000.00        | $1117111.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $10000.00          | $7990.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $497557.00         | $366457.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $1925626.00        | $1956254.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $3202843.00        | $3251560.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $34547989.00       | $35253798.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1027.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1462256.00        | $1487258.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $489520.00         | $507026.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $4659688.00        | $4312219.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $27050000.00       | $24728625.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $951.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $8216122.00        | $7871148.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $182692.00         | $149952.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1000.00           | $879.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $949.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $6679544.00        | $5710337.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $850.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.0000%  | 6.0000% | $2106368.00        | $1864495.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $64536.00          | $62353.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $20028647.00       | $19864965.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $1000.00           | $930.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1006.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1000.00           | $970.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $34282112.00       | $34028295.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $551348.00         | $566030.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2052-07-25      | 2.0000%  | 2.0000% | $100000.00         | $10856.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $742503.00         | $532016.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.5000%  | 6.5000% | $2420002.00        | $1654056.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1374918.00        | $1138587.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1000.00           | $932.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $18052608.00       | $17710143.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $20217216.00       | $18821807.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $2872536.00        | $2772628.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 4.5000%  | 4.5000% | $1000.00           | $978.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $48208858.00       | $49282421.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1024.00           | $1064.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 4.5000%  | 4.5000% | $16000.00          | $15263.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 7.0000%  | 7.0000% | $257022.00         | $272058.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1024.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $2276491.00        | $2324084.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 4.5000%  | 4.5000% | $1000.00           | $74.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $1001.00           | $94.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-20      | 6.5000%  | 6.5000% | $1000.00           | $169.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.5000%  | 3.5000% | $28145664.00       | $3424269.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.5000%  | 3.5000% | $1002.00           | $118.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.5000%  | 3.5000% | $1000.00           | $117.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 4.5000%  | 4.5000% | $1971.00           | $879.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.0000%  | 3.0000% | $334914.00         | $80400.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $142557697.00      | $101553856.82      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 4.5000%  | 4.5000% | $1004.00           | $204.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $1000.00           | $906.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 4.5000%  | 4.5000% | $1000.00           | $898.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 2.5000%  | 2.5000% | $1024.00           | $619.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | 5.5000% | $6736653.00        | $4936084.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.5000%  | 4.5000% | $46495.00          | $38567.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 4.5000%  | 4.5000% | $21518.00          | $15823.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.0000%  | 4.0000% | $13738320.00       | $10356036.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.5000%  | 5.5000% | $1024.00           | $713.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $1824.00           | $1059.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $1689930.00        | $1310362.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $1000.00           | $609.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 4.5000%  | 4.5000% | $10890.00          | $4521.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 5.0000%  | 5.0000% | $89204.00          | $4490.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $2715.00           | $866.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-15      | 3.5000%  | 3.5000% | $1000.00           | $60.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 7.5000%  | 7.5000% | $1163530.00        | $1237069.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $72030488.00       | $58499969.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $2580020.00        | $1658997.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $644.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-01-01      | 2.0000%  | 2.0000% | $44601.00          | $28023.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $1000.00           | $654.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $9000.00           | $6115.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $1024.00           | $756.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $691.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $24000.00          | $17047.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $72726.00          | $51666.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.5000%  | 4.5000% | $7000.00           | $5057.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $730.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $34000.00          | $23239.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $4351585.00        | $3207781.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.0000%  | 4.0000% | $8000.00           | $6362.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $231831.00         | $140859.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $1000.00           | $787.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $3359340.00        | $2471136.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $507000.00         | $414100.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1000.00           | $680.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $815.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $27015.00          | $17796.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 3.5000%  | 3.5000% | $27000.00          | $21276.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $27000.00          | $22407.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $15955000.00       | $10795602.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000% | $416566.00         | $222440.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-10-01      | 6.0000%  | 6.0000% | $4181209.00        | $2045984.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.0000%  | 5.0000% | $17000.00          | $15122.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $1000.00           | $651.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-01-01      | 6.5000%  | 6.5000% | $1233.00           | $527.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $817.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 4.0000%  | 4.0000% | $11000.00          | $9665.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 5.0000%  | 5.0000% | $1000.00           | $775.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 5.5000%  | 5.5000% | $1359990.00        | $1038123.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 3.5000%  | 3.5000% | $10896.00          | $9685.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $817.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 4.0000%  | 4.0000% | $1002.00           | $929.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1001.00           | $939.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $1006.00           | $985.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $23312472.00       | $22727166.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $31690798.00       | $31530657.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 5.0000%  | 5.0000% | $1000.00           | $988.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1029.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-01-01      | 5.5000%  | 5.5000% | $1031.00           | $1046.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 5.0000%  | 5.0000% | $255000.00         | $11018.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 4.5000%  | 4.5000% | $1219939.00        | $48059.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 4.0000%  | 4.0000% | $64000.00          | $5724.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $839.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $569.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $4287923.00        | $3977961.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1001.00           | $1058.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 7.0000%  | 7.0000% | $27683.00          | $29337.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $387920.00         | $409550.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2610229.00        | $2423096.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $9000.00           | $9189.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.5000%  | 5.5000% | $1000.00           | $936.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1011.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1027.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $867509.00         | $800552.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $952.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $959.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1087.00           | $968.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1559912.00        | $1615035.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-15      | 7.0000%  | 7.0000% | $6602520.00        | $6788612.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $1000.00           | $546.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $1139646.00        | $475149.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $3476756.00        | $3149437.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $12647.00          | $13159.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 6.5000%  | 6.5000% | $19294.00          | $20264.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | 7.0000% | $10061.00          | $10470.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $1889876.00        | $1995892.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 6.5000%  | 6.5000% | $23923.00          | $17883.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | 7.0000% | $2680261.00        | $1866421.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $34398.00          | $31456.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $137497.00         | $97255.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $3995320.00        | $4231173.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1153616.00        | $1203681.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 7.0000%  | 7.0000% | $9998.00           | $10458.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $5412824.00        | $5639541.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.5000%  | 5.5000% | $19754.00          | $17271.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $157964801.00      | $132183065.48      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $15961452.00       | $13376905.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $19745376.00       | $19365083.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $22715394.00       | $22748317.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $37707.00          | $37627.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $27502127.00       | $26864153.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $74294592.00       | $75086557.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 4.5000%  | 4.5000% | $21667776.00       | $21218457.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $2448489.00        | $1971371.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 4.0000%  | 4.0000% | $53029912.00       | $2759239.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 4.5000%  | 4.5000% | $3866296.00        | $28153.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 4.0000%  | 4.0000% | $12965312.00       | $646010.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-15      | 4.0000%  | 4.0000% | $45557376.00       | $1986238.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $8933.00           | $5248.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-20      | 6.4500%  | 6.4500% | $3022.00           | $229.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 6.5000%  | 6.5000% | $102540.00         | $2529.10           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-11-15      | 0.0000%  | 0.0000% | $13.17             | $6.45              | Agency Mortgage-Backed Securities |

### Security 15: BNP PARIBAS NY BRANCH

- **C.1 - Title:** BNP PARIBAS NY BRANCH
- **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: BYM6QGMR1, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $1000.00           | $684.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $669.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $706.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $1000.00           | $1038.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $35000.00          | $25385.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $662.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 3.5000%  | 3.5000% | $1000.00           | $852.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $1595920.00        | $1072467.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $958.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $987.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $679.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $967.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $1023.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1051.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 7.0000%  | 7.0000% | $1000.00           | $791.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $47920.00          | $7154.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 6.0000%  | 6.0000% | $1008.00           | $130.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $1450000.00        | $507382.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $1370000.00        | $515912.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $1000.00           | $400.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 3.5000%  | 3.5000% | $1000.00           | $483.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $1000.00           | $519.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 3.0000%  | 3.0000% | $2028.00           | $1075.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1008.00           | $562.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $628.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $1021.00           | $750.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $352206.00         | $245190.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 5.0000%  | 5.0000% | $1024.00           | $797.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $19000.00          | $13582.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $1000.00           | $928.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $820.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $1024.00           | $841.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $1024.00           | $621.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $858.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $923.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $2000.00           | $1409.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $10906204.00       | $11431666.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $9023507.00        | $9391604.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $2000.00           | $2093.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $2000.00           | $1658.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $1024.00           | $918.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1053.00           | $972.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $998.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $857.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $2000.00           | $2037.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 6.0000%  | 6.0000% | $748339.00         | $21816.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.5000%  | 3.5000% | $28000.00          | $5959.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $55000.00          | $29048.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $613.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $2008.00           | $1256.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $1000.00           | $626.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $1000.00           | $633.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $706.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $1355.00           | $981.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $64421.00          | $48905.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $775000.00         | $627497.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $88811.00          | $78182.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $1000.00           | $834.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $1024.00           | $804.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $727.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $697.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $3960730.00        | $2754658.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $1000.00           | $800.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 6.1440%  | 6.1440% | $5887700.00        | $49567.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 5.5000%  | 5.5000% | $1024.00           | $34.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 6.0000%  | 6.0000% | $1020.00           | $41.81             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 7.0000%  | 7.0000% | $3075832.00        | $107033.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 4.0000%  | 4.0000% | $1122.00           | $112.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 4.0000%  | 4.0000% | $1000.00           | $466.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-11-01      | 5.0000%  | 5.0000% | $1725000.00        | $94605.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $1067.00           | $123.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $1285000.00        | $271975.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 3.0000%  | 3.0000% | $1093.00           | $662.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $2000.00           | $1442.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $1000.00           | $722.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1020.00           | $792.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $852.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 2.5000%  | 2.5000% | $1100.00           | $265.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $530.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $954.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $653.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.5000%  | 2.5000% | $1025.00           | $665.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $709.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $1000.00           | $857.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $696.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 3.0000%  | 3.0000% | $1000.00           | $201.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 6.4370%  | 6.4370% | $4150000.00        | $49011.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 4.5000%  | 4.5000% | $397427.00         | $9876.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 5.5000%  | 5.5000% | $6304.00           | $270.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-08-01      | 4.5000%  | 4.5000% | $6031920.00        | $467393.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 6.0000%  | 6.0000% | $1000.00           | $47.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $1024.00           | $174.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.0000%  | 3.0000% | $2695196.00        | $575085.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 5.6230%  | 5.6230% | $1010.00           | $12.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $1008.00           | $721.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1050.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $1008.00           | $1006.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1002.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1008.00           | $1013.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1063.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $846.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1049.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $63140.00          | $41392.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $937.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $2016.00           | $1778.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $76031.00          | $78312.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1018.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1034.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1008.00           | $987.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $2016.00           | $2098.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1028.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1036.00           | $1047.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $1008.00           | $1066.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1008.00           | $1031.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $227.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.0000%  | 3.0000% | $1000.00           | $270.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 6.5000%  | 6.5000% | $1000.00           | $219.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 5.0000%  | 5.0000% | $94249.00          | $17906.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 1.9640%  | 1.9640% | $182064.00         | $142339.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 4.0000%  | 4.0000% | $1256854.00        | $139490.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $2882292.00        | $2151999.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $501.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $827.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $947.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 4.0000%  | 4.0000% | $254563.00         | $14468.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.5000%  | 3.5000% | $1070.00           | $103.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.5000%  | 3.5000% | $1292.00           | $100.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 4.0000%  | 4.0000% | $2039.00           | $151.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 4.0000%  | 4.0000% | $1024.00           | $85.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $931961.00         | $122673.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.5000%  | 3.5000% | $1023.00           | $124.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 6.0000%  | 6.0000% | $2808519.00        | $443467.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $2177.00           | $540.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 5.5000%  | 5.5000% | $122999.00         | $35302.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 2.5000%  | 2.5000% | $10000.00          | $6329.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.5000%  | 3.5000% | $6996000.00        | $4820366.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.5000%  | 5.5000% | $28000.00          | $12261.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 3.0000%  | 3.0000% | $23619794.00       | $13244886.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.0000%  | 2.0000% | $1132784118.00     | $701450830.06      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.5000%  | 4.5000% | $1024.00           | $747.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.0000%  | 5.0000% | $1000.00           | $735.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.0000%  | 4.0000% | $2048.00           | $1543.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.5000%  | 4.5000% | $1000.00           | $762.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | 5.5000% | $1000.00           | $687.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $6817.00           | $3958.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 4.0000%  | 4.0000% | $67673728.00       | $56980128.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 6.5000%  | 6.5000% | $1000.00           | $473.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $1000.00           | $212.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $3008.00           | $1833.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $1279.00           | $408.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.5000%  | 4.5000% | $11586.00          | $10631.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-15      | 3.5000%  | 3.5000% | $150000.00         | $12358.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 7.5000%  | 7.5000% | $1050.00           | $1116.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $1000.00           | $825.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $1000.00           | $979.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $1006.00           | $922.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1005.00           | $1059.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $297624.00         | $306009.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 7.0000%  | 7.0000% | $1000.00           | $977.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1000.00           | $1022.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.5000%  | 7.5000% | $1000.00           | $1071.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1001.00           | $1044.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1000.00           | $1033.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1044.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $1000.00           | $1029.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $2000.00           | $2101.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 7.5000%  | 7.5000% | $1000.00           | $1076.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $1552.00           | $1617.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.0000%  | 5.0000% | $1024.00           | $960.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $1054.00           | $883.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $141494.00         | $140901.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $9638368.00        | $9652337.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $1024.00           | $1000.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $1008.00           | $1007.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $50266246.00       | $50802074.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1523.00           | $1609.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1039.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $1000.00           | $1035.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $2000.00           | $2071.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $1043.00           | $1070.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.5000%  | 4.5000% | $2723.00           | $17.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $1000.00           | $703.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 3.0000%  | 3.0000% | $996000.00         | $774991.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $610784.00         | $464714.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 4.5000%  | 4.5000% | $1000.00           | $803.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.5000%  | 4.5000% | $1000.00           | $833.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $100000.00         | $66576.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $932.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $881.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $889.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $926.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $55532000.00       | $57407336.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.5000%  | 7.5000% | $1280681.00        | $871184.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-01-01      | 6.0000%  | 6.0000% | $1038.00           | $15.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 5.5000%  | 5.5000% | $2396750.00        | $30771.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $1000.00           | $609.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 2.5000%  | 2.5000% | $2000.00           | $654.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 2.0000%  | 2.0000% | $1000.00           | $343.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $1000.00           | $875.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1299940.00        | $913678.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $1024.00           | $756.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $8184368.00        | $5994252.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 2.5000%  | 2.5000% | $1471760.00        | $1032108.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $1024.00           | $499.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-01-01      | 6.5000%  | 6.5000% | $1000.00           | $427.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $817.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $1024.00           | $998.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $2032.00           | $2021.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $17282016.00       | $17372155.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $3403.00           | $3410.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 5.0000%  | 5.0000% | $1008.00           | $1019.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-10-01      | 5.5000%  | 5.5000% | $1024.00           | $28.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 3.5000%  | 3.5000% | $1000.00           | $51.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.5000%  | 6.5000% | $1000.00           | $1043.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $569.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $992.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $918.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $2000.00           | $1980.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $911.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $1088.00           | $965.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.0000%  | 6.0000% | $145664.00         | $128937.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $1008.00           | $958.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $1000.00           | $930.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1006.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $1024.00           | $950.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 4.5000%  | 4.5000% | $25000.00          | $24112.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $1024.00           | $1039.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $12922262.00       | $13178361.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $16834816.00       | $16934069.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1008.00           | $1026.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1000.00           | $932.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 4.5000%  | 4.5000% | $1000.00           | $978.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 3.5000%  | 3.5000% | $1383187.00        | $1287726.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.0000%  | 4.0000% | $5042856.00        | $4839690.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $29565120.00       | $29146211.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1008.00           | $1009.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1041.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 7.0000%  | 7.0000% | $1000.00           | $1061.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-15      | 3.5000%  | 3.5000% | $500000.00         | $20577.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $3031784.00        | $327033.85         | Agency Mortgage-Backed Securities |

### Security 16: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVR0, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.5780%  | 2.5780% | $6315000.00        | $93824.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 1.5990%  | 1.5990% | $60917504.00       | $158130.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.1910%  | 2.1910% | $204249344.00      | $2767905.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.1490%  | 2.1490% | $5504500.00        | $47909.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-05-20      | 1.4880%  | 1.4880% | $34473408.00       | $82423.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 1.4270%  | 1.4270% | $31903264.00       | $159785.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.5180%  | 1.5180% | $20223392.00       | $91377.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 2.3490%  | 2.3490% | $7636000.00        | $132274.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.4010%  | 1.4010% | $12500000.00       | $18966.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.9390%  | 1.9390% | $2892000.00        | $24333.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-20      | 1.5280%  | 1.5280% | $11993000.00       | $49562.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.4590%  | 1.4590% | $7033576.00        | $7409.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.6370%  | 1.6370% | $46026752.00       | $29889.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-04-20      | 0.4180%  | 0.4180% | $14942208.00       | $4136.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-11-20      | 1.6430%  | 1.6430% | $51705152.00       | $282009.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 1.8830%  | 1.8830% | $1722000.00        | $16802.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-01-20      | 1.9720%  | 1.9720% | $4110000.00        | $26684.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.4890%  | 2.4890% | $17138000.00       | $472125.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 1.7710%  | 1.7710% | $52452352.00       | $213679.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 6.0000%  | 6.0000% | $67659000.00       | $83959.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 1.4850%  | 1.4850% | $25423008.00       | $27326.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 1.7230%  | 1.7230% | $35060544.00       | $154613.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 1.8190%  | 1.8190% | $11704000.00       | $49965.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-20      | 1.8500%  | 1.8500% | $1451000.00        | $5136.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 0.0030%  | 0.0030% | $4456448.00        | $373.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-11-20      | 1.9360%  | 1.9360% | $46908352.00       | $214790.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-01-20      | 1.5640%  | 1.5640% | $97037760.00       | $228895.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-16      | 0.0770%  | 0.0770% | $9961472.00        | $495.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-20      | 3.5000%  | 3.5000% | $24812768.00       | $70746.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-12-20      | 3.5000%  | 3.5000% | $22012512.00       | $136117.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-16      | 0.5330%  | 0.5330% | $1715124.00        | $2914.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $17923000.00       | $285458.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-02-16      | 0.5560%  | 0.5560% | $168043008.00      | $505770.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-12-16      | 0.8160%  | 0.8160% | $61574000.00       | $434647.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-01-20      | 6.0000%  | 6.0000% | $5708000.00        | $111229.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 0.4520%  | 0.4520% | $50000000.00       | $308385.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.1970%  | 1.1970% | $16358656.00       | $235403.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.6170%  | 1.6170% | $92140672.00       | $2236153.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.3210%  | 1.3210% | $15731696.00       | $277039.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.3210%  | 1.3210% | $15731696.00       | $277039.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.6890%  | 1.6890% | $9147088.00        | $234718.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.4270%  | 1.4270% | $12415616.00       | $319409.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.8860%  | 1.8860% | $9068080.00        | $324219.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.5820%  | 1.5820% | $62193024.00       | $1430219.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-09-20      | 1.5800%  | 1.5800% | $24500000.00       | $720600.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 2.0480%  | 2.0480% | $23122752.00       | $748996.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.4390%  | 1.4390% | $41567296.00       | $933487.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.2150%  | 1.2150% | $39830080.00       | $1332335.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.5420%  | 1.5420% | $5872000.00        | $100545.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.4200%  | 1.4200% | $47852992.00       | $216887.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.4210%  | 1.4210% | $22383296.00       | $417363.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 2.4660%  | 2.4660% | $76651264.00       | $837140.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 0.5180%  | 0.5180% | $48195648.00       | $333603.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 1.8730%  | 1.8730% | $19818784.00       | $574576.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.5220%  | 1.5220% | $21884128.00       | $459244.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 0.6540%  | 0.6540% | $98615296.00       | $39557.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 0.5860%  | 0.5860% | $47945040.00       | $1073231.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.7650%  | 1.7650% | $29583552.00       | $158071.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.6870%  | 1.6870% | $37200000.00       | $916109.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.6960%  | 1.6960% | $49909312.00       | $1068546.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 0.6070%  | 0.6070% | $153124864.00      | $74016.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.3210%  | 1.3210% | $23938688.00       | $615951.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.5640%  | 1.5640% | $166058240.00      | $4155536.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.1920%  | 1.1920% | $58519680.00       | $1301514.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-01-20      | 1.1340%  | 1.1340% | $15463328.00       | $362068.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.3220%  | 1.3220% | $41752768.00       | $844032.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.3220%  | 1.3220% | $19943744.00       | $403163.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.6300%  | 1.6300% | $20435136.00       | $780794.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 2.0900%  | 2.0900% | $18775392.00       | $926397.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.6740%  | 0.6740% | $60747456.00       | $1624329.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.3330%  | 0.3330% | $10900000.00       | $290389.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9200%  | 1.9200% | $3435000.00        | $11334.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-07-16      | 0.3990%  | 0.3990% | $200000000.00      | $2884184.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-01-16      | 0.6430%  | 0.6430% | $275000000.00      | $9640102.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-16      | 1.0760%  | 1.0760% | $50455104.00       | $3829205.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.0000%  | 0.0000% | $249856.00         | $163.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 4.5000%  | 4.5000% | $4595296.00        | $197188.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-02-20      | 2.4200%  | 2.4200% | $40045696.00       | $590601.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.2580%  | 1.2580% | $79294080.00       | $1756216.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $45163520.00       | $1556268.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $90000000.00       | $7511320.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 4.5000%  | 4.5000% | $13286640.00       | $765477.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $37365568.00       | $5195073.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $39511552.00       | $3769806.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-05-20      | 0.6160%  | 0.6160% | $100321664.00      | $5718661.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-12-20      | 0.3090%  | 0.3090% | $80000000.00       | $2954815.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-01-20      | 2.6190%  | 2.6190% | $7193000.00        | $157447.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.4070%  | 0.4070% | $71675648.00       | $3269826.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 2.0370%  | 2.0370% | $25000000.00       | $987899.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 1.5450%  | 1.5450% | $45197056.00       | $1593580.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $48427328.00       | $6175021.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $17047200.00       | $1859992.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $40000000.00       | $3640658.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $50000000.00       | $2616028.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.7110%  | 0.7110% | $60000000.00       | $4622882.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.6910%  | 0.6910% | $90000000.00       | $6840809.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 4.5000%  | 4.5000% | $54166656.00       | $69952.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $15038784.00       | $1504600.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.0000%  | 0.0000% | $250000.00         | $631.46            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.0000%  | 0.0000% | $249998.00         | $298.05            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-25      | 0.6550%  | 0.6550% | $348500992.00      | $17658674.99       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 5.5000%  | 5.5000% | $39437248.00       | $5188149.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 2.5000%  | 2.5000% | $52642100.00       | $4338241.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.5000%  | 3.5000% | $21000000.00       | $1337790.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-02-25      | 2.6190%  | 2.6190% | $5000000.00        | $553449.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-06-27      | 1.5340%  | 1.5340% | $10000000.00       | $302077.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000% | $27843008.00       | $1930504.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $47000000.00       | $4189278.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $33905000.00       | $2987075.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 3.0000%  | 3.0000% | $97401500.00       | $9283830.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-02-25      | 3.0000%  | 3.0000% | $11833328.00       | $741645.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 6.5000%  | 6.5000% | $21987872.00       | $2359205.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-06-25      | 4.0000%  | 4.0000% | $70282752.00       | $12186693.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 7.0000%  | 7.0000% | $18214272.00       | $1869073.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2057-07-25      | 5.6140%  | 5.6140% | $7898798.00        | $2042644.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 5.5000%  | 5.5000% | $26091168.00       | $3100567.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 5.5000%  | 5.5000% | $8731680.00        | $1638604.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 5.5000%  | 5.5000% | $12853712.00       | $1646646.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 0.1050%  | 0.1050% | $263323648.00      | $15241.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-09-20      | 1.5510%  | 1.5510% | $19922944.00       | $235.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-20      | 1.9590%  | 1.9590% | $1769472.00        | $207.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-12-20      | 1.4210%  | 1.4210% | $52006160.00       | $124724.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-03-20      | 1.7330%  | 1.7330% | $25224064.00       | $39633.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-20      | 2.2020%  | 2.2020% | $85532672.00       | $34377.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-04-20      | 0.3340%  | 0.3340% | $7340021.00        | $124.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.7620%  | 1.7620% | $30784191.00       | $106407.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.4320%  | 1.4320% | $35789184.00       | $42577.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-12-20      | 0.3780%  | 0.3780% | $5193728.00        | $2550.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.4140%  | 1.4140% | $35329920.00       | $678395.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 0.5000%  | 0.5000% | $31522816.00       | $16342.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.8860%  | 1.8860% | $30949888.00       | $184018.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 2.4130%  | 2.4130% | $15010816.00       | $216658.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 0.8360%  | 0.8360% | $54350272.00       | $796971.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-08-16      | 0.6590%  | 0.6590% | $75000000.00       | $580258.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-01-16      | 1.2940%  | 1.2940% | $52464832.00       | $2945993.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 0.8170%  | 0.8170% | $19517472.00       | $106602.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 1.5770%  | 1.5770% | $82681856.00       | $2998417.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 1.6620%  | 1.6620% | $50000000.00       | $1716571.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.9700%  | 1.9700% | $40130048.00       | $1578312.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 1.9850%  | 1.9850% | $46659776.00       | $1985155.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 2.3400%  | 2.3400% | $4003000.00        | $58561.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 2.0890%  | 2.0890% | $118001664.00      | $4912319.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 1.6560%  | 1.6560% | $31101248.00       | $194575.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 3.1300%  | 3.1300% | $4389000.00        | $44959.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.3280%  | 1.3280% | $49834112.00       | $1421262.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.4160%  | 1.4160% | $142978048.00      | $5861872.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-10-20      | 1.3300%  | 1.3300% | $102990336.00      | $3864941.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 1.2210%  | 1.2210% | $103989120.00      | $3557541.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.9540%  | 1.9540% | $20146000.00       | $783027.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 1.7390%  | 1.7390% | $22864448.00       | $1236327.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 0.8430%  | 0.8430% | $51711360.00       | $4201500.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-07-20      | 0.8340%  | 0.8340% | $79780096.00       | $5368839.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-02-20      | 1.0080%  | 1.0080% | $63047680.00       | $4624933.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 0.6450%  | 0.6450% | $73523712.00       | $4232181.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5000%  | 5.5000% | $46000000.00       | $8117553.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.7270%  | 0.7270% | $40295232.00       | $3071757.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.7270%  | 0.7270% | $40295232.00       | $3071757.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 0.7800%  | 0.7800% | $29946624.00       | $1726031.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-07-20      | 1.0130%  | 1.0130% | $25967320.00       | $2215911.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.0000%  | 1.0000% | $10487584.00       | $83953.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 0.7920%  | 0.7920% | $70000000.00       | $5523722.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 6.0000%  | 6.0000% | $6000000.00        | $987204.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.0000%  | 0.0000% | $4166663.00        | $2330603.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 6.0000%  | 6.0000% | $4394144.00        | $314779.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.9990%  | 0.9990% | $15548624.00       | $274848.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 6.0000%  | 6.0000% | $2677664.00        | $576186.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.0000%  | 6.0000% | $833333.00         | $156110.81         | Agency Collateralized Mortgage Obligation |

### Security 17: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6F5BJ7, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.1000%  | 0.1000% | $10000000.00       | $23459.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.6020%  | 0.6020% | $75000000.00       | $1011469.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.3020%  | 1.3020% | $40000000.00       | $796753.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.4020%  | 1.4020% | $101000000.00      | $2118193.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.0000%  | 1.0000% | $1000000.00        | $12993.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.0000%  | 1.0000% | $7575750.00        | $98372.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.3760%  | 0.3760% | $100000000.00      | $912660.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 1.4520%  | 1.4520% | $150000000.00      | $3650188.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $5750000.00        | $556055.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 1.4020%  | 1.4020% | $111457408.00      | $3542595.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.3780%  | 0.3780% | $325000000.00      | $3897053.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 1.0740%  | 1.0740% | $180000000.00      | $4534046.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 1.7520%  | 1.7520% | $95000000.00       | $4078473.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $3957288.00        | $773133.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-02-25      | 6.0000%  | 6.0000% | $5791672.00        | $824132.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.4520%  | 3.4520% | $69834624.00       | $6693631.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.0000%  | 1.0000% | $1906176.00        | $26769.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 6.0000%  | 6.0000% | $5637264.00        | $797656.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 6.0000%  | 6.0000% | $31959552.00       | $5443720.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-02-25      | 5.0000%  | 5.0000% | $7275000.00        | $973242.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $30613720.00       | $6490853.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.0000%  | 1.0000% | $6044504.00        | $106273.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.0000%  | 1.0000% | $1660204.00        | $25098.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.2520%  | 1.2520% | $182866432.00      | $4584459.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-11-15      | 2.1780%  | 2.1780% | $56750784.00       | $304346.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 0.3340%  | 0.3340% | $3900360.00        | $1507405.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-06-15      | 2.1780%  | 2.1780% | $66018944.00       | $1194320.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 2.2780%  | 2.2780% | $297858048.00      | $3358361.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-11-15      | 2.1780%  | 2.1780% | $48916672.00       | $1008537.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 2.5000%  | 2.5000% | $44265344.00       | $2920173.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-10-15      | 2.3280%  | 2.3280% | $38171760.00       | $1071210.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 2.3780%  | 2.3780% | $50000000.00       | $844808.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 2.3780%  | 2.3780% | $53650944.00       | $1068892.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 2.3780%  | 2.3780% | $32491072.00       | $1197410.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 2.1780%  | 2.1780% | $46303120.00       | $977857.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2056-08-15      | 2.2780%  | 2.2780% | $26045408.00       | $1039333.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.2880%  | 2.2880% | $44937536.00       | $1195313.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 2.2380%  | 2.2380% | $34828992.00       | $1074892.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-08-27      | 1.6650%  | 1.6650% | $4000000.00        | $145431.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 2.3380%  | 2.3380% | $41463168.00       | $2015317.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2046-09-25      | 2.7120%  | 2.7120% | $6475000.00        | $646911.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 0.5820%  | 0.5820% | $63745408.00       | $951825.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-06-25      | 4.5000%  | 4.5000% | $8272400.00        | $631045.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-02-25      | 0.0000%  | 0.0000% | $72896512.00       | $54774.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-03-25      | 1.7880%  | 1.7880% | $34469888.00       | $2340005.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.0000%  | 0.0000% | $50000000.00       | $379267.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6020%  | 1.6020% | $100000000.00      | $3362653.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.5520%  | 1.5520% | $42614500.00       | $1494938.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 1.4820%  | 1.4820% | $82672000.00       | $1903261.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.9020%  | 1.9020% | $100000000.00      | $3230305.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 1.9020%  | 1.9020% | $75000000.00       | $2453442.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-08-25      | 2.3520%  | 2.3520% | $56262592.00       | $1455493.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 2.0020%  | 2.0020% | $75000000.00       | $2015662.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.3520%  | 2.3520% | $102874112.00      | $3267688.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3520%  | 2.3520% | $125000000.00      | $3699600.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.2720%  | 2.2720% | $125000000.00      | $2904905.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 0.0000%  | 0.0000% | $9457776.00        | $5210910.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3620%  | 2.3620% | $100000000.00      | $2600502.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.0000%  | 6.0000% | $23572840.00       | $3768602.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 2.1520%  | 2.1520% | $100000000.00      | $3617351.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.8520%  | 2.8520% | $100000000.00      | $2426148.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-04-25      | 0.0000%  | 0.0000% | $7255120.00        | $4166550.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 1.4520%  | 1.4520% | $170226688.00      | $3880307.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.5020%  | 1.5020% | $150000000.00      | $2908853.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | 3.5000% | $18530272.00       | $2373183.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-10-01      | 2.5000%  | 2.5000% | $2500000.00        | $67268.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.0000%  | 3.0000% | $230000.00         | $50543.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-06-01      | 2.5000%  | 2.5000% | $910345.00         | $704539.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 4.0000%  | 4.0000% | $1201288.00        | $432256.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $238856.00         | $188295.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 7.0000%  | 7.0000% | $45549824.00       | $31357874.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 3.5000%  | 3.5000% | $262000.00         | $23352.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 2.5000%  | 2.5000% | $500000.00         | $101501.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 4.5000%  | 4.5000% | $23167000.00       | $18399676.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 3.5000%  | 3.5000% | $360000.00         | $47524.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1175986.00        | $1166551.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 3.0000%  | 3.0000% | $749997.00         | $274453.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 2.0000%  | 2.0000% | $5727.00           | $3671.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 6.5000%  | 6.5000% | $1004812.00        | $1045915.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.7880%  | 2.7880% | $162365440.00      | $127418.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.6880%  | 2.6880% | $36642816.00       | $558832.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 4.0000%  | 4.0000% | $8095312.00        | $75919.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-06-25      | 2.1880%  | 2.1880% | $21263648.00       | $436004.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 2.3380%  | 2.3380% | $21000000.00       | $622163.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.3880%  | 2.3880% | $20327840.00       | $488423.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-08-25      | 2.4380%  | 2.4380% | $25000000.00       | $540831.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-03-25      | 1.9880%  | 1.9880% | $15739808.00       | $243725.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-25      | 1.4520%  | 1.4520% | $4027000.00        | $85779.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-02-25      | 2.1880%  | 2.1880% | $100770944.00      | $1916099.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 2.2380%  | 2.2380% | $98996992.00       | $1826815.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-03-15      | 4.5000%  | 4.5000% | $9743408.00        | $649400.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 2.3380%  | 2.3380% | $25000000.00       | $1216583.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 2.0000%  | 2.0000% | $50000000.00       | $3593411.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 3.0000%  | 3.0000% | $27013824.00       | $1659141.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-07-25      | 0.0000%  | 0.0000% | $57311231.00       | $14263.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 0.7020%  | 0.7020% | $201469952.00      | $4585289.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5020%  | 1.5020% | $75000000.00       | $2594369.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 1.6520%  | 1.6520% | $50000000.00       | $3208859.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6020%  | 1.6020% | $193190400.00      | $7259889.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.4420%  | 1.4420% | $110000000.00      | $3743323.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5020%  | 1.5020% | $25000000.00       | $887358.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-12-25      | 2.5520%  | 2.5520% | $65864240.00       | $2542372.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 3.2020%  | 3.2020% | $50000000.00       | $1891944.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 5.0000%  | 5.0000% | $94763136.00       | $14243842.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.1520%  | 2.1520% | $62844000.00       | $1997570.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.2020%  | 2.2020% | $50000000.00       | $1426742.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 3.3020%  | 3.3020% | $50500000.00       | $2230591.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6520%  | 2.6520% | $4000000.00        | $130625.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3200%  | 3.3200% | $151862000.00      | $6819329.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 4.6470%  | 4.6470% | $25000000.00       | $15547289.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.2020%  | 2.2020% | $100000000.00      | $2410398.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.7220%  | 2.7220% | $45000000.00       | $2311552.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.2020%  | 1.2020% | $25000000.00       | $471790.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5020%  | 1.5020% | $159435520.00      | $4368574.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5520%  | 1.5520% | $92109184.00       | $1980141.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 2.0520%  | 2.0520% | $90000000.00       | $1961636.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 3.3320%  | 3.3320% | $140208640.00      | $4818710.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 1.8020%  | 1.8020% | $40621440.00       | $1162346.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 0.5520%  | 0.5520% | $50000000.00       | $660271.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.8020%  | 2.8020% | $238951424.00      | $8856946.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.2520%  | 2.2520% | $25000000.00       | $951829.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.9020%  | 0.9020% | $179000000.00      | $3225529.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.7520%  | 0.7520% | $200000000.00      | $2408963.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.3630%  | 2.3630% | $113165696.00      | $4273875.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.3520%  | 1.3520% | $216500000.00      | $4225843.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.2520%  | 1.2520% | $75000000.00       | $1311486.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.4020%  | 1.4020% | $171000000.00      | $3144020.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.1520%  | 2.1520% | $105302656.00      | $3011135.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.4930%  | 1.4930% | $10997760.00       | $6733.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-02-20      | 0.9360%  | 0.9360% | $186769408.00      | $106663.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 0.3740%  | 0.3740% | $21413888.00       | $3748.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 1.7840%  | 1.7840% | $33225344.00       | $210614.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 1.7580%  | 1.7580% | $50000000.00       | $745829.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.1590%  | 2.1590% | $812999.00         | $11987.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 2.3130%  | 2.3130% | $656000.00         | $4952.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 1.8170%  | 1.8170% | $42006272.00       | $274798.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-20      | 1.5330%  | 1.5330% | $25000000.00       | $53710.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-20      | 1.7220%  | 1.7220% | $43487680.00       | $93641.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 1.4450%  | 1.4450% | $34890112.00       | $73021.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.6270%  | 2.6270% | $23850000.00       | $159098.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.7120%  | 2.7120% | $1155000.00        | $5783.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-03-20      | 1.8250%  | 1.8250% | $19964512.00       | $109315.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-08-20      | 6.0000%  | 6.0000% | $7915500.00        | $20513.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 2.3300%  | 2.3300% | $20000000.00       | $139888.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-07-20      | 2.2810%  | 2.2810% | $1100000.00        | $20717.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 1.8950%  | 1.8950% | $12000000.00       | $81203.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-11-20      | 0.0030%  | 0.0030% | $150142976.00      | $28983.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-20      | 2.1950%  | 2.1950% | $5950000.00        | $46808.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 2.6510%  | 2.6510% | $1420000.00        | $16105.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-03-20      | 2.6800%  | 2.6800% | $33619520.00       | $148878.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-09-20      | 2.2100%  | 2.2100% | $15945904.00       | $102983.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.3600%  | 2.3600% | $435637760.00      | $1688756.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-06-20      | 2.7900%  | 2.7900% | $170503936.00      | $490343.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 4.0000%  | 4.0000% | $10502000.00       | $16779.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-16      | 0.3570%  | 0.3570% | $23860000.00       | $69228.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-20      | 3.5000%  | 3.5000% | $37774976.00       | $758421.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-16      | 0.0500%  | 0.0500% | $14073856.00       | $3415.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-16      | 4.5000%  | 4.5000% | $3775000.00        | $53625.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-16      | 2.3580%  | 2.3580% | $72603264.00       | $608491.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-20      | 2.3600%  | 2.3600% | $120785664.00      | $1011689.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-05-16      | 0.6350%  | 0.6350% | $1517146.00        | $6216.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-02-16      | 1.7580%  | 1.7580% | $124834176.00      | $973942.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.8100%  | 1.8100% | $121075000.00      | $1095276.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-12-16      | 1.7860%  | 1.7860% | $32907456.00       | $284441.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-07-16      | 0.6760%  | 0.6760% | $100888000.00      | $1088304.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-20      | 3.5000%  | 3.5000% | $11929040.00       | $187017.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-07-20      | 2.4600%  | 2.4600% | $9000000.00        | $219662.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.8900%  | 1.8900% | $33333312.00       | $586251.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-10-16      | 0.6520%  | 0.6520% | $75000000.00       | $888818.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3300%  | 2.3300% | $25989728.00       | $673297.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-03-20      | 2.2600%  | 2.2600% | $45319616.00       | $718758.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000% | $37500000.00       | $724106.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 4.5000%  | 4.5000% | $9809648.00        | $428515.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 1.4720%  | 1.4720% | $53984960.00       | $1753764.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.1850%  | 1.1850% | $16319680.00       | $318102.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.1970%  | 1.1970% | $16358656.00       | $235403.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 2.5280%  | 2.5280% | $8880320.00        | $129751.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.3210%  | 1.3210% | $15731696.00       | $277039.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.3210%  | 1.3210% | $15731696.00       | $277039.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6470%  | 1.6470% | $70000000.00       | $1838253.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.6270%  | 0.6270% | $250000000.00      | $2290991.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.5470%  | 0.5470% | $30000000.00       | $253476.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6470%  | 1.6470% | $129000000.00      | $6451381.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6470%  | 1.6470% | $150000000.00      | $7778817.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.5970%  | 1.5970% | $25000000.00       | $886608.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 2.1460%  | 2.1460% | $100000000.00      | $4644939.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.4470%  | 1.4470% | $80000000.00       | $2534912.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 0.5970%  | 0.5970% | $78025216.00       | $2512561.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 1.0000%  | 1.0000% | $4693952.00        | $145335.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.1970%  | 2.1970% | $47178624.00       | $2066401.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.4970%  | 1.4970% | $118763264.00      | $3359991.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.1970%  | 2.1970% | $125217152.00      | $5167696.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.0000%  | 1.0000% | $15000000.00       | $127045.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.5520%  | 1.5520% | $72974592.00       | $1789153.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.4220%  | 1.4220% | $88842880.00       | $1909985.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.0000%  | 1.0000% | $100000.00         | $1659.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 2.1520%  | 2.1520% | $50000000.00       | $1562294.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 2.1020%  | 2.1020% | $85000000.00       | $2940037.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.5020%  | 1.5020% | $276681216.00      | $6296014.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.2520%  | 1.2520% | $252000000.00      | $4874179.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.1230%  | 2.1230% | $438898688.00      | $15199552.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.3520%  | 1.3520% | $87000000.00       | $1673884.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.2520%  | 1.2520% | $50000000.00       | $1227481.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.8020%  | 1.8020% | $72051712.00       | $2114053.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | 1.0000% | $3850000.00        | $55435.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.4070%  | 1.4070% | $420000000.00      | $10967908.53       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 3.4520%  | 3.4520% | $58524800.00       | $3386884.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.6020%  | 0.6020% | $307000000.00      | $3678113.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 2.2120%  | 2.2120% | $50000000.00       | $2083987.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.0000%  | 0.0000% | $249999.00         | $365.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.2020%  | 0.2020% | $185000000.00      | $1500704.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 1.3530%  | 1.3530% | $352869376.00      | $8502365.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-06-25      | 7.0000%  | 7.0000% | $758640.00         | $24457.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-01-25      | 6.0000%  | 6.0000% | $9631120.00        | $1529798.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 2.2020%  | 2.2020% | $49180480.00       | $2204217.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 2.9020%  | 2.9020% | $138203400.00      | $9360636.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | 1.0000% | $7811300.00        | $134288.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.3020%  | 1.3020% | $154056160.00      | $4252247.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-12-01      | 3.0000%  | 3.0000% | $213764.00         | $38368.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2034-12-25      | 1.4180%  | 1.4180% | $238122000.00      | $373256.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 2.8880%  | 2.8880% | $54534000.00       | $136691.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-07-25      | 2.7180%  | 2.7180% | $52453376.00       | $38110.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-03-15      | 1.9080%  | 1.9080% | $83500000.00       | $252746.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 0.9380%  | 0.9380% | $39173568.00       | $89230.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-02-15      | 2.4180%  | 2.4180% | $76754688.00       | $163192.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $6270192.00        | $5231699.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-12-01      | 3.9550%  | 3.9550% | $10000000.00       | $10035519.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $9705120.00        | $1943230.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 4.3840%  | 4.3840% | $442000.00         | $444020.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 1.5000%  | 1.5000% | $146897.00         | $90181.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.5000%  | 3.5000% | $1010714.00        | $884303.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 3.5000%  | 3.5000% | $2005230.00        | $1859245.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1368188.00        | $1012228.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $273903.00         | $218355.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 2.5000%  | 2.5000% | $2100000.00        | $590583.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $8814224.00        | $8998507.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $252556.00         | $180372.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.5000%  | 3.5000% | $3070000.00        | $1913660.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | 2.5000% | $221478.00         | $159157.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-07-01      | 4.5000%  | 4.5000% | $10000000.00       | $509613.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $766922.00         | $626822.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 5.5000%  | 5.5000% | $474419.00         | $477328.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1017.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.3520%  | 2.3520% | $100000000.00      | $2961433.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 3.5020%  | 3.5020% | $50000000.00       | $2264372.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.2020%  | 2.2020% | $100000000.00      | $2397837.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 3.5000%  | 3.5000% | $11977312.00       | $10890931.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 3.5000%  | 3.5000% | $81691360.00       | $75649871.08       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 5.5000%  | 5.5000% | $342756.00         | $352054.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000% | $1534836.00        | $1576736.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1279000.00        | $1284421.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-15      | 4.5000%  | 4.5000% | $725335.00         | $24784.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4490%  | 1.4490% | $161480704.00      | $229.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4490%  | 1.4490% | $295698400.00      | $419.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2034-02-20      | 6.8210%  | 6.8210% | $129990654.00      | $12186.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 0.6390%  | 0.6390% | $13172736.00       | $2532.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $12638000.00       | $869854.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $9924816.00        | $861181.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-20      | 3.5000%  | 3.5000% | $6810056.00        | $620346.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 0.0000%  | 0.0000% | $155385856.00      | $132006.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 2.1170%  | 2.1170% | $63356544.00       | $152455.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-01-20      | 1.1040%  | 1.1040% | $74000000.00       | $5185065.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-11-20      | 1.6500%  | 1.6500% | $53850112.00       | $46618.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 2.6230%  | 2.6230% | $6339000.00        | $151930.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.0000%  | 0.0000% | $63848448.00       | $39795.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 3.4960%  | 3.4960% | $65510656.00       | $7074298.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 0.0000%  | 0.0000% | $204000000.00      | $1075496.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.0000%  | 0.0000% | $125620224.00      | $84047.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000% | $200000000.00      | $839033.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000% | $91096448.00       | $535450.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000% | $166903552.00      | $1142844.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000% | $168729600.00      | $292988.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 0.8590%  | 0.8590% | $23808928.00       | $1597454.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000% | $4737712.00        | $374687.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 2.4470%  | 2.4470% | $9248816.00        | $93533.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.7960%  | 1.7960% | $25000000.00       | $356706.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000% | $234000000.00      | $484575.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 0.0000%  | 0.0000% | $213054464.00      | $1638688.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000% | $199999488.00      | $49164.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000% | $50000000.00       | $314483.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000% | $57850000.00       | $476130.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.1970%  | 0.1970% | $350000000.00      | $4382784.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.6750%  | 3.6750% | $43571392.00       | $25512205.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.4970%  | 0.4970% | $60000000.00       | $1652313.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000% | $338072064.00      | $1616357.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000% | $500000000.00      | $1066279.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000% | $200000000.00      | $868045.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.1970%  | 0.1970% | $100000000.00      | $1241911.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 0.9970%  | 0.9970% | $100000000.00      | $2809433.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 2.2970%  | 2.2970% | $68200000.00       | $2754294.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.2960%  | 1.2960% | $100000000.00      | $2652085.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 6.5000%  | 6.5000% | $22298976.00       | $1121512.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.8970%  | 1.8970% | $50000000.00       | $1300029.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.7960%  | 1.7960% | $140000000.00      | $2396732.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.7960%  | 1.7960% | $100000000.00      | $3144450.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 0.2470%  | 0.2470% | $250000000.00      | $3280799.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 0.9970%  | 0.9970% | $12500000.00       | $304086.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.2970%  | 2.2970% | $70101760.00       | $4062392.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 5.9850%  | 5.9850% | $9232000.00        | $6429160.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 2.2600%  | 2.2600% | $44926976.00       | $4011272.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3470%  | 2.3470% | $50000000.00       | $993915.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 3.4470%  | 3.4470% | $39375000.00       | $875711.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.9970%  | 1.9970% | $80558208.00       | $2646477.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.4960%  | 2.4960% | $75000000.00       | $2882677.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.4970%  | 1.4970% | $25000000.00       | $256533.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9970%  | 1.9970% | $50000000.00       | $610166.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.7970%  | 2.7970% | $75000000.00       | $1347705.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.8970%  | 1.8970% | $185000000.00      | $2155092.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.5970%  | 2.5970% | $66666624.00       | $4187274.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.8470%  | 1.8470% | $115000000.00      | $3259638.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.0970%  | 2.0970% | $138461440.00      | $2727405.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.7970%  | 2.7970% | $125000000.00      | $3271592.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.8970%  | 1.8970% | $100000000.00      | $1236406.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5470%  | 2.5470% | $28556864.00       | $3212955.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.2970%  | 2.2970% | $100000000.00      | $1527911.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 3.6460%  | 3.6460% | $33333312.00       | $771815.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.6970%  | 1.6970% | $100000000.00      | $1557285.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.5970%  | 1.5970% | $100000000.00      | $2099117.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.0970%  | 2.0970% | $150000000.00      | $2369686.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.3470%  | 3.3470% | $105300000.00      | $4258008.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.0000%  | 1.0000% | $8715536.00        | $192128.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 1.0000%  | 1.0000% | $4613680.00        | $90882.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.5470%  | 0.5470% | $722500000.00      | $8777242.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.7470%  | 1.7470% | $100000000.00      | $4657287.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.0970%  | 1.0970% | $40000000.00       | $1229545.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.0970%  | 1.0970% | $70000000.00       | $2081841.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 0.3470%  | 0.3470% | $290000000.00      | $3181819.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 1.7470%  | 1.7470% | $133333248.00      | $6805666.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 0.9970%  | 0.9970% | $25000000.00       | $805445.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.9370%  | 0.9370% | $224701952.00      | $4771873.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.0000%  | 1.0000% | $973578.00         | $24882.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 1.0000%  | 1.0000% | $1348375.00        | $19786.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.6890%  | 1.6890% | $9147088.00        | $234718.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.6890%  | 1.6890% | $9147088.00        | $234718.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 4.6490%  | 4.6490% | $200000.00         | $97710.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.2310%  | 2.2310% | $55542656.00       | $991656.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 1.7330%  | 1.7330% | $108553344.00      | $1826358.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-05-20      | 1.6550%  | 1.6550% | $33643000.00       | $86537.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.5370%  | 1.5370% | $21360672.00       | $680991.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.3140%  | 1.3140% | $41074320.00       | $1070462.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.3240%  | 1.3240% | $30050784.00       | $665861.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.8420%  | 1.8420% | $23335500.00       | $485932.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 1.5580%  | 1.5580% | $35430272.00       | $923517.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 2.3780%  | 2.3780% | $7448000.00        | $83515.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.5060%  | 1.5060% | $138255104.00      | $3630049.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.3430%  | 1.3430% | $45679200.00       | $1550846.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-07-20      | 1.3980%  | 1.3980% | $38004928.00       | $897149.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 0.9410%  | 0.9410% | $44410368.00       | $925644.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 1.1640%  | 1.1640% | $75000000.00       | $1913459.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-01-16      | 1.0040%  | 1.0040% | $51998336.00       | $2897987.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.3030%  | 1.3030% | $37930040.00       | $803407.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 1.0770%  | 1.0770% | $11540384.00       | $211718.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 1.2240%  | 1.2240% | $67161984.00       | $2330438.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 0.1510%  | 0.1510% | $236407552.00      | $6187937.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.3220%  | 1.3220% | $41752768.00       | $844032.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.6300%  | 1.6300% | $20435136.00       | $780794.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 0.0000%  | 0.0000% | $130400000.00      | $328489.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 0.8100%  | 0.8100% | $70000000.00       | $913108.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4600%  | 2.4600% | $29233248.00       | $642793.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.4100%  | 2.4100% | $32625800.00       | $625055.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.4770%  | 1.4770% | $50000000.00       | $1749986.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 3.3960%  | 3.3960% | $40000000.00       | $3055806.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.7970%  | 2.7970% | $83333248.00       | $5458224.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.3220%  | 2.3220% | $200000000.00      | $7681113.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.8470%  | 2.8470% | $55555600.00       | $3925867.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.4470%  | 1.4470% | $110812032.00      | $3936515.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.8970%  | 0.8970% | $200000000.00      | $5359406.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2600%  | 2.2600% | $34000000.00       | $631104.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2600%  | 2.2600% | $41953984.00       | $707837.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 2.3760%  | 2.3760% | $140000000.00      | $11100740.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-16      | 2.2580%  | 2.2580% | $17339000.00       | $1151776.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.0000%  | 0.0000% | $50000000.00       | $177993.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.7100%  | 0.7100% | $30000000.00       | $270630.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.3490%  | 1.3490% | $47440000.00       | $1633853.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2100%  | 2.2100% | $48323000.00       | $1473843.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 0.1220%  | 0.1220% | $71096192.00       | $92249.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.4100%  | 2.4100% | $9000000.00        | $487947.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.4100%  | 2.4100% | $5750000.00        | $350809.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5600%  | 2.5600% | $137805568.00      | $9731369.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-16      | 0.0080%  | 0.0080% | $99636224.00       | $704398.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $47521728.00       | $4155370.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 0.0000%  | 0.0000% | $68383232.00       | $243655.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 0.0000%  | 0.0000% | $85896000.00       | $100446.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 0.0970%  | 0.0970% | $32668672.00       | $638424.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 5.5000%  | 5.5000% | $13598720.00       | $3075698.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 6.0000%  | 6.0000% | $9786000.00        | $1608802.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 0.3470%  | 0.3470% | $120000000.00      | $1286424.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 0.2470%  | 0.2470% | $500000000.00      | $4624783.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 1.0460%  | 1.0460% | $180000000.00      | $5205333.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 6.0000%  | 6.0000% | $4458328.00        | $867285.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 5.5000%  | 5.5000% | $8514112.00        | $1011008.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0000%  | 1.0000% | $1303130.00        | $23854.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.1970%  | 2.1970% | $232841216.00      | $12598062.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 7.0000%  | 7.0000% | $7142856.00        | $533997.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6470%  | 1.6470% | $150000000.00      | $5292866.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.5970%  | 1.5970% | $38620352.00       | $1791316.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.7960%  | 1.7960% | $108962176.00      | $6335676.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 7.0000%  | 7.0000% | $21428544.00       | $1644342.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.8470%  | 2.8470% | $259000000.00      | $8065384.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.8760%  | 2.8760% | $3500000.00        | $182088.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2220%  | 2.2220% | $100000000.00      | $2577623.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.7970%  | 0.7970% | $50000000.00       | $496908.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.0000%  | 0.0000% | $18181792.00       | $12032818.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 2.9470%  | 2.9470% | $40000000.00       | $2832792.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.5460%  | 1.5460% | $109033600.00      | $2031121.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 0.6470%  | 0.6470% | $50000000.00       | $680833.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.5460%  | 1.5460% | $50000000.00       | $975451.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.8960%  | 2.8960% | $75000000.00       | $1701228.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.7470%  | 1.7470% | $88419328.00       | $3159001.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 2.3470%  | 2.3470% | $56238976.00       | $2577308.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7470%  | 1.7470% | $738826240.00      | $27023901.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8170%  | 1.8170% | $40096512.00       | $1784559.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.6470%  | 1.6470% | $100000000.00      | $2009758.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.5460%  | 1.5460% | $100000000.00      | $3267845.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.8960%  | 2.8960% | $200000000.00      | $3735133.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.8960%  | 2.8960% | $200000000.00      | $5220096.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-16      | 0.7420%  | 0.7420% | $75000000.00       | $5346576.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.9470%  | 2.9470% | $150000000.00      | $7666730.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.4470%  | 1.4470% | $40000000.00       | $1170699.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.2970%  | 2.2970% | $60000000.00       | $3031979.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 7.0000%  | 7.0000% | $6568592.00        | $205965.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.8470%  | 2.8470% | $63682240.00       | $4047463.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.5460%  | 1.5460% | $180000000.00      | $3099571.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.5970%  | 1.5970% | $99361536.00       | $2548605.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7470%  | 1.7470% | $200000000.00      | $7287404.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.0000%  | 1.0000% | $5759608.00        | $45197.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2970%  | 2.2970% | $114978560.00      | $2849149.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-11-20      | 0.8900%  | 0.8900% | $100000000.00      | $7875691.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 0.7210%  | 0.7210% | $38605248.00       | $3251914.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.7450%  | 0.7450% | $51770240.00       | $4079844.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.2970%  | 2.2970% | $150000000.00      | $8361251.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.3470%  | 2.3470% | $82843648.00       | $1747304.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.0970%  | 2.0970% | $140000000.00      | $3962423.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.0270%  | 2.0270% | $100000000.00      | $2189114.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $6035540.00        | $886613.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.1970%  | 2.1970% | $64000000.00       | $2143564.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.0470%  | 2.0470% | $80000000.00       | $1356428.16        | Agency Collateralized Mortgage Obligation |

### Security 18: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RMYW3, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $91340700.00       | $79999922.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 0.0000%  | 0.0000% | $83000.00          | $57513.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $59030400.00       | $79998660.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $53095200.00       | $50227842.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $78146000.00       | $79999922.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-31      | 4.0000%  | 4.0000% | $78321000.00       | $79997954.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 0.0000%  | 0.0000% | $147216464.05      | $79999929.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 0.0000%  | 0.0000% | $111286137.31      | $59718255.72       | U.S. Treasuries (including strips) |

### Security 19: CANADIAN IMPERIAL BANK

- **C.1 - Title:** CANADIAN IMPERIAL BANK
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVQ2, C.4 - ISIN: 495, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.0000%  | 3.0000% | $13641113.00       | $6318850.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $1877212.00        | $1127993.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $32998812.00       | $26344471.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $31416.00          | $25106.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $8322808.00        | $5851620.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $45151577.00       | $32957622.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 2.0000%  | 2.0000% | $14846000.00       | $11536374.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 2.5000%  | 2.5000% | $5402670.00        | $4236519.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $1004.00           | $614.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 2.0000%  | 2.0000% | $13000000.00       | $8263732.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $111440461.00      | $94174660.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $966.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $1044.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $1833809.00        | $1902600.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $79875.00          | $74780.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $43384289.00       | $42879773.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $8697837.00        | $8772358.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $8573095.00        | $8825560.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $7121944.00        | $7178362.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.5000%  | 3.5000% | $151362000.00      | $19351828.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2072-10-20      | 6.8360%  | 6.8360% | $4000000.00        | $3545974.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | 4.5000% | $150101.00         | $44463.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-10-20      | 3.5000%  | 3.5000% | $1158372.00        | $785980.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 5.0000%  | 5.0000% | $10119571.00       | $6637377.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 5.0000%  | 5.0000% | $5063179.00        | $2027606.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 5.0000%  | 5.0000% | $3662595.00        | $1857019.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-20      | 3.5000%  | 3.5000% | $2060147.00        | $938896.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 4.0000%  | 4.0000% | $1185991.00        | $473678.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-20      | 5.0000%  | 5.0000% | $2004429.00        | $1043928.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-20      | 4.5000%  | 4.5000% | $4005892.00        | $1962638.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 7.5000%  | 7.5000% | $3282289.00        | $2139625.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $2873870.00        | $2109275.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 7.5000%  | 7.5000% | $2933088.00        | $1261631.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 8.0000%  | 8.0000% | $1458580.00        | $225385.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 5.5000%  | 5.5000% | $3710587.00        | $2644845.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $2767239.00        | $2042376.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 7.5000%  | 7.5000% | $3490780.00        | $2415173.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 8.0000%  | 8.0000% | $1005236.00        | $1043300.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 7.5000%  | 7.5000% | $1042427.00        | $853346.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.5000%  | 5.5000% | $498538.00         | $492196.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 7.5000%  | 7.5000% | $1154207.00        | $608831.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 7.5000%  | 7.5000% | $1163535.00        | $300146.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 8.0000%  | 8.0000% | $402000.00         | $425790.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 7.5000%  | 7.5000% | $1549974.00        | $1673041.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 7.5000%  | 7.5000% | $1413818.00        | $306145.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2074-07-20      | 6.4560%  | 6.4560% | $1055.00           | $894.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $43285726.00       | $14731428.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $10866565.00       | $3654751.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $801048.00         | $831118.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $9644739.00        | $4070333.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $1174939.00        | $358224.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $14303906.00       | $4372226.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 7.5000%  | 7.5000% | $2210906.00        | $2367788.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 7.5000%  | 7.5000% | $3727896.00        | $3970828.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $3998237.00        | $4075953.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $3374925.00        | $3604099.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-11-20      | 7.0000%  | 7.0000% | $1866632.00        | $1941605.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $19739945.00       | $20876152.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $2606645.00        | $2715966.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $3214608.00        | $3367569.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | 5.5000% | $22846105.00       | $23651472.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-04-20      | 3.9100%  | 3.9100% | $68181818.00       | $7746.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 4.4290%  | 4.4290% | $1200000.00        | $183838.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-10-20      | 3.0100%  | 3.0100% | $100000000.00      | $7273.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $11943.00          | $7009.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.5000%  | 6.5000% | $1000.00           | $626.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 3.0000%  | 3.0000% | $12904208.00       | $9345584.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 7.0000%  | 7.0000% | $30053000.00       | $23641037.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $153827571.00      | $83532451.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $67369.00          | $35679.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.5000%  | 6.5000% | $2001.00           | $1091.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $31229202.00       | $25397091.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $29411000.00       | $20168591.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $40000.00          | $28985.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-03-01      | 3.8990%  | 3.8990% | $6088133.00        | $6052637.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.5000%  | 4.5000% | $2033571.00        | $1556891.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.5000%  | 6.5000% | $73000.00          | $24513.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.0000%  | 5.0000% | $2085244.00        | $2018278.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | 5.5000% | $1566697.00        | $1250034.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $993.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $913.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $887913.00         | $825394.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $1065252.00        | $1024423.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 2.5000%  | 2.5000% | $11572600.00       | $7040843.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 2.0000%  | 2.0000% | $1000.00           | $658.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 2.0000%  | 2.0000% | $3195333.00        | $1778135.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $12490880.00       | $9577483.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.3880%  | 2.3880% | $2803000.00        | $105248.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 5.1270%  | 5.1270% | $20000000.00       | $17015382.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-10-15      | 4.4890%  | 4.4890% | $19951355.00       | $1734784.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 4.6470%  | 4.6470% | $44851133.00       | $35933651.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 5.0970%  | 5.0970% | $9973089.00        | $9519288.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-02-01      | 6.5000%  | 6.5000% | $797541.00         | $25023.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $34000.00          | $23797.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $12624.00          | $11178.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | 4.5000% | $1000.00           | $911.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 7.0000%  | 7.0000% | $1248987.00        | $1108040.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1259630.00        | $1311623.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $478956.00         | $500935.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2061-09-01      | 5.0000%  | 5.0000% | $10117796.00       | $6250862.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 2.7100%  | 2.7100% | $1000.00           | $936.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $8796799.00        | $1907506.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $17385184.00       | $16335690.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $2311413.00        | $1501727.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 6.0000%  | 6.0000% | $1288156.00        | $1169730.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $1212103.00        | $1127071.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $1204847.00        | $832180.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $1791510.00        | $1501372.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $1738570.00        | $1202668.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 6.5000%  | 6.5000% | $1323416.00        | $1002977.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $1551395.00        | $1498162.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 4.2300%  | 4.2300% | $20472957.00       | $20690328.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 4.4290%  | 4.4290% | $6135307.00        | $6199798.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $1053.00           | $621.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 4.0000%  | 4.0000% | $3207181.00        | $2207864.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.5000%  | 6.5000% | $3072.00           | $2235.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 7.0000%  | 7.0000% | $3016.00           | $2154.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $41417186.00       | $28391504.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 7.0000%  | 7.0000% | $3231.00           | $2409.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1332188.00        | $1188672.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $187504.00         | $172296.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1139075.00        | $1145091.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.5000%  | 3.5000% | $8600000.00        | $7367552.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-02-01      | 2.0000%  | 2.0000% | $9594516.00        | $7786815.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $430463.00         | $424285.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $5232720.00        | $4950229.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $33890501.00       | $27160704.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $10125710.00       | $3021450.60        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-01-15      | 2.1250%  | 2.1250% | $363800.00         | $384014.04         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-15      | 4.2500%  | 4.2500% | $400.00            | $409.40            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-11-15      | 1.3750%  | 1.3750% | $249100.00         | $217296.84         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-07-15      | 0.1250%  | 0.1250% | $100.00            | $113.43            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-31      | 0.3750%  | 0.3750% | $42100.00          | $40239.21          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-15      | 0.5000%  | 0.5000% | $772500.00         | $1006453.37        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 0.3750%  | 0.3750% | $700.00            | $924.33            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-05-15      | 4.7500%  | 4.7500% | $18900900.00       | $18773363.82       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-02-15      | 4.6250%  | 4.6250% | $6648800.00        | $6546901.35        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 0.0000%  | 0.0000% | $100.00            | $97.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 4.5030%  | 4.5030% | $1000000.00        | $980273.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 4.7530%  | 4.7530% | $36840035.00       | $18506963.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $1900000.00        | $1249962.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000% | $1000000.00        | $494357.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 4.5030%  | 4.5030% | $1000000.00        | $946088.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.3520%  | 4.3520% | $1000000.00        | $636580.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 4.4020%  | 4.4020% | $1113212.00        | $959520.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-01-20      | 4.6020%  | 4.6020% | $1000000.00        | $939952.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 4.5030%  | 4.5030% | $1000000.00        | $955034.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-12-20      | 4.8520%  | 4.8520% | $1000000.00        | $964314.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 3.9460%  | 3.9460% | $750000.00         | $358629.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 4.6020%  | 4.6020% | $1001101.00        | $994911.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 4.6520%  | 4.6520% | $400000.00         | $382446.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 4.5520%  | 4.5520% | $1000000.00        | $860631.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.4530%  | 4.4530% | $2000000.00        | $2011577.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 4.8020%  | 4.8020% | $8900000.00        | $9007904.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 4.6020%  | 4.6020% | $4809351.00        | $4616642.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 5.0030%  | 5.0030% | $1000000.00        | $892764.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 5.0520%  | 5.0520% | $5000000.00        | $4547659.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 4.6020%  | 4.6020% | $870277.00         | $849871.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 4.7530%  | 4.7530% | $500000.00         | $490521.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 3.7130%  | 3.7130% | $2975012.00        | $1433295.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 0.0000%  | 0.0000% | $37500000.00       | $447139.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000% | $29012333.00       | $203366.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 2.2600%  | 2.2600% | $41626637.00       | $1243865.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.6490%  | 4.6490% | $9230520.00        | $3360644.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.3520%  | 5.3520% | $49896143.00       | $48376414.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.2290%  | 5.2290% | $3668340.00        | $2785380.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.0030%  | 5.0030% | $3981369.00        | $2640112.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.1490%  | 5.1490% | $1000000.00        | $728632.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.1990%  | 5.1990% | $1000000.00        | $682350.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.5290%  | 5.5290% | $20000000.00       | $6216413.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.1490%  | 5.1490% | $14804906.00       | $9756799.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.1490%  | 5.1490% | $4882019.00        | $2968000.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.1690%  | 5.1690% | $1000000.00        | $574627.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.5290%  | 5.5290% | $7060922.00        | $1992689.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 5.2030%  | 5.2030% | $1500000.00        | $1162699.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.2490%  | 5.2490% | $5000000.00        | $2729777.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.1990%  | 5.1990% | $5000000.00        | $2733641.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 5.2030%  | 5.2030% | $1500000.00        | $1365785.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 4.7490%  | 4.7490% | $5000000.00        | $2700388.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 5.2030%  | 5.2030% | $1838377.00        | $1414126.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 4.9990%  | 4.9990% | $5500000.00        | $3026586.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 5.2030%  | 5.2030% | $4350000.00        | $2643856.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 5.2030%  | 5.2030% | $3380570.00        | $2659756.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 5.2030%  | 5.2030% | $7200000.00        | $5531213.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 4.6020%  | 4.6020% | $1000000.00        | $535442.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.2030%  | 5.2030% | $1500000.00        | $1106772.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.2030%  | 5.2030% | $5198000.00        | $4240257.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.2030%  | 5.2030% | $7034563.00        | $5604026.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.9490%  | 4.9490% | $9769446.00        | $5585817.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.4490%  | 4.4490% | $2000000.00        | $534278.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 4.5990%  | 4.5990% | $2982534.00        | $1078327.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.5490%  | 4.5490% | $995328.00         | $277500.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.5990%  | 4.5990% | $2000000.00        | $1014940.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.3990%  | 4.3990% | $1100000.00        | $118298.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 4.5990%  | 4.5990% | $2000000.00        | $991303.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 4.3040%  | 4.3040% | $1000000.00        | $368473.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 4.4910%  | 4.4910% | $1000000.00        | $394824.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 4.6490%  | 4.6490% | $2047000.00        | $1010828.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 4.6490%  | 4.6490% | $4341459.00        | $2533903.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 4.9130%  | 4.9130% | $1000000.00        | $311738.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 2.4600%  | 2.4600% | $29618415.00       | $352326.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 4.7490%  | 4.7490% | $5110526.00        | $574239.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 4.5990%  | 4.5990% | $2700000.00        | $357416.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.3890%  | 4.3890% | $1250000.00        | $122938.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 2.3600%  | 2.3600% | $22214253.00       | $555541.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $6032000.00        | $144375.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 2.3600%  | 2.3600% | $5500000.00        | $159077.17         | Agency Mortgage-Backed Securities |

### Security 20: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6JHWA3, C.4 - ISIN: 36027, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-26      | 0.0000%  | 0.0000% | $500.00            | $497.23            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-02      | 0.0000%  | 0.0000% | $1073700.00        | $1067032.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-09      | 0.0000%  | 0.0000% | $62006800.00       | $61580813.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-23      | 0.0000%  | 0.0000% | $25518500.00       | $25307717.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-28      | 0.0000%  | 0.0000% | $62308500.00       | $61581982.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-24      | 0.0000%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.0000%  | 0.0000% | $21000.00          | $20873.15          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-18      | 0.0000%  | 0.0000% | $62454200.00       | $61599951.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-07      | 0.0000%  | 0.0000% | $54783500.00       | $54417546.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-14      | 0.0000%  | 0.0000% | $29698700.00       | $29480117.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-21      | 0.0000%  | 0.0000% | $62079200.00       | $61578841.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-12      | 0.0000%  | 0.0000% | $36339500.00       | $35971380.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $92100.00          | $93191.08          | U.S. Treasuries (including strips) |

### Security 21: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6P3V26, C.4 - ISIN: 36027, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $2210000000.00
- **C.18.a - Value (excl. sponsor support):** $2210000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                                | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.6520%  | 2.6520%  | $39000000.00       | $1381137.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.0520%  | 2.0520%  | $26000000.00       | $671568.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 3.3020%  | 3.3020%  | $6500000.00        | $282924.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-04-25      | 2.8520%  | 2.8520%  | $50000000.00       | $1840563.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-05-25      | 3.3520%  | 3.3520%  | $22000000.00       | $930110.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-05-25      | 3.5020%  | 3.5020%  | $26000000.00       | $1143355.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-05-25      | 3.4020%  | 3.4020%  | $50000000.00       | $2438285.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-10-25      | 4.0000%  | 4.0000%  | $120728.00         | $93176.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-10-25      | 1.5520%  | 1.5520%  | $189471440.00      | $5360989.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-06-25      | 2.0320%  | 2.0320%  | $50000000.00       | $1274135.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-06-25      | 0.1000%  | 0.1000%  | $49766702.00       | $64446.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-09-25      | 1.4920%  | 1.4920%  | $122000000.00      | $3844403.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-01-25      | 4.6470%  | 4.6470%  | $6051000.00        | $2434602.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-09-25      | 1.5020%  | 1.5020%  | $124249327.00      | $2321706.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-09-25      | 4.2300%  | 4.2300%  | $5613077.00        | $704297.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-07-25      | 3.4020%  | 3.4020%  | $88367871.00       | $3586297.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-09-25      | 2.2020%  | 2.2020%  | $56500000.00       | $1666641.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-08-25      | 1.4520%  | 1.4520%  | $106712043.00      | $2915172.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-08-25      | 1.3020%  | 1.3020%  | $46000000.00       | $1030843.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-08-25      | 1.5020%  | 1.5020%  | $190887053.00      | $5460800.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-10-25      | 6.0000%  | 6.0000%  | $2915577.00        | $425928.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 1.4250%  | 1.4250%  | $74000000.00       | $1749875.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-10-25      | 1.7020%  | 1.7020%  | $17023597.00       | $1085880.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 3.4020%  | 3.4020%  | $2194050.00        | $111021.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 2.2520%  | 2.2520%  | $100000000.00      | $2775409.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 2.1020%  | 2.1020%  | $5400000.00        | $166756.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 5.1970%  | 5.1970%  | $24996793.00       | $16612724.11       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 1.4020%  | 1.4020%  | $100000000.00      | $2147712.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 1.3520%  | 1.3520%  | $106617472.00      | $2279470.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-09-25      | 3.5020%  | 3.5020%  | $57059863.00       | $4105731.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-11-25      | 0.4000%  | 0.4000%  | $50000000.00       | $460504.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 2.9520%  | 2.9520%  | $25000000.00       | $1510304.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-11-25      | 0.8020%  | 0.8020%  | $226602094.00      | $3435214.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-10-25      | 6.5990%  | 6.5990%  | $3169000.00        | $1634694.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-12-25      | 2.2020%  | 2.2020%  | $69000000.00       | $2709233.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 4.9970%  | 4.9970%  | $734469.00         | $585687.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 1.5020%  | 1.5020%  | $358040417.00      | $9916642.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 3.4020%  | 3.4020%  | $42187540.00       | $2619853.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 5.5000%  | 5.5000%  | $3466702.00        | $3560374.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 1.4520%  | 1.4520%  | $186533962.00      | $5954764.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-11-25      | 0.0000%  | 0.0000%  | $5472135.00        | $3623489.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 2.2520%  | 2.2520%  | $30000000.00       | $1164292.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 1.6020%  | 1.6020%  | $50000000.00       | $1539424.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 3.4020%  | 3.4020%  | $56375000.00       | $3138909.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 0.5000%  | 0.5000%  | $50000000.00       | $636973.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 0.0500%  | 0.0500%  | $66000000.00       | $63776.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 1.3520%  | 1.3520%  | $142001999.00      | $2690035.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 2.1520%  | 2.1520%  | $70000000.00       | $2373246.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 5.1470%  | 5.1470%  | $28330276.00       | $22069491.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 0.8020%  | 0.8020%  | $74000000.00       | $1090024.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 0.6000%  | 0.6000%  | $35611679.00       | $292246.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-02-25      | 1.4520%  | 1.4520%  | $80991317.00       | $2120897.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 0.0500%  | 0.0500%  | $193060287.00      | $121141.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-02-25      | 0.4020%  | 0.4020%  | $250000000.00      | $2604137.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-06-25      | 1.3020%  | 1.3020%  | $100000000.00      | $2441448.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-06-25      | 0.1000%  | 0.1000%  | $50000000.00       | $73437.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-06-25      | 0.1000%  | 0.1000%  | $50000000.00       | $73437.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-06-25      | 0.0500%  | 0.0500%  | $50000000.00       | $62401.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-06-25      | 0.0500%  | 0.0500%  | $50000000.00       | $62401.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 3.3520%  | 3.3520%  | $93625698.00       | $5565237.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-04-25      | 2.3520%  | 2.3520%  | $100000000.00      | $4110585.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-09-25      | 4.5970%  | 4.5970%  | $1500000.00        | $1171791.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-09-25      | 6.0000%  | 6.0000%  | $37800000.00       | $4788060.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-04-25      | 2.2020%  | 2.2020%  | $50000000.00       | $2668120.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-11-25      | 9.8100%  | 9.8100%  | $3675000.00        | $1988643.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-02-25      | 2.9020%  | 2.9020%  | $58919417.00       | $2928579.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-02-25      | 5.0000%  | 5.0000%  | $473750.00         | $482461.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-11-25      | 5.1970%  | 5.1970%  | $1585956.00        | $886973.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-11-25      | 6.5000%  | 6.5000%  | $6683523.00        | $8294570.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-11-25      | 2.3020%  | 2.3020%  | $77150725.00       | $1951037.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-12-25      | 1.2020%  | 1.2020%  | $50000000.00       | $728191.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-06-25      | 6.0000%  | 6.0000%  | $2929798.00        | $409966.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 3.3020%  | 3.3020%  | $36000000.00       | $1590124.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.6520%  | 2.6520%  | $13000000.00       | $424531.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 6.5000%  | 6.5000%  | $25000000.00       | $3178388.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.6520%  | 2.6520%  | $11500000.00       | $407722.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2036-01-25      | 11.7140% | 11.7140% | $6754810.00        | $1511791.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2036-06-25      | 11.7140% | 11.7140% | $7251555.00        | $1388545.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2045-01-25      | 13.7140% | 13.7140% | $19276270.00       | $2643478.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2036-09-25      | 2.5090%  | 2.5090%  | $11000000.00       | $281967.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2049-11-25      | 0.0000%  | 0.0000%  | $10211376.00       | $6368038.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2038-08-25      | 4.3110%  | 4.3110%  | $4712842.00        | $2624587.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2038-11-25      | 5.5740%  | 5.5740%  | $32989344.00       | $12718021.44       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2038-05-25      | 0.0000%  | 0.0000%  | $507844849.00      | $692289.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2038-07-25      | 11.7140% | 11.7140% | $22197341.00       | $9491904.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2039-04-25      | 5.6310%  | 5.6310%  | $8461887.00        | $3715710.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2039-09-25      | 10.0290% | 10.0290% | $52689365.00       | $30848010.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2037-11-25      | 11.7140% | 11.7140% | $9372897.00        | $3030239.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2039-01-25      | 5.8180%  | 5.8180%  | $22940160.00       | $14925067.59       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2039-07-25      | 1.0530%  | 1.0530%  | $157000000.00      | $2968680.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-03-25      | 8.2650%  | 8.2650%  | $26660365.00       | $13871415.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-04-25      | 10.1790% | 10.1790% | $3483326.00        | $2564136.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-04-25      | 0.0000%  | 0.0000%  | $22733000.00       | $489275.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-06-25      | 9.5880%  | 9.5880%  | $42477963.00       | $28883358.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-06-25      | 0.3970%  | 0.3970%  | $144928243.00      | $3865556.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-07-25      | 0.3510%  | 0.3510%  | $23692000.00       | $985400.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-09-25      | 8.7600%  | 8.7600%  | $40400433.00       | $27541930.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-10-25      | 0.7930%  | 0.7930%  | $66385013.00       | $838088.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2041-11-25      | 0.0170%  | 0.0170%  | $267115520.00      | $2559488.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2042-01-25      | 7.5000%  | 7.5000%  | $28179274.00       | $23298266.76       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2043-01-25      | 0.1430%  | 0.1430%  | $85000000.00       | $1887591.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 5.1420%  | 5.1420%  | $634248.00         | $633373.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2052-03-15      | 2.5000%  | 2.5000%  | $2215699.00        | $227270.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2040-12-01      | 4.0000%  | 4.0000%  | $1888200.00        | $1862385.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2040-10-25      | 7.5000%  | 7.5000%  | $45553000.00       | $597598.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2039-01-19      | 7.5000%  | 7.5000%  | $8675000.00        | $53335.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2051-08-25      | 2.5000%  | 2.5000%  | $500000.00         | $92223.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2057-09-25      | 4.4490%  | 4.4490%  | $40191510.00       | $5139493.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2057-11-25      | 4.4390%  | 4.4390%  | $56298378.00       | $7238306.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2057-01-25      | 2.5000%  | 2.5000%  | $16150550.00       | $1561396.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2060-10-25      | 2.3880%  | 2.3880%  | $24212379.00       | $1515707.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-06-25      | 1.7220%  | 1.7220%  | $105253578.00      | $3233909.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2052-10-25      | 1.5020%  | 1.5020%  | $100000.00         | $3549.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2052-11-25      | 4.9470%  | 4.9470%  | $1245.00           | $772.56            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-04-25      | 2.0000%  | 2.0000%  | $50000000.00       | $2377408.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-04-25      | 2.0000%  | 2.0000%  | $50000000.00       | $2328742.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-03-25      | 2.6520%  | 2.6520%  | $266025.00         | $10432.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.1020%  | 2.1020%  | $78000000.00       | $2055859.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.0020%  | 2.0020%  | $19000000.00       | $480725.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 4.7970%  | 4.7970%  | $750000.00         | $610191.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.2020%  | 2.2020%  | $56495885.00       | $2364321.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 5.5000%  | 5.5000%  | $1512860.00        | $1556205.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2057-12-25      | 2.1880%  | 2.1880%  | $149720538.00      | $12473809.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2050-10-25      | 0.0000%  | 0.0000%  | $18782859.00       | $10977098.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-11-25      | 0.0000%  | 0.0000%  | $7042858.00        | $2552304.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2053-11-25      | 0.0000%  | 0.0000%  | $11438462.00       | $4903478.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.6520%  | 2.6520%  | $40000000.00       | $1418165.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-03-25      | 2.1520%  | 2.1520%  | $40000000.00       | $1075416.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-12-01      | 4.5000%  | 4.5000%  | $314592.00         | $309774.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $1215170.00        | $1200558.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-12-01      | 4.5000%  | 4.5000%  | $1226327.00        | $1212946.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $3787805.00        | $3896286.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-11-01      | 4.0000%  | 4.0000%  | $2681636.00        | $2567247.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-11-01      | 6.5000%  | 6.5000%  | $3578345.00        | $3791175.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $5925016.00        | $5841064.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $114500.00         | $112877.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-12-01      | 6.0000%  | 6.0000%  | $3209239.00        | $3370087.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 5.5000%  | 5.5000%  | $5438512.00        | $5552663.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $3810911.00        | $3863184.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $4275689.00        | $4330194.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $86467.00          | $85241.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $3644635.00        | $3677461.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $3010746.00        | $3096099.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.0000%  | 6.0000%  | $4688979.00        | $4825833.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.0000%  | 4.0000%  | $6458674.00        | $6198481.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-12-01      | 4.5000%  | 4.5000%  | $3620328.00        | $3569418.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-10-01      | 4.0000%  | 4.0000%  | $778840.00         | $746452.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2034-01-01      | 5.2400%  | 5.2400%  | $2407000.00        | $2533923.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2032-03-01      | 5.0700%  | 5.0700%  | $2700000.00        | $2789494.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2034-12-01      | 4.7100%  | 4.7100%  | $3772000.00        | $3843793.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-01-01      | 4.4500%  | 4.4500%  | $3058000.00        | $3109021.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2031-08-01      | 5.3600%  | 5.3600%  | $3500000.00        | $3700024.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-04-01      | 4.7400%  | 4.7400%  | $5500000.00        | $5597120.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2035-04-01      | 5.1690%  | 5.1690%  | $1926000.00        | $2002132.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2035-05-01      | 5.0400%  | 5.0400%  | $2450000.00        | $2533101.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2035-05-01      | 5.1200%  | 5.1200%  | $2900000.00        | $3048939.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2032-05-01      | 4.8890%  | 4.8890%  | $5925000.00        | $6085846.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-11-01      | 3.9500%  | 3.9500%  | $63852000.00       | $63670912.15       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-09-01      | 4.2900%  | 4.2900%  | $45640000.00       | $46212728.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2032-09-01      | 4.3090%  | 4.3090%  | $41366000.00       | $41601577.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-09-01      | 4.3790%  | 4.3790%  | $36525000.00       | $37109631.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-09-01      | 4.1790%  | 4.1790%  | $68900000.00       | $69437986.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-10-01      | 4.0400%  | 4.0400%  | $67359000.00       | $67455285.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2035-09-01      | 5.0400%  | 5.0400%  | $12130000.00       | $12600061.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2035-10-01      | 4.7690%  | 4.7690%  | $6105000.00        | $6244758.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2031-01-01      | 4.2300%  | 4.2300%  | $5637000.00        | $5687904.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2032-12-01      | 4.0000%  | 4.0000%  | $6900000.00        | $6760083.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2030-12-01      | 3.8700%  | 3.8700%  | $63379000.00       | $62888224.71       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2033-01-01      | 4.3840%  | 4.3840%  | $14600000.00       | $14671924.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2033-01-01      | 4.1340%  | 4.1340%  | $13135000.00       | $12997489.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2036-01-01      | 4.7990%  | 4.7990%  | $4750000.00        | $4831261.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2036-01-01      | 4.7990%  | 4.7990%  | $4750000.00        | $4810299.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2031-01-01      | 4.0800%  | 4.0800%  | $7093000.00        | $7098920.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2031-01-01      | 3.8590%  | 3.8590%  | $18850000.00       | $18648935.41       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2033-01-01      | 4.4590%  | 4.4590%  | $3154000.00        | $3185428.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2033-01-01      | 4.3890%  | 4.3890%  | $8046750.00        | $8093770.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $1167025.00        | $1175740.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1370828.00        | $1409022.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1045250.00        | $1076095.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1028123.00        | $1061567.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.5000%  | 6.5000%  | $1019705.00        | $1078474.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $1327252.00        | $1312442.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $1277855.00        | $1261860.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 6.0000%  | 6.0000%  | $2346425.00        | $2430718.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 6.0000%  | 6.0000%  | $1139400.00        | $1190511.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $459954.00         | $453436.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1774257.00        | $1821093.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $3561298.00        | $3579685.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.0000%  | 6.0000%  | $1130250.00        | $1172110.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $20041981.00       | $20534363.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 5.0000%  | 5.0000%  | $16023099.00       | $16123640.38       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $6186054.00        | $6220873.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-09-25      | 2.2020%  | 2.2020%  | $161939112.00      | $6644677.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-04-25      | 5.0000%  | 5.0000%  | $414956.00         | $423807.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 4.5970%  | 4.5970%  | $700000.00         | $596250.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-04-25      | 3.5020%  | 3.5020%  | $23859314.00       | $1329652.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-05-25      | 0.5520%  | 0.5520%  | $125500000.00      | $1544190.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-05-25      | 0.3770%  | 0.3770%  | $200000000.00      | $2153827.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-06-25      | 1.5020%  | 1.5020%  | $176260657.00      | $4446283.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-06-25      | 1.1520%  | 1.1520%  | $49837944.00       | $1059756.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 6.0000%  | 6.0000%  | $5563012.00        | $1236708.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-08-25      | 2.1020%  | 2.1020%  | $175000000.00      | $8694235.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-05-25      | 5.5000%  | 5.5000%  | $15000000.00       | $15472407.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-07-25      | 5.5000%  | 5.5000%  | $5000000.00        | $5247954.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2057-01-25      | 2.5000%  | 2.5000%  | $12523773.00       | $8207728.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-07-25      | 0.2800%  | 0.2800%  | $100000000.00      | $745806.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-08-25      | 3.4020%  | 3.4020%  | $49161846.00       | $3807088.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2054-10-25      | 5.0000%  | 5.0000%  | $1497206.00        | $1337253.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-08-25      | 1.4020%  | 1.4020%  | $321024012.00      | $11445942.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 3.5000%  | 3.5000%  | $27500000.00       | $24440078.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-03-25      | 5.0000%  | 5.0000%  | $13302449.00       | $12751805.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 5.0000%  | 5.0000%  | $2209311.00        | $2086114.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 5.5000%  | 5.5000%  | $2900715.00        | $441476.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 3.5000%  | 3.5000%  | $81246284.00       | $73430053.71       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 5.0000%  | 5.0000%  | $49082454.00       | $49055612.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 6.0000%  | 6.0000%  | $13102664.00       | $2621945.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-09-25      | 5.5000%  | 5.5000%  | $14548408.00       | $15011528.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-10-25      | 2.5000%  | 2.5000%  | $10000000.00       | $6114871.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-09-25      | 1.4520%  | 1.4520%  | $185000000.00      | $7804881.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-10-25      | 1.6520%  | 1.6520%  | $132276468.00      | $7530700.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-10-25      | 5.0000%  | 5.0000%  | $21865875.00       | $21668102.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-01-25      | 6.0000%  | 6.0000%  | $833333.00         | $147567.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-10-25      | 5.0000%  | 5.0000%  | $669803.00         | $642428.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-11-25      | 1.7020%  | 1.7020%  | $75000000.00       | $3800459.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 1.8520%  | 1.8520%  | $162500000.00      | $14102827.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-11-25      | 4.5000%  | 4.5000%  | $24977543.00       | $24135829.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2055-12-25      | 4.7470%  | 4.7470%  | $5476081.00        | $5349924.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2054-09-15      | 4.0000%  | 4.0000%  | $7000000.00        | $10216096.89       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2045-10-15      | 3.5000%  | 3.5000%  | $6851832.00        | $6709891.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2056-11-15      | 5.0000%  | 5.0000%  | $200000.00         | $287614.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2047-08-15      | 3.5000%  | 3.5000%  | $43600000.00       | $3566059.31        | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2015-SC02 1-A 20450925 3.00000 -Agency Collateralized Mortgage Obligation       | 2045-09-25      | 3.0000%  | 3.0000%  | $9998818.00        | $552769.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2032-06-25      | 2.5800%  | 2.5800%  | $18210101.00       | $16503875.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                        | 2027-06-15      | 4.6350%  | 4.6350%  | $104020843.00      | $104205719.01      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2040-04-15      | 4.6350%  | 4.6350%  | $40497215.00       | $40037841.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2032-06-25      | 3.9410%  | 3.9410%  | $241922662.00      | $181267.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2032-11-25      | 3.9810%  | 3.9810%  | $454084008.00      | $59156.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2033-02-25      | 4.3480%  | 4.3480%  | $367078787.00      | $240701.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation            | 2033-11-25      | 3.9610%  | 3.9610%  | $475239765.00      | $234145.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-06-01      | 6.0000%  | 6.0000%  | $1000000.00        | $986453.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-09-01      | 7.0000%  | 7.0000%  | $8711781.00        | $9458372.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-05-01      | 4.0000%  | 4.0000%  | $513434.00         | $479855.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-05-01      | 6.0000%  | 6.0000%  | $3367528.00        | $3361089.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-07-01      | 6.0000%  | 6.0000%  | $74537025.00       | $71131809.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-11-01      | 4.5000%  | 4.5000%  | $1002576.00        | $985831.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-08-01      | 6.0000%  | 6.0000%  | $812344.00         | $832472.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-09-01      | 6.0000%  | 6.0000%  | $7105130.00        | $7290491.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-09-01      | 6.0000%  | 6.0000%  | $2806148.00        | $2879121.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-07-01      | 5.5000%  | 5.5000%  | $57835.00          | $51366.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-08-01      | 7.0000%  | 7.0000%  | $3785136.00        | $4085248.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $3303296.00        | $3358978.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-09-01      | 5.5000%  | 5.5000%  | $2117240.00        | $1957913.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-10-01      | 7.0000%  | 7.0000%  | $1653991.00        | $1757555.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-11-01      | 4.0000%  | 4.0000%  | $328463.00         | $314458.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-12-01      | 4.5000%  | 4.5000%  | $535638.00         | $527449.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-11-01      | 4.0000%  | 4.0000%  | $370437.00         | $354481.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 6.5000%  | 6.5000%  | $1208178.00        | $1269639.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2056-01-01      | 4.5000%  | 4.5000%  | $3436435.00        | $3390260.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2056-01-01      | 5.0000%  | 5.0000%  | $2893149.00        | $2870571.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 5.5000%  | 5.5000%  | $5368983.00        | $5483225.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 5.5000%  | 5.5000%  | $4551613.00        | $4648683.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2056-02-01      | 6.0000%  | 6.0000%  | $2180902.00        | $2271643.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2056-02-01      | 6.5000%  | 6.5000%  | $1202276.00        | $1265575.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2056-02-01      | 6.0000%  | 6.0000%  | $1323053.00        | $1380252.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2056-02-01      | 6.0000%  | 6.0000%  | $996910.00         | $1042707.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2061-11-25      | 3.2500%  | 3.2500%  | $250000.00         | $163746.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2061-11-25      | 3.2500%  | 3.2500%  | $811000.00         | $505743.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2056-01-25      | 3.0000%  | 3.0000%  | $1709002.00        | $629929.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2056-01-25      | 3.0000%  | 3.0000%  | $590000.00         | $280200.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2056-08-25      | 3.0000%  | 3.0000%  | $531388.00         | $145543.42         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3 MT 20560725 3.00000 -Agency Collateralized Mortgage Obligation   | 2056-07-25      | 3.0000%  | 3.0000%  | $450000.00         | $181527.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2057-06-25      | 3.2500%  | 3.2500%  | $977663.00         | $302083.40         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-1 MV 20570525 3.00000 -Agency Collateralized Mortgage Obligation   | 2057-05-25      | 3.0000%  | 3.0000%  | $6375000.00        | $4213558.00        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2 HT 20571126 3.00000 -Agency Collateralized Mortgage Obligation   | 2057-11-26      | 3.0000%  | 3.0000%  | $168784.00         | $66673.15          | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2 MT 20571126 3.50000 -Agency Collateralized Mortgage Obligation   | 2057-11-26      | 3.5000%  | 3.5000%  | $407343.00         | $145571.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2057-08-27      | 3.5000%  | 3.5000%  | $11436199.00       | $2616298.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2058-03-25      | 3.5000%  | 3.5000%  | $700000.00         | $280355.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2058-03-25      | 3.5000%  | 3.5000%  | $159646521.00      | $41160938.14       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2058-03-25      | 3.5000%  | 3.5000%  | $2098636.00        | $1403958.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2058-03-25      | 4.0000%  | 4.0000%  | $1940764.00        | $510816.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2058-07-25      | 3.5000%  | 3.5000%  | $10923381.00       | $2910374.61        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1 MV 20580725 3.50000 -Agency Collateralized Mortgage Obligation   | 2058-07-25      | 3.5000%  | 3.5000%  | $15425000.00       | $10514981.77       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1 M55D 20580725 4.00000 -Agency Collateralized Mortgage Obligation | 2058-07-25      | 4.0000%  | 4.0000%  | $1630000.00        | $561784.58         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2 HT 20580826 3.00000 -Agency Collateralized Mortgage Obligation   | 2058-08-26      | 3.0000%  | 3.0000%  | $300000.00         | $130348.80         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2 HA 20580826 3.00000 -Agency Collateralized Mortgage Obligation   | 2058-08-26      | 3.0000%  | 3.0000%  | $1000000.00        | $312785.07         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2 MA 20580826 3.50000 -Agency Collateralized Mortgage Obligation   | 2058-08-26      | 3.5000%  | 3.5000%  | $158261904.00      | $50149626.48       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2 M55D 20580826 4.00000 -Agency Collateralized Mortgage Obligation | 2058-08-26      | 4.0000%  | 4.0000%  | $860225.00         | $300892.22         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3 MA 20581025 3.50000 -Agency Collateralized Mortgage Obligation   | 2058-10-25      | 3.5000%  | 3.5000%  | $675000.00         | $166730.46         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3 MV 20581025 3.50000 -Agency Collateralized Mortgage Obligation   | 2058-10-25      | 3.5000%  | 3.5000%  | $155000.00         | $108298.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2059-02-25      | 3.0000%  | 3.0000%  | $400001.00         | $203585.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2059-02-25      | 3.0000%  | 3.0000%  | $425000.00         | $190091.08         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2 HT 20591125 2.00000 -Agency Collateralized Mortgage Obligation   | 2059-11-25      | 2.0000%  | 2.0000%  | $700000.00         | $337538.00         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2 MA 20591125 2.00000 -Agency Collateralized Mortgage Obligation   | 2059-11-25      | 2.0000%  | 2.0000%  | $900000.00         | $294204.94         | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRTT SERIES 2020-3 MA 20600525 2.00000 -Agency Collateralized Mortgage Obligation | 2060-05-25      | 2.0000%  | 2.0000%  | $145315.00         | $51061.88          | Agency Collateralized Mortgage Obligation |
| FHLMCT SLSTT SERIES 2019-1 A-2 20290525 3.50000 -Agency Collateralized Mortgage Obligation | 2029-05-25      | 3.5000%  | 3.5000%  | $680845.00         | $663675.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2059-01-25      | 2.7500%  | 2.7500%  | $209611.00         | $198363.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2060-09-25      | 1.7500%  | 1.7500%  | $420000.00         | $160744.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2060-09-25      | 2.0000%  | 2.0000%  | $522255.00         | $201436.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2034-10-25      | 3.5620%  | 3.5620%  | $27222649.00       | $14110909.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                  | 2032-10-25      | 3.0000%  | 3.0000%  | $40697481.00       | $36331726.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2043-08-20      | 2.3600%  | 2.3600%  | $52410000.00       | $471347.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2053-06-20      | 4.6520%  | 4.6520%  | $58195905.00       | $32675975.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2073-03-20      | 0.3060%  | 0.3060%  | $60209342.00       | $2200256.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2053-06-20      | 2.3960%  | 2.3960%  | $18845528.00       | $1507292.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2053-06-20      | 1.5970%  | 1.5970%  | $50000000.00       | $1104000.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1000940.00        | $1034599.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.5000%  | 6.5000%  | $3137392.00        | $3284517.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $6931821.00        | $6833604.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $2103764.00        | $2080809.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $4660582.00        | $4693521.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.0000%  | 6.0000%  | $1096000.00        | $1135601.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 6.0000%  | 6.0000%  | $1203860.00        | $1241236.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.0000%  | 4.0000%  | $9505636.00        | $9122694.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.0000%  | 6.0000%  | $2541023.00        | $2642779.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1458328.00        | $1488953.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.0000%  | 4.0000%  | $1757022.00        | $1686239.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $1943812.00        | $1958028.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $5839395.00        | $5978048.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1679862.00        | $1728797.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.0000%  | 6.0000%  | $1042497.00        | $1104460.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $3745714.00        | $3781181.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 6.0000%  | 6.0000%  | $1052493.00        | $1093413.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1181150.00        | $1207184.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1664911.00        | $1702154.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1454351.00        | $1493630.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 4.5000%  | 4.5000%  | $533340.00         | $525783.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1143002.00        | $1175476.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $2004580.00        | $2026106.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $1239056.00        | $1266366.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 5.5000%  | 5.5000%  | $1774730.00        | $1821255.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 5.5000%  | 5.5000%  | $1530505.00        | $1575669.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-02-01      | 6.0000%  | 6.0000%  | $2292250.00        | $2374597.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $5370158.00        | $5489314.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $18892313.00       | $19287305.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.5000%  | 5.5000%  | $5106215.00        | $5222317.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $7142649.00        | $7199288.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2056-01-01      | 5.0000%  | 5.0000%  | $11894404.00       | $11987260.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2045-05-01      | 6.5000%  | 6.5000%  | $34173090.00       | $27662754.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-09-01      | 6.0000%  | 6.0000%  | $120024493.00      | $108351728.94      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities                    | 2055-11-01      | 6.0000%  | 6.0000%  | $1220000.00        | $1205868.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                  | 2053-04-01      | 4.0000%  | 4.0000%  | $3154234.00        | $532071.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                  | 2053-09-01      | 6.5000%  | 6.5000%  | $49459902.00       | $4996549.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                  | 2053-05-01      | 3.5000%  | 3.5000%  | $8146917.00        | $1305443.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2054-07-01      | 6.5000%  | 6.5000%  | $28924850.00       | $27673716.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-10-01      | 5.5000%  | 5.5000%  | $540000.00         | $530766.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2053-06-01      | 5.0000%  | 5.0000%  | $320000.00         | $304100.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-07-01      | 6.5000%  | 6.5000%  | $23678855.00       | $23689707.75       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-08-01      | 5.0000%  | 5.0000%  | $93329.00          | $91174.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2040-10-01      | 5.5000%  | 5.5000%  | $10514987.00       | $9831740.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 4.5000%  | 4.5000%  | $3946320.00        | $3896695.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 4.5000%  | 4.5000%  | $2869312.00        | $2830263.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 4.5000%  | 4.5000%  | $1068388.00        | $1055414.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-11-01      | 4.5000%  | 4.5000%  | $2117433.00        | $2090490.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 7.0000%  | 7.0000%  | $893579.00         | $945623.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                          | 2055-12-01      | 5.5000%  | 5.5000%  | $9958946.00        | $10156572.61       | Agency Collateralized Mortgage Obligation |

### Security 22: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGV90, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-15      | 6.5000%  | 6.5000% | $1016673.00        | $1023542.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.5000%  | 7.5000% | $2863738.00        | $2371917.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 7.0000%  | 7.0000% | $1999996.00        | $1443359.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 7.0000%  | 7.0000% | $1236167.00        | $1103082.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $1499980.00        | $1567523.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $3445360.00        | $3085350.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $3512560.00        | $2641493.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 7.0000%  | 7.0000% | $2569273.00        | $2683151.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2073-04-20      | 6.4190%  | 6.4190% | $3466239.00        | $3037353.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.5000%  | 6.5000% | $1544712.00        | $951330.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.5000%  | 6.5000% | $1077462.00        | $594592.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 7.0000%  | 7.0000% | $2231879.00        | $2112357.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $2274412.00        | $1730734.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $2355827.00        | $1950681.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 7.0000%  | 7.0000% | $2588167.00        | $2702341.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 7.5000%  | 7.5000% | $1314746.00        | $1424303.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.5000%  | 6.5000% | $1020032.00        | $774363.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.5000%  | 6.5000% | $1246223.00        | $1087062.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.5000%  | 6.5000% | $1238737.00        | $805197.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.5000%  | 6.5000% | $1770034.00        | $1428262.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 7.0000%  | 7.0000% | $1002724.00        | $653626.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 7.0000%  | 7.0000% | $1650335.00        | $1459850.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 7.0000%  | 7.0000% | $2581649.00        | $2099355.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 7.0000%  | 7.0000% | $4321319.00        | $3522912.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $2475999.00        | $2434770.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $1758109.00        | $1620221.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $2581833.00        | $2416402.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $2934823.00        | $2519842.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $4324064.00        | $3528946.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.7990%  | 6.7990% | $1044062.00        | $796222.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.5000%  | 6.5000% | $1121490.00        | $421721.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $1025379.00        | $1066720.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.5000%  | 6.5000% | $1027335.00        | $535338.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.5000%  | 6.5000% | $1083378.00        | $980698.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.5000%  | 6.5000% | $3426015.00        | $2791656.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $1157104.00        | $1015919.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.5000%  | 6.5000% | $6075844.00        | $2829015.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.5000%  | 6.5000% | $1985427.00        | $1349997.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.5000%  | 6.5000% | $1015021.00        | $975495.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2073-09-20      | 6.4870%  | 6.4870% | $4880644.00        | $4362734.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.5000%  | 6.5000% | $1274012.00        | $903623.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2073-11-20      | 6.4260%  | 6.4260% | $3738456.00        | $3449682.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 6.5000%  | 6.5000% | $2544696.00        | $2177782.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 6.5000%  | 6.5000% | $1602437.00        | $1215266.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.5000%  | 6.5000% | $2745560.00        | $2423038.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $1610678.00        | $1394649.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $1981077.00        | $1082799.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $2770378.00        | $2204463.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $158068.00         | $153986.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $2846289.00        | $2694916.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $3662200.00        | $2723880.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2073-09-20      | 6.3860%  | 6.3860% | $3462999.00        | $2722172.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.5000%  | 6.5000% | $1039332.00        | $986705.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $1001426.00        | $409015.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.5000%  | 6.5000% | $1000592.00        | $599680.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-20      | 6.5000%  | 6.5000% | $2268587.00        | $2278227.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.5000%  | 6.5000% | $1369059.00        | $925045.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.5000%  | 6.5000% | $3163213.00        | $1693848.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 8.0000%  | 8.0000% | $2434224.00        | $2062544.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 8.0000%  | 8.0000% | $1034919.00        | $504112.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 7.0000%  | 7.0000% | $2090200.00        | $2195473.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 7.0000%  | 7.0000% | $3195728.00        | $3144437.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 7.0000%  | 7.0000% | $2955382.00        | $2651672.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2074-08-20      | 6.3340%  | 6.3340% | $4193827.00        | $3907474.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 3.3300%  | 3.3300% | $1549129.00        | $406382.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0570%  | 5.0570% | $50000.00          | $41025.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 6.1010%  | 6.1010% | $9253647.00        | $82986.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-04-01      | 6.3170%  | 6.3170% | $18513083.00       | $439169.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $59679784.00       | $56320125.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $133444864.00      | $89772974.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-11-01      | 4.3250%  | 4.3250% | $13045700.00       | $13044328.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 4.5000%  | 4.5000% | $2030.00           | $2030.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 4.5000%  | 4.5000% | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 4.5990%  | 4.5990% | $7383000.00        | $7444489.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-02-01      | 3.2200%  | 3.2200% | $1000.00           | $989.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.3440%  | 5.3440% | $6310813.00        | $5206457.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 4.7190%  | 4.7190% | $995775.00         | $1024087.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 4.7000%  | 4.7000% | $14672947.00       | $15088090.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-06-01      | 4.6290%  | 4.6290% | $1022.00           | $1044.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 4.7500%  | 4.7500% | $64674975.00       | $66296143.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 4.6290%  | 4.6290% | $1000.00           | $1018.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 4.5090%  | 4.5090% | $55171484.00       | $55283264.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 4.6100%  | 4.6100% | $1968679.00        | $2003563.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.7990%  | 4.7990% | $5818000.00        | $5960573.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 4.5490%  | 4.5490% | $78994149.00       | $79470031.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 4.0190%  | 4.0190% | $9168672.00        | $9161890.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $8486043.00        | $7940875.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 3.4080%  | 3.4080% | $10776131.00       | $10412578.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 6.0570%  | 6.0570% | $22997985.00       | $98550.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 6.7430%  | 6.7430% | $15270316.00       | $112770.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-10-01      | 6.3070%  | 6.3070% | $689000.00         | $32783.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 2.5000%  | 2.5000% | $15996862.00       | $349712.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 4.0000%  | 4.0000% | $27700000.00       | $1797314.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $8055522.00        | $1060339.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $3522778.00        | $236376.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 3.5000%  | 3.5000% | $4054000.00        | $471557.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.0000%  | 4.0000% | $1298000.00        | $136170.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | 3.0000% | $11400000.00       | $1505427.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 5.0000%  | 5.0000% | $2380582.00        | $253481.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.0000%  | 3.0000% | $10000000.00       | $1375615.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $5245000.00        | $303757.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $4555000.00        | $299747.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.5000%  | 2.5000% | $8000000.00        | $3567029.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.0000%  | 3.0000% | $3880000.00        | $1117932.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 3.0000%  | 3.0000% | $2059080.00        | $1263968.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.5000%  | 5.5000% | $3500000.00        | $2590728.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 3.5000%  | 3.5000% | $1639834.00        | $1214443.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 5.0000%  | 5.0000% | $148205224.00      | $113625544.07      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 6.5000%  | 6.5000% | $151663616.00      | $76880348.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.5000%  | 3.5000% | $5046498.00        | $1896574.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 6.0000%  | 6.0000% | $4056506.00        | $3402405.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 6.0000%  | 6.0000% | $2054704.00        | $1806521.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 5.5000%  | 5.5000% | $2461446.00        | $2408943.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-15      | 6.5000%  | 6.5000% | $1202810.00        | $1230002.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.5000%  | 5.5000% | $1047063.00        | $713271.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.5000%  | 5.5000% | $3695339.00        | $3621530.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.5000%  | 5.5000% | $343000.00         | $234677.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-15      | 4.0000%  | 4.0000% | $4459277.00        | $2458658.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $2168303.00        | $781663.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.0000%  | 3.0000% | $1000500.00        | $191778.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.0000%  | 3.0000% | $1253040.00        | $431480.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 3.0000%  | 3.0000% | $5850000.00        | $127798.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 7.0000%  | 7.0000% | $1420953.00        | $726168.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2073-04-20      | 6.4020%  | 6.4020% | $3875565.00        | $3288627.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-15      | 6.5000%  | 6.5000% | $2209317.00        | $2355304.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-15      | 7.0000%  | 7.0000% | $4827299.00        | $3178484.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-15      | 7.5000%  | 7.5000% | $2451390.00        | $2252836.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-15      | 7.0000%  | 7.0000% | $3000747.00        | $3071609.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-15      | 3.5000%  | 3.5000% | $40000000.00       | $1775378.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 4.0000%  | 4.0000% | $37695000.00       | $1858380.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.0000%  | 4.0000% | $350000.00         | $88829.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 3.0000%  | 3.0000% | $4763467.00        | $994984.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.5000%  | 3.5000% | $1015000.00        | $488011.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 2.5000%  | 2.5000% | $800000.00         | $479014.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2072-02-20      | 5.2820%  | 5.2820% | $2500000.00        | $2590643.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $54843703.00       | $55271800.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-15      | 5.0000%  | 5.0000% | $64000000.00       | $3464276.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 5.5000%  | 5.5000% | $26220374.00       | $2303885.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-15      | 5.5000%  | 5.5000% | $15000000.00       | $479463.60         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $99.72             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-09      | 0.0000%  | 0.0000% | $100.00            | $99.31             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-09      | 0.0000%  | 0.0000% | $100.00            | $99.31             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-15      | 6.0000%  | 6.0000% | $100.00            | $102.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 6.7500%  | 6.7500% | $100.00            | $104.71            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-11-15      | 4.3750%  | 4.3750% | $200.00            | $198.70            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-08-15      | 3.6250%  | 3.6250% | $103095400.00      | $90744974.49       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 1.3750%  | 1.3750% | $400.00            | $472.50            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-02-15      | 0.7500%  | 0.7500% | $400.00            | $406.33            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-02-15      | 0.8750%  | 0.8750% | $100.00            | $98.03             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-11-15      | 3.3750%  | 3.3750% | $905600.00         | $723406.53         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-02-15      | 0.1250%  | 0.1250% | $100.00            | $67.89             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-08-15      | 4.2500%  | 4.2500% | $100.00            | $92.43             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-11-15      | 4.5000%  | 4.5000% | $81554400.00       | $77734189.14       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-05-15      | 4.7500%  | 4.7500% | $100.00            | $99.32             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-15      | 2.6250%  | 2.6250% | $100.00            | $98.30             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-15      | 0.2500%  | 0.2500% | $200.00            | $246.96            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 0.6250%  | 0.6250% | $100.00            | $96.88             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-02-15      | 1.1250%  | 1.1250% | $100.00            | $88.33             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-05-15      | 1.6250%  | 1.6250% | $100.00            | $89.76             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 4.1250%  | 4.1250% | $200.00            | $204.58            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 4.1250%  | 4.1250% | $100.00            | $102.29            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-30      | 3.8750%  | 3.8750% | $100.00            | $101.21            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-31      | 3.8750%  | 3.8750% | $100.00            | $100.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-31      | 3.7500%  | 3.7500% | $1600.00           | $1609.62           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 4.3750%  | 4.3750% | $200.00            | $204.74            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-15      | 4.6250%  | 4.6250% | $100.00            | $102.03            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-31      | 4.8750%  | 4.8750% | $100.00            | $104.49            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-31      | 4.8750%  | 4.8750% | $200.00            | $202.36            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-06-30      | 4.2500%  | 4.2500% | $100.00            | $102.20            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-31      | 3.7500%  | 3.7500% | $100.00            | $101.63            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $1600.00           | $1643.60           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 3.7500%  | 3.7500% | $100.00            | $101.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-05-15      | 4.2500%  | 4.2500% | $100.00            | $101.31            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-31      | 3.8750%  | 3.8750% | $200.00            | $204.79            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 3.5000%  | 3.5000% | $100.00            | $101.09            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-10-31      | 3.6250%  | 3.6250% | $100.00            | $100.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-31      | 3.3750%  | 3.3750% | $100.00            | $99.95             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-08-15      | 0.0000%  | 0.0000% | $18049597.44       | $9543688.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $2785966.00        | $2935199.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 7.0000%  | 7.0000% | $2728886.00        | $2684891.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 7.0000%  | 7.0000% | $1503229.00        | $1583402.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $2953736.00        | $3118447.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $2303684.00        | $2432064.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.5000%  | 7.5000% | $2785019.00        | $2981337.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2075-03-20      | 6.4160%  | 6.4160% | $2530711.00        | $2579220.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 7.0000%  | 7.0000% | $1226115.00        | $1296076.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $2550889.00        | $2716889.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 7.0000%  | 7.0000% | $2418480.00        | $2557246.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 7.0000%  | 7.0000% | $1568562.00        | $1669462.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $1170082.00        | $1219707.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1377896.00        | $1439660.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1794938.00        | $1874092.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 7.5000%  | 7.5000% | $2630921.00        | $2827792.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 7.5000%  | 7.5000% | $1623831.00        | $1745914.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $2683368.00        | $2804667.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 7.5000%  | 7.5000% | $2338513.00        | $2530217.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $3437578.00        | $3540746.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $1174903.00        | $1223919.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $1248707.00        | $1292384.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $1148652.00        | $1156601.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $1295187.00        | $1347134.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 7.0000%  | 7.0000% | $2093766.00        | $2194995.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $1781751.00        | $1871119.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 7.0000%  | 7.0000% | $1784423.00        | $1878854.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 7.0000%  | 7.0000% | $2313749.00        | $2420894.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $2383963.00        | $2499386.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 7.5000%  | 7.5000% | $3047093.00        | $3303384.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $1750239.00        | $1871626.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $2007299.00        | $2148195.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.5000%  | 7.5000% | $1060167.00        | $1150095.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $1481771.00        | $1492026.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $1556277.00        | $1572780.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $1509682.00        | $1523837.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $205881.00         | $215999.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $210270.00         | $220604.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 3.5000%  | 3.5000% | $4016056.00        | $3679670.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $1269234.00        | $1329228.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.0000%  | 7.0000% | $569437.00         | $595420.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $273311.00         | $287401.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1050401.00        | $1073851.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.5000%  | 3.5000% | $9958717.00        | $1505314.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 4.0000%  | 4.0000% | $2629006.00        | $516814.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-20      | 5.5000%  | 5.5000% | $2000000.00        | $33963.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 4.0000%  | 4.0000% | $15853000.00       | $824859.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 3.5000%  | 3.5000% | $25000000.00       | $1728047.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.0000%  | 4.0000% | $53600000.00       | $2657883.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.0000%  | 4.0000% | $5363982.00        | $265592.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 4.0000%  | 4.0000% | $15078000.00       | $751276.95         | Agency Mortgage-Backed Securities |

### Security 23: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGV66, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-25      | 1.7140%  | 1.7140% | $50000000.00       | $44430286.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-25      | 1.2080%  | 1.2080% | $77000000.00       | $67084641.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-25      | 1.9270%  | 1.9270% | $18712282.00       | $16499451.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-25      | 3.7590%  | 3.7590% | $50000000.00       | $48813229.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips     | 2054-11-25      | 5.1970%  | 5.1970% | $41870487.00       | $33306651.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips     | 2055-05-25      | 5.7470%  | 5.7470% | $74590133.00       | $59865739.46       | Agency Mortgage-Backed Securities |

### Security 24: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVC3, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1820000000.00
- **C.18.a - Value (excl. sponsor support):** $1820000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 0.0000%  | 0.0000% | $48.63             | $17.85             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $179.09            | $94.69             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $14827753.15       | $14696147.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $19451591.59       | $19463601.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $2732732.73        | $2780088.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $3106024.02        | $3157190.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $546546.54         | $552358.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $27327327.32       | $27686480.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $46381852.85       | $48155563.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $31258144.74       | $31661538.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $13123129.12       | $13437448.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $18158735.73       | $18395252.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $3087660.06        | $3259258.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $19457.05          | $19779.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $551684.08         | $570108.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $12143171.17       | $12470977.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $1330840.84        | $1395699.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $235783459.45      | $256220981.01      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 4.5000%  | 4.5000% | $44849008.40       | $45934669.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $19044960.96       | $19171947.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $24091771.77       | $25174933.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $27971815.01       | $28431249.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $48154193.99       | $53744973.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $47954431.23       | $50778752.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $21475836.03       | $24403144.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $155013663.06      | $167629501.98      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $33284.68          | $31628.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-15      | 0.1250%  | 0.1250% | $27499325.52       | $32299641.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $2685456.45        | $2342962.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $184313914.11      | $249784283.96      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $135498836.03      | $167315806.88      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $163.96            | $162.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $220526721.92      | $291199894.66      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $2751479.27        | $2838936.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $54.65             | $54.28             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $252832.43         | $249741.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $14302631.23       | $13221955.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $252340.54         | $245944.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $81934541.74       | $50838382.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $109.30            | $67.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $109855855.85      | $77120227.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $39212419.21       | $30688851.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 3.8750%  | 3.8750% | $73237237.23       | $69029700.64       | U.S. Treasuries (including strips) |

### Security 25: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYX4, C.4 - ISIN: 36977, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $2125000000.00
- **C.18.a - Value (excl. sponsor support):** $2125000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-07-25      | 4.4970%  | 4.4970% | $33847963.97       | $29528519.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 4.6970%  | 4.6970% | $34355004.43       | $30116460.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 4.6470%  | 4.6470% | $48295454.54       | $46065911.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 5.5000%  | 5.5000% | $965.90            | $5.11              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 4.5000%  | 4.5000% | $15532892.27       | $247458.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $48308619.88       | $3335472.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 4.0000%  | 4.0000% | $1147.49           | $72.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.5000%  | 4.5000% | $44402196.64       | $2526293.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 4.5000%  | 4.5000% | $18636458.63       | $735857.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 4.0000%  | 4.0000% | $11590909.09       | $866308.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $6375556.36        | $1052458.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $2522285.17        | $604522.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $1819710.90        | $423563.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $965.90            | $146.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 3.0000%  | 3.0000% | $10736744.09       | $168714.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $7521281.98        | $1711691.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0000%  | 4.0000% | $2200764.94        | $494444.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.5000%  | 3.5000% | $2704545.45        | $635927.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.5000%  | 3.5000% | $5698054.20        | $1140264.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $9890909.09        | $386002.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $3492040.51        | $592459.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 4.0000%  | 4.0000% | $5515649.03        | $779503.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.0000%  | 4.0000% | $4829545.45        | $830773.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $5795454.54        | $85773.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $261719.82         | $214448.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $5532170.90        | $4663483.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $10534393.86       | $9227111.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $9659090.90        | $9137581.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $30357737.44       | $27208061.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $2209764.31        | $1966984.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1339979.60        | $1366615.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $4810745.96        | $4889009.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $979869.37         | $855694.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1247183.74        | $1287614.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1465409.65        | $1522398.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1280431.30        | $1328614.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1197096.53        | $1219272.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $6635536.59        | $6822935.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $251772.89         | $235912.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $9045738.63        | $8647199.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.0000%  | 4.0000% | $1025287.38        | $273967.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.0000%  | 4.0000% | $1083233.23        | $527542.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $965.90            | $128.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $3863.63           | $585.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $965.90            | $129.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $965.90            | $228.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1020475.22        | $243672.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $995950.79         | $177891.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $114684473.69      | $23712624.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 3.0000%  | 3.0000% | $536079.54         | $56069.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $7172042.10        | $1146150.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 8.0000%  | 8.0000% | $26515.17          | $7351.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 2.0000%  | 2.0000% | $11692879.14       | $7118787.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.0000%  | 2.0000% | $90797.38          | $54147.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.4870%  | 5.4870% | $353724.60         | $245329.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.0400%  | 4.0400% | $6021562.27        | $5944001.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $19318.18          | $4369.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | 3.5000% | $241491.76         | $77312.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $16420.45          | $4346.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $3000421.76        | $1648016.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $50432291.76       | $35963537.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $12556.81          | $8992.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $24904528.63       | $19660913.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $34125800.96       | $26498820.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.5000%  | 5.5000% | $153056.98         | $847.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 6.5000%  | 6.5000% | $36834.94          | $320.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $16654865.22       | $1928947.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 3.5000%  | 3.5000% | $10574507.10       | $614196.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 4.0000%  | 4.0000% | $11859288.86       | $803406.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | 4.0000% | $5119843.63        | $1210579.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.5000%  | 3.5000% | $6761364.60        | $1156030.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $48295630.34       | $11157891.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 3.5000%  | 3.5000% | $1014204.54        | $76316.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 3.5000%  | 3.5000% | $482954.54         | $50701.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 2.5000%  | 2.5000% | $5578667.84        | $5180818.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 3.0000%  | 3.0000% | $351206.47         | $209791.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $7034037.84        | $5057169.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $4232.61           | $3041.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000% | $579545.45         | $418902.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.0000%  | 6.0000% | $965.90            | $841.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $7499318.18        | $5492697.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 2.5000%  | 2.5000% | $879274.77         | $680552.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1223.80           | $750.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 3.5000%  | 3.5000% | $58818.06          | $30506.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $7799.71           | $6151.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000% | $6761363.63        | $4261665.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $19480871.81       | $17408472.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $11389653.23       | $8746333.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $10011163.80       | $8734155.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.0000%  | 4.0000% | $247233.12         | $228436.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.5000%  | 4.5000% | $408194.14         | $384973.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $9785395.11        | $8855151.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 5.0000%  | 5.0000% | $6804811.19        | $610221.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-08-01      | 3.5000%  | 3.5000% | $14020825.34       | $1881795.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.5000%  | 2.5000% | $3677326.02        | $2472958.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $76075.96          | $59991.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $40345.05          | $33111.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $38289984.77       | $31925336.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $10135049.37       | $9329590.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $9920645.56        | $8299347.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 2.0000%  | 2.0000% | $96590.90          | $62625.66          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips                       | 2028-07-13      | 3.7400%  | 3.7400% | $4163068.18        | $4162781.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1255681.81        | $498398.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $513905.17         | $259996.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $32902681.87       | $25136947.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $63825131.30       | $50863990.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-10-01      | 5.0000%  | 5.0000% | $1431139.20        | $1398602.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $19366749.65       | $14513248.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 3.5000%  | 3.5000% | $243565.56         | $233955.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $151541698.46      | $9735175.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-01-25      | 3.0000%  | 3.0000% | $82637190.28       | $11435201.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 4.9470%  | 4.9470% | $3604571.81        | $1758710.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 4.5970%  | 4.5970% | $6233381.30        | $4969314.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 6.0000%  | 6.0000% | $3572497.84        | $2125338.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 4.6970%  | 4.6970% | $7444229.48        | $6480275.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 4.6470%  | 4.6470% | $70607954.54       | $55211885.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 4.6470%  | 4.6470% | $20669602.61       | $19365288.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 8.0000%  | 8.0000% | $8071625.11        | $8493323.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.0000%  | 2.0000% | $16522632.27       | $12786175.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 4.9970%  | 4.9970% | $19041786.93       | $13399649.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 4.9970%  | 4.9970% | $17161583.06       | $10462740.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 5.2470%  | 5.2470% | $93409377.44       | $44632359.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 4.8970%  | 4.8970% | $5989666.98        | $4513988.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.5970%  | 4.5970% | $53833029.71       | $25562294.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.5970%  | 4.5970% | $3133628.35        | $1705497.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 4.5970%  | 4.5970% | $26828292.10       | $15098511.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 4.5970%  | 4.5970% | $66867759.43       | $51232371.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 5.6270%  | 5.6270% | $121784603.86      | $106200925.00      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $41800.68          | $38497.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1954.99           | $1875.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $20270116.13       | $17406620.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $708674.94         | $689337.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1931173.92        | $1741031.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1030936.02        | $1040883.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $4158223.18        | $4232108.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1002536.36        | $1008034.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $2671304.65        | $2671029.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $3733919.60        | $3760886.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $3036423.12        | $2873030.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $3015971.93        | $2621037.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $4908863.97        | $4781707.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $23385385.45       | $24073339.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $9895572.49        | $9868704.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $4288848.86        | $3946536.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $6279374.99        | $4929363.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $5730505.85        | $5672692.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1608032.89        | $1545526.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $63396859.77       | $59951736.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 7.0000%  | 7.0000% | $881269.37         | $728182.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $200986.36         | $197315.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 4.0000%  | 4.0000% | $5906.53           | $5619.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $2923421.42        | $2815154.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.0000%  | 4.0000% | $428863.63         | $410280.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $4437075.34        | $4367863.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 4.5000%  | 4.5000% | $372874.71         | $363778.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $24020328.69       | $24229066.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $965.90            | $976.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $11212404.09       | $11421580.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $365496.13         | $372238.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $3912858.12        | $3953343.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $4391102.89        | $4437954.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 2.0000%  | 2.0000% | $98607033.74       | $54528840.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 2.0000%  | 2.0000% | $331327.10         | $189890.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $48835285.68       | $29199976.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.0000%  | 2.0000% | $20955523.29       | $12577848.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000% | $21790089.99       | $13493018.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.0000%  | 5.0000% | $22185965.90       | $17872381.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.5000%  | 5.5000% | $2649789.99        | $2016252.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 6.0000%  | 6.0000% | $1094772.95        | $1005401.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-20      | 6.5000%  | 6.5000% | $520929.26         | $543179.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-12-20      | 7.0000%  | 7.0000% | $1667347.44        | $1740473.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 4.0000%  | 4.0000% | $24147.72          | $22943.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $6791342.55        | $6922283.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | 6.0000% | $497342.72         | $512284.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.0000%  | 6.0000% | $40993.18          | $32058.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $1007954.14        | $282491.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $1045041.19        | $1020714.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.0000%  | 6.0000% | $24481.93          | $22912.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-12-20      | 7.0000%  | 7.0000% | $16420454.54       | $9917621.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.4470%  | 1.4470% | $74374999.99       | $2796560.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 4.7530%  | 4.7530% | $65180332.67       | $56177820.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.7530%  | 4.7530% | $33924695.79       | $34005400.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.7530%  | 4.7530% | $19246593.46       | $19309605.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $55616100.79       | $4043836.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 4.8020%  | 4.8020% | $17552616.87       | $5551669.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.7530%  | 4.7530% | $14599649.26       | $12152555.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.7030%  | 4.7030% | $965.90            | $712.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6970%  | 1.6970% | $78786068.23       | $3425837.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.1970%  | 2.1970% | $44189605.85       | $1732175.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.1970%  | 2.1970% | $51840396.93       | $2073214.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 4.6020%  | 4.6020% | $52702214.82       | $28822142.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.6020%  | 4.6020% | $107336119.37      | $107208111.55      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $275655.96         | $230112.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $2008809.82        | $2026286.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $32032443.18       | $30967169.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $11221158.12       | $11319773.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 2.0000%  | 2.0000% | $18309845.17       | $14914213.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $193985.45         | $199169.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $15454545.45       | $9376091.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $28622032.61       | $19713640.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.5000%  | 4.5000% | $700284.09         | $475270.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $7753077.95        | $5836306.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | 2.5000% | $1061965.85        | $794123.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $34986299.43       | $27045648.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $4794337.10        | $3475459.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $965909.09         | $797316.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $6376.93           | $5272.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $23181.81          | $17736.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $290328.12         | $222870.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $6678511.81        | $6001781.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $3531382.95        | $2983907.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $544221.19         | $389727.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $11027786.02       | $9923027.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $68871496.30       | $69818404.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $13163185.96       | $1886099.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $26803977.27       | $5040097.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $15473650.17       | $427827.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.0000%  | 4.0000% | $11270159.65       | $502585.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.5000%  | 3.5000% | $4829545.45        | $717182.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $3863.63           | $2353.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $1448863.63        | $63369.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $13478210.45       | $10681449.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 5.5000%  | 5.5000% | $97526.87          | $56571.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.0000%  | 2.0000% | $10999407.61       | $7202040.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $4829.54           | $3189.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $5795.45           | $4281.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.0000%  | 4.0000% | $18381.24          | $14092.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 6.5000%  | 6.5000% | $6963.23           | $1295.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 4.5000%  | 4.5000% | $10624.99          | $9817.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $1188068.18        | $995720.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-12-01      | 4.0000%  | 4.0000% | $181878.74         | $153060.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $25886328.86       | $23110603.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $463092.55         | $414113.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $308493.01         | $275951.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $54532249.37       | $51559206.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $76877743.86       | $74130012.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.5000%  | 4.5000% | $723924.71         | $698740.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $17805568.18       | $17356891.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $825043.80         | $785105.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 5.5000%  | 5.5000% | $246245.96         | $224447.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $30044.60          | $29639.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 4.5000%  | 4.5000% | $1931.81           | $1901.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 5.5000%  | 5.5000% | $277313.46         | $279013.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.5000%  | 5.5000% | $270454.54         | $261920.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 4.0000%  | 4.0000% | $14726188.18       | $14132902.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1595787.10        | $1620735.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 5.5000%  | 5.5000% | $797812.89         | $819457.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.5000%  | 4.5000% | $6809659.09        | $345534.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $16553494.99       | $16511333.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $866811.64         | $857069.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 4.0000%  | 4.0000% | $12864.94          | $12134.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $645537.32         | $563808.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1139544.77        | $1168170.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $4216463.63        | $4279084.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1707234.65        | $1280843.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $2137545.22        | $1827505.54        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-03-26      | 0.0000%  | 0.0000% | $193.18            | $192.17            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-24      | 0.0000%  | 0.0000% | $545159.09         | $543952.65         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-02-15      | 2.3750%  | 2.3750% | $65681.81          | $64850.81          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-15      | 2.8750%  | 2.8750% | $96590.90          | $95713.17          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-30      | 2.3750%  | 2.3750% | $72829.54          | $73032.17          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-30      | 1.6250%  | 1.6250% | $27964999.99       | $27597406.06       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-15      | 0.1250%  | 0.1250% | $7823.86           | $9452.79           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-31      | 1.2500%  | 1.2500% | $7527329.54        | $7156223.01        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-30      | 1.5000%  | 1.5000% | $217329.54         | $205683.66         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-31      | 2.5000%  | 2.5000% | $104021164.77      | $103652526.33      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-28      | 4.0000%  | 4.0000% | $1617607.95        | $1661048.13        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-15      | 4.2500%  | 4.2500% | $9079.54           | $9214.67           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-31      | 3.8750%  | 3.8750% | $11452977.27       | $11729723.59       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-11-30      | 3.7500%  | 3.7500% | $386363.63         | $382671.67         | Agency Mortgage-Backed Securities |

### Security 26: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYW6, C.4 - ISIN: 36977, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2032-12-31      | 3.8750%  | 3.8750% | $136235.29         | $135486.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $6147176.47        | $6103318.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $3529411.76        | $3555779.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $79058.82          | $80718.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $705.88            | $716.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $233647.05         | $239292.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $1270.58           | $1281.44           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $24705.88          | $24856.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $55907647.05       | $56573058.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $35739176.47       | $36125617.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $20258.82          | $20499.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $494.11            | $500.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $51882352.94       | $52657649.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $7957411.76        | $8128542.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $2823529.41        | $2894155.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $3334588.23        | $3436724.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $423.52            | $426.82            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $68864258.82       | $70400076.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $8756470.58        | $8932027.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $17647058.82       | $18188934.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $263647.05         | $265124.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $4235294.11        | $4286925.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $202588.23         | $208206.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $22880894.11       | $23274718.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $70.58             | $73.77             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $1341247.05        | $1347561.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $8925388.23        | $9165075.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $443647.05         | $451022.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $70588235.29       | $71452998.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $39501176.47       | $40416440.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $70588235.29       | $71940609.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $61411.76          | $61829.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $11608376.47       | $11336316.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $141.17            | $133.50            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $705882.35         | $694445.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $14935552.94       | $14882623.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $2329411.76        | $2031367.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $647999.99         | $612451.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $17647058.82       | $16658096.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $3529.41           | $4362.45           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $2612470.58        | $2491490.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $352.94            | $337.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $564.70            | $499.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $211.76            | $212.15            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $11294117.64       | $10796458.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $501105.88         | $479132.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $7267058.82        | $6968138.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $30631058.82       | $30228420.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $706447.05         | $701531.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $494.11            | $500.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $1429411.76        | $1420880.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $13243058.82       | $13122717.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $282.35            | $368.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $705.88            | $699.54            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $7058.82           | $6845.02           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $63458.82          | $65288.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $340941.17         | $337242.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $523764.70         | $530673.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $4941.17           | $4845.56           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $1728988.23        | $1614979.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $2581411.76        | $2215379.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $3886376.47        | $1934223.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $2266235.29        | $1635378.64        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $6211.76           | $4773.79           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $676941.17         | $716375.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-04      | 0.0000%  | 0.0000% | $133694.11         | $132088.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-05      | 0.0000%  | 0.0000% | $494.11            | $493.96            | U.S. Treasuries (including strips) |

### Security 27: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2
- **C.18 - Value (incl. sponsor support):** $264900332.72
- **C.18.a - Value (excl. sponsor support):** $264900332.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9
- **C.18 - Value (incl. sponsor support):** $161149321.06
- **C.18.a - Value (excl. sponsor support):** $161149321.06
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1
- **C.18 - Value (incl. sponsor support):** $175094517.50
- **C.18.a - Value (excl. sponsor support):** $175094517.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3
- **C.18 - Value (incl. sponsor support):** $165085473.30
- **C.18.a - Value (excl. sponsor support):** $165085473.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7
- **C.18 - Value (incl. sponsor support):** $204380896.56
- **C.18.a - Value (excl. sponsor support):** $204380896.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126986534.19
- **C.18.a - Value (excl. sponsor support):** $126986534.19
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48061136.16
- **C.18.a - Value (excl. sponsor support):** $48061136.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYJ0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75000921.75
- **C.18.a - Value (excl. sponsor support):** $75000921.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53526673.50
- **C.18.a - Value (excl. sponsor support):** $53526673.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71524862.70
- **C.18.a - Value (excl. sponsor support):** $71524862.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44024332.44
- **C.18.a - Value (excl. sponsor support):** $44024332.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170073474.00
- **C.18.a - Value (excl. sponsor support):** $170073474.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999906.00
- **C.18.a - Value (excl. sponsor support):** $99999906.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126403031.07
- **C.18.a - Value (excl. sponsor support):** $126403031.07
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64034585.60
- **C.18.a - Value (excl. sponsor support):** $64034585.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5
- **C.18 - Value (incl. sponsor support):** $385997988.94
- **C.18.a - Value (excl. sponsor support):** $385997988.94
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6
- **C.18 - Value (incl. sponsor support):** $194511308.55
- **C.18.a - Value (excl. sponsor support):** $194511308.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3
- **C.18 - Value (incl. sponsor support):** $750835703.58
- **C.18.a - Value (excl. sponsor support):** $750835703.58
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75T7
- **C.18 - Value (incl. sponsor support):** $400001796.00
- **C.18.a - Value (excl. sponsor support):** $400001796.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DE9
- **C.18 - Value (incl. sponsor support):** $268002961.40
- **C.18.a - Value (excl. sponsor support):** $268002961.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B41
- **C.18 - Value (incl. sponsor support):** $359225718.72
- **C.18.a - Value (excl. sponsor support):** $359225718.72
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FR0
- **C.18 - Value (incl. sponsor support):** $72001888.56
- **C.18.a - Value (excl. sponsor support):** $72001888.56
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QJ6
- **C.18 - Value (incl. sponsor support):** $715684401.52
- **C.18.a - Value (excl. sponsor support):** $715684401.52
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DP8
- **C.18 - Value (incl. sponsor support):** $682734961.07
- **C.18.a - Value (excl. sponsor support):** $682734961.07
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JS2
- **C.18 - Value (incl. sponsor support):** $726486681.31
- **C.18.a - Value (excl. sponsor support):** $726486681.31
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K76
- **C.18 - Value (incl. sponsor support):** $250003602.50
- **C.18.a - Value (excl. sponsor support):** $250003602.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6
- **C.18 - Value (incl. sponsor support):** $328174643.60
- **C.18.a - Value (excl. sponsor support):** $328174643.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MH5
- **C.18 - Value (incl. sponsor support):** $143074783.28
- **C.18.a - Value (excl. sponsor support):** $143074783.28
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B42X8
- **C.18 - Value (incl. sponsor support):** $91056292.60
- **C.18.a - Value (excl. sponsor support):** $91056292.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5
- **C.18 - Value (incl. sponsor support):** $360404011.25
- **C.18.a - Value (excl. sponsor support):** $360404011.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B58
- **C.18 - Value (incl. sponsor support):** $360023083.20
- **C.18.a - Value (excl. sponsor support):** $360023083.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R87
- **C.18 - Value (incl. sponsor support):** $480002400.00
- **C.18.a - Value (excl. sponsor support):** $480002400.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q92
- **C.18 - Value (incl. sponsor support):** $249968420.00
- **C.18.a - Value (excl. sponsor support):** $249968420.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TV4
- **C.18 - Value (incl. sponsor support):** $667031308.98
- **C.18.a - Value (excl. sponsor support):** $667031308.98
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2
- **C.18 - Value (incl. sponsor support):** $225502462.46
- **C.18.a - Value (excl. sponsor support):** $225502462.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FK5
- **C.18 - Value (incl. sponsor support):** $292007019.68
- **C.18.a - Value (excl. sponsor support):** $292007019.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7
- **C.18 - Value (incl. sponsor support):** $45317941.44
- **C.18.a - Value (excl. sponsor support):** $45317941.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9
- **C.18 - Value (incl. sponsor support):** $229073074.23
- **C.18.a - Value (excl. sponsor support):** $229073074.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9
- **C.18 - Value (incl. sponsor support):** $365204692.82
- **C.18.a - Value (excl. sponsor support):** $365204692.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LZ6
- **C.18 - Value (incl. sponsor support):** $126065120.58
- **C.18.a - Value (excl. sponsor support):** $126065120.58
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CS9
- **C.18 - Value (incl. sponsor support):** $380999127.51
- **C.18.a - Value (excl. sponsor support):** $380999127.51
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3
- **C.18 - Value (incl. sponsor support):** $713842286.30
- **C.18.a - Value (excl. sponsor support):** $713842286.30
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5
- **C.18 - Value (incl. sponsor support):** $316804190.16
- **C.18.a - Value (excl. sponsor support):** $316804190.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51
- **C.18 - Value (incl. sponsor support):** $215001838.25
- **C.18.a - Value (excl. sponsor support):** $215001838.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RC0
- **C.18 - Value (incl. sponsor support):** $261003207.69
- **C.18.a - Value (excl. sponsor support):** $261003207.69
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K27
- **C.18 - Value (incl. sponsor support):** $280807573.18
- **C.18.a - Value (excl. sponsor support):** $280807573.18
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6
- **C.18 - Value (incl. sponsor support):** $261454908.54
- **C.18.a - Value (excl. sponsor support):** $261454908.54
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RJ6
- **C.18 - Value (incl. sponsor support):** $250133112.50
- **C.18.a - Value (excl. sponsor support):** $250133112.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZN5
- **C.18 - Value (incl. sponsor support):** $395010187.05
- **C.18.a - Value (excl. sponsor support):** $395010187.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EB4
- **C.18 - Value (incl. sponsor support):** $200000930.00
- **C.18.a - Value (excl. sponsor support):** $200000930.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4
- **C.18 - Value (incl. sponsor support):** $209716617.60
- **C.18.a - Value (excl. sponsor support):** $209716617.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69
- **C.18 - Value (incl. sponsor support):** $366803745.03
- **C.18.a - Value (excl. sponsor support):** $366803745.03
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HT4
- **C.18 - Value (incl. sponsor support):** $700090622.00
- **C.18.a - Value (excl. sponsor support):** $700090622.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74C5
- **C.18 - Value (incl. sponsor support):** $215998870.32
- **C.18.a - Value (excl. sponsor support):** $215998870.32
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4
- **C.18 - Value (incl. sponsor support):** $248088367.50
- **C.18.a - Value (excl. sponsor support):** $248088367.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0
- **C.18 - Value (incl. sponsor support):** $111011682.75
- **C.18.a - Value (excl. sponsor support):** $111011682.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YS9
- **C.18 - Value (incl. sponsor support):** $246317707.50
- **C.18.a - Value (excl. sponsor support):** $246317707.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9
- **C.18 - Value (incl. sponsor support):** $324342144.75
- **C.18.a - Value (excl. sponsor support):** $324342144.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68
- **C.18 - Value (incl. sponsor support):** $581007454.23
- **C.18.a - Value (excl. sponsor support):** $581007454.23
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8
- **C.18 - Value (incl. sponsor support):** $72002504.16
- **C.18.a - Value (excl. sponsor support):** $72002504.16
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2
- **C.18 - Value (incl. sponsor support):** $511399427.23
- **C.18.a - Value (excl. sponsor support):** $511399427.23
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8
- **C.18 - Value (incl. sponsor support):** $114223430.30
- **C.18.a - Value (excl. sponsor support):** $114223430.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4
- **C.18 - Value (incl. sponsor support):** $300019170.00
- **C.18.a - Value (excl. sponsor support):** $300019170.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7
- **C.18 - Value (incl. sponsor support):** $355527401.94
- **C.18.a - Value (excl. sponsor support):** $355527401.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72D5
- **C.18 - Value (incl. sponsor support):** $350599004.30
- **C.18.a - Value (excl. sponsor support):** $350599004.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76
- **C.18 - Value (incl. sponsor support):** $426004877.70
- **C.18.a - Value (excl. sponsor support):** $426004877.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86A5
- **C.18 - Value (incl. sponsor support):** $1443953041.12
- **C.18.a - Value (excl. sponsor support):** $1443953041.12
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SU7
- **C.18 - Value (incl. sponsor support):** $907007056.46
- **C.18.a - Value (excl. sponsor support):** $907007056.46
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99
- **C.18 - Value (incl. sponsor support):** $457051462.77
- **C.18.a - Value (excl. sponsor support):** $457051462.77
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0
- **C.18 - Value (incl. sponsor support):** $244695698.18
- **C.18.a - Value (excl. sponsor support):** $244695698.18
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73U6
- **C.18 - Value (incl. sponsor support):** $250008770.00
- **C.18.a - Value (excl. sponsor support):** $250008770.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NN0
- **C.18 - Value (incl. sponsor support):** $710094131.80
- **C.18.a - Value (excl. sponsor support):** $710094131.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RJ5
- **C.18 - Value (incl. sponsor support):** $100000614.00
- **C.18.a - Value (excl. sponsor support):** $100000614.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6
- **C.18 - Value (incl. sponsor support):** $362790066.21
- **C.18.a - Value (excl. sponsor support):** $362790066.21
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3
- **C.18 - Value (incl. sponsor support):** $353307923.86
- **C.18.a - Value (excl. sponsor support):** $353307923.86
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7
- **C.18 - Value (incl. sponsor support):** $97000707.13
- **C.18.a - Value (excl. sponsor support):** $97000707.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4
- **C.18 - Value (incl. sponsor support):** $149984343.00
- **C.18.a - Value (excl. sponsor support):** $149984343.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0
- **C.18 - Value (incl. sponsor support):** $366000911.34
- **C.18.a - Value (excl. sponsor support):** $366000911.34
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9
- **C.18 - Value (incl. sponsor support):** $113520700.95
- **C.18.a - Value (excl. sponsor support):** $113520700.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0
- **C.18 - Value (incl. sponsor support):** $470807481.01
- **C.18.a - Value (excl. sponsor support):** $470807481.01
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5
- **C.18 - Value (incl. sponsor support):** $246391355.00
- **C.18.a - Value (excl. sponsor support):** $246391355.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8L91
- **C.18 - Value (incl. sponsor support):** $725981854.26
- **C.18.a - Value (excl. sponsor support):** $725981854.26
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3
- **C.18 - Value (incl. sponsor support):** $190122202.30
- **C.18.a - Value (excl. sponsor support):** $190122202.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7UB8
- **C.18 - Value (incl. sponsor support):** $182810772.40
- **C.18.a - Value (excl. sponsor support):** $182810772.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6
- **C.18 - Value (incl. sponsor support):** $271023349.36
- **C.18.a - Value (excl. sponsor support):** $271023349.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5
- **C.18 - Value (incl. sponsor support):** $723003470.40
- **C.18.a - Value (excl. sponsor support):** $723003470.40
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $183631893.16
- **C.18.a - Value (excl. sponsor support):** $183631893.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95047714.70
- **C.18.a - Value (excl. sponsor support):** $95047714.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $149095540.29
- **C.18.a - Value (excl. sponsor support):** $149095540.29
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $354173123.70
- **C.18.a - Value (excl. sponsor support):** $354173123.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $111731488.23
- **C.18.a - Value (excl. sponsor support):** $111731488.23
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVP4, C.4 - ISIN: 592, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $8574608.00        | $8896831.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $1233294.00        | $1270028.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 4.5000%  | 4.5000% | $225000.00         | $54017.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-08-01      | 4.0000%  | 4.0000% | $2825351.00        | $368668.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 3.5000%  | 3.5000% | $6470264.00        | $2146621.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.5000%  | 3.5000% | $4884352.00        | $3165288.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.5000%  | 3.5000% | $432128.00         | $306291.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $233259.00         | $167500.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $12021104.00       | $8531329.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.5000%  | 6.5000% | $1304804.00        | $665865.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.5000%  | 4.5000% | $4566816.00        | $3789298.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 1.5000%  | 1.5000% | $8235440.00        | $5108792.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $84427392.00       | $76984408.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $179484.00         | $155525.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 6.5000%  | 6.5000% | $4404672.00        | $3916330.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $1349200.00        | $1404771.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $34909000.00       | $29224752.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 1.5000%  | 1.5000% | $62695872.00       | $58158333.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 4.5000%  | 4.5000% | $1730000.00        | $251980.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $700000.00         | $157304.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 2.0000%  | 2.0000% | $6508000.00        | $3529778.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $11128740.00       | $7441909.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $4500000.00        | $3061453.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $15500000.00       | $10276205.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $127604.00         | $93680.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $1100000.00        | $718422.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.0000%  | 5.0000% | $13422688.00       | $9478348.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $2870000.00        | $2346801.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $92442752.00       | $92910790.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $69631360.00       | $67998265.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 4.5000%  | 4.5000% | $1752000.00        | $45850.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $438455808.00      | $59926523.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 3.5000%  | 3.5000% | $32016000.00       | $4054030.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.0000%  | 3.0000% | $40214912.00       | $6729531.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 1.5000%  | 1.5000% | $2642880.00        | $1295700.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $95595520.00       | $85345053.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.5000%  | 4.5000% | $1716988.00        | $1675911.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $7666530.00        | $7950875.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1003402.00        | $1054022.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $3153120.00        | $2633683.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1271470.00        | $1114457.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $50000000.00       | $49025737.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $56877440.00       | $54177394.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.0000%  | 6.0000% | $31794592.00       | $21151143.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $112542848.00      | $94664749.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $38509696.00       | $39939630.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $153974272.00      | $156915326.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1058064.00        | $1098028.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $1572742.00        | $1636887.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $1206450.00        | $1243585.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 3.1000%  | 3.1000% | $370243.00         | $63502.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-20      | 4.0000%  | 4.0000% | $1130000.00        | $91941.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 3.0000%  | 3.0000% | $5000000.00        | $257828.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.5000%  | 3.5000% | $2513984.00        | $159495.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | 3.0000% | $457420800.00      | $60404716.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.0000%  | 3.0000% | $150000000.00      | $20634227.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 4.0000%  | 4.0000% | $583561216.00      | $57036316.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.5000%  | 4.5000% | $3205000.00        | $243538.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 6.0000%  | 6.0000% | $265000.00         | $30993.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.5000%  | 3.5000% | $176545024.00      | $55108636.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-20      | 2.0000%  | 2.0000% | $1474720.00        | $966055.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 6.0000%  | 6.0000% | $10165520.00       | $6567492.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 4.5000%  | 4.5000% | $564192.00         | $498141.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 6.0000%  | 6.0000% | $100000000.00      | $54186735.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-02-01      | 4.0000%  | 4.0000% | $984000.00         | $184784.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 3.0000%  | 3.0000% | $113679232.00      | $16960760.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 4.5000%  | 4.5000% | $6000000.00        | $531590.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-09-01      | 6.0000%  | 6.0000% | $727840.00         | $6165.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-09-01      | 4.0000%  | 4.0000% | $8517392.00        | $1521995.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 4.0000%  | 4.0000% | $54000.00          | $10274.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $46400000.00       | $6527785.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 4.0000%  | 4.0000% | $357974.00         | $46506.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $69363760.00       | $9982219.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.0000%  | 4.0000% | $185000.00         | $29281.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 5.0000%  | 5.0000% | $1083412.00        | $167271.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-08-01      | 3.0000%  | 3.0000% | $25000.00          | $5416.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 5.0000%  | 5.0000% | $10403000.00       | $90270.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.5000%  | 4.5000% | $28256192.00       | $3464001.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-01-01      | 2.5000%  | 2.5000% | $375000.00         | $63759.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-05-01      | 3.0000%  | 3.0000% | $10400000.00       | $2852312.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 4.5000%  | 4.5000% | $332000.00         | $77209.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.0000%  | 4.0000% | $48997952.00       | $7918928.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 3.5000%  | 3.5000% | $14000.00          | $8273.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $287017.00         | $176122.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $42206880.00       | $35780304.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $20207840.00       | $14844912.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $1594174.00        | $1349757.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.0000%  | 3.0000% | $187049.00         | $32206.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $23965312.00       | $20942744.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 3.0000%  | 3.0000% | $2300000.00        | $774967.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $43347520.00       | $34432643.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 4.5000%  | 4.5000% | $2247000.00        | $1854885.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.5000%  | 6.5000% | $67044800.00       | $42532419.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.5000%  | 4.5000% | $5466272.00        | $4369667.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-04-01      | 4.0000%  | 4.0000% | $33668960.00       | $4557519.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-04-01      | 2.5000%  | 2.5000% | $3560000.00        | $924541.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 3.5000%  | 3.5000% | $2897924.00        | $1216614.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 2.0000%  | 2.0000% | $2584396.00        | $1620808.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $196235.00         | $120401.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 3.5000%  | 3.5000% | $30958.00          | $18031.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 3.5000%  | 3.5000% | $25812.00          | $13466.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 4.5000%  | 4.5000% | $30000.00          | $25002.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $8308640.00        | $5942516.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $2497076.00        | $1836001.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $551059.00         | $457285.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $56000.00          | $47282.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $2551856.00        | $2398017.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 3.0000%  | 3.0000% | $1092798.00        | $439641.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 5.0000%  | 5.0000% | $29238848.00       | $29153399.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 1.5000%  | 1.5000% | $700000.00         | $365981.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-12-01      | 1.5000%  | 1.5000% | $30000.00          | $17135.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 4.0000%  | 4.0000% | $3214496.00        | $554306.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 4.5000%  | 4.5000% | $2000000.00        | $311520.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 4.5000%  | 4.5000% | $2916000.00        | $233317.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 4.5000%  | 4.5000% | $1086154.00        | $82421.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 3.5000%  | 3.5000% | $18600000.00       | $1128501.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.5000%  | 3.5000% | $3211810.00        | $434133.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-04-01      | 3.5000%  | 3.5000% | $4500000.00        | $1040717.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 3.0000%  | 3.0000% | $393899.00         | $81040.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 2.5000%  | 2.5000% | $464000.00         | $70405.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 3.5000%  | 3.5000% | $4721390.00        | $240511.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 4.0000%  | 4.0000% | $1655000.00        | $130674.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 6.0000%  | 6.0000% | $76809194.00       | $438352.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 5.0000%  | 5.0000% | $10532656.00       | $119485.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $1066926.00        | $799256.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $1162294.00        | $1092496.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $1906800.00        | $2016605.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $2301348.00        | $2414625.32        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-30      | 3.2500%  | 3.2500% | $35800900.00       | $35747713.11       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-08-15      | 4.8750%  | 4.8750% | $2072300.00        | $2138168.95        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2038-05-15      | 4.5000%  | 4.5000% | $42566000.00       | $43574325.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 5.5000%  | 5.5000% | $10000000.00       | $605410.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-15      | 5.0000%  | 5.0000% | $5001752.00        | $210549.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.0000%  | 4.0000% | $580000.00         | $63995.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 4.0000%  | 4.0000% | $32850560.00       | $1137615.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-15      | 3.5000%  | 3.5000% | $1000000.00        | $310995.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-15      | 4.0000%  | 4.0000% | $161715.00         | $10274.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-15      | 5.0000%  | 5.0000% | $2250000.00        | $161854.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-15      | 5.0000%  | 5.0000% | $90000.00          | $8468.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1256760.00        | $1303245.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $7404160.00        | $7704127.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $2125424.00        | $2181925.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $4042896.00        | $4224188.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $546723.00         | $571708.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1324908.00        | $1378801.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1111248.00        | $1101615.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1258340.00        | $1308478.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $1316910.00        | $1368940.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1961294.00        | $2045886.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $1007848.00        | $755745.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $10962192.00       | $11079046.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 4.0000%  | 4.0000% | $96281.00          | $89298.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.5000%  | 5.5000% | $27515000.00       | $24056526.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $139712.00         | $146578.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $2088412.00        | $2185417.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $8075184.00        | $8289851.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1552604.00        | $1609894.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1127772.00        | $1173665.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $3140492.00        | $3291009.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $5974560.00        | $6228688.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $5767840.00        | $5974620.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $1185910.00        | $1247237.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $1626172.00        | $1722599.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $2173132.00        | $2251315.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $13062368.00       | $13506357.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $2067912.00        | $2142254.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-10-20      | 5.0000%  | 5.0000% | $367480.00         | $367376.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-07-20      | 4.0000%  | 4.0000% | $424962.00         | $405670.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1295568.00        | $1343376.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $4005856.00        | $4162698.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $2141784.00        | $2194068.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1217024.00        | $1144324.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $757241.00         | $791407.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $1111438.00        | $1151199.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.5000%  | 6.5000% | $1654130.00        | $1721737.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $1149330.00        | $1197840.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $4667960.00        | $4865898.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $4259744.00        | $3181104.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $3268404.00        | $2268282.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.0000%  | 5.0000% | $2130056.00        | $2121359.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.0000%  | 5.0000% | $1141736.00        | $1128648.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-04-20      | 4.0000%  | 4.0000% | $155487.00         | $146902.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 5.0000%  | 5.0000% | $1449042.00        | $1433061.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-09-15      | 5.6900%  | 5.6900% | $746849.00         | $775966.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-06-15      | 5.7300%  | 5.7300% | $18937696.00       | $18969602.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-15      | 4.0000%  | 4.0000% | $27032000.00       | $1669417.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-20      | 3.5000%  | 3.5000% | $1316970.00        | $144851.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-15      | 2.5000%  | 2.5000% | $180000.00         | $22688.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-05-15      | 2.7990%  | 2.7990% | $3013370.00        | $2560125.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-07-15      | 3.1490%  | 3.1490% | $5427100.00        | $4779859.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-08-15      | 3.7000%  | 3.7000% | $1611206.00        | $1458016.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-08-15      | 3.7000%  | 3.7000% | $2560444.00        | $2316272.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-08-15      | 3.3100%  | 3.3100% | $9115952.00        | $8031845.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 2.5000%  | 2.5000% | $2655192.00        | $1433273.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $3935080.00        | $1367070.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-10-15      | 4.4800%  | 4.4800% | $576850.00         | $548849.77         | Agency Mortgage-Backed Securities |

### Security 119: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGV58, C.4 - ISIN: 36020, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 3.0000%  | 3.0000% | $49997312.00       | $15165567.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 3.5000%  | 3.5000% | $1500000.00        | $130919.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 3.5000%  | 3.5000% | $82480896.00       | $14959684.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $95162.00          | $87597.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $15463568.00       | $7829584.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $1837244.00        | $1716693.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $951116.00         | $886865.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $2075072.00        | $1846160.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.5000%  | 6.5000% | $941502.00         | $862403.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $8130368.00        | $7818374.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $7027.00           | $6867.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $383719.00         | $354150.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $983865.00         | $877439.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1496012.00        | $1560416.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $2136010.00        | $2223864.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $5113832.00        | $5243155.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $5000.00           | $5129.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $2621210.00        | $2727039.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 4.5000%  | 4.5000% | $646708.00         | $639479.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-01      | 3.5200%  | 3.5200% | $1711226.00        | $1690341.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-01      | 1.2700%  | 1.2700% | $13960000.00       | $12479556.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 1.5500%  | 1.5500% | $20500000.00       | $16737772.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.1690%  | 2.1690% | $4152000.00        | $2728581.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 2.0000%  | 2.0000% | $133934080.00      | $79165126.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $1664054.00        | $1068823.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 2.3700%  | 2.3700% | $4500000.00        | $3552286.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 1.7600%  | 1.7600% | $914590.00         | $803055.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 2.4950%  | 2.4950% | $7878000.00        | $5399592.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 1.8700%  | 1.8700% | $3484800.00        | $2953996.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 1.8100%  | 1.8100% | $14837000.00       | $13097688.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.4300%  | 2.4300% | $5397500.00        | $3760426.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 1.8000%  | 1.8000% | $13579900.00       | $11886269.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.9400%  | 2.9400% | $5849999.00        | $4258562.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 3.0090%  | 3.0090% | $1520130.00        | $1186692.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.1690%  | 4.1690% | $430400.00         | $411948.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-01      | 5.1600%  | 5.1600% | $1322600.00        | $1330103.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $4686776.00        | $3726517.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $2059972.00        | $1706661.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $1042994.00        | $525653.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $9367504.00        | $8215176.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $7000.00           | $6055.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $11431472.00       | $7310088.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $1745884.00        | $1679068.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $378144.00         | $305976.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1009922.00        | $777312.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 8.0000%  | 8.0000% | $6914.00           | $6303.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-01      | 4.6790%  | 4.6790% | $9784000.00        | $9997566.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-01      | 3.5000%  | 3.5000% | $2399612.00        | $530126.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.5000%  | 4.5000% | $869425.00         | $109698.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.0000%  | 4.0000% | $99982848.00       | $23130491.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 3.5000%  | 3.5000% | $221048576.00      | $19109185.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $663984.00         | $314784.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $945144.00         | $476289.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $86075264.00       | $35788908.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.0000%  | 2.0000% | $9592176.00        | $5133833.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 3.0000%  | 3.0000% | $1190114.00        | $481394.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.0000%  | 3.0000% | $10196544.00       | $5819409.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 3.0000%  | 3.0000% | $494735.00         | $235971.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 2.5000%  | 2.5000% | $399000.00         | $198554.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 1.5000%  | 1.5000% | $152676.00         | $73276.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $82506.00          | $40796.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.0000%  | 2.0000% | $176787.00         | $115897.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $105222800.00      | $81325724.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $105254400.00      | $79286737.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-11-01      | 4.0000%  | 4.0000% | $12220640.00       | $3506178.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-03-01      | 3.5000%  | 3.5000% | $845326.00         | $135036.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-04-01      | 3.5000%  | 3.5000% | $1100000.00        | $101459.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-03-01      | 2.5000%  | 2.5000% | $32166528.00       | $23607968.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-11-01      | 3.5000%  | 3.5000% | $1300000.00        | $261537.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-10-01      | 5.5000%  | 5.5000% | $1000000.00        | $994874.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-11-01      | 3.0000%  | 3.0000% | $65000.00          | $40836.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-03-01      | 6.5000%  | 6.5000% | $16841600.00       | $7801700.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 4.0000%  | 4.0000% | $35590016.00       | $26748526.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 4.0000%  | 4.0000% | $13297264.00       | $9994169.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 4.5000%  | 4.5000% | $77461760.00       | $59803327.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $8654000.00        | $5851726.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-11-01      | 5.0000%  | 5.0000% | $333000.00         | $250526.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 6.5000%  | 6.5000% | $120000000.00      | $80475152.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.5000%  | 5.5000% | $1576236.00        | $1360377.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 5.5000%  | 5.5000% | $40268288.00       | $29463950.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-02-01      | 3.0000%  | 3.0000% | $27715488.00       | $21084912.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 2.0000%  | 2.0000% | $175000.00         | $125652.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-01-01      | 6.5000%  | 6.5000% | $8040896.00        | $5438019.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.5000%  | 5.5000% | $30496448.00       | $29492486.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-05-01      | 2.0000%  | 2.0000% | $1545004.00        | $896231.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-09-01      | 3.0000%  | 3.0000% | $3447760.00        | $1903509.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 4.5000%  | 4.5000% | $242025.00         | $186988.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-10-01      | 4.0000%  | 4.0000% | $264000.00         | $218908.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-08-01      | 2.6400%  | 2.6400% | $650144.00         | $513360.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-12-01      | 3.0000%  | 3.0000% | $2200000.00        | $391018.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-03-01      | 3.0000%  | 3.0000% | $1690000.00        | $346506.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-04-01      | 2.5000%  | 2.5000% | $62613184.00       | $21211529.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-04-01      | 3.0000%  | 3.0000% | $7313560.00        | $5479152.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 5.5000%  | 5.5000% | $31450336.00       | $20783183.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $16321440.00       | $10918498.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 5.5000%  | 5.5000% | $13169.00          | $11275.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $3282568.00        | $3022762.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 6.5000%  | 6.5000% | $19627008.00       | $15151974.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 5.5000%  | 5.5000% | $15328192.00       | $14350920.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-10-01      | 6.5000%  | 6.5000% | $3233572.00        | $2462426.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.0000%  | 6.0000% | $1184028.00        | $1203372.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.5000%  | 5.5000% | $2129548.00        | $1980898.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.5000%  | 5.5000% | $550074.00         | $527149.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 6.0000%  | 6.0000% | $1173154.00        | $1186430.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.5000%  | 5.5000% | $412575.00         | $341508.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-10-01      | 2.0000%  | 2.0000% | $445000.00         | $214592.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-10-01      | 2.0000%  | 2.0000% | $329626.00         | $197535.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 4.0000%  | 4.0000% | $8250000.00        | $5978092.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $5638696.00        | $4287441.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 4.5000%  | 4.5000% | $7048700.00        | $5171060.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 6.0000%  | 6.0000% | $401302.00         | $291668.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.0000%  | 5.0000% | $39540480.00       | $35889649.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-11-01      | 5.0000%  | 5.0000% | $1222246.00        | $1218674.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-02-01      | 5.5000%  | 5.5000% | $1075154.00        | $995847.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-05-01      | 5.5000%  | 5.5000% | $4408096.00        | $3461169.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-01      | 5.0000%  | 5.0000% | $8515360.00        | $258023.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $146956032.00      | $10679244.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 6.0000%  | 6.0000% | $4480000.00        | $105620.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 3.7000%  | 3.7000% | $8015000.00        | $5995536.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 3.1600%  | 3.1600% | $1800000.00        | $1618940.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0190%  | 4.0190% | $599690.00         | $503047.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-01      | 3.6000%  | 3.6000% | $1995080.00        | $1951234.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-01      | 3.0000%  | 3.0000% | $23750000.00       | $400797.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 3.5000%  | 3.5000% | $65789952.00       | $6196554.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.0000%  | 3.0000% | $3384512.00        | $750309.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 3.0000%  | 3.0000% | $2079096.00        | $263104.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 3.0000%  | 3.0000% | $234733000.00      | $26634859.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.5000%  | 3.5000% | $230027.00         | $26734.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-12-01      | 6.5000%  | 6.5000% | $302044.00         | $317409.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 6.5000%  | 6.5000% | $1026340.00        | $1070247.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-01-01      | 6.5000%  | 6.5000% | $4871752.00        | $5180446.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 5.5000%  | 5.5000% | $217327872.00      | $211635329.22      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 5.5000%  | 5.5000% | $6187.00           | $5964.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-05-01      | 5.5000%  | 5.5000% | $5684512.00        | $4936957.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 6.5000%  | 6.5000% | $15216048.00       | $11236536.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 6.5000%  | 6.5000% | $2907276.00        | $2817794.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-05-01      | 6.0000%  | 6.0000% | $520000.00         | $466555.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 4.0000%  | 4.0000% | $7137656.00        | $6537512.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.5000%  | 5.5000% | $10153.00          | $9743.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.0000%  | 5.0000% | $3200000.00        | $2984942.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-06-01      | 6.0000%  | 6.0000% | $68945536.00       | $62693120.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 6.0000%  | 6.0000% | $1677002.00        | $1727440.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 5.5000%  | 5.5000% | $8060.00           | $8111.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-09-01      | 6.5000%  | 6.5000% | $1366464.00        | $1439689.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 6.0000%  | 6.0000% | $2809070.00        | $2918250.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 6.0000%  | 6.0000% | $28616672.00       | $28498511.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 6.5000%  | 6.5000% | $1507052.00        | $656351.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 5.0000%  | 5.0000% | $18426656.00       | $18339551.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.0000%  | 6.0000% | $28355552.00       | $24430302.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 6.5000%  | 6.5000% | $4403150.00        | $3648032.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 6.5000%  | 6.5000% | $7097760.00        | $5809041.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 2.5000%  | 2.5000% | $333721.00         | $205912.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $135000.00         | $89113.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.0000%  | 5.0000% | $175000.00         | $157557.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $56354752.00       | $58802371.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $121482496.00      | $122900713.31      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $5232.00           | $5162.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $6030.00           | $6079.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 4.5000%  | 4.5000% | $40160.00          | $35186.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $7386360.00        | $7122707.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $14500.00          | $11687.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $200000.00         | $126148.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 2.0000%  | 2.0000% | $14200000.00       | $6730685.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $5130728.00        | $5218299.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $73028480.00       | $72549843.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.0000%  | 4.0000% | $7056.00           | $6303.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $60000.00          | $57013.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $6207.00           | $5848.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $11082.00          | $11134.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $1717260.00        | $1771316.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $20305536.00       | $21038492.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $58772096.00       | $54668568.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $8000.00           | $7233.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $134553600.00      | $90007194.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $22730208.00       | $18839494.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $156000.00         | $132623.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $38000000.00       | $32047959.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $7894.00           | $6895.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $36246400.00       | $26804872.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $50000000.00       | $39959274.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $30102240.00       | $24196536.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $37849664.00       | $24556263.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $26205408.00       | $21713360.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 6.0000%  | 6.0000% | $18712992.00       | $14510763.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.0000%  | 4.0000% | $15196672.00       | $12734099.13       | Agency Mortgage-Backed Securities |

### Security 120: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGV33, C.4 - ISIN: 36020, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2052-11-15      | 0.0000%  | 0.0000% | $18377450.00       | $4823106.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.5000%  | 4.5000% | $18300.75          | $5374.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $3528687.50        | $2076122.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.5000%  | 2.5000% | $2831968.75        | $1572699.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-15      | 5.0000%  | 5.0000% | $568343.75         | $47931.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 6.0000%  | 6.0000% | $1227744.37        | $50620.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.5000%  | 4.5000% | $2711718.75        | $67067.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 3.5000%  | 3.5000% | $1625000.00        | $47289.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $1019941.00        | $1041536.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $948232.18         | $991831.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $3267725.50        | $3388059.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1623262.87        | $1683146.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $2021236.75        | $2112053.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 6.5000%  | 6.5000% | $11559808.00       | $9875351.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $980499.00         | $1020455.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 6.0000%  | 6.0000% | $1320312.50        | $915988.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 6.0000%  | 6.0000% | $2447656.25        | $1730918.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1374119.50        | $1432437.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.5000%  | 7.5000% | $155408.09         | $161629.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $416299.81         | $435468.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $1985269.00        | $2073378.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $10195159.00       | $10358392.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $854130.87         | $903233.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $671697.00         | $701739.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $978030.62         | $1021579.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $1295427.25        | $1338302.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $6104514.00        | $6306070.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $5313776.00        | $5488695.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $6100497.00        | $6293052.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $2390683.75        | $2347719.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.5000%  | 7.5000% | $1003585.37        | $1058695.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 6.5000%  | 6.5000% | $1202677.12        | $1264682.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 6.5000%  | 6.5000% | $714015.25         | $745891.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-15      | 7.5000%  | 7.5000% | $1335358.37        | $1368309.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-15      | 6.5000%  | 6.5000% | $541420.75         | $551838.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-15      | 8.0000%  | 8.0000% | $973984.37         | $1014465.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-15      | 6.5000%  | 6.5000% | $2610383.75        | $2643972.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-15      | 6.5000%  | 6.5000% | $3427456.50        | $3190273.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.5000%  | 5.5000% | $2329317.25        | $2219035.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-15      | 7.0000%  | 7.0000% | $1827146.75        | $1380280.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $47531.65          | $21995.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.0000%  | 4.0000% | $166156.25         | $54847.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 6.0000%  | 6.0000% | $14050967.93       | $7171706.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 3.5000%  | 3.5000% | $257968.75         | $160687.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.5000%  | 2.5000% | $59482176.00       | $36958940.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-20      | 2.0000%  | 2.0000% | $1543750.00        | $869831.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-20      | 5.0000%  | 5.0000% | $32500.00          | $15287.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 2.5000%  | 2.5000% | $9343.75           | $5350.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 4.5000%  | 4.5000% | $60937.50          | $8465.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.0000%  | 2.0000% | $2740562.50        | $1490670.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 5.5000%  | 5.5000% | $621562.50         | $66291.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.5000%  | 3.5000% | $446875.00         | $27226.86          | Agency Mortgage-Backed Securities |

### Security 121: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYV8, C.4 - ISIN: 36685, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-12-01      | 5.0000%  | 5.0000% | $5057989.00        | $5086747.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.5000%  | 5.5000% | $1280.00           | $1256.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-03-01      | 5.0000%  | 5.0000% | $1024.00           | $854.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 5.5000%  | 5.5000% | $1000.00           | $995.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-07-01      | 7.0000%  | 7.0000% | $5042790.00        | $4423286.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 6.4590%  | 6.4590% | $1024.00           | $9.93              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $2048.00           | $1437.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $686.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 3.5000%  | 3.5000% | $1024.00           | $63.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $3072.00           | $3115.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1000.00           | $925.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $1000.00           | $831.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $102233200.00      | $79600760.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $1024.00           | $790.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $1280.00           | $895.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $1000.00           | $482.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1033.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $959.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $1024.00           | $926.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $1168.00           | $922.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $1152.00           | $973.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $19984512.00       | $15201883.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $1024.00           | $815.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $14725024.00       | $11934233.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1100.00           | $850.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $1024.00           | $835.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $50000000.00       | $36595576.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $150011648.00      | $110218315.80      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $248638976.00      | $153077445.78      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.5000%  | 3.5000% | $1000.00           | $288.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.5000%  | 4.5000% | $1000.00           | $202.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 4.5090%  | 4.5090% | $64185000.00       | $65566457.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 4.6950%  | 4.6950% | $1000.00           | $1017.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 4.4050%  | 4.4050% | $1010.00           | $1006.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $2481840.00        | $1904089.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-01      | 4.3390%  | 4.3390% | $1100.00           | $1106.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 4.4000%  | 4.4000% | $12868900.00       | $12994223.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 3.5000%  | 3.5000% | $1000.00           | $177.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 4.5000%  | 4.5000% | $38337480.00       | $10184883.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 4.5000%  | 4.5000% | $1024.00           | $281.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 4.0000%  | 4.0000% | $1024.00           | $226.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.0000%  | 4.0000% | $1024.00           | $104.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2057-02-01      | 4.5000%  | 4.5000% | $1000.00           | $251.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 6.5000%  | 6.5000% | $1000.00           | $1062.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 7.0000%  | 7.0000% | $1632500.00        | $1398854.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $18119552.00       | $18026192.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $1036.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $1034.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $11241760.00       | $10977268.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 4.1740%  | 4.1740% | $4640.00           | $112.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 3.5000%  | 3.5000% | $1008.00           | $158.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-01      | 4.5000%  | 4.5000% | $1008.00           | $151.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 3.5000%  | 3.5000% | $1008.00           | $219.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 3.5000%  | 3.5000% | $1088.00           | $181.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 4.0000%  | 4.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $1024.00           | $158.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 6.4290%  | 6.4290% | $1024.00           | $31.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 4.5000%  | 4.5000% | $1024.00           | $115.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-01      | 5.5000%  | 5.5000% | $1008.00           | $94.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 4.5000%  | 4.5000% | $61040512.00       | $46151536.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.0000%  | 6.0000% | $1024.00           | $966.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 6.0000%  | 6.0000% | $18568900.00       | $12912447.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-11-01      | 5.5000%  | 5.5000% | $1008.00           | $793.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $636.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-06-01      | 4.0000%  | 4.0000% | $64999900.00       | $15709669.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-05-01      | 4.0000%  | 4.0000% | $1024.00           | $148.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-07-01      | 5.0000%  | 5.0000% | $16144.00          | $1066.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-10-01      | 6.5000%  | 6.5000% | $1024.00           | $808.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 6.0000%  | 6.0000% | $1024.00           | $796.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 3.0000%  | 3.0000% | $1024.00           | $781.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 4.5000%  | 4.5000% | $1120.00           | $838.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-11-01      | 3.0000%  | 3.0000% | $1008.00           | $439.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-04-01      | 6.7750%  | 6.7750% | $1024.00           | $18.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-12-01      | 6.0000%  | 6.0000% | $1024.00           | $5.88              | Agency Mortgage-Backed Securities |

### Security 122: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3750000.00
- **C.18.a - Value (excl. sponsor support):** $3750000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6861111.13
- **C.18.a - Value (excl. sponsor support):** $6861111.13
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1875000.00
- **C.18.a - Value (excl. sponsor support):** $1875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10625000.00
- **C.18.a - Value (excl. sponsor support):** $10625000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8461538.46
- **C.18.a - Value (excl. sponsor support):** $8461538.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5GL0, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2043-11-25      | 5.6810%  | 5.6810% | $5000000.00        | $1111890.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2033-08-25      | 2.3130%  | 2.3130% | $4735000.00        | $136204.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2056-01-25      | 2.3760%  | 2.3760% | $68132864.00       | $5787005.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2033-02-15      | 3.0000%  | 3.0000% | $122204928.00      | $116712631.18      | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-095 A-2 20290625 2.78500 -Agency Collateralized Mortgage Obligation | 2029-06-25      | 2.7850%  | 2.7850% | $725000.00         | $701795.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2048-02-15      | 3.5000%  | 3.5000% | $400000.00         | $288585.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2044-05-15      | 3.0000%  | 3.0000% | $4020000.00        | $2065081.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2046-02-15      | 3.0000%  | 3.0000% | $4236000.00        | $3636706.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2042-06-15      | 0.3060%  | 0.3060% | $12660592.00       | $2015760.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2040-11-15      | 2.1700%  | 2.1700% | $339341.00         | $25419.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2039-11-01      | 4.5000%  | 4.5000% | $60642130.00       | $159418.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2038-08-01      | 6.0000%  | 6.0000% | $248662528.00      | $288402.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2038-10-25      | 6.0000%  | 6.0000% | $173948415.00      | $229905.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2054-10-25      | 5.0000%  | 5.0000% | $62775104.00       | $59629466.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2054-08-25      | 5.0000%  | 5.0000% | $6163000.00        | $6087945.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2050-06-25      | 5.5000%  | 5.5000% | $32954200.00       | $14515281.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2045-05-25      | 2.5000%  | 2.5000% | $9450000.00        | $578492.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2045-04-25      | 2.5000%  | 2.5000% | $40000000.00       | $3370187.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2043-03-25      | 1.2500%  | 1.2500% | $25000000.00       | $519197.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2045-09-15      | 3.5000%  | 3.5000% | $113294560.00      | $2350418.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2048-09-15      | 4.0000%  | 4.0000% | $44457408.00       | $1734936.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2055-05-20      | 4.9530%  | 4.9530% | $10784000.00       | $10229299.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2055-03-20      | 7.6930%  | 7.6930% | $100000.00         | $93981.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2054-07-20      | 5.0000%  | 5.0000% | $9024000.00        | $5294179.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2054-06-20      | 5.5000%  | 5.5000% | $4481272.00        | $4632051.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2054-06-20      | 4.9530%  | 4.9530% | $100000000.00      | $32487514.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2050-06-20      | 2.5000%  | 2.5000% | $49598208.00       | $7422844.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2051-06-20      | 4.5000%  | 4.5000% | $58516672.00       | $57202249.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2049-02-20      | 5.0000%  | 5.0000% | $1015530.00        | $1036790.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2056-10-16      | 2.6000%  | 2.6000% | $2000000.00        | $433677.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2043-07-20      | 4.0890%  | 4.0890% | $82446336.00       | $5226576.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2047-05-20      | 3.5000%  | 3.5000% | $3434000.00        | $1207251.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation       | 2034-10-20      | 4.6200%  | 4.6200% | $8346113.00        | $191687.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2056-01-25      | 3.0000%  | 3.0000% | $6000000.00        | $4843329.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2039-04-25      | 5.5000%  | 5.5000% | $8567232.00        | $688090.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2039-04-25      | 5.0000%  | 5.0000% | $10467216.00       | $852885.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2039-04-25      | 4.5000%  | 4.5000% | $10600560.00       | $872624.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2054-03-25      | 7.0000%  | 7.0000% | $1753958.00        | $83044.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2054-05-25      | 6.5000%  | 6.5000% | $3222988.00        | $158795.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2054-04-25      | 6.0000%  | 6.0000% | $3127064.00        | $245343.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2039-04-25      | 6.0000%  | 6.0000% | $8217792.00        | $607923.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2044-04-25      | 5.5000%  | 5.5000% | $1354662.00        | $112775.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2042-01-25      | 2.5000%  | 2.5000% | $1087486.00        | $95557.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2044-04-25      | 6.5000%  | 6.5000% | $698354.00         | $59758.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2039-02-25      | 6.5000%  | 6.5000% | $1019396.00        | $63157.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2055-05-01      | 6.5000%  | 6.5000% | $37326976.00       | $4491336.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2040-05-01      | 6.0000%  | 6.0000% | $6114400.00        | $518810.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2055-03-01      | 1.5020%  | 1.5020% | $2450000.00        | $51072.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2039-06-01      | 5.0000%  | 5.0000% | $7242008.00        | $671972.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2039-11-01      | 4.5900%  | 4.5900% | $335553.00         | $29013.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2053-05-01      | 5.0000%  | 5.0000% | $12730816.00       | $2206068.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2052-04-01      | 2.0000%  | 2.0000% | $6087336.00        | $599594.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2049-08-01      | 5.0000%  | 5.0000% | $1946256.00        | $141387.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2033-06-01      | 3.5000%  | 3.5000% | $2623356.00        | $68376.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2048-01-01      | 3.5000%  | 3.5000% | $12803504.00       | $145896.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2037-06-15      | 4.1610%  | 4.1610% | $25000000.00       | $229915.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2037-06-25      | 4.1510%  | 4.1510% | $235550720.00      | $6084065.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2032-04-01      | 3.5000%  | 3.5000% | $32097152.00       | $80180.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips                | 2034-04-01      | 3.5000%  | 3.5000% | $37744640.00       | $321372.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2035-05-25      | 6.3080%  | 6.3080% | $51100000.00       | $661698.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2035-12-25      | 8.3040%  | 8.3040% | $13047648.00       | $993404.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2035-11-25      | 8.7520%  | 8.7520% | $2235324.00        | $287213.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2033-08-15      | 5.5780%  | 5.5780% | $16586060.00       | $4182710.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2033-08-25      | 6.4760%  | 6.4760% | $9262430.00        | $302821.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation          | 2035-03-25      | 2.6820%  | 2.6820% | $6022664.00        | $171008.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                      | 2036-11-15      | 3.5000%  | 3.5000% | $8902736.00        | $180565.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation                | 2027-01-25      | 6.0510%  | 6.0510% | $4000000.00        | $590171.01         | Agency Collateralized Mortgage Obligation |

### Security 128: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYE6, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2145000000.00
- **C.18.a - Value (excl. sponsor support):** $2145000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $23580700.00       | $50446799.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $218165200.00      | $343199409.47      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $21000.00          | $20068.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $123843800.00      | $122731154.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $21440500.00       | $25882422.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $388377600.00      | $343199525.02      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $204275200.00      | $204337858.31      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $186195200.00      | $187487717.70      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $312300800.00      | $322646047.44      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $339016000.00      | $343198863.69      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 0.0000%  | 0.0000% | $160667136.00      | $142267696.25      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 0.0000%  | 0.0000% | $118162889.73      | $102482437.94      | U.S. Treasuries (including strips) |

### Security 129: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RHDT4, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $368210400.00      | $351999733.02      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $357797200.00      | $351999887.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $347456000.00      | $346518905.40      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $360446400.00      | $351998803.88      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $341503100.00      | $351989398.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $303500800.00      | $309145981.95      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $176217600.00      | $180347356.27      | U.S. Treasuries (including strips) |

### Security 130: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6PCBZ5, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2048-04-20      | 3.0000%  | 3.0000% | $33407296.00       | $28515873.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2054-07-20      | 4.7030%  | 4.7030% | $50000000.00       | $39183753.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2066-02-16      | 4.5000%  | 4.5000% | $40000000.00       | $39701920.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2054-03-20      | 0.2500%  | 0.2500% | $100000000.00      | $66869358.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2053-10-20      | 5.0520%  | 5.0520% | $100000000.00      | $30129222.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2052-11-20      | 4.9630%  | 4.9630% | $30000000.00       | $21741331.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2055-09-20      | 4.7030%  | 4.7030% | $9535952.00        | $9536943.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2055-09-20      | 5.0030%  | 5.0030% | $12182016.00       | $12222633.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2036-04-20      | 3.8890%  | 3.8890% | $351227109.00      | $8274.67           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3 MB 20560725 3.00000-Agency Collateralized Mortgage Obligation | 2056-07-25      | 3.0000%  | 3.0000% | $8000000.00        | $6388485.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                     | 2054-04-25      | 7.0000%  | 7.0000% | $42897472.00       | $4024141.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                     | 2044-03-25      | 6.0000%  | 6.0000% | $434614.00         | $46341.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2055-05-01      | 5.5000%  | 5.5000% | $150000000.00      | $23836480.63       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2055-05-01      | 4.5000%  | 4.5000% | $90006784.00       | $19278722.43       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2040-05-01      | 5.0000%  | 5.0000% | $33432000.00       | $2874502.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2040-05-01      | 4.0000%  | 4.0000% | $24623520.00       | $3024880.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2055-03-01      | 1.6520%  | 1.6520% | $1999740.00        | $57835.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2054-06-01      | 6.5000%  | 6.5000% | $71235800.00       | $7162991.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2039-06-01      | 4.0000%  | 4.0000% | $7585928.00        | $743501.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2054-11-01      | 6.5000%  | 6.5000% | $15033008.00       | $2121499.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2052-05-01      | 2.5000%  | 2.5000% | $3610372.00        | $326815.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2053-05-01      | 4.5000%  | 4.5000% | $6171088.00        | $964461.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2052-06-01      | 2.5000%  | 2.5000% | $26262240.00       | $2884775.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2033-05-01      | 2.5000%  | 2.5000% | $6554848.00        | $126564.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2052-04-01      | 3.0000%  | 3.0000% | $100299.00         | $11655.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2052-07-01      | 3.0000%  | 3.0000% | $117710.00         | $14311.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2052-02-01      | 2.5000%  | 2.5000% | $134912.00         | $11227.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2050-09-01      | 2.5000%  | 2.5000% | $146862.00         | $15937.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation               | 2032-11-25      | 4.1180%  | 4.1180% | $45000.00          | $44812.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation               | 2031-01-25      | 2.1080%  | 2.1080% | $2325000.00        | $2128263.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation               | 2029-07-25      | 2.5190%  | 2.5190% | $774000.00         | $741120.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation               | 2034-01-25      | 3.7940%  | 3.7940% | $2680000.00        | $2565162.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation               | 2045-11-15      | 3.0000%  | 3.0000% | $70000000.00       | $6905939.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation               | 2045-01-15      | 2.0000%  | 2.0000% | $50000000.00       | $3368974.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation               | 2043-10-15      | 2.2500%  | 2.2500% | $73921000.00       | $1328892.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2038-03-25      | 6.0000%  | 6.0000% | $165686784.00      | $167779.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips               | 2036-07-01      | 6.5000%  | 6.5000% | $148754410.00      | $165207.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2055-09-25      | 4.5470%  | 4.5470% | $350000.00         | $339945.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2044-08-25      | 3.0000%  | 3.0000% | $24450000.00       | $3638286.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2045-03-25      | 2.5000%  | 2.5000% | $49600576.00       | $5304066.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation         | 2042-01-25      | 4.3110%  | 4.3110% | $83730432.00       | $4898815.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                     | 2044-03-15      | 0.0000%  | 0.0000% | $10000000.00       | $1013791.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                     | 2052-11-15      | 5.0000%  | 5.0000% | $73211648.00       | $12715071.76       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                     | 2037-10-15      | 3.0000%  | 3.0000% | $18623616.00       | $466056.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                     | 2043-11-15      | 4.0000%  | 4.0000% | $11375568.00       | $183627.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                     | 2032-12-15      | 2.0000%  | 2.0000% | $48011264.00       | $3711118.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2055-11-20      | 4.7530%  | 4.7530% | $114393000.00      | $115095973.14      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2055-11-20      | 4.6520%  | 4.6520% | $13699056.00       | $13607388.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation      | 2055-04-20      | 4.7530%  | 4.7530% | $32802000.00       | $29329425.89       | Agency Collateralized Mortgage Obligation |

### Security 131: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5ER9, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $840000000.00
- **C.18.a - Value (excl. sponsor support):** $840000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $18480000.00       | $14232180.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $639000.00         | $483760.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.0000%  | 4.0000% | $8000.00           | $5929.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $1400000.00        | $752087.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1063372.00        | $554709.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $72000.00          | $61082.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 7.0000%  | 7.0000% | $11744144.00       | $9309278.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1271000.00        | $1277629.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $5045768.00        | $5091370.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $26497952.00       | $20862681.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 3.5000%  | 3.5000% | $10509648.00       | $9100561.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $50000.00          | $47511.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $11364944.00       | $10638978.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1637502.00        | $1478446.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $3891650.00        | $3512697.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $59037440.00       | $59610532.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 5.0000%  | 5.0000% | $5549000.00        | $825962.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $101203.00         | $30910.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 3.5000%  | 3.5000% | $100000.00         | $31436.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 4.0000%  | 4.0000% | $126000.00         | $37042.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 2.5000%  | 2.5000% | $55083904.00       | $37657284.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 3.0000%  | 3.0000% | $32000.00          | $12170.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 3.0000%  | 3.0000% | $7393584.00        | $4466037.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $97680.00          | $61805.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $21712.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 2.5000%  | 2.5000% | $140000.00         | $95641.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $15251000.00       | $11853922.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $475796.00         | $353395.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $100000.00         | $70919.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $591235.00         | $424853.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $6785912.00        | $5158962.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 1.5000%  | 1.5000% | $35331520.00       | $25332317.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $63000.00          | $58839.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 6.0000%  | 6.0000% | $3675676.00        | $3751072.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 6.5000%  | 6.5000% | $2195412.00        | $2030315.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $1208454.00        | $871722.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $2574616.00        | $1082694.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.0000%  | 4.0000% | $2500000.00        | $283241.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 5.5000%  | 5.5000% | $9470000.00        | $119668.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 2.5000%  | 2.5000% | $300000.00         | $67660.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 5.0000%  | 5.0000% | $1492232.00        | $183072.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 6.0000%  | 6.0000% | $210122204.00      | $204000000.80      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 3.5600%  | 3.5600% | $16278624.00       | $14496176.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 5.0000%  | 5.0000% | $348199.00         | $5209.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $2246504.00        | $1303528.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $49363.00          | $43456.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $2025136.00        | $1899756.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $13143184.00       | $10967017.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.9420%  | 5.9420% | $9323232.00        | $7795341.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $2683804.00        | $2489370.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1752918.00        | $1745998.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $2210252.00        | $1815505.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1056168.00        | $1118037.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1760742.00        | $1756120.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $1524614.00        | $1522821.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $5613080.00        | $5753110.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $8964688.00        | $8893385.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $811191.00         | $845212.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $12415420.00       | $12294600.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $54864320.00       | $56170087.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $57779456.00       | $59121970.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $1632888.00        | $1613899.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $48926400.00       | $49791951.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $23879776.00       | $24321623.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $1214148.00        | $192230.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.0000%  | 4.0000% | $2140000.00        | $429083.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-01      | 2.0000%  | 2.0000% | $141906.00         | $42709.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 4.0000%  | 4.0000% | $6825000.00        | $6581551.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $100000.00         | $66516.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.0000%  | 3.0000% | $2800000.00        | $432193.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.5000%  | 2.5000% | $165977.00         | $88366.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $2419404.00        | $1898247.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 4.5000%  | 4.5000% | $1284076.00        | $519576.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $1271500.00        | $1282880.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $4000000.00        | $2879752.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $11790100.00       | $7230033.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-01      | 5.0890%  | 5.0890% | $50000000.00       | $51735763.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-03-01      | 4.6500%  | 4.6500% | $22880000.00       | $23462109.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-01      | 4.3090%  | 4.3090% | $15000000.00       | $15072554.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 4.2400%  | 4.2400% | $12132000.00       | $11936706.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 3.5000%  | 3.5000% | $54000.00          | $7642.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.0000%  | 4.0000% | $93999488.00       | $29911551.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 3.0000%  | 3.0000% | $2260392.00        | $680678.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 1.5000%  | 1.5000% | $930000.00         | $527033.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $243860.00         | $156535.01         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM698332, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1473656.00        | $1103858.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $1276210.00        | $808229.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 5.5000%  | 5.5000% | $1002782.00        | $813353.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $25822.00          | $21251.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.5000%  | 7.5000% | $1111836.00        | $589624.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $6321792.00        | $4762609.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $3572750.00        | $2843558.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $3159072.00        | $3168960.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1769156.00        | $1410645.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1061318.00        | $892269.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1189524.00        | $714712.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $20553560.00       | $12652804.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $2820700.00        | $2496090.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $3891700.00        | $3546572.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $1005000.00        | $1038101.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 7.0000%  | 7.0000% | $1438102.00        | $514212.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $731345.00         | $589958.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $239712.00         | $233331.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1273240.00        | $1237577.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1767032.00        | $1574220.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $694535.00         | $673128.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $9889344.00        | $9232880.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $2107470.00        | $2044515.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1871904.00        | $1616677.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $845726.00         | $733654.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1076134.00        | $1149572.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $1148194.00        | $995191.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1291380.00        | $1220725.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $5251688.00        | $4159089.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $427949.00         | $417600.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1141734.00        | $1111252.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1808294.00        | $1754697.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1028448.00        | $907584.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1306812.00        | $1277915.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $7070730.00        | $5455872.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1447332.00        | $1436326.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $436408.00         | $433481.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1360552.00        | $1152220.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $2076604.00        | $2067805.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.5000%  | 4.5000% | $1483036.00        | $1447626.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1039528.00        | $972284.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $833909.00         | $855048.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $70546.00          | $61837.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2062108.00        | $1268894.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1150000.00        | $352251.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3133500.00        | $3196585.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $2943540.00        | $2650879.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1298390.00        | $1347944.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $4015760.00        | $3976752.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $39080000.00       | $33119872.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1002942.00        | $1018488.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $3566500.00        | $3711628.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $197410.00         | $196853.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $788482.00         | $711857.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $513713.00         | $538058.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $37891.00          | $37705.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $3155250.00        | $1593741.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.5000%  | 7.5000% | $1218834.00        | $880452.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $2524724.00        | $2430341.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $12367120.00       | $11750849.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1018500.00        | $1018371.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $605096.00         | $507196.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $2467970.00        | $2459385.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $1999206.00        | $1862871.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2000000.00        | $314910.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 4.5000%  | 4.5000% | $200000.00         | $38045.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-25      | 4.0000%  | 4.0000% | $2004204.00        | $1525029.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 6.5000%  | 6.5000% | $2943367.00        | $13557.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 4.0000%  | 4.0000% | $2440000.00        | $231467.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-01      | 4.0000%  | 4.0000% | $185000.00         | $5811.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 6.5000%  | 6.5000% | $1900000.00        | $99201.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 4.0000%  | 4.0000% | $19894912.00       | $2588852.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 7.5000%  | 7.5000% | $4000000.00        | $679865.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-01      | 3.5000%  | 3.5000% | $3890000.00        | $1195154.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 5.0000%  | 5.0000% | $870000.00         | $108413.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $200000.00         | $23136.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 3.0000%  | 3.0000% | $45179.00          | $7754.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 2.5000%  | 2.5000% | $1235000.00        | $230656.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 3.5000%  | 3.5000% | $615144.00         | $111035.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 3.0000%  | 3.0000% | $2267536.00        | $451394.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $536448.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 3.0000%  | 3.0000% | $291000.00         | $67519.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $50000000.00       | $11769124.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 3.5000%  | 3.5000% | $900000.00         | $130869.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $35026800.00       | $8457931.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.5000%  | 3.5000% | $50940672.00       | $14550054.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.5000%  | 4.5000% | $724015.00         | $89346.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $403725.00         | $62773.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 2.7740%  | 2.7740% | $496600.00         | $98466.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 4.0000%  | 4.0000% | $10068032.00       | $739610.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.7740%  | 2.7740% | $61503.00          | $39480.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $2041460.00        | $279534.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 3.5000%  | 3.5000% | $19755552.00       | $2366230.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $2438952.00        | $630180.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 5.0000%  | 5.0000% | $6300000.00        | $59056.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 6.0000%  | 6.0000% | $37707776.00       | $1074009.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 5.0000%  | 5.0000% | $8725632.00        | $356653.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 6.5000%  | 6.5000% | $2139000.00        | $1310847.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1998210.00        | $1948707.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $3382196.00        | $3313088.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $2333650.00        | $1538978.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1735038.00        | $1332901.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1851958.00        | $1817022.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $2854280.00        | $2841532.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1297122.00        | $939699.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $31258624.00       | $15124291.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 7.0000%  | 7.0000% | $5020848.00        | $2514135.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $43861.00          | $40961.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $9349936.00        | $8726721.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $2603344.00        | $1117048.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $5267528.00        | $3934238.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $1033772.00        | $208670.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1265108.00        | $1195736.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1995284.00        | $1562223.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1498674.00        | $1134743.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1574496.00        | $1236368.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-01      | 5.5000%  | 5.5000% | $1083328.00        | $583721.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1913304.00        | $1705391.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1279512.00        | $1109985.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $3617192.00        | $3366208.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $8871392.00        | $7910624.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1075700.00        | $560809.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $203024.00         | $195826.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $2890836.00        | $2911289.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $4591160.00        | $3267031.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $842137.00         | $683670.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1782810.00        | $1593141.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1063354.00        | $1117566.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $2301000.00        | $338760.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 3.5000%  | 3.5000% | $727145.00         | $144915.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 6.0000%  | 6.0000% | $1339318.00        | $407979.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 5.0000%  | 5.0000% | $2142808.00        | $609976.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.5000%  | 5.5000% | $1645218.00        | $332400.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $274572.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 5.0000%  | 5.0000% | $7542416.00        | $1462369.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 3.8390%  | 3.8390% | $2860852.00        | $2769325.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.5000%  | 3.5000% | $7876272.00        | $7252240.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 3.5800%  | 3.5800% | $87000.00          | $82697.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 1.9800%  | 1.9800% | $2376604.00        | $1647730.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 3.5000%  | 3.5000% | $36254.00          | $6651.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.5000%  | 6.5000% | $2177576.00        | $447998.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 7.0000%  | 7.0000% | $2500000.00        | $386855.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.0000%  | 2.0000% | $2442000.00        | $446739.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $15000000.00       | $2447543.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.0000%  | 5.0000% | $1479538.00        | $252193.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.5000%  | 3.5000% | $622000.00         | $109171.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.0000%  | 3.0000% | $2200000.00        | $417491.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $22250000.00       | $5872515.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 3.5000%  | 3.5000% | $51000000.00       | $13597282.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $27228352.00       | $8690606.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-01      | 4.5000%  | 4.5000% | $1197206.00        | $286706.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-01      | 3.0000%  | 3.0000% | $229000.00         | $39967.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $800000.00         | $520457.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $18500192.00       | $3711256.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $8099984.00        | $2386459.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 3.5000%  | 3.5000% | $300000.00         | $13545.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 5.0000%  | 5.0000% | $110000.00         | $5544.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 4.0000%  | 4.0000% | $1507952.00        | $211353.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.5000%  | 4.5000% | $13672900.00       | $3147413.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 3.0000%  | 3.0000% | $2180016.00        | $332195.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.5000%  | 3.5000% | $1741930.00        | $547650.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 2.5000%  | 2.5000% | $2015000.00        | $371573.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $1567000.00        | $812744.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $225000.00         | $97843.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $556405.00         | $438137.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.5000%  | 2.5000% | $1158576.00        | $674062.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $2135000.00        | $1208073.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 3.9100%  | 3.9100% | $73380000.00       | $70628523.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1357056.00        | $533723.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $1842920.00        | $1330881.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 3.0000%  | 3.0000% | $560000.00         | $179602.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 3.5000%  | 3.5000% | $18972544.00       | $9505714.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $1089550.00        | $670897.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 8.0000%  | 8.0000% | $8817344.00        | $3470403.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1644556.00        | $1696407.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1256092.00        | $942735.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $17268288.00       | $16621926.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1140000.00        | $1177820.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $290000.00         | $245872.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1223594.00        | $624559.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $2410936.00        | $2009173.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $79858.00          | $52552.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $900000.00         | $569692.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $42000.00          | $22058.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $6893768.00        | $7092307.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $900000.00         | $685891.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $8228064.00        | $8340115.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 6.0000%  | 6.0000% | $1194504.00        | $1186591.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $5082110.00        | $5316032.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 3.0000%  | 3.0000% | $169757.00         | $132046.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $127800.00         | $94622.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1768074.00        | $1134014.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1324500.00        | $1380324.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1904670.00        | $1694328.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $1394566.00        | $1454222.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1946206.00        | $2034179.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $718995.00         | $758438.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $2131644.00        | $2098152.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 5.0000%  | 5.0000% | $2791492.00        | $2785048.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1897752.00        | $1959195.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $721185.00         | $751089.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $15127680.00       | $15555655.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $1502500.00        | $1575542.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $773278.00         | $810770.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $5133456.00        | $5405792.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1265112.00        | $1335291.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $9194560.00        | $9284965.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $1300000.00        | $764270.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $235000.00         | $145488.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.5000%  | 4.5000% | $1415456.00        | $731378.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.5000%  | 2.5000% | $1368508.00        | $723337.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $317173.00         | $189598.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $6396072.00        | $3801055.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $3567180.00        | $2164980.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 2.0000%  | 2.0000% | $7100000.00        | $4442240.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $363000.00         | $255046.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $32267.00          | $22440.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1078018.00        | $579732.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $3429724.00        | $1966240.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2631240.00        | $2763923.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $4727392.00        | $4833636.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3973020.00        | $4083606.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1972000.00        | $2007204.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $2934404.00        | $2950388.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $6864850.00        | $7041740.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $7266600.00        | $7545121.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $32662900.00       | $33143481.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $3556950.00        | $3645401.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $9272240.00        | $9436720.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $1117538.00        | $1192877.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $7153352.00        | $7232776.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.5000%  | 3.5000% | $260000.00         | $44949.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.5000%  | 3.5000% | $195000.00         | $65199.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $54169.00          | $6458.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 4.0000%  | 4.0000% | $1346332.00        | $421847.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 3.5000%  | 3.5000% | $2000000.00        | $516282.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.0000%  | 4.0000% | $8020000.00        | $2061852.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-07-01      | 4.0000%  | 4.0000% | $23913056.00       | $6553785.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-11-01      | 4.5000%  | 4.5000% | $2458936.00        | $856051.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 3.5000%  | 3.5000% | $325000.00         | $70694.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $2190000.00        | $412153.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $250000.00         | $91087.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.0000%  | 3.0000% | $6973000.00        | $2638021.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $3136444.00        | $788025.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 4.5000%  | 4.5000% | $32131600.00       | $9224153.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2058-08-01      | 4.5000%  | 4.5000% | $11410000.00       | $3175835.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 3.5000%  | 3.5000% | $5803416.00        | $1834978.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $1500000.00        | $573952.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $3900000.00        | $2156620.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $6425000.00        | $3557199.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 2.5000%  | 2.5000% | $7960016.00        | $3723796.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 6.0000%  | 6.0000% | $9549392.00        | $7224745.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.5000%  | 4.5000% | $18625728.00       | $16463943.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.5000%  | 4.5000% | $95306.00          | $14193.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 3.5000%  | 3.5000% | $1099640.00        | $190774.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.5000%  | 3.5000% | $6473296.00        | $1424750.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1697732.00        | $1508234.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $2265636.00        | $1676413.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 5.2000%  | 5.2000% | $52066000.00       | $54658204.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 5.0590%  | 5.0590% | $28790000.00       | $29932188.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 4.4800%  | 4.4800% | $41380000.00       | $41969619.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-01      | 4.5000%  | 4.5000% | $15700000.00       | $16040611.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-01      | 4.0490%  | 4.0490% | $24289000.00       | $24390224.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 4.4190%  | 4.4190% | $37400000.00       | $37790476.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 4.2500%  | 4.2500% | $43348500.00       | $43549099.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 4.3200%  | 4.3200% | $9360000.00        | $9376894.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 4.1690%  | 4.1690% | $27400000.00       | $27570953.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.5000%  | 4.5000% | $20540000.00       | $5783368.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 4.0000%  | 4.0000% | $1753812.00        | $240815.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.0000%  | 5.0000% | $950000.00         | $183453.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $50179264.00       | $15786911.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $6409336.00        | $521314.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $14442573.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $39005504.00       | $19380676.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $175000000.00      | $79210987.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 2.0000%  | 2.0000% | $1100000.00        | $573232.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $202000.00         | $53473.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $190000.00         | $85313.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $1615000.00        | $485178.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 2.5000%  | 2.5000% | $19000.00          | $8580.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.5000%  | 2.5000% | $29021664.00       | $13374780.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.5000%  | 3.5000% | $6052184.00        | $2309544.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $15887540.00       | $9324527.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $75686144.00       | $48999738.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $2000000.00        | $1189588.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.5000%  | 3.5000% | $4949520.00        | $2323858.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $200000.00         | $132120.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $92281.00          | $37919.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $26043000.00       | $18626873.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.0000%  | 2.0000% | $1429522.00        | $832285.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $2000000.00        | $1344081.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $10310000.00       | $6983748.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 2.5000%  | 2.5000% | $35000.00          | $20786.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $291135.00         | $221719.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $5000000.00        | $3961484.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $776544.00         | $602216.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $1538000.00        | $1117666.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $200000.00         | $133732.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $770000.00         | $550860.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $200000.00         | $133232.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 4.0000%  | 4.0000% | $253157.00         | $145516.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $471169.00         | $369038.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $6872656.00        | $4721246.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1317036.00        | $971082.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $147651328.00      | $106002970.28      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $300000.00         | $218030.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $1122800.00        | $905023.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $75038464.00       | $56529403.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $500000.00         | $379278.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $97244288.00       | $70700722.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $203182848.00      | $163596618.57      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $20000000.00       | $16211801.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.5000%  | 4.5000% | $465882.00         | $279982.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $68840000.00       | $48454949.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $5822710.00        | $4571245.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $490000.00         | $369120.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $74213632.00       | $51579951.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $26850000.00       | $20389282.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $205939.00         | $162886.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-01      | 6.0000%  | 6.0000% | $1661526.00        | $779332.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $6592056.00        | $4492248.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $1010832.00        | $923447.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 3.5000%  | 3.5000% | $513163.00         | $431829.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 6.0000%  | 6.0000% | $648130.00         | $285562.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2323444.00        | $1785448.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $2776464.00        | $1609455.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $2506588.00        | $1736782.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $10132368.00       | $7647532.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $15777152.00       | $12363561.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $450101.00         | $445564.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $1503754.00        | $1171485.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $1255388.00        | $1009770.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $116833.00         | $74525.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $211000.00         | $139386.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.0000%  | 6.0000% | $205000.00         | $123445.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $750000.00         | $579265.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1811572.00        | $1605629.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $40116.00          | $23524.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $3181696.00        | $2362380.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $1099912.00        | $927336.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $657295.00         | $536487.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $2690556.00        | $2277244.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $3684220.00        | $2309321.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2569672.00        | $1091399.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $80000.00          | $50162.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $35000.00          | $19674.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2422124.00        | $1027012.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $3687040.00        | $2628103.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $1670096.00        | $975535.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1412032.00        | $1072996.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $412410.00         | $339249.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $400000.00         | $282196.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $9232000.00        | $7740834.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $202463.00         | $195771.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $4081976.00        | $2633870.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $4345992.00        | $3187254.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $2002636.00        | $1698833.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $776994.00         | $501140.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 5.0000%  | 5.0000% | $1054266.00        | $591594.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $1082026.00        | $1090373.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $4133520.00        | $1756461.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $897959.00         | $774446.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $2385624.00        | $1833849.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $4217000.00        | $3353292.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $2129208.00        | $2112908.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $2015404.00        | $1811567.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $3150250.00        | $1603345.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $3176000.00        | $2808717.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $3581350.00        | $2107592.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1903240.00        | $1529610.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $2140556.00        | $1286883.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $52008.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $977484.00         | $824287.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1232918.00        | $1010086.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 6.0000%  | 6.0000% | $1507992.00        | $808588.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 3.5000%  | 3.5000% | $1275266.00        | $1115752.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $4968640.00        | $3471014.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $10666208.00       | $9166958.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $12642368.00       | $11413142.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $3362040.00        | $2657806.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $8655712.00        | $8308401.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1176068.00        | $916368.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $101414.00         | $77720.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1242654.00        | $878459.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.5000%  | 2.5000% | $106308.00         | $59226.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $100000.00         | $58093.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-02      | 3.0000%  | 3.0000% | $600000.00         | $420381.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $58000.00          | $44377.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $2400000.00        | $1530673.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1600000.00        | $1038847.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $1030000.00        | $713476.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $14755000.00       | $10115298.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $100000.00         | $67189.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $87750.00          | $63117.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $1036846.00        | $663050.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $85000.00          | $65653.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 2.5000%  | 2.5000% | $4010664.00        | $2807603.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.0000%  | 6.0000% | $100000.00         | $83604.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $28000000.00       | $21963647.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $800000.00         | $551666.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $180303.00         | $134374.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.5000%  | 2.5000% | $187000.00         | $140186.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 3.0000%  | 3.0000% | $2745456.00        | $2155636.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $15000000.00       | $12141250.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1083242.00        | $806149.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $43396608.00       | $45036024.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $70022912.00       | $70276884.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $583458.00         | $18530.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 3.0000%  | 3.0000% | $231000.00         | $27883.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-01      | 2.5000%  | 2.5000% | $850000.00         | $32495.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.0000%  | 3.0000% | $8155000.00        | $624973.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 3.5000%  | 3.5000% | $976584.00         | $105667.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 6.0000%  | 6.0000% | $561000.00         | $60102.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.0000%  | 3.0000% | $150000000.00      | $27765967.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 3.5000%  | 3.5000% | $450000.00         | $14003.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 3.0000%  | 3.0000% | $1016000.00        | $176658.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-01      | 1.5000%  | 1.5000% | $410000.00         | $108256.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $21000.00          | $5408.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-01      | 2.0000%  | 2.0000% | $13000.00          | $8070.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.5000%  | 2.5000% | $1000000.00        | $651038.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $40306112.00       | $25521292.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $4316080.00        | $3536974.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $918720.00         | $743211.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 5.0000%  | 5.0000% | $1500000.00        | $947169.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $13489.00          | $10167.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $24810272.00       | $13248333.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $16989664.00       | $11397890.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $22998208.00       | $22020150.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $6760896.00        | $6342798.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 3.0000%  | 3.0000% | $612665.00         | $582061.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 5.0000%  | 5.0000% | $102653824.00      | $101492725.97      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 5.0000%  | 5.0000% | $10162620.00       | $10284213.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-09-01      | 6.0000%  | 6.0000% | $4528168.00        | $4640755.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 5.0000%  | 5.0000% | $85205631.00       | $79420234.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $95000000.00       | $73313199.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $592800.00         | $463081.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.0000%  | 4.0000% | $964768.00         | $627307.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $400000.00         | $318322.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $590000.00         | $465249.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 6.0000%  | 6.0000% | $1683598.00        | $1093588.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 6.0000%  | 6.0000% | $1419118.00        | $1000047.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $212000.00         | $176831.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 7.0000%  | 7.0000% | $2929316.00        | $1893278.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $71760384.00       | $56019440.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $127090.00         | $99586.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 6.5000%  | 6.5000% | $1032440.00        | $546858.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1385688.00        | $1046197.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $320000.00         | $251066.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1046000.00        | $844311.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $16082880.00       | $12907409.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $50000000.00       | $38066750.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 7.0000%  | 7.0000% | $1037588.00        | $746631.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $893850.00         | $748859.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $50056256.00       | $45533812.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $3614064.00        | $2619449.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $248010.00         | $206876.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $710000.00         | $619203.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $52000000.00       | $46021525.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $2359276.00        | $1996541.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $16720960.00       | $12749847.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.0000%  | 6.0000% | $10055952.00       | $7831988.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $160000.00         | $130846.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $700000.00         | $567482.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $21130000.00       | $16815700.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-01      | 7.0000%  | 7.0000% | $1245122.00        | $182260.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.5000%  | 6.5000% | $6582560.00        | $4842962.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1848862.00        | $1582014.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.0000%  | 7.0000% | $1243914.00        | $969092.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.5000%  | 7.5000% | $7673080.00        | $4057286.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $355000.00         | $310721.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $22006336.00       | $19661224.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $5540000.00        | $5294428.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $143700.00         | $135758.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-01      | 6.5000%  | 6.5000% | $1002048.00        | $972557.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $286338.00         | $260161.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $5498912.00        | $5661065.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $5058792.00        | $5102023.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $83027360.00       | $78722627.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $206033408.00      | $208034676.80      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.5000%  | 4.5000% | $2540000.00        | $496183.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $17714784.00       | $3729898.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 3.0000%  | 3.0000% | $44000.00          | $7424.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.0000%  | 2.0000% | $2658920.00        | $988911.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 5.0000%  | 5.0000% | $3712152.00        | $1282012.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $746536.00         | $519522.43         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVN9, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $875000000.00
- **C.18.a - Value (excl. sponsor support):** $875000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-01-01      | 3.5000%  | 3.5000% | $100000000.00      | $15176827.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-10-01      | 7.0000%  | 7.0000% | $4084888.00        | $500166.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 3.5000%  | 3.5000% | $2334716.00        | $1912209.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $52216192.00       | $37343816.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $4052000.00        | $3255622.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $101830720.00      | $81011062.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $205000.00         | $164125.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $1700000.00        | $1281058.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $6800000.00        | $4671761.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2043-11-01      | 7.0000%  | 7.0000% | $2862956.00        | $1415980.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 5.0000%  | 5.0000% | $1461550.00        | $1258092.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $1183852.00        | $869822.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 5.0000%  | 5.0000% | $2647572.00        | $2629150.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $4702872.00        | $1668187.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $7962440.00        | $7997411.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2369612.00        | $2490135.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $23540096.00       | $23937001.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $438500.00         | $450522.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $102767488.00      | $99720860.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $622895103.00      | $604746186.25      | Agency Mortgage-Backed Securities |

### Security 134: MIZUHO SECURITIES USA

- **C.1 - Title:** MIZUHO SECURITIES USA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYL0, C.4 - ISIN: 5835, C.3 - LEI: 7TK5RJIZDFROZCA6XF66
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $6766700.00        | $6926993.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $7342700.00        | $7248307.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $4296400.00        | $3943375.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $50000000.00       | $43792045.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $2293100.00        | $1850158.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $1171600.00        | $895203.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $4999700.00        | $3855790.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $10980000.00       | $7350558.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $34496800.00       | $26048038.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $22492300.00       | $17967178.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $35615900.00       | $26760314.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $49267300.00       | $24621932.95       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $108529800.00      | $69075222.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $47300700.00       | $27610716.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $63965200.00       | $45156611.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $190452300.00      | $159999968.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $293000.00         | $256890.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $43310000.00       | $35403781.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $112269100.00      | $101608197.10      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $16728800.00       | $16602871.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $11664500.00       | $10783155.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $161980400.00      | $159999943.11      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $62803000.00       | $62242793.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $155071000.00      | $159999999.15      | U.S. Treasuries (including strips) |

### Security 135: Nomura Securities International Inc

- **C.1 - Title:** Nomura Securities International Inc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYK2, C.4 - ISIN: 36024, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $1205000000.00
- **C.18.a - Value (excl. sponsor support):** $1205000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-05      | 0.0000%  | 0.0000% | $47739900.00       | $47576104.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-12      | 0.0000%  | 0.0000% | $3587000.00        | $3572006.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-10      | 0.0000%  | 0.0000% | $25526300.00       | $25425854.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-12      | 0.0000%  | 0.0000% | $26101100.00       | $25836695.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-19      | 0.0000%  | 0.0000% | $17328000.00       | $17140424.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $2453700.00        | $2044037.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $39377600.00       | $34488513.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $62339900.00       | $44892149.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $56600.00          | $39630.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $112199700.00      | $85129800.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $254668500.00      | $152047901.30      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $97300.00          | $66413.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $84278100.00       | $77870586.91       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $3935900.00        | $3906272.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $6597000.00        | $6552485.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $67700.00          | $68067.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $17921600.00       | $17753888.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $14544300.00       | $14434729.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $11095700.00       | $10602245.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.7500%  | 0.7500% | $638900.00         | $637357.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $1307700.00        | $1235434.61        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $1527800.00        | $1444165.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.2500%  | 3.2500% | $23974100.00       | $23938483.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $984100.00         | $1003564.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $159088800.00      | $176020494.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $1034500.00        | $1040267.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $937100.00         | $993044.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $3832700.00        | $3940036.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $15000000.00       | $15116143.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $100155000.00      | $102159058.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $102945800.00      | $105751658.87      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $4982200.00        | $5100575.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $136784000.00      | $140061303.75      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.8020%  | 3.8020% | $36255600.00       | $36672558.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-01-15      | 1.8750%  | 1.8750% | $44647000.00       | $44538048.76       | U.S. Treasuries (including strips) |

### Security 136: Nomura Securities International Inc

- **C.1 - Title:** Nomura Securities International Inc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVM1, C.4 - ISIN: 36024, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $344882.00         | $463.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1000000.00        | $2717.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.5000%  | 7.5000% | $106185.00         | $864.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $702908.00         | $19645.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $80000.00          | $1117.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $1588769.00        | $7662.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $283723.00         | $2107.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $49864.00          | $350.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.0000%  | 7.0000% | $2011923.00        | $14810.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.0000%  | 7.0000% | $2020008.00        | $44278.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.5000%  | 6.5000% | $550000.00         | $1186.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.5000%  | 7.5000% | $45788.00          | $59.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $250277.00         | $283.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $86833.00          | $287.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $55000.00          | $26.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.7500%  | 6.7500% | $30000.00          | $174.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $184996.00         | $72.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $85000.00          | $393.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $285000.00         | $275.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $160000.00         | $606.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.5000%  | 7.5000% | $680000.00         | $560.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $150000.00         | $874.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $300000.00         | $1467.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $502500.00         | $679.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $85000.00          | $125.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.7500%  | 6.7500% | $225000.00         | $113.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $560860.00         | $125.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $25000.00          | $54.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 8.0000%  | 8.0000% | $58241.00          | $72.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-15      | 7.5000%  | 7.5000% | $371034.00         | $281.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $50000.00          | $62.98             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $465450.00         | $94.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $57950.00          | $38.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 7.0000%  | 7.0000% | $100000.00         | $169.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $25000.00          | $18.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.5000%  | 7.5000% | $936032.00         | $8670.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $1011771.00        | $1349.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 7.0000%  | 7.0000% | $156620.00         | $178.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 6.5000%  | 6.5000% | $100000.00         | $105.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $25000.00          | $30.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $40000.00          | $294.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $200000.00         | $1747.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $245000.00         | $217.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $100000.00         | $137.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 6.5000%  | 6.5000% | $25000.00          | $95.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $62446.00          | $294.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $939675.00         | $1039.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $1279510.00        | $2495.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $162693.00         | $93.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $60000.00          | $24.07             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $150000.00         | $3774.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 7.0000%  | 7.0000% | $88000.00          | $619.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $452005.00         | $3368.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $322173.00         | $1944.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $25000.00          | $142.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 7.5000%  | 7.5000% | $640849.00         | $5242.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-15      | 4.5000%  | 4.5000% | $60000.00          | $405.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-15      | 6.5000%  | 6.5000% | $27899.00          | $2042.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-15      | 4.5000%  | 4.5000% | $72000.00          | $2273.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-15      | 3.0000%  | 3.0000% | $157433.00         | $71110.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-15      | 5.0000%  | 5.0000% | $500000.00         | $6128.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-15      | 4.5000%  | 4.5000% | $750000.00         | $14273.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 5.0000%  | 5.0000% | $35000.00          | $3742.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-15      | 5.0000%  | 5.0000% | $9913031.00        | $102442.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 7.0000%  | 7.0000% | $150000.00         | $261.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $3162465.00        | $401.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $95307757.00       | $9769.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.5000%  | 6.5000% | $170000.00         | $397.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $3700000.00        | $10460.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $280000.00         | $145.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.5000%  | 6.5000% | $972152.00         | $574.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $175000.00         | $52.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.5000%  | 7.5000% | $218215.00         | $2187.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $184184.00         | $228.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $12870000.00       | $8238.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $25000.00          | $73.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $115000.00         | $212.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $25672.00          | $123.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $30000.00          | $29.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $41628.00          | $3.21              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $633272.00         | $1845.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 7.0000%  | 7.0000% | $75000.00          | $71.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $313137.00         | $573.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1128781.00        | $5036.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $807140.00         | $1303.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $30960.00          | $115.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $569873.00         | $423.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $84000.00          | $27.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.5000%  | 7.5000% | $29000.00          | $72.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $390000.00         | $129.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 6.5000%  | 6.5000% | $630000.00         | $709.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $72191.00          | $247.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $100000.00         | $95.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $68394.00          | $32.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-20      | 6.5000%  | 6.5000% | $70000.00          | $84.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $105000.00         | $483.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.5000%  | 7.5000% | $81643.00          | $720.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $80953.00          | $249.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $285000.00         | $100.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $34000.00          | $43.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $254775.00         | $1000.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.5000%  | 7.5000% | $540978.00         | $1283.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.7500%  | 6.7500% | $92000.00          | $246.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $400000.00         | $639.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $1008678.00        | $13545.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1009132.00        | $11089.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $456738.00         | $6502.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1009219.00        | $10139.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1008050.00        | $12809.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1009396.00        | $11797.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.5000%  | 6.5000% | $976035.00         | $24317.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $44761.00          | $369.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $1007904.00        | $29959.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.0000%  | 7.0000% | $228000.00         | $685.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $1120000.00        | $967.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $150000.00         | $201.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $150000.00         | $108.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $80000.00          | $32.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $105000.00         | $58.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $335000.00         | $164.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $676368.00         | $1333.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $3012541.00        | $7824.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $150000.00         | $317.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.0000%  | 7.0000% | $324749.00         | $840.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $274895.00         | $318.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.7500%  | 6.7500% | $55000.00          | $80.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $41098.00          | $102.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $135000.00         | $51.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $150000.00         | $478.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $187000.00         | $152.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.0000%  | 6.0000% | $115000.00         | $105.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $610250.00         | $399.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $87638.00          | $152.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $621974.00         | $1056.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-15      | 7.0000%  | 7.0000% | $25000.00          | $850.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $50000.00          | $51.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $79949.00          | $107.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $25000.00          | $39.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $30000.00          | $278.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 6.5000%  | 6.5000% | $3347532.00        | $10057.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $104000.00         | $476.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $50000.00          | $324.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $80000.00          | $114.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $225880.00         | $131.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $208863.00         | $1479.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $98911.00          | $85.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $201319.00         | $8189.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $25000.00          | $541.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $102015.00         | $148.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $76555.00          | $19.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $400000.00         | $493.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $522000.00         | $697.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $63977.00          | $66.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 7.0000%  | 7.0000% | $221797.00         | $531.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $52995.00          | $119.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $550000.00         | $746.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $62881.00          | $88.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $140000.00         | $1484.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $1422627.00        | $3028.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $25000.00          | $50.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 7.0000%  | 7.0000% | $100000.00         | $30.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $855000.00         | $846.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $90000.00          | $190.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $100324.00         | $35.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $35000.00          | $9.89              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $25084.00          | $29.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $50000.00          | $257.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 6.5000%  | 6.5000% | $25000.00          | $578.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $30000.00          | $63.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $135176.00         | $338.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $577527.00         | $457.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $85816.00          | $39.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $490700.00         | $1711.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 7.0000%  | 7.0000% | $50000.00          | $490.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $369000.00         | $187.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $25012.00          | $100.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $278181.00         | $2032.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $45000.00          | $47.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 7.0000%  | 7.0000% | $34000.00          | $62.48             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $50990.00          | $118.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $1014000.00        | $230.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 7.0000%  | 7.0000% | $125000.00         | $155.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-15      | 5.0000%  | 5.0000% | $79004.00          | $1978.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $681000.00         | $655.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.4900%  | 4.4900% | $685989.00         | $61812.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-15      | 4.7000%  | 4.7000% | $627427.00         | $189125.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-15      | 3.0000%  | 3.0000% | $85000.00          | $44437.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-02-15      | 3.5000%  | 3.5000% | $2455000.00        | $177.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-15      | 5.0000%  | 5.0000% | $3954000.00        | $117149.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-15      | 5.0000%  | 5.0000% | $8000000.00        | $68737.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 5.0000%  | 5.0000% | $2440000.00        | $80858.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-15      | 7.0000%  | 7.0000% | $1310839.00        | $15810.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-20      | 5.0000%  | 5.0000% | $25000.00          | $1719.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 4.5000%  | 4.5000% | $3006742.00        | $74496.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 4.5000%  | 4.5000% | $85063.00          | $2929.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 5.0000%  | 5.0000% | $7000000.00        | $233018.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-15      | 4.5000%  | 4.5000% | $200000.00         | $8922.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-20      | 3.5000%  | 3.5000% | $374806.00         | $57315.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-15      | 4.5000%  | 4.5000% | $63931.00          | $1603.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-15      | 4.5000%  | 4.5000% | $6277522.00        | $143916.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 3.5000%  | 3.5000% | $1100000.00        | $235.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 4.0000%  | 4.0000% | $2300300.00        | $541.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 6.5000%  | 6.5000% | $19000.00          | $1237.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-20      | 5.5000%  | 5.5000% | $1341000.00        | $3534.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 3.5000%  | 3.5000% | $10460000.00       | $425802.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-20      | 7.0000%  | 7.0000% | $9000.00           | $216.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-02-15      | 3.5000%  | 3.5000% | $45000.00          | $3.15              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 3.5000%  | 3.5000% | $2150000.00        | $8388.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 3.5000%  | 3.5000% | $325000.00         | $138.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-15      | 3.5000%  | 3.5000% | $400000.00         | $452.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-15      | 4.0000%  | 4.0000% | $500000.00         | $771.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-15      | 3.5000%  | 3.5000% | $1320000.00        | $1766.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-15      | 4.5000%  | 4.5000% | $1367375.00        | $16041.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 5.0000%  | 5.0000% | $2000000.00        | $58432.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-15      | 3.5000%  | 3.5000% | $490000.00         | $12538.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-15      | 6.5000%  | 6.5000% | $32928.00          | $527.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-15      | 4.2500%  | 4.2500% | $265530.00         | $82195.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 6.5000%  | 6.5000% | $25948.00          | $300.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.5000%  | 4.5000% | $28000.00          | $2351.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 5.0000%  | 5.0000% | $590000.00         | $30979.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $133000.00         | $756.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $400000.00         | $100.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $201000.00         | $36.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $25000.00          | $26.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $990000.00         | $345.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $1313000.00        | $385.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $802000.00         | $567.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 7.0000%  | 7.0000% | $840510.00         | $224.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $50000.00          | $36.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $113894.00         | $114.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $167000.00         | $109.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $70000.00          | $46.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 6.5000%  | 6.5000% | $233000.00         | $388.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 6.5000%  | 6.5000% | $57047.00          | $105.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $99310.00          | $462.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $922746.00         | $732.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $425000.00         | $221.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $69054.00          | $64.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $313142.00         | $248.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $529074.00         | $122.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $3066826.00        | $1743.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 7.0000%  | 7.0000% | $29138.00          | $109.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $45000.00          | $74.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $75000.00          | $267.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-15      | 4.5000%  | 4.5000% | $689000.00         | $9982.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $50000.00          | $959.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $318134.00         | $962.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $925857.00         | $279.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $115322.00         | $675.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.0000%  | 6.0000% | $50000.00          | $294.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $300286.00         | $215.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $50000.00          | $68.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.0000%  | 7.0000% | $477184.00         | $213.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $707314.00         | $5661.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $175974.00         | $545.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $25000.00          | $59.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $8300.00           | $8549.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $4357200.00        | $4281080.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $4829.00           | $4075.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $17976377.00       | $17662384.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $6220.00           | $6431.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $1392.00           | $1227.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $1338.00           | $1274.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $615731.00         | $536072.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 4.0000%  | 4.0000% | $30117.00          | $28262.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $7190.00           | $7287.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $2740.00           | $2796.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $5070.00           | $4912.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $7200.00           | $7313.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $51379.00          | $51641.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $96202.00          | $96658.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $3842.00           | $2896.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1300.00           | $1331.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $31124.00          | $31130.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $76066.00          | $76497.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $1670700.00        | $1628978.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $10071.00          | $10126.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $1424638.00        | $1417985.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1245.00           | $1223.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $1052.00           | $1077.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $18816920.00       | $18146873.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $2389.00           | $1907.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $72799.00          | $74578.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $2183033.00        | $2235936.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $10478033.00       | $10032485.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $166115.00         | $166528.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $31097608.00       | $30619041.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $3473038.00        | $3307365.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $2043.00           | $2060.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 4.5000%  | 4.5000% | $1298.00           | $1274.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $6354.00           | $5593.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $11956.00          | $9814.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $72065.00          | $74770.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $1096.00           | $1146.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $5017.00           | $5256.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $7027.00           | $7294.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $6360.00           | $6658.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $13032.00          | $13571.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $18680104.00       | $18234873.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $8645.00           | $8745.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2034.00           | $2081.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $43448522.00       | $40486484.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $6715.00           | $6798.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $6297.00           | $6359.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $16095734.00       | $12104514.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $6726.00           | $6633.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $6175.00           | $6416.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $2893.00           | $2838.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1095.00           | $1135.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $3026.00           | $3155.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $2107.00           | $2145.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $1171388.00        | $1136957.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2404.00           | $2478.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $46400.00          | $41299.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1545.00           | $1582.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $8408.00           | $8523.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $2593061.00        | $2562389.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $7675.00           | $8066.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $2050.00           | $2060.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $3078705.00        | $3044848.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 4.0000%  | 4.0000% | $10752.00          | $9272.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $121300.00         | $99432.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $8000.00           | $6430.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $193500.00         | $147688.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $376397.00         | $289856.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $730.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $744200.00         | $538739.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 4.0000%  | 4.0000% | $1000.00           | $705.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $445100.00         | $343283.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 4.0000%  | 4.0000% | $30100.00          | $24381.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.0000%  | 5.0000% | $170500.00         | $133273.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $12400.00          | $9761.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.5000%  | 4.5000% | $58200.00          | $48537.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $37700.00          | $31244.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $12938830.00       | $10071311.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.0000%  | 4.0000% | $31622.00          | $26000.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 4.5000%  | 4.5000% | $5200.00           | $4532.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $5000.00           | $4064.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 4.0000%  | 4.0000% | $2095.00           | $1788.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 5.5000%  | 5.5000% | $9900.00           | $8201.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 4.0000%  | 4.0000% | $4177.00           | $3692.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $386000.00         | $354608.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 4.5000%  | 4.5000% | $44800.00          | $40158.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.5000%  | 4.5000% | $185900.00         | $174761.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 4.0000%  | 4.0000% | $94964.00          | $87213.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 3.5000%  | 3.5000% | $681900.00         | $562346.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 4.0000%  | 4.0000% | $31300.00          | $29006.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-04-01      | 4.5000%  | 4.5000% | $600600.00         | $581857.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 5.0000%  | 5.0000% | $8500.00           | $7512.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 4.5000%  | 4.5000% | $90000.00          | $86060.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 5.0000%  | 5.0000% | $5973563.00        | $5573607.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 6.0000%  | 6.0000% | $1000.00           | $895.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $87478700.00       | $84352073.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $46179515.00       | $43127277.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $28867271.00       | $27486179.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 6.0000%  | 6.0000% | $1600.00           | $1412.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.0000%  | 4.0000% | $132425.00         | $125824.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 4.0000%  | 4.0000% | $1697767.00        | $1619594.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 4.5000%  | 4.5000% | $8055728.00        | $7886648.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $10138828.00       | $10169060.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $55941567.00       | $55293578.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $22645200.00       | $22884705.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 3.5000%  | 3.5000% | $9850023.00        | $9459126.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $10057.00          | $10344.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $2300.00           | $2335.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $1200.00           | $1229.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 3.5000%  | 3.5000% | $30316.00          | $28836.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 7.0000%  | 7.0000% | $4100.00           | $4222.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $1395.00           | $1414.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $3197.00           | $3167.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $1046647.00        | $1011023.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $7689.00           | $7794.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.5000%  | 6.5000% | $8958.00           | $6797.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $23817.00          | $18219.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $3053.00           | $3143.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $4886.00           | $4942.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $9287.00           | $9450.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $9379.00           | $8154.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $1743.00           | $1721.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $2180.00           | $2214.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $2913045.00        | $2761984.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $200729.00         | $170769.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $9369.00           | $9520.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $97572.00          | $73124.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $2235.00           | $2300.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $2825.00           | $2658.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-12-01      | 5.0000%  | 5.0000% | $5413274.00        | $5320182.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $5587.00           | $5778.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $359930.00         | $363855.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $89053498.00       | $88783171.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $3540.00           | $3643.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $7042.00           | $7236.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $1116.00           | $1150.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.0000%  | 6.0000% | $4296.00           | $3655.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $9000.00           | $5328.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $3100.00           | $2604.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $9159.00           | $8225.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $337100.00         | $307679.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.5000%  | 6.5000% | $6514.00           | $5326.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $8411800.00        | $8145992.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $3000.00           | $2529.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $53875246.00       | $52858433.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $636988.00         | $587396.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $10463.00          | $9513.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $21252742.00       | $17007938.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $415000.00         | $403725.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 4.5000%  | 4.5000% | $524000.00         | $505600.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 7.0000%  | 7.0000% | $6086.00           | $6608.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $3004.00           | $3149.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $4387.00           | $4416.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.0000%  | 5.0000% | $8876992.00        | $8700517.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $4086.00           | $4315.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $4185.00           | $4400.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 4.0000%  | 4.0000% | $4952396.00        | $4622762.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1963.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $93088730.00       | $91174087.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 4.0000%  | 4.0000% | $1000.00           | $941.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $27468.00          | $25579.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 4.5000%  | 4.5000% | $4537000.00        | $4364282.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1923.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $765072.00         | $705065.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 7.0000%  | 7.0000% | $7197487.00        | $6737286.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $33973570.00       | $34635326.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $89311800.00       | $88165092.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $2200.00           | $2261.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $1192.00           | $1229.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 6.0000%  | 6.0000% | $7700.00           | $6149.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 4.5000%  | 4.5000% | $67560.00          | $62489.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 5.5000%  | 5.5000% | $3460.00           | $3091.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 5.0000%  | 5.0000% | $3150.00           | $3200.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 4.5000%  | 4.5000% | $32680.00          | $31882.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-12-01      | 4.0000%  | 4.0000% | $908206.00         | $887762.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-12-01      | 5.0000%  | 5.0000% | $80316.00          | $78685.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 3.5000%  | 3.5000% | $7856196.00        | $7589458.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 4.5000%  | 4.5000% | $36154.00          | $35915.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 5.0000%  | 5.0000% | $1074.00           | $1082.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $4493.00           | $4544.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $7898.00           | $8002.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1151.00           | $1161.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $2021.00           | $2011.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $4894.00           | $5106.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $7032.00           | $7319.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $3112.00           | $3251.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $3472.00           | $3509.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $4162.00           | $4329.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $4004.00           | $4044.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1058.00           | $1100.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $4084.00           | $4136.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $361395.00         | $356101.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1875947.00        | $1743886.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $5837500.00        | $5508746.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1010.00           | $1054.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $5436.00           | $5049.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1430.00           | $1471.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $24434163.00       | $24260739.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $62173.00          | $50881.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $1072.00           | $1117.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $7400.00           | $7608.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $7824.00           | $8032.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $9530427.00        | $9152017.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $3143.00           | $3276.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $4419.00           | $4538.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $2074.00           | $2109.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $3108.00           | $3142.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $1023.00           | $1067.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $3319.00           | $3450.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $6052.00           | $6218.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $2387.00           | $2484.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $2900.00           | $2866.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $4055.00           | $4226.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $59769.00          | $61108.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1843.00           | $1906.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1284.00           | $1319.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $1846.00           | $1860.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $3681254.00        | $3527126.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $4353.00           | $4525.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $32304078.00       | $31174321.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $3036300.00        | $2880089.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $9532557.00        | $9275919.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $2283.00           | $2344.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $5192.00           | $5422.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $9343.00           | $9658.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $3152.00           | $3280.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.5000%  | 6.5000% | $11505165.00       | $10891785.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $14151445.00       | $13680135.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $35374400.00       | $32981327.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $10130651.00       | $10070103.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $7173.00           | $7258.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $2844177.00        | $2669570.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 4.5000%  | 4.5000% | $2000.00           | $1886.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $436000.00         | $395295.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $208645.00         | $191700.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $34722748.00       | $33477242.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $1300.00           | $1106.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $12669967.00       | $12242698.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $21061338.00       | $19961008.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $16019719.00       | $15180406.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 3.0000%  | 3.0000% | $2000.00           | $1706.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $17676163.00       | $17193562.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $6000.00           | $5406.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.5000%  | 5.5000% | $29676064.00       | $28585339.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $22040731.00       | $21532065.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $31631050.00       | $29443715.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $21794000.00       | $20276282.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $14001.00          | $14023.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $18254943.00       | $17950911.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 2.5000%  | 2.5000% | $197936.00         | $170847.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $9544824.00        | $8908359.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 3.5000%  | 3.5000% | $20769300.00       | $19402770.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 3.5000%  | 3.5000% | $4999567.00        | $4738777.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.0000%  | 4.0000% | $7536830.00        | $7210750.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $7819.00           | $7944.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-20      | 3.5000%  | 3.5000% | $2000000.00        | $36958.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.0000%  | 3.0000% | $100000.00         | $10584.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.5000%  | 3.5000% | $22527.00          | $1985.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-20      | 3.0000%  | 3.0000% | $1000000.00        | $21943.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 2.5000%  | 2.5000% | $37500.00          | $5872.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-20      | 3.0000%  | 3.0000% | $110000.00         | $11704.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-20      | 3.5000%  | 3.5000% | $890000.00         | $87604.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.5000%  | 3.5000% | $50000.00          | $5003.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-20      | 4.0000%  | 4.0000% | $50000.00          | $4983.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 2.5000%  | 2.5000% | $243532.00         | $35549.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 3.0000%  | 3.0000% | $115000.00         | $13043.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-20      | 3.5000%  | 3.5000% | $50100.00          | $1501.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 3.5000%  | 3.5000% | $40000.00          | $3925.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-20      | 3.5000%  | 3.5000% | $1075000.00        | $24655.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 4.0000%  | 4.0000% | $2449486.00        | $141402.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 3.0000%  | 3.0000% | $90000.00          | $8060.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 4.5000%  | 4.5000% | $1996758.00        | $7615.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 5.0000%  | 5.0000% | $1068574.00        | $87755.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-20      | 3.5000%  | 3.5000% | $800000.00         | $17004.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-20      | 4.0000%  | 4.0000% | $4022979.00        | $123049.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 3.5000%  | 3.5000% | $110000.00         | $10377.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 4.0000%  | 4.0000% | $438856.00         | $24251.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 2.5000%  | 2.5000% | $25000.00          | $4355.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 3.5000%  | 3.5000% | $50000.00          | $4656.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 4.0000%  | 4.0000% | $325000.00         | $17675.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-20      | 3.5000%  | 3.5000% | $84905.00          | $2054.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 4.5000%  | 4.5000% | $1473342.00        | $5110.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-20      | 5.0000%  | 5.0000% | $15727199.00       | $643563.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-20      | 3.0000%  | 3.0000% | $750000.00         | $19619.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-20      | 4.0000%  | 4.0000% | $4500000.00        | $124832.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 2.5000%  | 2.5000% | $1121142.00        | $184253.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-20      | 3.5000%  | 3.5000% | $2500000.00        | $68337.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 2.5000%  | 2.5000% | $25000.00          | $5650.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 3.0000%  | 3.0000% | $25000.00          | $2821.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 3.5000%  | 3.5000% | $255197.00         | $19150.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 4.0000%  | 4.0000% | $125000.00         | $7441.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 4.5000%  | 4.5000% | $100000.00         | $7373.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 5.0000%  | 5.0000% | $275000.00         | $13484.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-20      | 3.5000%  | 3.5000% | $935526.00         | $39608.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-20      | 3.5000%  | 3.5000% | $230000.00         | $16103.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-20      | 4.0000%  | 4.0000% | $90000.00          | $7248.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 3.0000%  | 3.0000% | $1250000.00        | $100167.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 3.5000%  | 3.5000% | $300000.00         | $21979.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.0000%  | 4.0000% | $430000.00         | $41575.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.5000%  | 4.5000% | $2053687.00        | $130899.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 3.5000%  | 3.5000% | $199000.00         | $12929.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.0000%  | 4.0000% | $25000.00          | $1478.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.5000%  | 4.5000% | $2615000.00        | $185272.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.5000%  | 4.5000% | $810000.00         | $54932.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-20      | 3.5000%  | 3.5000% | $316000.00         | $22795.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-20      | 4.0000%  | 4.0000% | $148333.00         | $8365.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 4.5000%  | 4.5000% | $499972.00         | $7883.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-20      | 5.0000%  | 5.0000% | $3940868.00        | $64931.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-20      | 3.5000%  | 3.5000% | $468084.00         | $15554.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 3.5000%  | 3.5000% | $500000.00         | $33424.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 4.0000%  | 4.0000% | $25000.00          | $1478.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-20      | 5.0000%  | 5.0000% | $940000.00         | $59137.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 2.5000%  | 2.5000% | $273640.00         | $8066.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 5.0000%  | 5.0000% | $767623.00         | $37161.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 3.5000%  | 3.5000% | $969142.00         | $69114.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 5.0000%  | 5.0000% | $35675.00          | $1878.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-20      | 6.0000%  | 6.0000% | $576110.00         | $104449.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-20      | 6.5000%  | 6.5000% | $1131581.00        | $56999.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-20      | 7.0000%  | 7.0000% | $519614.00         | $9988.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 2.5000%  | 2.5000% | $990732.00         | $9549.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.0000%  | 3.0000% | $997993.00         | $199866.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 2.5000%  | 2.5000% | $23171681.00       | $330670.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-15      | 3.0000%  | 3.0000% | $2500000.00        | $281389.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.0000%  | 3.0000% | $26000.00          | $3783.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-20      | 3.0000%  | 3.0000% | $500000.00         | $73129.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $1000000.00        | $160360.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 2.5000%  | 2.5000% | $10000000.00       | $129186.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 2.5000%  | 2.5000% | $500000.00         | $10278.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.5000%  | 3.5000% | $500000.00         | $75379.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-15      | 3.0000%  | 3.0000% | $12260.00          | $1298.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-20      | 5.5000%  | 5.5000% | $1625063.00        | $198007.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $544522.00         | $36950.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $336999.00         | $36351.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.5000%  | 3.5000% | $70000.00          | $6395.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $1126060.00        | $47593.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 2.5000%  | 2.5000% | $172250.00         | $23517.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-20      | 2.5000%  | 2.5000% | $1325000.00        | $12245.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-20      | 3.0000%  | 3.0000% | $1459628.00        | $11608.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-20      | 3.5000%  | 3.5000% | $7225000.00        | $43076.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-20      | 3.5000%  | 3.5000% | $1483640.00        | $97767.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 4.0000%  | 4.0000% | $465672.00         | $25236.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-20      | 3.0000%  | 3.0000% | $500000.00         | $4678.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-20      | 2.5000%  | 2.5000% | $1395000.00        | $15510.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-20      | 3.5000%  | 3.5000% | $414500.00         | $3265.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 3.0000%  | 3.0000% | $85000.00          | $6783.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 3.5000%  | 3.5000% | $282100.00         | $19804.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 3.0000%  | 3.0000% | $172063.00         | $16944.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 3.5000%  | 3.5000% | $5950000.00        | $438186.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 4.0000%  | 4.0000% | $1515000.00        | $84325.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 5.0000%  | 5.0000% | $1060000.00        | $44564.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-20      | 2.5000%  | 2.5000% | $2750000.00        | $36968.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-20      | 3.5000%  | 3.5000% | $130000.00         | $9680.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-20      | 4.0000%  | 4.0000% | $300000.00         | $17412.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-20      | 3.5000%  | 3.5000% | $100000.00         | $811.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-20      | 3.5000%  | 3.5000% | $25000.00          | $1966.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-20      | 4.0000%  | 4.0000% | $849000.00         | $52709.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-20      | 2.5000%  | 2.5000% | $600000.00         | $8311.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-20      | 2.5000%  | 2.5000% | $2648789.00        | $45884.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-20      | 3.5000%  | 3.5000% | $2300000.00        | $27707.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-20      | 3.0000%  | 3.0000% | $45000.00          | $2482.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-20      | 3.0000%  | 3.0000% | $103194.00         | $10556.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-20      | 4.0000%  | 4.0000% | $1000000.00        | $66983.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-20      | 3.5000%  | 3.5000% | $89514.00          | $1060.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-20      | 3.0000%  | 3.0000% | $78013.00          | $8146.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-20      | 3.5000%  | 3.5000% | $2197000.00        | $186130.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-20      | 8.0000%  | 8.0000% | $124572.00         | $16096.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 2.5000%  | 2.5000% | $4100000.00        | $76480.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 3.0000%  | 3.0000% | $475000.00         | $7932.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 3.5000%  | 3.5000% | $2000000.00        | $44117.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-20      | 3.0000%  | 3.0000% | $300000.00         | $19445.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-20      | 3.5000%  | 3.5000% | $1054459.00        | $42917.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-20      | 2.5000%  | 2.5000% | $378987.00         | $48637.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-20      | 3.5000%  | 3.5000% | $257275.00         | $4686.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 4.7500%  | 4.7500% | $3058524.00        | $98977.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.0000%  | 3.0000% | $63000.00          | $6678.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.5000%  | 3.5000% | $2475000.00        | $227169.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-20      | 2.5000%  | 2.5000% | $4452106.00        | $96913.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-20      | 3.0000%  | 3.0000% | $2327770.00        | $51260.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 4.0000%  | 4.0000% | $50000.00          | $2841.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 4.5000%  | 4.5000% | $1350000.00        | $90796.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 5.0000%  | 5.0000% | $405000.00         | $23559.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-20      | 4.0000%  | 4.0000% | $83894.00          | $4526.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 2.5000%  | 2.5000% | $258720.00         | $36482.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 6.5000%  | 6.5000% | $213523.00         | $364.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $100000.00         | $239.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-15      | 7.0000%  | 7.0000% | $25000.00          | $798.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-15      | 7.0000%  | 7.0000% | $35000.00          | $304.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $218772.00         | $461.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $600000.00         | $111.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-15      | 7.0000%  | 7.0000% | $75000.00          | $167.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-15      | 7.7500%  | 7.7500% | $30000.00          | $59.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-15      | 7.0000%  | 7.0000% | $40971.00          | $1021.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-02-15      | 7.0000%  | 7.0000% | $200000.00         | $12271.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 7.0000%  | 7.0000% | $29273.00          | $333.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $75000.00          | $901.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-15      | 8.5000%  | 8.5000% | $1929974.00        | $1888.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-15      | 9.0000%  | 9.0000% | $25000.00          | $131.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-15      | 8.0000%  | 8.0000% | $434541.00         | $350.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $875000.00         | $1374.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $35000.00          | $246.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-15      | 7.0000%  | 7.0000% | $50000.00          | $194.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $14268543.00       | $11550.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $100000.00         | $174.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $69000.00          | $228.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $35000.00          | $415.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $36629.00          | $35.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $475000.00         | $399.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $50182.00          | $133.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $90000.00          | $110.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $57839.00          | $96.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $50000.00          | $36.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 7.0000%  | 7.0000% | $340000.00         | $423.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $275000.00         | $220.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-15      | 7.0000%  | 7.0000% | $449397.00         | $1243.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $830738.00         | $379.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-15      | 7.0000%  | 7.0000% | $200000.00         | $148.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-15      | 7.5000%  | 7.5000% | $250000.00         | $1055.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-20      | 4.5000%  | 4.5000% | $2038594.00        | $272806.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $25000.00          | $178.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 6.5000%  | 6.5000% | $25000.00          | $71.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $8389772.00        | $28823.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $50000.00          | $162.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $171000.00         | $472.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 5.5000%  | 5.5000% | $25000.00          | $273.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 6.5000%  | 6.5000% | $50827.00          | $100.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $25000.00          | $63.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $589975.00         | $954.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $945000.00         | $625.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 5.5000%  | 5.5000% | $100000.00         | $355.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $316980.00         | $77.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $565000.00         | $588.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $3976320.00        | $4174.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-15      | 4.5000%  | 4.5000% | $25000.00          | $260.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-15      | 5.0000%  | 5.0000% | $4000000.00        | $56384.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $33000.00          | $499.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $1910000.00        | $1966.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $70279.00          | $72.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $107022.00         | $293.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $535073.00         | $601.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.5000%  | 7.5000% | $684986.00         | $5363.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $1697805.00        | $1195.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 6.5000%  | 6.5000% | $854448.00         | $10944.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $176500.00         | $612.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $370413.00         | $702.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $440327.00         | $1837.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $190000.00         | $247.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $537507.00         | $796.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 2.5000%  | 2.5000% | $15418.00          | $3517.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 3.0000%  | 3.0000% | $675000.00         | $68986.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 3.5000%  | 3.5000% | $1631000.00        | $122400.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 4.5000%  | 4.5000% | $2237011.00        | $139205.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 5.0000%  | 5.0000% | $225000.00         | $12430.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.0000%  | 6.0000% | $351062.00         | $29727.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-20      | 7.0000%  | 7.0000% | $211766.00         | $32550.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-20      | 7.5000%  | 7.5000% | $203090.00         | $24326.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 4.5000%  | 4.5000% | $1823415.00        | $117160.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 4.0000%  | 4.0000% | $30000.00          | $234.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 3.5000%  | 3.5000% | $450000.00         | $32500.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 2.5000%  | 2.5000% | $75000.00          | $12555.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-20      | 3.5000%  | 3.5000% | $256000.00         | $18372.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-20      | 4.0000%  | 4.0000% | $25000.00          | $1610.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-20      | 4.5000%  | 4.5000% | $100000.00         | $5481.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-20      | 5.0000%  | 5.0000% | $837201.00         | $36940.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 4.0000%  | 4.0000% | $274000.00         | $19967.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 7.0000%  | 7.0000% | $25000.00          | $1209.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 3.5000%  | 3.5000% | $498989.00         | $34056.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 4.0000%  | 4.0000% | $115000.00         | $8740.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 5.0000%  | 5.0000% | $883115.00         | $44270.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 2.5000%  | 2.5000% | $807850.00         | $138738.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.0000%  | 3.0000% | $62361.00          | $6483.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 4.0000%  | 4.0000% | $35251.00          | $2968.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $1517702.00        | $171712.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 3.0000%  | 3.0000% | $1840605.00        | $185312.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 4.0000%  | 4.0000% | $1646319.00        | $146461.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 4.5000%  | 4.5000% | $611504.00         | $44407.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 4.0000%  | 4.0000% | $41609.00          | $408.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 5.0000%  | 5.0000% | $11000.00          | $776.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 3.0000%  | 3.0000% | $139000.00         | $12247.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 3.5000%  | 3.5000% | $538465.00         | $38947.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 4.5000%  | 4.5000% | $2750000.00        | $178463.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-20      | 2.5000%  | 2.5000% | $1750000.00        | $97167.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-20      | 2.0000%  | 2.0000% | $4000.00           | $1455.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 2.5000%  | 2.5000% | $250381.00         | $38256.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.0000%  | 3.0000% | $2333726.00        | $214776.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-20      | 3.5000%  | 3.5000% | $133000.00         | $8318.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-20      | 5.0000%  | 5.0000% | $1165137.00        | $466864.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 2.5000%  | 2.5000% | $301472.00         | $47949.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 4.0000%  | 4.0000% | $53960.00          | $4863.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 4.5000%  | 4.5000% | $3500000.00        | $236396.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.5000%  | 6.5000% | $20000.00          | $1806.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 3.0000%  | 3.0000% | $980000.00         | $51340.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-20      | 4.0000%  | 4.0000% | $176245.00         | $1272.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-20      | 3.0000%  | 3.0000% | $2780000.00        | $299140.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-20      | 4.0000%  | 4.0000% | $125257.00         | $10017.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-20      | 3.5000%  | 3.5000% | $1642570.00        | $97882.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 2.5000%  | 2.5000% | $1126269.00        | $212692.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 3.0000%  | 3.0000% | $164000.00         | $20531.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 3.5000%  | 3.5000% | $53000.00          | $4839.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 4.0000%  | 4.0000% | $2000000.00        | $137533.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 4.5000%  | 4.5000% | $1258523.00        | $80136.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 2.5000%  | 2.5000% | $760631.00         | $56534.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $51125.00          | $52.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $174164.00         | $70.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 6.5000%  | 6.5000% | $300000.00         | $170.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $217479.00         | $190.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-15      | 5.5000%  | 5.5000% | $21967639.00       | $173902.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $57405.00          | $179.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $914735.00         | $1677.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-15      | 7.0000%  | 7.0000% | $50000.00          | $811.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $134331.00         | $374.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $207000.00         | $654.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $368325.00         | $2565.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $137176.00         | $440.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $259668.00         | $1100.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 7.0000%  | 7.0000% | $48290.00          | $2597.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-15      | 6.5000%  | 6.5000% | $166150.00         | $2425.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $235882.00         | $2371.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $663500.00         | $6332.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.0000%  | 6.0000% | $227263.00         | $1013.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 7.0000%  | 7.0000% | $438801.00         | $9309.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $38000.00          | $263.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 7.0000%  | 7.0000% | $71700.00          | $1361.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 7.0000%  | 7.0000% | $50765.00          | $2543.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $35068.00          | $171.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 6.0000%  | 6.0000% | $1018824.00        | $16172.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-15      | 5.5000%  | 5.5000% | $50000.00          | $509.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 5.0000%  | 5.0000% | $25189.00          | $300.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 6.0000%  | 6.0000% | $910692.00         | $1738.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 4.5000%  | 4.5000% | $145000.00         | $1806.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 4.5000%  | 4.5000% | $205000.00         | $2811.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 4.7500%  | 4.7500% | $4074170.00        | $85813.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 5.7500%  | 5.7500% | $135913.00         | $23347.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-15      | 6.0000%  | 6.0000% | $6286566.00        | $45586.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 6.0000%  | 6.0000% | $2000000.00        | $64065.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 3.0000%  | 3.0000% | $90000.00          | $40375.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 4.5000%  | 4.5000% | $77817.00          | $3519.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 5.8600%  | 5.8600% | $1308765.00        | $108582.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 6.5000%  | 6.5000% | $215000.00         | $5666.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 5.8600%  | 5.8600% | $953915.00         | $69657.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 5.8600%  | 5.8600% | $970782.00         | $151089.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 5.8600%  | 5.8600% | $1122262.00        | $80059.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 7.0000%  | 7.0000% | $35097.00          | $231.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 6.5000%  | 6.5000% | $100000.00         | $1563.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-15      | 6.5000%  | 6.5000% | $39000.00          | $1593.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $62820.00          | $494.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.0000%  | 6.0000% | $200000.00         | $4012.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 2.5000%  | 2.5000% | $118960.00         | $30527.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 6.5000%  | 6.5000% | $26640.00          | $442.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 4.6500%  | 4.6500% | $1260037.00        | $50001.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 5.2500%  | 5.2500% | $981449.00         | $32786.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 7.0000%  | 7.0000% | $75526.00          | $1458.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-15      | 5.5000%  | 5.5000% | $551633.00         | $10665.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-15      | 5.5000%  | 5.5000% | $1090048.00        | $83431.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $25610.00          | $1784.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-15      | 5.8600%  | 5.8600% | $1226977.00        | $114574.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 5.8600%  | 5.8600% | $1357768.00        | $58968.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-15      | 5.8600%  | 5.8600% | $734044.00         | $48280.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 5.8600%  | 5.8600% | $637996.00         | $56092.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-15      | 5.8600%  | 5.8600% | $630544.00         | $79882.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-15      | 5.5000%  | 5.5000% | $66666.00          | $1309.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $65142.00          | $954.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $33317.00          | $442.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 5.5000%  | 5.5000% | $20413651.00       | $214329.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-15      | 5.5000%  | 5.5000% | $20252129.00       | $228650.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 5.8600%  | 5.8600% | $1011545.00        | $96236.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 5.8600%  | 5.8600% | $1441416.00        | $49787.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-15      | 5.8600%  | 5.8600% | $880664.00         | $250823.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $35046.00          | $236.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.5000%  | 6.5000% | $300000.00         | $2054.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $110204.00         | $1794.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-20      | 5.5000%  | 5.5000% | $2907587.00        | $93987.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $37560.00          | $2103.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-15      | 5.0000%  | 5.0000% | $45000.00          | $2016.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-15      | 5.0000%  | 5.0000% | $25000.00          | $1161.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-15      | 6.5000%  | 6.5000% | $28206.00          | $720.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 5.0000%  | 5.0000% | $2497000.00        | $33162.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-15      | 6.5000%  | 6.5000% | $150000.00         | $1408.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 4.5000%  | 4.5000% | $4000000.00        | $61768.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 6.5000%  | 6.5000% | $1800000.00        | $17048.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 6.5000%  | 6.5000% | $25000.00          | $173.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $15000.00          | $93.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-15      | 5.5000%  | 5.5000% | $50000.00          | $547.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 6.0000%  | 6.0000% | $1700000.00        | $21773.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-15      | 6.0000%  | 6.0000% | $100000.00         | $1743.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 6.5000%  | 6.5000% | $625000.00         | $5810.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 5.0000%  | 5.0000% | $20000.00          | $389.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.0000%  | 6.0000% | $50000.00          | $417.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $614322.00         | $4398.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-15      | 6.0000%  | 6.0000% | $531432.00         | $6465.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-15      | 5.5000%  | 5.5000% | $40000.00          | $593.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 5.0000%  | 5.0000% | $50000.00          | $676.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.0000%  | 6.0000% | $248556.00         | $2589.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-20      | 4.5000%  | 4.5000% | $80000.00          | $1919.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 5.0000%  | 5.0000% | $25000.00          | $288.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 5.0000%  | 5.0000% | $1596717.00        | $22590.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 7.0000%  | 7.0000% | $50000.00          | $970.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $85000.00          | $982.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-15      | 4.5000%  | 4.5000% | $2500000.00        | $736.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 4.0000%  | 4.0000% | $1025000.00        | $322.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.5000%  | 4.5000% | $23934420.00       | $163946.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.5000%  | 4.5000% | $1339818.00        | $66826.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 4.5000%  | 4.5000% | $4391402.00        | $208889.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.5000%  | 4.5000% | $605000.00         | $30175.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 5.0000%  | 5.0000% | $18000000.00       | $299102.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 6.0000%  | 6.0000% | $12000000.00       | $168616.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 6.0000%  | 6.0000% | $9500000.00        | $122830.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 6.0000%  | 6.0000% | $459980.00         | $4979.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.0000%  | 6.0000% | $233093.00         | $4614.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 6.0000%  | 6.0000% | $365689.00         | $5821.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 4.5000%  | 4.5000% | $1305000.00        | $47931.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-15      | 3.5000%  | 3.5000% | $1385000.00        | $540.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-15      | 4.5000%  | 4.5000% | $897000.00         | $34004.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 5.0000%  | 5.0000% | $8000000.00        | $302830.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 6.5000%  | 6.5000% | $1600000.00        | $66758.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-20      | 5.0000%  | 5.0000% | $1000000.00        | $10.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 4.5000%  | 4.5000% | $85000.00          | $7146.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 5.0000%  | 5.0000% | $145000.00         | $9890.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 4.5000%  | 4.5000% | $107000.00         | $1157.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-15      | 5.2500%  | 5.2500% | $611184.00         | $51915.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 4.7500%  | 4.7500% | $1347650.00        | $52132.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 4.7500%  | 4.7500% | $2182673.00        | $48773.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 4.7500%  | 4.7500% | $2174466.00        | $39190.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 4.7500%  | 4.7500% | $962747.00         | $77497.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 4.7500%  | 4.7500% | $1677592.00        | $82886.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 4.7500%  | 4.7500% | $3251374.00        | $45812.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 4.7500%  | 4.7500% | $2033389.00        | $19033.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.0000%  | 5.0000% | $30000.00          | $207.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 4.5000%  | 4.5000% | $162498.00         | $1728.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 5.5000%  | 5.5000% | $54000.00          | $619.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-20      | 6.5000%  | 6.5000% | $72000.00          | $907.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 5.0000%  | 5.0000% | $4973630.00        | $51859.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 5.0000%  | 5.0000% | $398000.00         | $7097.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 6.0000%  | 6.0000% | $544255.00         | $7614.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-15      | 6.5000%  | 6.5000% | $25042.00          | $201.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-15      | 6.5000%  | 6.5000% | $27595.00          | $485.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-15      | 6.5000%  | 6.5000% | $37813.00          | $242.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $63200.00          | $269.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $78777.00          | $1007.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $201314.00         | $2069.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $2199.00           | $2199.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $7134.00           | $7217.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $7046.00           | $7117.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $17723.00          | $17593.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $122657.00         | $124064.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $4971678.00        | $4684214.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $1129.00           | $1137.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $6306.00           | $6321.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $1117.00           | $1129.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $4000.00           | $4041.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $1806.00           | $1822.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $3066.00           | $3187.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $6540967.00        | $6607716.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1897080.00        | $1921959.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $5368.00           | $5401.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $359925.00         | $354689.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $5700.00           | $5749.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $4250.00           | $4320.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $2450.00           | $2475.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1064.00           | $1072.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $78661.00          | $80193.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1087.00           | $1105.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $6185.00           | $6220.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1065.00           | $1075.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $4278.00           | $4414.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 6.0000%  | 6.0000% | $5088.00           | $5243.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $2050.00           | $2089.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $2094.00           | $2137.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $1005.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $1804.00           | $1853.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $1057.00           | $1106.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 3.4900%  | 3.4900% | $327588.00         | $138301.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-15      | 3.7500%  | 3.7500% | $336686.00         | $45850.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 3.4900%  | 3.4900% | $65650.00          | $16499.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 3.4900%  | 3.4900% | $176550.00         | $28856.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-15      | 3.7500%  | 3.7500% | $596503.00         | $50646.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $1268652.00        | $203588.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 4.5000%  | 4.5000% | $966000.00         | $2013.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-15      | 3.5000%  | 3.5000% | $650000.00         | $5755.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-15      | 3.7500%  | 3.7500% | $386908.00         | $38744.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-15      | 3.7500%  | 3.7500% | $271340.00         | $85811.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-15      | 3.7500%  | 3.7500% | $740446.00         | $85843.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-15      | 3.7500%  | 3.7500% | $674164.00         | $51070.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-15      | 4.4500%  | 4.4500% | $341415.00         | $90395.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-15      | 3.5000%  | 3.5000% | $1500000.00        | $4051.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-15      | 3.0000%  | 3.0000% | $155500.00         | $91265.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-20      | 3.5000%  | 3.5000% | $199729.00         | $35218.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-15      | 3.7500%  | 3.7500% | $689100.00         | $128680.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-15      | 3.0000%  | 3.0000% | $156500.00         | $93541.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-15      | 3.5000%  | 3.5000% | $500000.00         | $2272.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 3.0000%  | 3.0000% | $2505000.00        | $19598.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 3.0000%  | 3.0000% | $6500000.00        | $52929.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-15      | 2.4500%  | 2.4500% | $1600.00           | $870.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 2.4500%  | 2.4500% | $5578.00           | $1998.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-15      | 3.0000%  | 3.0000% | $161970.00         | $83432.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 2.4500%  | 2.4500% | $98475.00          | $21109.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-15      | 3.1000%  | 3.1000% | $73098.00          | $45127.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-15      | 3.1000%  | 3.1000% | $353980.00         | $190509.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $500000.00         | $17158.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-15      | 2.6490%  | 2.6490% | $351162.00         | $57653.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-15      | 3.1000%  | 3.1000% | $1363847.00        | $146585.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-15      | 3.1000%  | 3.1000% | $582188.00         | $108667.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-15      | 3.1000%  | 3.1000% | $814448.00         | $130789.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-15      | 2.6490%  | 2.6490% | $222793.00         | $74030.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $41629.00          | $471.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $79304.00          | $618.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $36467.00          | $418.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $32518.00          | $601.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.5000%  | 6.5000% | $83674.00          | $598.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-15      | 6.5000%  | 6.5000% | $37940.00          | $799.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $75972.00          | $524.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.0000%  | 6.0000% | $1000000.00        | $32139.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.5000%  | 6.5000% | $578603.00         | $3663.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $80000.00          | $726.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.0000%  | 6.0000% | $240000.00         | $2821.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $811446.00         | $12228.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $174269.00         | $1491.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $294228.00         | $3905.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $230318.00         | $2941.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $261781.00         | $4982.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $62422.00          | $1208.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $299314.00         | $2324.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $25021.00          | $853.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $114178.00         | $1411.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $45723.00          | $955.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $100000.00         | $826.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $28942.00          | $749.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.0000%  | 6.0000% | $519210.00         | $3096.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $27550.00          | $1608.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $27130.00          | $1812.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $53180.00          | $1635.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $26283.00          | $777.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $103632.00         | $612.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $44188.00          | $671.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $94958.00          | $240.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $75227.00          | $624.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $72780.00          | $479.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-15      | 6.5000%  | 6.5000% | $148965.00         | $1093.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $119863.00         | $1159.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-15      | 6.5000%  | 6.5000% | $31598.00          | $1278.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $66057.00          | $477.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 7.0000%  | 7.0000% | $61000.00          | $1190.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.0000%  | 6.0000% | $910447.00         | $4787.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $853772.00         | $7144.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $60473.00          | $302.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-15      | 6.0000%  | 6.0000% | $226000.00         | $2877.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $265850.00         | $2444.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 7.0000%  | 7.0000% | $65645.00          | $1471.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $50299.00          | $822.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $105956.00         | $1129.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $50181.00          | $901.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $33506.00          | $68.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-15      | 6.5000%  | 6.5000% | $32000.00          | $222.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $25000.00          | $139.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 7.0000%  | 7.0000% | $27875.00          | $644.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 7.0000%  | 7.0000% | $50710.00          | $3253.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $59853.00          | $705.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $25000.00          | $702.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-20      | 6.0000%  | 6.0000% | $1777118.00        | $129200.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $65831.00          | $951.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $105693.00         | $1987.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $223943.00         | $1568.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $93273.00          | $346.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $31984.00          | $136.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $113981.00         | $1012.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $2733.00           | $2766.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $5097.00           | $5150.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $4413.00           | $4450.23           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-02-15      | 1.5000%  | 1.5000% | $700.00            | $604.61            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-02-15      | 2.1250%  | 2.1250% | $400.00            | $386.20            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 2.3750%  | 2.3750% | $92000.00          | $91375.08          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-15      | 2.2500%  | 2.2500% | $161000.00         | $158122.72         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $15500.00          | $15354.94          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-15      | 2.8750%  | 2.8750% | $800.00            | $796.58            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-28      | 2.5000%  | 2.5000% | $500.00            | $504.72            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-30      | 2.3750%  | 2.3750% | $301300.00         | $302113.60         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-31      | 2.1250%  | 2.1250% | $100.00            | $99.82             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-15      | 1.6250%  | 1.6250% | $274900.00         | $276654.54         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-15      | 2.0000%  | 2.0000% | $300.00            | $297.45            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-15      | 2.3750%  | 2.3750% | $100.00            | $99.00             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-15      | 1.6250%  | 1.6250% | $200.00            | $188.01            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-31      | 1.3750%  | 1.3750% | $12700.00          | $12607.51          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-30      | 1.6250%  | 1.6250% | $455900.00         | $452465.44         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-15      | 1.7500%  | 1.7500% | $673200.00         | $630054.63         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-31      | 1.7500%  | 1.7500% | $200.00            | $196.99            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-15      | 1.5000%  | 1.5000% | $12500.00          | $11555.29          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-28      | 1.1250%  | 1.1250% | $100.00            | $97.89             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 0.5000%  | 0.5000% | $4600.00           | $4435.48           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 0.6250%  | 0.6250% | $99700.00          | $87562.13          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-31      | 0.5000%  | 0.5000% | $15400.00          | $14804.98          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-31      | 0.3750%  | 0.3750% | $200.00            | $191.16            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 0.3750%  | 0.3750% | $200.00            | $190.07            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 0.5000%  | 0.5000% | $8200.00           | $7788.91           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-15      | 0.8750%  | 0.8750% | $4400.00           | $3849.50           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-30      | 0.6250%  | 0.6250% | $100.00            | $94.95             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-31      | 0.7500%  | 0.7500% | $231000.00         | $219408.33         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-02-15      | 1.1250%  | 1.1250% | $200.00            | $176.66            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-31      | 0.7500%  | 0.7500% | $500.00            | $498.79            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-30      | 0.7500%  | 0.7500% | $100.00            | $99.45             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-30      | 1.2500%  | 1.2500% | $8400.00           | $8007.61           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-31      | 0.7500%  | 0.7500% | $158100.00         | $155962.51         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 1.2500%  | 1.2500% | $97000.00          | $91639.64          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-31      | 1.3750%  | 1.3750% | $72200.00          | $68247.66          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-31      | 1.1250%  | 1.1250% | $31700.00          | $31198.69          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-30      | 1.2500%  | 1.2500% | $200.00            | $196.56            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-01-31      | 1.7500%  | 1.7500% | $903300.00         | $863204.72         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-15      | 1.8750%  | 1.8750% | $500.00            | $449.21            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-03-31      | 2.3750%  | 2.3750% | $23800.00          | $23088.07          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-06-30      | 3.2500%  | 3.2500% | $400.00            | $395.66            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-30      | 3.2500%  | 3.2500% | $1040900.00        | $1039353.60        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 2.6250%  | 2.6250% | $200.00            | $195.76            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-08-15      | 2.7500%  | 2.7500% | $900.00            | $847.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-31      | 3.1250%  | 3.1250% | $8000.00           | $8052.73           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-15      | 1.6250%  | 1.6250% | $136149400.00      | $151956566.10      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.0000%  | 4.0000% | $55200.00          | $56314.88          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 4.1250%  | 4.1250% | $232100.00         | $236690.81         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-11-15      | 4.1250%  | 4.1250% | $100.00            | $101.60            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 3.5000%  | 3.5000% | $2000.00           | $2018.40           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-15      | 4.0000%  | 4.0000% | $200.00            | $203.64            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-29      | 4.0000%  | 4.0000% | $200.00            | $205.06            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-15      | 4.6250%  | 4.6250% | $3500.00           | $3564.05           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-03-31      | 3.6250%  | 3.6250% | $200.00            | $202.66            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-15      | 3.7500%  | 3.7500% | $13183000.00       | $13329164.55       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-30      | 3.5000%  | 3.5000% | $100.00            | $100.70            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-05-15      | 3.3750%  | 3.3750% | $54900.00          | $52979.35          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-15      | 4.1250%  | 4.1250% | $10896200.00       | $10974510.03       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-30      | 4.0000%  | 4.0000% | $15000.00          | $15196.31          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-08-15      | 3.8750%  | 3.8750% | $100.00            | $100.56            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 4.1250%  | 4.1250% | $7800.00           | $8046.01           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-15      | 4.6250%  | 4.6250% | $10200.00          | $10438.61          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 4.6250%  | 4.6250% | $300.00            | $312.35            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-10-31      | 4.8750%  | 4.8750% | $100.00            | $105.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $50000.00          | $305.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 7.0000%  | 7.0000% | $184000.00         | $1231.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-15      | 5.0000%  | 5.0000% | $179000.00         | $1562.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 4.5000%  | 4.5000% | $150000.00         | $2662.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 7.0000%  | 7.0000% | $150000.00         | $1004.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 6.0000%  | 6.0000% | $212790.00         | $4192.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 6.5000%  | 6.5000% | $105663.00         | $1299.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-15      | 5.0000%  | 5.0000% | $328700.00         | $1721.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 4.0000%  | 4.0000% | $40000.00          | $2182.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 6.5000%  | 6.5000% | $45000.00          | $2116.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-15      | 5.5000%  | 5.5000% | $26000.00          | $1275.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 5.0000%  | 5.0000% | $1180149.00        | $193151.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 5.0000%  | 5.0000% | $217736.00         | $23838.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-15      | 2.5000%  | 2.5000% | $6819.00           | $2151.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 3.0000%  | 3.0000% | $145000.00         | $51414.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-15      | 4.5000%  | 4.5000% | $118997.00         | $18189.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 4.5000%  | 4.5000% | $122564.00         | $39935.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 4.5000%  | 4.5000% | $111299.00         | $28392.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 4.5000%  | 4.5000% | $60000.00          | $1645.28           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-19      | 0.0000%  | 0.0000% | $10200.00          | $10179.39          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-14      | 0.0000%  | 0.0000% | $21400.00          | $21179.77          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-09      | 0.0000%  | 0.0000% | $3300.00           | $3248.09           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-06      | 0.0000%  | 0.0000% | $23700.00          | $23264.39          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-05      | 0.0000%  | 0.0000% | $200.00            | $199.87            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-03      | 0.0000%  | 0.0000% | $5200.00           | $5093.19           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-12      | 0.0000%  | 0.0000% | $200.00            | $199.73            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-26      | 0.0000%  | 0.0000% | $173400.00         | $172928.17         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-05      | 0.0000%  | 0.0000% | $100.00            | $99.65             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-26      | 0.0000%  | 0.0000% | $407500.00         | $405246.52         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-29      | 0.0000%  | 0.0000% | $200.00            | $194.80            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-30      | 0.0000%  | 0.0000% | $1948300.00        | $1930823.74        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-03      | 0.0000%  | 0.0000% | $5300.00           | $5282.93           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-27      | 0.0000%  | 0.0000% | $254700.00         | $247428.31         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-28      | 0.0000%  | 0.0000% | $200.00            | $197.66            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-04      | 0.0000%  | 0.0000% | $9900.00           | $9777.83           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-17      | 0.0000%  | 0.0000% | $11300.00          | $11247.56          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-31      | 0.0000%  | 0.0000% | $200.00            | $198.79            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-18      | 0.0000%  | 0.0000% | $100.00            | $98.63             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-25      | 0.0000%  | 0.0000% | $300.00            | $295.68            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-21      | 0.0000%  | 0.0000% | $22000.00          | $21822.68          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-28      | 0.0000%  | 0.0000% | $100.00            | $99.12             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-05      | 0.0000%  | 0.0000% | $200.00            | $198.11            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-21      | 0.0000%  | 0.0000% | $5600.00           | $5413.85           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-16      | 0.0000%  | 0.0000% | $200.00            | $196.72            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-12      | 0.0000%  | 0.0000% | $51400.00          | $50879.31          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-19      | 0.0000%  | 0.0000% | $100.00            | $98.91             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-26      | 0.0000%  | 0.0000% | $200.00            | $197.69            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-15      | 3.6250%  | 3.6250% | $200.00            | $427.68            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-15      | 3.8750%  | 3.8750% | $100.00            | $216.32            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-15      | 2.3750%  | 2.3750% | $5900.00           | $9628.12           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-15      | 1.7500%  | 1.7500% | $337500.00         | $530617.76         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-02-15      | 2.1250%  | 2.1250% | $6476600.00        | $9767441.36        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-02-15      | 2.1250%  | 2.1250% | $25720700.00       | $37899340.74       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-02-15      | 0.7500%  | 0.7500% | $151100.00         | $170816.70         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-02-15      | 0.6250%  | 0.6250% | $100.00            | $106.27            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 1.3750%  | 1.3750% | $21600.00          | $25515.49          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-02-15      | 0.7500%  | 0.7500% | $5300.00           | $5383.95           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2046-02-15      | 1.0000%  | 1.0000% | $400.00            | $417.85            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-02-15      | 0.8750%  | 0.8750% | $20500.00          | $20096.42          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-02-15      | 1.0000%  | 1.0000% | $65207600.00       | $63432397.08       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-02-15      | 1.0000%  | 1.0000% | $100.00            | $93.93             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-02-15      | 0.1250%  | 0.1250% | $10000.00          | $6789.84           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-05-15      | 2.2500%  | 2.2500% | $36036300.00       | $26683177.68       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-08-15      | 3.3750%  | 3.3750% | $275671500.00      | $237256844.27      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 2.5000%  | 2.5000% | $240525.00         | $54166.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.0000%  | 3.0000% | $1411000.00        | $157685.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.5000%  | 3.5000% | $1804102.00        | $174720.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 4.0000%  | 4.0000% | $381000.00         | $31640.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 4.5000%  | 4.5000% | $196982.00         | $14683.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 5.0000%  | 5.0000% | $500000.00         | $42706.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $11000.00          | $1578.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 7.0000%  | 7.0000% | $38000.00          | $4157.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-20      | 3.5000%  | 3.5000% | $500000.00         | $34192.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.0000%  | 3.0000% | $125000.00         | $15071.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.5000%  | 3.5000% | $2496084.00        | $241091.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.0000%  | 4.0000% | $30000.00          | $2515.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.5000%  | 4.5000% | $850000.00         | $63750.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 4.5000%  | 4.5000% | $2788690.00        | $177323.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 2.5000%  | 2.5000% | $41355.00          | $10397.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 3.0000%  | 3.0000% | $220558.00         | $32960.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 4.0000%  | 4.0000% | $2106389.00        | $185598.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 4.5000%  | 4.5000% | $682412.00         | $52570.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.0000%  | 6.0000% | $402182.00         | $50698.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $248733.00         | $24687.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-20      | 3.5000%  | 3.5000% | $200000.00         | $18484.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.5000%  | 3.5000% | $626000.00         | $20745.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.0000%  | 3.0000% | $1670000.00        | $234861.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.5000%  | 3.5000% | $1155413.00        | $132231.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 4.0000%  | 4.0000% | $384101.00         | $34836.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 6.0000%  | 6.0000% | $16000.00          | $1846.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $51000.00          | $6629.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.0000%  | 3.0000% | $2448196.00        | $269710.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.5000%  | 3.5000% | $200000.00         | $20768.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 4.0000%  | 4.0000% | $800000.00         | $73893.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 2.5000%  | 2.5000% | $490000.00         | $92502.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.5000%  | 3.5000% | $200000.00         | $21384.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 4.0000%  | 4.0000% | $322000.00         | $30439.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 5.0000%  | 5.0000% | $25000.00          | $2294.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.0000%  | 3.0000% | $3233312.00        | $379829.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.5000%  | 3.5000% | $2511676.00        | $267687.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.0000%  | 4.0000% | $175000.00         | $16212.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-20      | 3.0000%  | 3.0000% | $772913.00         | $93181.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-20      | 3.5000%  | 3.5000% | $176968.00         | $20277.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.0000%  | 4.0000% | $1198296.00        | $116533.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.5000%  | 4.5000% | $16000.00          | $1498.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 2.5000%  | 2.5000% | $800000.00         | $105863.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 3.5000%  | 3.5000% | $4086024.00        | $480155.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 4.0000%  | 4.0000% | $199934.00         | $19351.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 5.0000%  | 5.0000% | $15000.00          | $1772.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $335000.00         | $42835.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.5000%  | 3.5000% | $671508.00         | $82111.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 4.0000%  | 4.0000% | $36000.00          | $3464.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $3439687.00        | $452762.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.5000%  | 3.5000% | $1283408.00        | $156469.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 4.0000%  | 4.0000% | $1576323.00        | $147935.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.0000%  | 3.0000% | $599332.00         | $81507.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 3.5000%  | 3.5000% | $940621.00         | $129131.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 4.0000%  | 4.0000% | $642344.00         | $67301.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 4.5000%  | 4.5000% | $20000.00          | $2180.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-20      | 3.5000%  | 3.5000% | $123869.00         | $10604.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-20      | 6.0000%  | 6.0000% | $48340.00          | $7012.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-20      | 6.0000%  | 6.0000% | $185500.00         | $26728.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 6.5000%  | 6.5000% | $224579.00         | $37977.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-20      | 7.0000%  | 7.0000% | $109571.00         | $21330.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-20      | 7.5000%  | 7.5000% | $28687.00          | $5397.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 8.0000%  | 8.0000% | $69870.00          | $12416.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 2.5000%  | 2.5000% | $803632.00         | $128756.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.0000%  | 3.0000% | $526250.00         | $72713.65          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-11-15      | 4.5000%  | 4.5000% | $200.00            | $207.49            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-15      | 4.6250%  | 4.6250% | $200.00            | $203.44            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-30      | 4.3750%  | 4.3750% | $4400.00           | $4521.00           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-15      | 4.3750%  | 4.3750% | $100.00            | $101.22            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-12-31      | 3.7500%  | 3.7500% | $94238700.00       | $94867058.66       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-15      | 4.0000%  | 4.0000% | $54300.00          | $54602.74          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-02-15      | 4.0000%  | 4.0000% | $141400.00         | $142993.70         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-15      | 4.1250%  | 4.1250% | $2800.00           | $2868.01           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-28      | 4.2500%  | 4.2500% | $31400.00          | $32516.84          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-15      | 4.2500%  | 4.2500% | $300.00            | $307.05            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-03-31      | 4.1250%  | 4.1250% | $1156000.00        | $1187779.07        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-03-31      | 4.1250%  | 4.1250% | $5120800.00        | $5264210.81        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-15      | 4.5000%  | 4.5000% | $130700.00         | $133863.85         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-30      | 4.8750%  | 4.8750% | $2000.00           | $2029.90           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-30      | 4.6250%  | 4.6250% | $106900.00         | $111303.89         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-05-15      | 4.3750%  | 4.3750% | $718900.00         | $738306.76         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-31      | 4.8750%  | 4.8750% | $4400.00           | $4452.02           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-31      | 4.5000%  | 4.5000% | $200.00            | $206.72            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-05-31      | 4.6250%  | 4.6250% | $100.00            | $104.47            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-15      | 4.6250%  | 4.6250% | $100.00            | $102.00            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 4.6250%  | 4.6250% | $43800.00          | $44139.13          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-15      | 4.3750%  | 4.3750% | $100.00            | $101.34            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 4.0000%  | 4.0000% | $148800.00         | $153346.03         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-31      | 3.6250%  | 3.6250% | $345100.00         | $349596.99         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-09-30      | 3.5000%  | 3.5000% | $40387000.00       | $40587552.52       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-30      | 3.5000%  | 3.5000% | $200.00            | $202.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-15      | 3.8750%  | 3.8750% | $2000000.00        | $2033181.59        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.1250%  | 4.1250% | $200.00            | $204.98            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-10-31      | 4.1250%  | 4.1250% | $100.00            | $102.20            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-30      | 4.1250%  | 4.1250% | $726000.00         | $741625.53         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-12-31      | 4.5000%  | 4.5000% | $4000000.00        | $4138357.12        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $211400.00         | $217161.85         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-15      | 4.2500%  | 4.2500% | $10200.00          | $10349.03          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 4.2500%  | 4.2500% | $100.00            | $104.05            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-31      | 4.1250%  | 4.1250% | $500.00            | $512.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-01-31      | 4.3750%  | 4.3750% | $35200.00          | $36808.85          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-02-15      | 4.6250%  | 4.6250% | $400.00            | $421.89            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-15      | 4.2500%  | 4.2500% | $34875200.00       | $36016392.35       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-28      | 4.1250%  | 4.1250% | $9400.00           | $9617.61           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-29      | 4.1250%  | 4.1250% | $600.00            | $616.57            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 3.8750%  | 3.8750% | $400.00            | $406.61            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-15      | 3.7500%  | 3.7500% | $100.00            | $101.46            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 3.7500%  | 3.7500% | $200.00            | $202.36            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-04-30      | 3.8750%  | 3.8750% | $200.00            | $202.93            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-04-30      | 4.0000%  | 4.0000% | $312000.00         | $316026.43         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 3.7500%  | 3.7500% | $312600.00         | $316233.32         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-31      | 3.8750%  | 3.8750% | $400.00            | $404.25            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-06-30      | 4.0000%  | 4.0000% | $1100.00           | $1106.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-20      | 3.0000%  | 3.0000% | $1129000.00        | $58647.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.0000%  | 3.0000% | $25000.00          | $2990.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $1040000.00        | $94429.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 4.0000%  | 4.0000% | $40000.00          | $2801.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 4.5000%  | 4.5000% | $2475000.00        | $178739.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-20      | 4.0000%  | 4.0000% | $75606.00          | $12703.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 5.0000%  | 5.0000% | $592409.00         | $46022.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 6.5000%  | 6.5000% | $751811.00         | $72423.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 3.0000%  | 3.0000% | $1304000.00        | $139956.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 2.5000%  | 2.5000% | $620174.00         | $97648.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 3.0000%  | 3.0000% | $25000.00          | $2880.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 3.5000%  | 3.5000% | $1488000.00        | $145253.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-20      | 4.0000%  | 4.0000% | $171766.00         | $2489.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 4.5000%  | 4.5000% | $1234370.00        | $94199.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 2.5000%  | 2.5000% | $1200143.00        | $222953.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.5000%  | 3.5000% | $398999.00         | $40468.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $530000.00         | $171.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $500000.00         | $246.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $550000.00         | $178.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.5000%  | 6.5000% | $863711.00         | $744.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.5000%  | 7.5000% | $1136986.00        | $568.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $250000.00         | $193.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $50000.00          | $33.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.5000%  | 7.5000% | $80069.00          | $43.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-20      | 8.5000%  | 8.5000% | $100000.00         | $36.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 8.0000%  | 8.0000% | $115750734.00      | $16449.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $855000.00         | $248.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $242000.00         | $151.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 7.0000%  | 7.0000% | $50000.00          | $1.30              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-15      | 7.0000%  | 7.0000% | $4840383.00        | $44.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-15      | 7.0000%  | 7.0000% | $2697298.00        | $40.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $41371875.00       | $428.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $1273641.00        | $12.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $76604.00          | $1.49              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $3143121.00        | $33.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 6.5000%  | 6.5000% | $1514881.00        | $36.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 7.0000%  | 7.0000% | $2362532.00        | $19.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 7.0000%  | 7.0000% | $2375018.00        | $59.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $29619030.00       | $4380.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2820944.00        | $265.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 7.0000%  | 7.0000% | $81876220.00       | $7160.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $991056.00         | $159.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $40140750.00       | $1983.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $4047178.00        | $202.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $63246957.00       | $2368.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $5547539.00        | $163.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.0000%  | 7.0000% | $72298.00          | $19.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 6.5000%  | 6.5000% | $845886.00         | $27.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.0000%  | 7.0000% | $325000.00         | $29.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.0000%  | 7.0000% | $1369950.00        | $215.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $34740.00          | $10.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $1015074.00        | $182.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $300000.00         | $54.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 6.5000%  | 6.5000% | $100000.00         | $16.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $7271983.00        | $1528.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 6.5000%  | 6.5000% | $40000.00          | $3.37              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 6.5000%  | 6.5000% | $150000.00         | $18.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 6.5000%  | 6.5000% | $250000.00         | $9.71              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 6.5000%  | 6.5000% | $80000.00          | $31.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $102000.00         | $54.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-15      | 6.5000%  | 6.5000% | $61000.00          | $335.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 6.5000%  | 6.5000% | $68205.00          | $567.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 6.5000%  | 6.5000% | $27980.00          | $262.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 7.0000%  | 7.0000% | $719863.00         | $446.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.0000%  | 6.0000% | $175000.00         | $167.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 7.5000%  | 7.5000% | $1800000.00        | $1236.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $55000.00          | $43.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 7.0000%  | 7.0000% | $200000.00         | $109.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $475000.00         | $375.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $74000.00          | $56.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $1066000.00        | $891.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $398474.00         | $493.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $319972.00         | $300.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $500000.00         | $523.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $220000.00         | $286.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $35000.00          | $28.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-15      | 7.0000%  | 7.0000% | $3465579.00        | $3864.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-15      | 7.0000%  | 7.0000% | $3944000.00        | $4017.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $1243693.00        | $1440.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-15      | 7.0000%  | 7.0000% | $120000.00         | $104.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 5.5000%  | 5.5000% | $50000.00          | $129.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $50000.00          | $632.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $300000.00         | $345.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $250000.00         | $891.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $800000.00         | $884.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $665879.00         | $897.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $500000.00         | $105.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $200000.00         | $184.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $400386.00         | $283.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $54000.00          | $30.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $35000.00          | $435.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 6.5000%  | 6.5000% | $75669.00          | $122.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $35000.00          | $237.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 7.0000%  | 7.0000% | $47291.00          | $1010.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.5000%  | 6.5000% | $25000.00          | $43.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $64695.00          | $143.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.0000%  | 6.0000% | $4321269.00        | $3260.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 3.5000%  | 3.5000% | $1894900.00        | $121101.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $335000.00         | $1396.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $48500.00          | $0.10              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $37000.00          | $133.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 6.5000%  | 6.5000% | $80000.00          | $140.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $100000.00         | $116.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $300000.00         | $426.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $100000.00         | $76.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $75000.00          | $166.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 6.0000%  | 6.0000% | $157734.00         | $8362.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $95000.00          | $368.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $25000.00          | $39.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $290000.00         | $485.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $1400000.00        | $1704.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $332663.00         | $582.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $72000.00          | $1511.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 7.0000%  | 7.0000% | $150133.00         | $152.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $75000.00          | $83.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 6.0000%  | 6.0000% | $255000.00         | $680.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $128961.00         | $546.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $305000.00         | $600.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $100000.00         | $114.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $135000.00         | $597.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $128184.00         | $203.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $250000.00         | $226.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 7.0000%  | 7.0000% | $351001.00         | $1033.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $130000.00         | $305.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $250000.00         | $777.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-15      | 6.5000%  | 6.5000% | $11000.00          | $238.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $103966.00         | $35.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 6.5000%  | 6.5000% | $250000.00         | $276.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $171000.00         | $820.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $156000.00         | $369.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $306301.00         | $689.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 6.5000%  | 6.5000% | $199980.00         | $2085.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $50000.00          | $127.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $77000.00          | $377.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $324000.00         | $2612.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $399960.00         | $3801.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $44159.00          | $474.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $25000.00          | $235.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $101925.00         | $798.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $196000.00         | $758.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-15      | 7.0000%  | 7.0000% | $30000.00          | $70.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $100034.00         | $70.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-20      | 5.5000%  | 5.5000% | $1033815.00        | $86008.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 6.0000%  | 6.0000% | $50000.00          | $42.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-15      | 6.0000%  | 6.0000% | $876753.00         | $16876.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-15      | 6.0000%  | 6.0000% | $201337.00         | $1994.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-15      | 6.0000%  | 6.0000% | $261142.00         | $842.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $25000.00          | $310.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.0000%  | 6.0000% | $110585.00         | $277.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-15      | 6.5000%  | 6.5000% | $629361.00         | $6526.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $10000.00          | $85.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 7.0000%  | 7.0000% | $75000.00          | $1429.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.5000%  | 6.5000% | $77000.00          | $615.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.0000%  | 6.0000% | $842849.00         | $4303.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-15      | 6.0000%  | 6.0000% | $500000.00         | $7546.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-15      | 6.5000%  | 6.5000% | $25000.00          | $633.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-15      | 6.5000%  | 6.5000% | $35468.00          | $287.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.5000%  | 6.5000% | $990437.00         | $5788.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.5000%  | 6.5000% | $50000.00          | $881.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $141696.00         | $743.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 7.0000%  | 7.0000% | $25000.00          | $974.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-20      | 7.0000%  | 7.0000% | $170000.00         | $4394.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.0000%  | 6.0000% | $419658.00         | $2602.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.5000%  | 6.5000% | $220000.00         | $2670.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.0000%  | 6.0000% | $142541.00         | $524.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.5000%  | 6.5000% | $52765.00          | $553.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.5000%  | 6.5000% | $69889.00          | $646.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.0000%  | 6.0000% | $552954.00         | $4995.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-15      | 6.5000%  | 6.5000% | $31000.00          | $61.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.0000%  | 4.0000% | $56000.00          | $7205.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 5.5000%  | 5.5000% | $144000.00         | $1169.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.5000%  | 6.5000% | $54563.00          | $290.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.5000%  | 6.5000% | $50000.00          | $1250.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 5.5000%  | 5.5000% | $50000.00          | $433.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.5000%  | 6.5000% | $499341.00         | $3858.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $110321.00         | $558.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $70809.00          | $322.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.0000%  | 6.0000% | $35000.00          | $1247.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-15      | 6.5000%  | 6.5000% | $26119.00          | $1533.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-15      | 6.5000%  | 6.5000% | $409358.00         | $7405.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.5000%  | 6.5000% | $35000.00          | $1336.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.0000%  | 6.0000% | $14500000.00       | $47070.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-15      | 5.0000%  | 5.0000% | $425000.00         | $33373.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $4057911.00        | $89957.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.5000%  | 6.5000% | $52606.00          | $661.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-15      | 6.5000%  | 6.5000% | $2889130.00        | $35341.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 7.0000%  | 7.0000% | $46000.00          | $3239.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $1438196.00        | $8023.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 6.5000%  | 6.5000% | $25000.00          | $459.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 5.5000%  | 5.5000% | $75000.00          | $441.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.5000%  | 6.5000% | $1000000.00        | $15461.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.5000%  | 6.5000% | $780894.00         | $9104.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 4.5000%  | 4.5000% | $88000.00          | $2188.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-15      | 4.5000%  | 4.5000% | $50000.00          | $952.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-20      | 6.0000%  | 6.0000% | $20000.00          | $889.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $65294.00          | $115.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 6.5000%  | 6.5000% | $162500.00         | $1721.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-15      | 6.0000%  | 6.0000% | $15000000.00       | $177154.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 4.5000%  | 4.5000% | $213000.00         | $3310.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $300000.00         | $393.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 6.5000%  | 6.5000% | $25000.00          | $1173.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 6.0000%  | 6.0000% | $70126.00          | $3919.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $25000.00          | $1269.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $25000.00          | $68.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 7.0000%  | 7.0000% | $40000.00          | $1225.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 6.5000%  | 6.5000% | $25000.00          | $812.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 6.5000%  | 6.5000% | $150000.00         | $1527.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $50000.00          | $394.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 6.5000%  | 6.5000% | $1431300.00        | $1274.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-15      | 6.5000%  | 6.5000% | $559002.00         | $701.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 8.0000%  | 8.0000% | $1500000.00        | $139.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $331000.00         | $151.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $1130000.00        | $1517.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 6.5000%  | 6.5000% | $125000.00         | $172.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $13299412.00       | $13835.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $276000.00         | $275.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $37497607.00       | $46292.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $422242.00         | $490.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 7.0000%  | 7.0000% | $490522.00         | $557.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $29921127.00       | $45893.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $9684219.00        | $14326.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 7.0000%  | 7.0000% | $680000.00         | $1187.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 7.0000%  | 7.0000% | $44194988.00       | $65870.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 6.5000%  | 6.5000% | $1140000.00        | $1062.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $370000.00         | $782.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 5.5000%  | 5.5000% | $25000.00          | $148.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $700000.00         | $1427.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $30000.00          | $86.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $160496.00         | $316.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.5000%  | 6.5000% | $437840.00         | $891.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $862612.00         | $2530.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 7.0000%  | 7.0000% | $971221.00         | $1887.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.5000%  | 6.5000% | $420000.00         | $828.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 6.5000%  | 6.5000% | $371000.00         | $937.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $4408363.00        | $13222.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-15      | 7.0000%  | 7.0000% | $57660.00          | $705.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-20      | 5.3750%  | 5.3750% | $12000000.00       | $353507.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-15      | 4.5000%  | 4.5000% | $49000.00          | $6218.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.5000%  | 3.5000% | $29054.00          | $14197.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 4.5000%  | 4.5000% | $25000.00          | $4136.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 4.0000%  | 4.0000% | $3250000.00        | $10047.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 4.5000%  | 4.5000% | $500000.00         | $34.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 3.5000%  | 3.5000% | $1050000.00        | $7175.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-15      | 4.0000%  | 4.0000% | $1000000.00        | $171.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 2.5000%  | 2.5000% | $5610000.00        | $64462.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 4.0000%  | 4.0000% | $6500000.00        | $47242.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-15      | 5.0000%  | 5.0000% | $300000.00         | $24971.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-15      | 4.5000%  | 4.5000% | $1250000.00        | $36.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-15      | 4.0000%  | 4.0000% | $500000.00         | $1.91              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.0000%  | 6.0000% | $3184158.00        | $330748.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 5.0000%  | 5.0000% | $312891.00         | $54869.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-15      | 5.0000%  | 5.0000% | $204000.00         | $28233.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 3.5000%  | 3.5000% | $30000.00          | $12197.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 5.0000%  | 5.0000% | $156000.00         | $24458.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $195008.00         | $694.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $40369.00          | $496.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-15      | 6.5000%  | 6.5000% | $52861.00          | $1835.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-15      | 6.5000%  | 6.5000% | $25000.00          | $127.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-15      | 6.0000%  | 6.0000% | $383818.00         | $3737.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $80000.00          | $586.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-15      | 6.0000%  | 6.0000% | $181435.00         | $2044.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-15      | 6.5000%  | 6.5000% | $25000.00          | $301.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $65023.00          | $605.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-15      | 6.5000%  | 6.5000% | $25000.00          | $381.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-15      | 6.5000%  | 6.5000% | $284575.00         | $5275.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-15      | 6.5000%  | 6.5000% | $145000.00         | $246.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.5000%  | 6.5000% | $25272.00          | $438.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.0000%  | 6.0000% | $366748.00         | $2143.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.5000%  | 6.5000% | $3000000.00        | $13157.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-15      | 6.5000%  | 6.5000% | $20000.00          | $125.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-15      | 6.5000%  | 6.5000% | $125000.00         | $5860.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-15      | 7.0000%  | 7.0000% | $200000.00         | $3300.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $607123.00         | $564.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $39894.00          | $19.51             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $965319.00         | $4158.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $2396380.00        | $20802.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $651750.00         | $7429.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $416157.00         | $2190.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 6.5000%  | 6.5000% | $9558142.00        | $810.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $625000.00         | $1770.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 7.0000%  | 7.0000% | $16493.00          | $195.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 6.5000%  | 6.5000% | $300000.00         | $126.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 7.0000%  | 7.0000% | $1103017.00        | $5692.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 7.0000%  | 7.0000% | $1660000.00        | $27343.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 7.0000%  | 7.0000% | $10204390.00       | $94715.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.0000%  | 7.0000% | $60000.00          | $416.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $10000.00          | $40.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $13469292.00       | $157077.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $115000.00         | $551.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $1255728.00        | $923.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 6.5000%  | 6.5000% | $90000.00          | $92.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $23000.00          | $319.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $322105.00         | $1249.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $3054047.00        | $4233.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $38000.00          | $213.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 6.5000%  | 6.5000% | $1795101.00        | $1143.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 7.0000%  | 7.0000% | $327172.00         | $887.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $3650000.00        | $132243.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $3400000.00        | $59305.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $3675000.00        | $129894.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-02-25      | 7.0000%  | 7.0000% | $500000.00         | $9.96              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-04-01      | 7.0000%  | 7.0000% | $17762.00          | $1.98              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-04-01      | 7.0000%  | 7.0000% | $4065745.00        | $263.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 6.5000%  | 6.5000% | $1588748.00        | $341.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 5.5000%  | 5.5000% | $108570.00         | $107.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 5.0000%  | 5.0000% | $466623.00         | $14491.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 4.5000%  | 4.5000% | $208000.00         | $4680.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-09-01      | 5.0000%  | 5.0000% | $343658.00         | $1595.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-03-01      | 5.0000%  | 5.0000% | $1900000.00        | $310.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-05-01      | 4.0000%  | 4.0000% | $5410000.00        | $4098.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-05-01      | 4.0000%  | 4.0000% | $2500000.00        | $1776.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $125000.00         | $202.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 6.0000%  | 6.0000% | $800000.00         | $115868.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.0000%  | 3.0000% | $425000.00         | $59905.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 3.5000%  | 3.5000% | $3574000.00        | $407941.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 4.0000%  | 4.0000% | $256000.00         | $30111.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.0000%  | 5.0000% | $700000.00         | $85286.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.5000%  | 5.5000% | $5088231.00        | $689778.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $15000.00          | $3464.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-20      | 7.0000%  | 7.0000% | $59811.00          | $13468.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.0000%  | 2.0000% | $625000.00         | $310246.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.0000%  | 3.0000% | $2000.00           | $730.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.5000%  | 3.5000% | $2279.00           | $861.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.5000%  | 3.5000% | $2500000.00        | $267840.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 4.0000%  | 4.0000% | $1439662.00        | $144593.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.0000%  | 3.0000% | $3982000.00        | $675721.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.5000%  | 3.5000% | $2859000.00        | $362001.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 4.5000%  | 4.5000% | $100000.00         | $12848.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 5.0000%  | 5.0000% | $1167133.00        | $146753.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 4.0000%  | 4.0000% | $3035916.00        | $292999.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.5000%  | 3.5000% | $5000.00           | $639.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 2.5000%  | 2.5000% | $5000000.00        | $280357.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $2803178.00        | $318912.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 4.0000%  | 4.0000% | $2074366.00        | $288104.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 4.0000%  | 4.0000% | $2284538.00        | $211567.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 4.5000%  | 4.5000% | $1406107.00        | $193155.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $50000.00          | $689.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-08-01      | 7.0000%  | 7.0000% | $25000.00          | $706.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 7.0000%  | 7.0000% | $132000.00         | $251.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-07-01      | 7.0000%  | 7.0000% | $50000.00          | $1942.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.0000%  | 7.0000% | $545000.00         | $3583.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 7.0000%  | 7.0000% | $25000.00          | $738.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 7.0000%  | 7.0000% | $25000.00          | $1303.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 6.5000%  | 6.5000% | $78000.00          | $181.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-02-01      | 7.0000%  | 7.0000% | $50000.00          | $1186.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 6.5000%  | 6.5000% | $1707507.00        | $11661.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-08-01      | 4.5000%  | 4.5000% | $3350000.00        | $7282.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 7.0000%  | 7.0000% | $100000.00         | $2667.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 7.0000%  | 7.0000% | $75000.00          | $2475.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-09-01      | 6.5000%  | 6.5000% | $8000.00           | $110.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5000%  | 6.5000% | $18484300.00       | $278017.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5000%  | 6.5000% | $10000.00          | $23.91             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-11-01      | 6.5000%  | 6.5000% | $6000.00           | $12.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-11-01      | 6.5000%  | 6.5000% | $472917.00         | $908.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 7.0000%  | 7.0000% | $64575.00          | $2481.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 7.0000%  | 7.0000% | $25000.00          | $342.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 7.0000%  | 7.0000% | $95000.00          | $1371.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 5.5000%  | 5.5000% | $22110000.00       | $115999.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 7.0000%  | 7.0000% | $9799225.00        | $190695.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 4.5000%  | 4.5000% | $350000.00         | $15713.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-11-01      | 4.5000%  | 4.5000% | $421258.00         | $7845.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 4.5000%  | 4.5000% | $4500000.00        | $199667.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 4.0000%  | 4.0000% | $1444000.00        | $88464.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-02-01      | 4.5000%  | 4.5000% | $375000.00         | $24897.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $905184.00         | $2954.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $60000.00          | $8.89              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-08-01      | 6.5000%  | 6.5000% | $2345000.00        | $1448.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 7.0000%  | 7.0000% | $98000.00          | $525.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 6.5000%  | 6.5000% | $2000000.00        | $4750.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 6.0000%  | 6.0000% | $152335073.00      | $243041.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $28000.00          | $17.31             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $113058.00         | $390.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $283962.00         | $103.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $301720.00         | $534.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 7.0000%  | 7.0000% | $5000.00           | $5.98              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 6.5000%  | 6.5000% | $465144.00         | $172.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 6.5000%  | 6.5000% | $1928533.00        | $493.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 6.5000%  | 6.5000% | $274539.00         | $900.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 7.0000%  | 7.0000% | $97000.00          | $13.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 7.0000%  | 7.0000% | $115000.00         | $49.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $840312.00         | $331.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 8.0000%  | 8.0000% | $1700000.00        | $3686.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 8.0000%  | 8.0000% | $58258.00          | $15.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $470000.00         | $898.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-06-01      | 8.0000%  | 8.0000% | $79000.00          | $387.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 8.5000%  | 8.5000% | $41839.00          | $519.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 8.0000%  | 8.0000% | $548878.00         | $6197.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 7.0000%  | 7.0000% | $800000.00         | $245.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $55100.00          | $3373.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 8.0000%  | 8.0000% | $101000.00         | $48.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 7.0000%  | 7.0000% | $97000.00          | $1049.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 7.0000%  | 7.0000% | $822584.00         | $287.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 8.0000%  | 8.0000% | $160000.00         | $437.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 7.0000%  | 7.0000% | $300000.00         | $2960.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 8.0000%  | 8.0000% | $2000000.00        | $9925.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 7.0000%  | 7.0000% | $483283.00         | $7672.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 6.5000%  | 6.5000% | $1000000.00        | $886.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $38000.00          | $67.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 6.5000%  | 6.5000% | $47000.00          | $140.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $139939.00         | $101.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 5.5000%  | 5.5000% | $19000.00          | $7890.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 1.5000%  | 1.5000% | $2573.00           | $1899.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.5000%  | 2.5000% | $504308.00         | $322981.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 3.0000%  | 3.0000% | $304299.00         | $208385.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.0000%  | 5.0000% | $25400.00          | $20461.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.0000%  | 4.0000% | $20300.00          | $18191.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 3.0000%  | 3.0000% | $643583.00         | $429400.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.5000%  | 4.5000% | $5000.00           | $4147.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 5.0000%  | 5.0000% | $19000.00          | $13619.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 2.0000%  | 2.0000% | $8000.00           | $4519.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 3.0000%  | 3.0000% | $12000.00          | $7671.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 3.5000%  | 3.5000% | $3000.00           | $2152.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.5000%  | 5.5000% | $11000.00          | $7125.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.5000%  | 5.5000% | $37138.00          | $27359.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 2.5000%  | 2.5000% | $794319.00         | $439720.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 3.0000%  | 3.0000% | $163182.00         | $134033.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 4.5000%  | 4.5000% | $8100.00           | $6167.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 1.5000%  | 1.5000% | $15326.00          | $11121.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 1.5000%  | 1.5000% | $908100.00         | $599283.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 3.0000%  | 3.0000% | $11000.00          | $7127.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.5000%  | 5.5000% | $23000.00          | $15181.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 2.5000%  | 2.5000% | $673567.00         | $432927.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 3.0000%  | 3.0000% | $1000000.00        | $663220.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 5.0000%  | 5.0000% | $6200.00           | $4607.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 7.5000%  | 7.5000% | $156991.00         | $48586.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 1.5000%  | 1.5000% | $381031.00         | $265936.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 7.5000%  | 7.5000% | $5000.00           | $1218.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 6.5000%  | 6.5000% | $741325.00         | $166477.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 3.0000%  | 3.0000% | $100281.00         | $83150.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 3.0000%  | 3.0000% | $578194.00         | $386439.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 4.0000%  | 4.0000% | $1200.00           | $911.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 7.0000%  | 7.0000% | $10000.00          | $3649.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 4.5000%  | 4.5000% | $4300.00           | $3475.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 7.0000%  | 7.0000% | $10000.00          | $3365.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 3.0000%  | 3.0000% | $276142.00         | $183046.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.0000%  | 5.0000% | $112182.00         | $77024.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 5.5000%  | 5.5000% | $9400.00           | $7526.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 4.5000%  | 4.5000% | $66800.00          | $62918.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 5.0000%  | 5.0000% | $29999900.00       | $27215408.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 2.5000%  | 2.5000% | $60417.00          | $47059.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 1.5000%  | 1.5000% | $579292.00         | $278822.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 2.0000%  | 2.0000% | $5000.00           | $3803.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 1.5000%  | 1.5000% | $63353.00          | $46796.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 4.0000%  | 4.0000% | $3600.00           | $2969.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.0000%  | 4.0000% | $1020413.00        | $411246.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 1.5000%  | 1.5000% | $379628.00         | $81896.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.0000%  | 5.0000% | $827497.00         | $515036.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 4.5000%  | 4.5000% | $9296.00           | $8207.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.5000%  | 2.5000% | $744946.00         | $509763.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 3.0000%  | 3.0000% | $12000.00          | $7953.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-20      | 4.0000%  | 4.0000% | $7200.00           | $5886.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-20      | 4.5000%  | 4.5000% | $32624.00          | $29086.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 4.0000%  | 4.0000% | $1056.00           | $893.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 5.0000%  | 5.0000% | $3820.00           | $3446.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 5.5000%  | 5.5000% | $10400.00          | $8282.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 7.5000%  | 7.5000% | $10000.00          | $2023.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 3.0000%  | 3.0000% | $523057.00         | $363621.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.0000%  | 5.0000% | $208600.00         | $185236.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 4.0000%  | 4.0000% | $1339.00           | $1213.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $425000.00         | $316594.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 4.0000%  | 4.0000% | $87595.00          | $78265.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $6248.00           | $4754.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 4.0000%  | 4.0000% | $2000.00           | $1790.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 4.5000%  | 4.5000% | $30700.00          | $28473.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.5000%  | 4.5000% | $988000.00         | $178031.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 5.0000%  | 5.0000% | $100000.00         | $16341.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $10000.00          | $1155.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 2.5000%  | 2.5000% | $2600000.00        | $705411.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.5000%  | 4.5000% | $100000.00         | $19105.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $3250285.00        | $513302.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.5000%  | 3.5000% | $527787.00         | $51999.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 2.5000%  | 2.5000% | $100000.00         | $31501.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $1587969.00        | $424996.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.5000%  | 3.5000% | $1200000.00        | $297581.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.0000%  | 4.0000% | $20000.00          | $4966.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.5000%  | 4.5000% | $250000.00         | $59433.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 5.0000%  | 5.0000% | $8000.00           | $1743.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 2.0000%  | 2.0000% | $2000.00           | $857.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 2.5000%  | 2.5000% | $1339859.00        | $460180.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.0000%  | 3.0000% | $33000.00          | $9508.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.0000%  | 4.0000% | $254000.00         | $61754.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 4.5000%  | 4.5000% | $105000.00         | $24829.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $2173620.00        | $666484.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.5000%  | 3.5000% | $1480000.00        | $461982.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 2.0000%  | 2.0000% | $6000.00           | $2754.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 3.5000%  | 3.5000% | $1080000.00        | $335073.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 4.0000%  | 4.0000% | $2578571.00        | $321013.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 3.0000%  | 3.0000% | $27000.00          | $8848.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-20      | 2.5000%  | 2.5000% | $150000.00         | $49366.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 1.5000%  | 1.5000% | $197830.00         | $101702.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.0000%  | 2.0000% | $2000.00           | $961.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.5000%  | 2.5000% | $1100000.00        | $450324.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 3.0000%  | 3.0000% | $176887.00         | $60298.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 4.5000%  | 4.5000% | $1533013.00        | $385500.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 2.0000%  | 2.0000% | $202000.00         | $126008.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 4.0000%  | 4.0000% | $175000.00         | $121912.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-20      | 1.5000%  | 1.5000% | $145707.00         | $86787.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.5000%  | 2.5000% | $948937.00         | $655431.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.5000%  | 3.5000% | $20226.00          | $15090.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 2.0000%  | 2.0000% | $13000.00          | $8355.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 7.0000%  | 7.0000% | $46042.00          | $25010.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 4.0000%  | 4.0000% | $1786709.00        | $589518.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 3.0000%  | 3.0000% | $860000.00         | $336197.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 3.0000%  | 3.0000% | $5000.00           | $2226.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 4.0000%  | 4.0000% | $50000.00          | $19358.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 4.5000%  | 4.5000% | $41000.00          | $14800.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-20      | 2.0000%  | 2.0000% | $50000.00          | $22312.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 3.0000%  | 3.0000% | $199000.00         | $95723.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 3.0000%  | 3.0000% | $16000.00          | $7932.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 5.5000%  | 5.5000% | $700000.00         | $308530.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 3.0000%  | 3.0000% | $10000.00          | $5278.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 5.0000%  | 5.0000% | $298997.00         | $104241.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 4.0000%  | 4.0000% | $532372.00         | $299773.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.0000%  | 2.0000% | $216000.00         | $123794.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 3.0000%  | 3.0000% | $3000.00           | $1682.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.5000%  | 5.5000% | $50000.00          | $20610.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.0000%  | 2.0000% | $100000.00         | $58505.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 3.0000%  | 3.0000% | $1205000.00        | $698412.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 4.0000%  | 4.0000% | $500000.00         | $325394.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 4.0000%  | 4.0000% | $449692.00         | $269110.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.0000%  | 2.0000% | $45000.00          | $27009.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-20      | 2.5000%  | 2.5000% | $1101761.00        | $706755.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-20      | 3.0000%  | 3.0000% | $10000.00          | $6237.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-20      | 4.0000%  | 4.0000% | $1000.00           | $624.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.5000%  | 2.5000% | $725185.00         | $476501.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-20      | 3.5000%  | 3.5000% | $209775.00         | $89180.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 1.5000%  | 1.5000% | $116401.00         | $71515.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 4.0000%  | 4.0000% | $9000.00           | $5929.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 4.5000%  | 4.5000% | $544444.00         | $46406.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 5.0000%  | 5.0000% | $5701000.00        | $546825.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.0000%  | 3.0000% | $1095000.00        | $150688.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.5000%  | 3.5000% | $1214550.00        | $148259.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 4.0000%  | 4.0000% | $1470950.00        | $143768.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 4.5000%  | 4.5000% | $258000.00         | $20903.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $10000.00          | $1130.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.0000%  | 3.0000% | $25000.00          | $3322.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $78000.00          | $9114.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 4.0000%  | 4.0000% | $823562.00         | $73584.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 4.5000%  | 4.5000% | $1728539.00        | $150490.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 5.0000%  | 5.0000% | $556000.00         | $42661.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 2.5000%  | 2.5000% | $301903.00         | $76658.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 3.5000%  | 3.5000% | $35000.00          | $4141.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 4.0000%  | 4.0000% | $2329387.00        | $182898.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 4.5000%  | 4.5000% | $3348000.00        | $253485.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.0000%  | 3.0000% | $5000.00           | $785.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.5000%  | 3.5000% | $550000.00         | $64925.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.0000%  | 4.0000% | $4247621.00        | $361598.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $1899000.00        | $139661.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 5.0000%  | 5.0000% | $2827000.00        | $208049.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $35000.00          | $4089.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.0000%  | 4.0000% | $252100.00         | $22156.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $4004885.00        | $286203.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 5.0000%  | 5.0000% | $1249000.00        | $92622.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.0000%  | 4.0000% | $500000.00         | $9720.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.5000%  | 4.5000% | $514870.00         | $16588.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.5000%  | 3.5000% | $4023010.00        | $244214.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.5000%  | 3.5000% | $2148000.00        | $253598.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $116000.00         | $13633.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.5000%  | 5.5000% | $2024273.00        | $249075.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.5000%  | 3.5000% | $680323.00         | $53530.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.5000%  | 3.5000% | $127227.00         | $15568.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 4.0000%  | 4.0000% | $25000.00          | $3142.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 6.5000%  | 6.5000% | $11000.00          | $2801.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.0000%  | 4.0000% | $1500000.00        | $43671.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $564956.00         | $15225.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.0000%  | 4.0000% | $755000.00         | $69788.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $1122000.00        | $85163.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.0000%  | 5.0000% | $1500000.00        | $113439.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 6.5000%  | 6.5000% | $73930.00          | $7780.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 7.0000%  | 7.0000% | $17000.00          | $2564.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 3.0000%  | 3.0000% | $100000.00         | $14279.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 3.5000%  | 3.5000% | $6078.00           | $647.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.0000%  | 4.0000% | $410000.00         | $37046.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.5000%  | 4.5000% | $6464000.00        | $491179.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 6.5000%  | 6.5000% | $74000.00          | $8004.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.5000%  | 4.5000% | $1143614.00        | $25740.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 3.5000%  | 3.5000% | $239783.00         | $22103.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 3.5000%  | 3.5000% | $10000.00          | $1193.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 6.5000%  | 6.5000% | $22000.00          | $3445.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 3.5000%  | 3.5000% | $1216000.00        | $140307.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $248137.00         | $22488.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $4200000.00        | $279839.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $8200000.00        | $490210.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.5000%  | 5.5000% | $2039812.00        | $153805.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-20      | 6.5000%  | 6.5000% | $72000.00          | $11624.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.0000%  | 4.0000% | $500000.00         | $20345.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.5000%  | 4.5000% | $16388806.00       | $286010.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $640470.00         | $17767.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.5000%  | 5.5000% | $1064286.00        | $98626.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 3.5000%  | 3.5000% | $101075.00         | $13079.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.0000%  | 4.0000% | $20000.00          | $1570.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.5000%  | 4.5000% | $3536000.00        | $227313.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.5000%  | 3.5000% | $1450091.00        | $184442.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | 4.0000% | $1709280.00        | $174950.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.5000%  | 4.5000% | $250001.00         | $24524.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 5.0000%  | 5.0000% | $500000.00         | $51329.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-20      | 3.5000%  | 3.5000% | $1552906.00        | $134318.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $1113672.00        | $50130.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 2.5000%  | 2.5000% | $250000.00         | $53337.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 3.5000%  | 3.5000% | $25000.00          | $3000.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | 4.0000% | $1397499.00        | $127049.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $50000.00          | $4716.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-20      | 6.5000%  | 6.5000% | $2480918.00        | $342424.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-20      | 7.0000%  | 7.0000% | $578870.00         | $19970.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-20      | 7.5000%  | 7.5000% | $710916.00         | $80814.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-20      | 3.0000%  | 3.0000% | $518925.00         | $34951.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-20      | 8.5000%  | 8.5000% | $231296.00         | $8666.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 3.5000%  | 3.5000% | $405000.00         | $46393.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 4.0000%  | 4.0000% | $168992.00         | $14747.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $125000.00         | $9699.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 5.0000%  | 5.0000% | $269357.00         | $23297.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.0000%  | 6.0000% | $72368.00          | $11339.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-20      | 6.5000%  | 6.5000% | $305179.00         | $37374.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-20      | 7.0000%  | 7.0000% | $827466.00         | $100267.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 3.5000%  | 3.5000% | $1899000.00        | $228275.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $776222.00         | $52084.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.5000%  | 4.5000% | $980279.00         | $27311.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 3.5000%  | 3.5000% | $3655627.00        | $410851.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 5.0000%  | 5.0000% | $1425625.00        | $96061.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.0000%  | 4.0000% | $2100000.00        | $84849.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.5000%  | 4.5000% | $10939552.00       | $161606.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.5000%  | 4.5000% | $463000.00         | $40060.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 3.5000%  | 3.5000% | $501537.00         | $50422.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-20      | 9.0000%  | 9.0000% | $29623.00          | $1350.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 5.0000%  | 5.0000% | $38000.00          | $3537.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.5000%  | 4.5000% | $14247760.00       | $239036.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.5000%  | 3.5000% | $687000.00         | $82525.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.0000%  | 4.0000% | $107262.00         | $10271.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.5000%  | 4.5000% | $4903000.00        | $433703.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 4.0000%  | 4.0000% | $228900.00         | $24512.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 4.5000%  | 4.5000% | $5000.00           | $431.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 3.0000%  | 3.0000% | $15000.00          | $1984.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 3.5000%  | 3.5000% | $10000.00          | $1236.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-20      | 2.5000%  | 2.5000% | $271650.00         | $31038.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 3.0000%  | 3.0000% | $105000.00         | $15088.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 3.5000%  | 3.5000% | $1118010.00        | $129604.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.0000%  | 4.0000% | $43000.00          | $4511.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.5000%  | 4.5000% | $3964193.00        | $355677.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.5000%  | 4.5000% | $1430230.00        | $29020.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-20      | 2.5000%  | 2.5000% | $319100.00         | $40208.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 4.5000%  | 4.5000% | $504471.00         | $12824.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | 3.0000% | $850000.00         | $112246.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 4.0000%  | 4.0000% | $3903000.00        | $418064.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 4.6250%  | 4.6250% | $3000000.00        | $206089.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.5000%  | 4.5000% | $691047.00         | $56689.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 3.5000%  | 3.5000% | $601000.00         | $73972.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.0000%  | 4.0000% | $2573351.00        | $273869.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.6250%  | 4.6250% | $2000000.00        | $147139.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.0000%  | 3.0000% | $910000.00         | $125180.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 4.0000%  | 4.0000% | $2469871.00        | $262526.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 4.5000%  | 4.5000% | $81769.00          | $7763.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 5.0000%  | 5.0000% | $1710000.00        | $190049.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-20      | 6.5000%  | 6.5000% | $10000.00          | $1262.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 7.0000%  | 7.0000% | $20000.00          | $457.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 3.5000%  | 3.5000% | $3342880.00        | $387128.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 4.0000%  | 4.0000% | $1435000.00        | $143671.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.0000%  | 5.0000% | $146000.00         | $110043.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 2.5000%  | 2.5000% | $100000.00         | $56928.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 2.5000%  | 2.5000% | $300000.00         | $177517.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 2.5000%  | 2.5000% | $100000.00         | $57198.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $999000.00         | $598278.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $400000.00         | $226754.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $199000.00         | $118009.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $82800.00          | $51228.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $400000.00         | $240328.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-20      | 2.5000%  | 2.5000% | $1075000.00        | $692862.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-15      | 4.0000%  | 4.0000% | $187221.00         | $119307.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.5000%  | 3.5000% | $3000.00           | $2253.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $99000.00          | $63161.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | 3.0000% | $300000.00         | $183292.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | 3.0000% | $200000.00         | $106135.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $100000.00         | $65652.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.0000%  | 4.0000% | $1065.00           | $800.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.5000%  | 2.5000% | $3605.00           | $2786.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 5.5000%  | 5.5000% | $16785.00          | $12443.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 5.5000%  | 5.5000% | $8526.00           | $6647.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 5.0000%  | 5.0000% | $7900.00           | $5942.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 5.5000%  | 5.5000% | $383200.00         | $274950.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 5.5000%  | 5.5000% | $2700.00           | $1944.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.0000%  | 5.0000% | $7900.00           | $5865.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | 5.5000% | $8800.00           | $6777.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.0000%  | 5.0000% | $2100.00           | $1632.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 2.0000%  | 2.0000% | $5800.00           | $4006.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $9332.00           | $7251.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $14100.00          | $11508.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $9100.00           | $7426.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.5000%  | 5.5000% | $1100.00           | $898.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.0000%  | 5.0000% | $31100.00          | $23878.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.0000%  | 5.0000% | $28500.00          | $19924.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.5000%  | 5.5000% | $6100.00           | $5408.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | 3.0000% | $3608.00           | $3205.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 3.5000%  | 3.5000% | $12400.00          | $9873.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.5000%  | 3.5000% | $5029.00           | $4184.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 3.5000%  | 3.5000% | $11454.00          | $9660.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $5050441.00        | $4420674.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.0000%  | 3.0000% | $10100.00          | $8937.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.0000%  | 5.0000% | $7523.00           | $7562.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-15      | 4.4900%  | 4.4900% | $1097348.00        | $45120.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.4900%  | 4.4900% | $1550423.00        | $78387.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-15      | 4.7000%  | 4.7000% | $1059413.00        | $117163.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-15      | 5.0000%  | 5.0000% | $50000.00          | $8525.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-15      | 3.0000%  | 3.0000% | $25000.00          | $12077.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-15      | 4.4900%  | 4.4900% | $1187605.00        | $51954.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-15      | 4.7000%  | 4.7000% | $409395.00         | $81596.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.7000%  | 4.7000% | $1377361.00        | $84936.53          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-08-15      | 4.2500%  | 4.2500% | $1239100.00        | $1267110.07        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-31      | 3.6250%  | 3.6250% | $33500.00          | $34046.41          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-11-15      | 4.0000%  | 4.0000% | $200.00            | $198.05            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.5000%  | 3.5000% | $10865800.00       | $10913371.19       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-12-31      | 3.6250%  | 3.6250% | $100.00            | $99.51             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-31      | 3.3750%  | 3.3750% | $700.00            | $699.68            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 0.0000%  | 0.0000% | $12975155.02       | $12718986.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 7.0000%  | 7.0000% | $13000.00          | $57.42             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-10-01      | 6.5000%  | 6.5000% | $573759.00         | $7062.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 6.0000%  | 6.0000% | $30000.00          | $382.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 7.0000%  | 7.0000% | $12000.00          | $61.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 6.5000%  | 6.5000% | $61000.00          | $46.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $1669000.00        | $1647.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $1150000.00        | $2092.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 6.0000%  | 6.0000% | $65000.00          | $236.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 4.0000%  | 4.0000% | $264886.00         | $28719.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.0000%  | 4.0000% | $4500000.00        | $144378.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $4717243.00        | $210048.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $549255.00         | $18015.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 3.5000%  | 3.5000% | $392417.00         | $39783.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $6174407.00        | $444168.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $2100000.00        | $134501.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 6.0000%  | 6.0000% | $1000000.00        | $77128.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 6.5000%  | 6.5000% | $170000.00         | $28207.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-20      | 7.0000%  | 7.0000% | $32000.00          | $6282.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.0000%  | 4.0000% | $3200000.00        | $258199.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.5000%  | 4.5000% | $2969000.00        | $218623.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $3471290.00        | $228432.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.5000%  | 5.5000% | $2000000.00        | $159211.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $1313362.00        | $110473.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $3341965.00        | $248239.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.0000%  | 4.0000% | $7000000.00        | $288609.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $9090491.00        | $600983.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $136000.00         | $19007.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.5000%  | 3.5000% | $567475.00         | $9775.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $3933380.00        | $291671.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.0000%  | 3.0000% | $50000.00          | $5803.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.5000%  | 3.5000% | $161884.00         | $15505.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.5000%  | 4.5000% | $400000.00         | $37845.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $725000.00         | $63513.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 6.5000%  | 6.5000% | $9000.00           | $1607.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 3.0000%  | 3.0000% | $1001000.00        | $135360.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 3.5000%  | 3.5000% | $64025.00          | $6408.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.0000%  | 4.0000% | $197000.00         | $16650.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.5000%  | 3.5000% | $275000.00         | $29179.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.0000%  | 4.0000% | $148000.00         | $13788.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $220000.00         | $23015.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 5.0000%  | 5.0000% | $800000.00         | $71229.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.5000%  | 6.5000% | $141000.00         | $11126.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-20      | 7.0000%  | 7.0000% | $35000.00          | $5959.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-20      | 3.0000%  | 3.0000% | $169000.00         | $19659.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.0000%  | 3.0000% | $160000.00         | $8172.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.5000%  | 3.5000% | $37000.00          | $4353.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.0000%  | 4.0000% | $146000.00         | $15642.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.0000%  | 5.0000% | $275437.00         | $26221.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 5.0000%  | 5.0000% | $25000.00          | $6845.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.0000%  | 3.0000% | $45797.00          | $5128.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.0000%  | 3.0000% | $87711.00          | $9816.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.0000%  | 3.0000% | $349406.00         | $42213.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-15      | 5.0000%  | 5.0000% | $2000000.00        | $271159.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 3.0000%  | 3.0000% | $270993.00         | $128791.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.0000%  | 6.0000% | $90300.00          | $1779.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 4.0000%  | 4.0000% | $125000.00         | $16960.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 5.5000%  | 5.5000% | $1000000.00        | $376642.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 3.0000%  | 3.0000% | $200000.00         | $104273.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 4.5000%  | 4.5000% | $6000.00           | $1621.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-15      | 4.0000%  | 4.0000% | $221000.00         | $59477.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $600000.00         | $103854.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-15      | 4.0000%  | 4.0000% | $964536.00         | $86251.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 2.5000%  | 2.5000% | $605115.00         | $205944.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 3.5000%  | 3.5000% | $50000.00          | $10258.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.5000%  | 4.5000% | $1760427.00        | $393133.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.0000%  | 3.0000% | $300000.00         | $139290.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-20      | 3.5000%  | 3.5000% | $350000.00         | $52297.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 3.0000%  | 3.0000% | $1985144.00        | $414653.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $205740.00         | $91458.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.5000%  | 2.5000% | $88000.00          | $41038.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 4.0000%  | 4.0000% | $130000.00         | $88397.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 4.5000%  | 4.5000% | $10000.00          | $7111.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 8.0000%  | 8.0000% | $111625.00         | $224.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 7.0000%  | 7.0000% | $11000.00          | $45.42             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 6.0000%  | 6.0000% | $5766016.00        | $23678.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 7.0000%  | 7.0000% | $2830000.00        | $34954.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 7.0000%  | 7.0000% | $234312.00         | $2479.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 7.0000%  | 7.0000% | $20000.00          | $209.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 6.0000%  | 6.0000% | $50000.00          | $230.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-09-01      | 7.0000%  | 7.0000% | $4855000.00        | $31858.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 6.0000%  | 6.0000% | $40000.00          | $139.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-11-01      | 6.5000%  | 6.5000% | $17129880.00       | $306980.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.0000%  | 6.0000% | $19665015.00       | $208004.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 4.5000%  | 4.5000% | $3000000.00        | $34960.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-03-01      | 6.5000%  | 6.5000% | $211332.00         | $90.29             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-05-01      | 5.5000%  | 5.5000% | $7225000.00        | $50795.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-03-01      | 7.0000%  | 7.0000% | $288925.00         | $5782.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-08-01      | 6.0000%  | 6.0000% | $300000.00         | $13182.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-10-01      | 7.0000%  | 7.0000% | $1040000.00        | $4225.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 8.0000%  | 8.0000% | $80000.00          | $2418.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.5000%  | 6.5000% | $3620538.00        | $37303.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 7.5000%  | 7.5000% | $20000.00          | $834.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 6.5000%  | 6.5000% | $16904892.00       | $372616.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.5000%  | 6.5000% | $1218826.00        | $15924.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-09-01      | 6.5000%  | 6.5000% | $3000.00           | $38.92             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 6.0000%  | 6.0000% | $9909370.00        | $330083.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-12-01      | 5.5000%  | 5.5000% | $300000.00         | $4583.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 6.5000%  | 6.5000% | $900000.00         | $26067.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 4.0000%  | 4.0000% | $1062000.00        | $93763.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-03-01      | 7.0000%  | 7.0000% | $100000.00         | $3857.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 6.5000%  | 6.5000% | $400000.00         | $22470.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-12-01      | 4.5000%  | 4.5000% | $230000.00         | $23873.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-12-01      | 4.5000%  | 4.5000% | $1000000.00        | $79241.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.5000%  | 6.5000% | $7206000.00        | $454344.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-15      | 4.5000%  | 4.5000% | $601218.00         | $24890.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 5.0000%  | 5.0000% | $2096147.00        | $146820.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $1046503.00        | $587720.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 2.5000%  | 2.5000% | $18949.00          | $13901.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 5.0000%  | 5.0000% | $275000.00         | $48382.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.5000%  | 4.5000% | $1939285.00        | $401419.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $1218739.00        | $227299.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.5000%  | 4.5000% | $221000.00         | $57270.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.5000%  | 4.5000% | $5871572.00        | $90113.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $7074284.00        | $136303.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $1525898.00        | $232213.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-15      | 3.0000%  | 3.0000% | $20000.00          | $7337.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-15      | 4.0000%  | 4.0000% | $300000.00         | $13674.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-15      | 4.0000%  | 4.0000% | $130911.00         | $11571.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.5000%  | 4.5000% | $62334.00          | $3267.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.0000%  | 4.0000% | $710240.00         | $58358.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-15      | 4.5000%  | 4.5000% | $301467.00         | $26468.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-15      | 2.5000%  | 2.5000% | $46600.00          | $30445.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 4.0000%  | 4.0000% | $576608.00         | $80314.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 4.0000%  | 4.0000% | $60000.00          | $8295.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.0000%  | 3.0000% | $271569.00         | $168203.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.5000%  | 3.5000% | $90323.00          | $9249.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-15      | 4.5000%  | 4.5000% | $1017300.00        | $688897.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 3.0000%  | 3.0000% | $1999000.00        | $365050.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 4.0000%  | 4.0000% | $100000.00         | $24180.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.5000%  | 3.5000% | $47377.00          | $4626.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.5000%  | 3.5000% | $854073.00         | $409800.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.5000%  | 2.5000% | $100000.00         | $50376.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.0000%  | 3.0000% | $3146000.00        | $498912.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-15      | 4.0000%  | 4.0000% | $1201771.00        | $657803.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.5000%  | 2.5000% | $100000.00         | $56665.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 4.5000%  | 4.5000% | $1925753.00        | $95196.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 5.0000%  | 5.0000% | $1905318.00        | $5953.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 4.5000%  | 4.5000% | $7967050.00        | $25151.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 4.5000%  | 4.5000% | $1300651.00        | $14995.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 4.5000%  | 4.5000% | $995041.00         | $6891.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 5.0000%  | 5.0000% | $542379.00         | $6918.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-09-01      | 4.5000%  | 4.5000% | $2690000.00        | $33935.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 5.0000%  | 5.0000% | $500000.00         | $5597.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 5.0000%  | 5.0000% | $2200342.00        | $32192.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 5.0000%  | 5.0000% | $3757827.00        | $70065.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 4.5000%  | 4.5000% | $1327817.00        | $20078.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 5.0000%  | 5.0000% | $3028253.00        | $26482.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 5.0000%  | 5.0000% | $734321.00         | $21299.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 4.5000%  | 4.5000% | $2634000.00        | $75115.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 4.5000%  | 4.5000% | $511007.00         | $14561.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-03-01      | 2.5000%  | 2.5000% | $1458910.00        | $173040.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.5000%  | 2.5000% | $2010000.00        | $336837.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 3.0000%  | 3.0000% | $9000.00           | $1219.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 3.0000%  | 3.0000% | $30000.00          | $5915.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 4.0000%  | 4.0000% | $9000000.00        | $453152.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 2.5000%  | 2.5000% | $121422.00         | $3769.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-02-01      | 4.0000%  | 4.0000% | $3000.00           | $343.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 4.0000%  | 4.0000% | $370000.00         | $65355.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 3.0000%  | 3.0000% | $2050000.00        | $412253.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-10-01      | 1.5000%  | 1.5000% | $1646180.00        | $296846.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-05-01      | 4.0000%  | 4.0000% | $535966.00         | $51212.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-03-01      | 4.5000%  | 4.5000% | $6000.00           | $795.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-11-01      | 7.0000%  | 7.0000% | $208347.00         | $1.92              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-10-01      | 8.5000%  | 8.5000% | $800000.00         | $38.08             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 8.5000%  | 8.5000% | $1869840.00        | $115.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-06-01      | 8.0000%  | 8.0000% | $290000.00         | $26.47             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-06-01      | 8.0000%  | 8.0000% | $3489616.00        | $366.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-08-01      | 7.0000%  | 7.0000% | $2095640.00        | $202.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-10-01      | 8.0000%  | 8.0000% | $71000.00          | $23.48             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 8.5000%  | 8.5000% | $106500.00         | $11.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 7.0000%  | 7.0000% | $1649401.00        | $233.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 8.5000%  | 8.5000% | $62000.00          | $4.55              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 7.0000%  | 7.0000% | $3758412.00        | $537.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-03-01      | 8.0000%  | 8.0000% | $5358000.00        | $371.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 7.0000%  | 7.0000% | $27000.00          | $7.63              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-08-01      | 6.5000%  | 6.5000% | $110000.00         | $9.27              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 8.5000%  | 8.5000% | $1486118.00        | $108.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-08-01      | 8.5000%  | 8.5000% | $259799.00         | $46.84             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-09-01      | 7.0000%  | 7.0000% | $6562572.00        | $875.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $39200000.00       | $20110.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 7.0000%  | 7.0000% | $65107.00          | $24.12             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 8.0000%  | 8.0000% | $65000.00          | $3.99              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 8.5000%  | 8.5000% | $160000.00         | $43.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 8.0000%  | 8.0000% | $50000.00          | $6.67              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 7.0000%  | 7.0000% | $286000.00         | $158.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 7.0000%  | 7.0000% | $112000.00         | $18.57             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 6.5000%  | 6.5000% | $1479742.00        | $1091.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $2740063.00        | $761.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 7.0000%  | 7.0000% | $15000.00          | $6.00              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 7.0000%  | 7.0000% | $24359466.00       | $11859.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 7.0000%  | 7.0000% | $20107100.00       | $7465.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $5200258.00        | $5318.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $6970000.00        | $5180.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $31000.00          | $118.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 6.5000%  | 6.5000% | $50000.00          | $71.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 7.0000%  | 7.0000% | $250000.00         | $1703.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $846337.00         | $652.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 6.5000%  | 6.5000% | $944827.00         | $2107.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-03-01      | 6.0000%  | 6.0000% | $100000.00         | $184.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 8.0000%  | 8.0000% | $241000.00         | $4452.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 2.5000%  | 2.5000% | $70000.00          | $9719.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 3.0000%  | 3.0000% | $6100.00           | $1213.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.0000%  | 3.0000% | $300000.00         | $47641.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 5.0000%  | 5.0000% | $1669317.00        | $52588.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-15      | 5.5000%  | 5.5000% | $115000.00         | $22748.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-15      | 2.5000%  | 2.5000% | $24512.00          | $2447.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-15      | 2.5000%  | 2.5000% | $10172.00          | $388.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-20      | 3.5000%  | 3.5000% | $1690000.00        | $275582.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 3.5000%  | 3.5000% | $1000000.00        | $121911.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-15      | 4.0000%  | 4.0000% | $150030.00         | $54412.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 5.0000%  | 5.0000% | $1617948.00        | $192195.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 3.0000%  | 3.0000% | $245000.00         | $46144.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.5000%  | 4.5000% | $350000.00         | $64931.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.5000%  | 4.5000% | $150000.00         | $17998.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-15      | 4.5000%  | 4.5000% | $201078.00         | $43472.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 3.5000%  | 3.5000% | $2161712.00        | $462008.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-15      | 4.0000%  | 4.0000% | $258153.00         | $13355.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-15      | 4.0000%  | 4.0000% | $30000.00          | $1143.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.5000%  | 3.5000% | $474786.00         | $76081.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-15      | 4.0000%  | 4.0000% | $50000.00          | $2866.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-15      | 5.0000%  | 5.0000% | $80179.00          | $1729.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 3.5000%  | 3.5000% | $671988.00         | $265568.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-15      | 3.0000%  | 3.0000% | $23934.00          | $3104.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-15      | 4.0000%  | 4.0000% | $120000.00         | $12275.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-15      | 4.5000%  | 4.5000% | $262078.00         | $4064.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-15      | 5.0000%  | 5.0000% | $1188630.00        | $42648.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 3.5000%  | 3.5000% | $3901252.00        | $331569.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $410000.00         | $79702.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-15      | 4.0000%  | 4.0000% | $800000.00         | $70759.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 4.0000%  | 4.0000% | $32545.00          | $1475.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.5000%  | 4.5000% | $2758767.00        | $235258.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-08-20      | 2.5000%  | 2.5000% | $36642.00          | $29084.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-08-20      | 2.5000%  | 2.5000% | $373461.00         | $176903.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-02-20      | 2.5000%  | 2.5000% | $3816.00           | $3053.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.5000%  | 5.5000% | $77322.00          | $72675.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2063-07-20      | 7.0000%  | 7.0000% | $2131.00           | $2203.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-15      | 7.0000%  | 7.0000% | $52538.00          | $58194.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 4.5000%  | 4.5000% | $4478.00           | $4237.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.5000%  | 5.5000% | $1197208.00        | $636575.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-15      | 5.1500%  | 5.1500% | $2448.00           | $2469.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.0000%  | 5.0000% | $1114336.00        | $550872.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2063-07-20      | 3.0000%  | 3.0000% | $1562.00           | $1360.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-10-15      | 5.3790%  | 5.3790% | $2092.00           | $2147.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.5990%  | 5.5990% | $1000.00           | $1041.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 7.0000%  | 7.0000% | $1464903.00        | $472963.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 2.5000%  | 2.5000% | $74684.00          | $61444.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 8.0000%  | 8.0000% | $4215.00           | $3368.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.5000%  | 7.5000% | $1304201.00        | $666846.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.0000%  | 7.0000% | $80191.00          | $69043.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-01-20      | 3.0000%  | 3.0000% | $433931.00         | $376718.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 5.5000%  | 5.5000% | $4294.00           | $3783.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 7.5000%  | 7.5000% | $45865.00          | $37825.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $144233.00         | $127944.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $3384.00           | $3104.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.0000%  | 5.0000% | $163759.00         | $160977.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.0000%  | 5.0000% | $67831.00          | $66729.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-06-15      | 5.8790%  | 5.8790% | $75100.00          | $79884.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-09-15      | 5.6500%  | 5.6500% | $7500.00           | $7831.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-07-20      | 7.0000%  | 7.0000% | $2720.00           | $2157.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 6.5000%  | 6.5000% | $1070000.00        | $333886.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-06-15      | 5.7990%  | 5.7990% | $1243.00           | $1295.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.5000%  | 4.5000% | $65108.00          | $62202.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-06-15      | 6.0000%  | 6.0000% | $2300.00           | $2443.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.5000%  | 4.5000% | $275976.00         | $267309.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 3.0000%  | 3.0000% | $1846800.00        | $227660.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.5000%  | 3.5000% | $77338.00          | $7400.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 3.5000%  | 3.5000% | $1074554.00        | $303421.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 4.5000%  | 4.5000% | $341741.00         | $35815.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 3.0000%  | 3.0000% | $130000.00         | $20281.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $257174.00         | $130172.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-15      | 2.5000%  | 2.5000% | $426693.00         | $167403.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $1022818.00        | $440290.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-15      | 2.5000%  | 2.5000% | $533882.00         | $137172.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 2.5000%  | 2.5000% | $872466.00         | $593162.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 3.5000%  | 3.5000% | $127222.00         | $50790.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 2.5000%  | 2.5000% | $10497.00          | $6297.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 3.0000%  | 3.0000% | $12392.00          | $4558.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 3.5000%  | 3.5000% | $110014.00         | $49363.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 3.5000%  | 3.5000% | $13023.00          | $8064.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 2.5000%  | 2.5000% | $41424.00          | $25577.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.0000%  | 3.0000% | $1296908.00        | $179344.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.0000%  | 3.0000% | $649683.00         | $374883.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.5000%  | 2.5000% | $6293.00           | $4837.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.5000%  | 3.5000% | $251659.00         | $131459.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.0000%  | 3.0000% | $666679.00         | $314219.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 3.5000%  | 3.5000% | $72107.00          | $44096.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.5000%  | 3.5000% | $94428.00          | $60507.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 4.0000%  | 4.0000% | $1412218.00        | $342763.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 3.5000%  | 3.5000% | $92989.00          | $64099.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-15      | 3.5000%  | 3.5000% | $200000.00         | $72618.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 2.5000%  | 2.5000% | $100000.00         | $50958.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-15      | 3.5000%  | 3.5000% | $7103.00           | $6208.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-15      | 4.0000%  | 4.0000% | $16500.00          | $10427.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 3.5000%  | 3.5000% | $81642.00          | $51055.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 4.0000%  | 4.0000% | $1174751.00        | $584564.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 4.0000%  | 4.0000% | $1040973.00        | $461430.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $16098.00          | $8507.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.0000%  | 4.0000% | $1457300.00        | $601313.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $31539.00          | $22842.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $681580.00         | $471142.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $706582.00         | $486689.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $6092.00           | $4737.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $131481.00         | $88032.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $11665.00          | $7504.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-15      | 4.0000%  | 4.0000% | $673100.00         | $427541.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $150889.00         | $97713.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-15      | 4.0000%  | 4.0000% | $11543.00          | $8916.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $2413.00           | $1676.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.5000%  | 3.5000% | $23315.00          | $9806.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.0000%  | 4.0000% | $500000.00         | $345630.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 4.0000%  | 4.0000% | $1064.00           | $794.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 3.5000%  | 3.5000% | $291479.00         | $76802.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 4.5000%  | 4.5000% | $4438.00           | $4015.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-08-20      | 2.0000%  | 2.0000% | $10123.00          | $7566.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 4.0000%  | 4.0000% | $145309.00         | $61193.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 4.0000%  | 4.0000% | $203815.00         | $134730.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 5.0000%  | 5.0000% | $1045010.00        | $765609.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 5.0000%  | 5.0000% | $6327000.00        | $5747902.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.5000%  | 4.5000% | $10800.00          | $9910.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 7.5000%  | 7.5000% | $461388.00         | $255126.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 2.5000%  | 2.5000% | $222749.00         | $6892.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $1300000.00        | $212069.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-15      | 3.5000%  | 3.5000% | $1637800.00        | $170615.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-15      | 4.5000%  | 4.5000% | $915303.00         | $299622.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-15      | 2.5000%  | 2.5000% | $17249.00          | $3782.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-15      | 3.0000%  | 3.0000% | $50000.00          | $31911.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-20      | 3.5000%  | 3.5000% | $358379.00         | $26341.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-15      | 2.5000%  | 2.5000% | $19846.00          | $2682.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-04-20      | 4.0000%  | 4.0000% | $2830.00           | $2591.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-02-20      | 2.5000%  | 2.5000% | $7356.00           | $5861.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-08-20      | 2.5000%  | 2.5000% | $31223.00          | $24825.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.5000%  | 3.5000% | $1131529.00        | $221869.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.5000%  | 4.5000% | $1250000.00        | $28716.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 5.0000%  | 5.0000% | $610679.00         | $77379.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 5.0000%  | 5.0000% | $5502.00           | $1532.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-15      | 5.0000%  | 5.0000% | $1102137.00        | $412333.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $20212380.00       | $162588.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-15      | 5.0000%  | 5.0000% | $1203907.00        | $422706.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-15      | 4.0000%  | 4.0000% | $1116589.00        | $159483.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-15      | 3.0000%  | 3.0000% | $100000.00         | $52431.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-15      | 4.0000%  | 4.0000% | $494520.00         | $44701.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.5000%  | 4.5000% | $500000.00         | $50265.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-15      | 5.0000%  | 5.0000% | $1213382.00        | $219578.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $93742.00          | $5835.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $35000.00          | $3576.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $35000.00          | $1532.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $100000.00         | $1488.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $1170066.00        | $420664.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.5000%  | 5.5000% | $1590096.00        | $70145.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $1994128.00        | $198033.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.0000%  | 5.0000% | $4278762.00        | $293594.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.5000%  | 5.5000% | $1079880.00        | $83367.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $2935773.00        | $120565.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $1693019.00        | $105739.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $1573512.00        | $93538.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $1173518.00        | $146905.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $3737219.00        | $142074.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $6400000.00        | $227598.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.5000%  | 4.5000% | $5000000.00        | $107891.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $250000.00         | $495.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $2150000.00        | $3540.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $3000000.00        | $3052.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-01-01      | 3.0000%  | 3.0000% | $2096895.00        | $26200.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 2.5000%  | 2.5000% | $77609.00          | $2450.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-11-01      | 3.0000%  | 3.0000% | $2562539.00        | $51955.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 2.5000%  | 2.5000% | $25420.00          | $733.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-03-01      | 3.0000%  | 3.0000% | $2784064.00        | $153118.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 2.5000%  | 2.5000% | $25019.00          | $843.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 3.0000%  | 3.0000% | $4427870.00        | $116758.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 3.0000%  | 3.0000% | $1000000.00        | $36780.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 3.0000%  | 3.0000% | $5705877.00        | $282047.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-03-01      | 3.0000%  | 3.0000% | $2649736.00        | $349351.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 3.0000%  | 3.0000% | $2902368.00        | $307725.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 3.0000%  | 3.0000% | $1600000.00        | $116822.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 3.0000%  | 3.0000% | $800000.00         | $39229.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 3.0000%  | 3.0000% | $1100000.00        | $116443.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 3.0000%  | 3.0000% | $3918206.00        | $362766.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 3.0000%  | 3.0000% | $1948119.00        | $203830.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-11-01      | 2.5000%  | 2.5000% | $1000000.00        | $196540.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-12-01      | 3.0000%  | 3.0000% | $1859344.00        | $290033.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.0000%  | 3.0000% | $1430000.00        | $170597.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 6.5000%  | 6.5000% | $490000.00         | $1076.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-08-01      | 4.5000%  | 4.5000% | $520000.00         | $16949.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $4297498.00        | $60804.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 6.5000%  | 6.5000% | $40000000.00       | $26194.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-04-01      | 4.5000%  | 4.5000% | $6045137.00        | $289605.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 5.0000%  | 5.0000% | $5000000.00        | $127380.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 4.0000%  | 4.0000% | $7627432.00        | $399289.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-10-01      | 4.0000%  | 4.0000% | $3010000.00        | $409029.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-10-01      | 4.0000%  | 4.0000% | $279917.00         | $24467.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.5000%  | 3.5000% | $22000.00          | $2842.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.5000%  | 3.5000% | $7000.00           | $1007.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.5000%  | 5.5000% | $5000.00           | $3978.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 4.5000%  | 4.5000% | $7000.00           | $6499.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 5.5000%  | 5.5000% | $3276.00           | $2685.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 7.5000%  | 7.5000% | $5000.00           | $1159.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 3.0000%  | 3.0000% | $19605.00          | $14601.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 4.0000%  | 4.0000% | $9000.00           | $7939.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 5.5000%  | 5.5000% | $3000.00           | $2426.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 6.0000%  | 6.0000% | $314468.00         | $204381.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.5000%  | 4.5000% | $4038182.00        | $132364.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-15      | 3.0000%  | 3.0000% | $7397.00           | $758.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-15      | 3.0000%  | 3.0000% | $2175.00           | $242.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-15      | 4.5000%  | 4.5000% | $31166.00          | $3187.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-15      | 4.5000%  | 4.5000% | $1186115.00        | $165089.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 5.0000%  | 5.0000% | $412067.00         | $93139.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 5.0000%  | 5.0000% | $174000.00         | $27956.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.0000%  | 4.0000% | $3093190.00        | $144663.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.0000%  | 4.0000% | $38053.00          | $5941.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.5000%  | 4.5000% | $2053944.00        | $500040.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.0000%  | 4.0000% | $2795258.00        | $261776.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 5.0000%  | 5.0000% | $700634.00         | $31186.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.5000%  | 4.5000% | $1364312.00        | $201804.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 5.0000%  | 5.0000% | $520849.00         | $72942.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 4.0000%  | 4.0000% | $1029405.00        | $73801.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 4.5000%  | 4.5000% | $600000.00         | $124750.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.0000%  | 4.0000% | $26917.00          | $10764.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-15      | 4.0000%  | 4.0000% | $26000.00          | $4212.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.5000%  | 4.5000% | $85343.00          | $4903.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.0000%  | 4.0000% | $245000.00         | $20229.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-15      | 4.5000%  | 4.5000% | $1205656.00        | $147082.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.5000%  | 3.5000% | $1233630.00        | $278749.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.0000%  | 4.0000% | $58000.00          | $21528.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-15      | 4.0000%  | 4.0000% | $80000.00          | $8348.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 3.0000%  | 3.0000% | $77272.00          | $33089.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.0000%  | 4.0000% | $131000.00         | $43242.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 3.5000%  | 3.5000% | $1516447.00        | $197974.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 4.0000%  | 4.0000% | $111067.00         | $4861.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-15      | 4.0000%  | 4.0000% | $147456.00         | $18326.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 5.0000%  | 5.0000% | $1249075.00        | $113585.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-15      | 4.0000%  | 4.0000% | $202583.00         | $16205.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 3.5000%  | 3.5000% | $1348650.00        | $146630.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $156000.00         | $68904.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $26000.00          | $9156.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $81000.00          | $37483.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 4.0000%  | 4.0000% | $50000.00          | $23615.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.0000%  | 4.0000% | $94000.00          | $42001.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.5000%  | 4.5000% | $350448.00         | $174886.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-15      | 4.0000%  | 4.0000% | $111000.00         | $39328.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-15      | 4.0000%  | 4.0000% | $897713.00         | $164929.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-15      | 4.0000%  | 4.0000% | $378653.00         | $80780.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-15      | 4.0000%  | 4.0000% | $480073.00         | $114726.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 5.0000%  | 5.0000% | $41711.00          | $40121.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.5000%  | 3.5000% | $9078.00           | $7647.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-09-15      | 4.9500%  | 4.9500% | $1079.00           | $1063.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-04-20      | 2.5000%  | 2.5000% | $220912.00         | $58854.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-20      | 3.0000%  | 3.0000% | $1047.00           | $902.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 5.0000%  | 5.0000% | $80400.00          | $64704.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-15      | 4.5000%  | 4.5000% | $50367.00          | $36465.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-06-20      | 2.0000%  | 2.0000% | $1778.00           | $1265.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-06-20      | 2.5000%  | 2.5000% | $1340622.00        | $640178.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-05-20      | 2.5000%  | 2.5000% | $844999.00         | $612002.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-04-20      | 3.0000%  | 3.0000% | $10485.00          | $8817.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-06-20      | 3.0000%  | 3.0000% | $31600.00          | $27086.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-07-20      | 2.5000%  | 2.5000% | $540355.00         | $228007.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-05-20      | 4.0000%  | 4.0000% | $5825.00           | $5357.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 8.0000%  | 8.0000% | $3753000.00        | $390.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 7.0000%  | 7.0000% | $190000.00         | $33.80             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 6.5000%  | 6.5000% | $250000.00         | $70.24             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 7.0000%  | 7.0000% | $1057198.00        | $198.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 7.0000%  | 7.0000% | $4913054.00        | $272.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-12-01      | 7.0000%  | 7.0000% | $53000.00          | $11.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 6.5000%  | 6.5000% | $8500000.00        | $5618.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 7.0000%  | 7.0000% | $17000.00          | $22.82             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-09-01      | 6.5000%  | 6.5000% | $66333.00          | $23.23             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-10-01      | 6.5000%  | 6.5000% | $250406.00         | $110.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 7.0000%  | 7.0000% | $516000.00         | $153.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-12-01      | 6.5000%  | 6.5000% | $1910000.00        | $1028.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $15264513.00       | $8048.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 6.5000%  | 6.5000% | $4218793.00        | $2704.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 6.5000%  | 6.5000% | $105460.00         | $57.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 6.5000%  | 6.5000% | $6811772.00        | $3241.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 7.0000%  | 7.0000% | $22000.00          | $16.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 6.5000%  | 6.5000% | $2756485.00        | $1190.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 7.0000%  | 7.0000% | $4793959.00        | $2528.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 8.5000%  | 8.5000% | $185000.00         | $28.56             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-12-01      | 7.0000%  | 7.0000% | $45000.00          | $18.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $25000.00          | $12.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 8.0000%  | 8.0000% | $170000.00         | $52.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-06-01      | 8.5000%  | 8.5000% | $750000.00         | $160.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 8.5000%  | 8.5000% | $250386.00         | $111.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-10-01      | 9.0000%  | 9.0000% | $252000.00         | $122.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 7.0000%  | 7.0000% | $83000.00          | $51.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 7.0000%  | 7.0000% | $127049.00         | $49.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 7.0000%  | 7.0000% | $11126900.00       | $2862.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 7.0000%  | 7.0000% | $20000.00          | $19.08             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 6.5000%  | 6.5000% | $2000000.00        | $979.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 6.5000%  | 6.5000% | $2000000.00        | $1103.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 7.0000%  | 7.0000% | $88000.00          | $36.18             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 6.5000%  | 6.5000% | $108360.00         | $58.11             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-10-01      | 7.0000%  | 7.0000% | $3797369.00        | $37544.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-02-01      | 6.5000%  | 6.5000% | $1181061.00        | $21196.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 6.5000%  | 6.5000% | $7165330.00        | $90950.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 7.0000%  | 7.0000% | $33265.00          | $4907.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 6.5000%  | 6.5000% | $1850000.00        | $18365.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 6.5000%  | 6.5000% | $201746.00         | $1624.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-03-01      | 3.5000%  | 3.5000% | $7000.00           | $720.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.0000%  | 3.0000% | $84237.00          | $17887.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-03-01      | 7.0000%  | 7.0000% | $5000000.00        | $40.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-12-01      | 8.0000%  | 8.0000% | $125311.00         | $23.72             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-04-01      | 4.0000%  | 4.0000% | $1050000.00        | $24.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-06-01      | 4.0000%  | 4.0000% | $650000.00         | $785.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-06-01      | 5.0000%  | 5.0000% | $1140704.00        | $667.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-02-01      | 5.0000%  | 5.0000% | $270426.00         | $186.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-12-01      | 5.0000%  | 5.0000% | $1000000.00        | $394.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-03-01      | 5.0000%  | 5.0000% | $750000.00         | $567.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-06-01      | 5.0000%  | 5.0000% | $1490000.00        | $2009.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-07-01      | 5.0000%  | 5.0000% | $1000000.00        | $2326.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 5.0000%  | 5.0000% | $9857087.00        | $15654.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-03-01      | 5.0000%  | 5.0000% | $25467638.00       | $55053.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-08-01      | 5.0000%  | 5.0000% | $750000.00         | $8102.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 5.5000%  | 5.5000% | $38165.00          | $117.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 5.5000%  | 5.5000% | $684805.00         | $1304.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 5.0000%  | 5.0000% | $9260252.00        | $19318.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-05-01      | 5.0000%  | 5.0000% | $2119646.00        | $4134.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 5.0000%  | 5.0000% | $12441956.00       | $19509.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 5.0000%  | 5.0000% | $1175826.00        | $3500.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 5.5000%  | 5.5000% | $114677.00         | $303.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 5.0000%  | 5.0000% | $1650941.00        | $11765.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 6.0000%  | 6.0000% | $1244225.00        | $5505.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-06-01      | 4.0000%  | 4.0000% | $4476000.00        | $389274.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-06-01      | 4.0000%  | 4.0000% | $200000.00         | $32675.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-05-01      | 4.0000%  | 4.0000% | $200000.00         | $30001.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $500000.00         | $87907.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $400000.00         | $60674.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $3200000.00        | $515950.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 2.5000%  | 2.5000% | $100463.00         | $37520.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-08-01      | 4.0000%  | 4.0000% | $3000000.00        | $410937.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-11-01      | 4.0000%  | 4.0000% | $5500000.00        | $483173.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-02-01      | 4.0000%  | 4.0000% | $250000.00         | $41496.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-08-01      | 3.5000%  | 3.5000% | $120000.00         | $16577.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-08-01      | 3.5000%  | 3.5000% | $130000.00         | $23101.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-07-01      | 4.0000%  | 4.0000% | $35824.00          | $1971.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-09-01      | 4.5000%  | 4.5000% | $160465.00         | $24039.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-06-01      | 3.5000%  | 3.5000% | $1100000.00        | $177144.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-07-01      | 3.0000%  | 3.0000% | $750000.00         | $180527.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-07-01      | 3.0000%  | 3.0000% | $1050000.00        | $230726.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.0000%  | 4.0000% | $2453359.00        | $669694.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-01-01      | 4.0000%  | 4.0000% | $1219171.00        | $222465.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-07-01      | 4.5000%  | 4.5000% | $2186253.00        | $180263.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.5000%  | 4.5000% | $1214309.00        | $307288.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-09-01      | 3.5000%  | 3.5000% | $2500000.00        | $547174.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 4.5000%  | 4.5000% | $4143403.00        | $561495.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 4.5000%  | 4.5000% | $700000.00         | $140962.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-05-01      | 4.5000%  | 4.5000% | $300000.00         | $49998.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 4.0000%  | 4.0000% | $1958125.00        | $340129.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 4.0000%  | 4.0000% | $601266.00         | $115321.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 5.5000%  | 5.5000% | $262791.00         | $110567.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 4.5000%  | 4.5000% | $423423.00         | $81414.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-10-01      | 3.5000%  | 3.5000% | $2996546.00        | $401915.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-03-01      | 4.0000%  | 4.0000% | $1847804.00        | $295761.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.0000%  | 3.0000% | $241390.00         | $38073.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-03-01      | 3.0000%  | 3.0000% | $86000.00          | $9603.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.5000%  | 4.5000% | $1659950.00        | $688406.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.5000%  | 4.5000% | $40000.00          | $7467.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 4.0000%  | 4.0000% | $1032555.00        | $192588.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-03-01      | 4.0000%  | 4.0000% | $1165553.00        | $364332.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-04-01      | 3.0000%  | 3.0000% | $20000.00          | $3425.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-03-01      | 5.5000%  | 5.5000% | $1507156.00        | $372155.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 5.5000%  | 5.5000% | $1662414.00        | $443452.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 5.5000%  | 5.5000% | $1538983.00        | $406604.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 5.5000%  | 5.5000% | $1330477.00        | $292795.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-10-01      | 3.4900%  | 3.4900% | $39842.00          | $25587.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-05-01      | 4.0000%  | 4.0000% | $1473690.00        | $193799.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-05-01      | 3.5000%  | 3.5000% | $11003.00          | $2726.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 7.0000%  | 7.0000% | $50000.00          | $26.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-11-01      | 7.0000%  | 7.0000% | $1396204.00        | $1247.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 6.5000%  | 6.5000% | $1999802.00        | $2298.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 7.0000%  | 7.0000% | $605105.00         | $843.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.0000%  | 7.0000% | $165000.00         | $250.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 6.5000%  | 6.5000% | $2000000.00        | $3015.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $3584000.00        | $7009.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $45000.00          | $113.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $3930000.00        | $9013.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 7.0000%  | 7.0000% | $3586766.00        | $12305.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 6.5000%  | 6.5000% | $100000.00         | $287.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-09-01      | 7.0000%  | 7.0000% | $12207772.00       | $38733.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 7.0000%  | 7.0000% | $1396140.00        | $4604.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 7.0000%  | 7.0000% | $2451330.00        | $2879.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-08-01      | 8.0000%  | 8.0000% | $4500000.00        | $279.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 8.5000%  | 8.5000% | $1000000.00        | $23.35             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-01-01      | 7.0000%  | 7.0000% | $507656.00         | $22.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-02-01      | 7.0000%  | 7.0000% | $300217.00         | $38.23             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-04-01      | 7.0000%  | 7.0000% | $482009.00         | $30.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.5000%  | 3.5000% | $1900000.00        | $498135.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.0000%  | 2.0000% | $70000.00          | $36243.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $232000.00         | $133193.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.5000%  | 4.5000% | $3300.00           | $2511.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $9600.00           | $7591.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 1.5000%  | 1.5000% | $320000.00         | $180731.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.0000%  | 2.0000% | $355000.00         | $185970.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 3.0000%  | 3.0000% | $225000.00         | $79616.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.0000%  | 3.0000% | $5000.00           | $2609.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $4000.00           | $2586.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.0000%  | 2.0000% | $3000.00           | $1871.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1272.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $23000.00          | $16877.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 2.5000%  | 2.5000% | $2000.00           | $1416.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.0000%  | 3.0000% | $154000.00         | $112791.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $1024200.00        | $677573.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $46000.00          | $31858.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $102500.00         | $72676.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 4.0000%  | 4.0000% | $860000.00         | $617609.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $2661.00           | $2062.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.5000%  | 3.5000% | $7000.00           | $5292.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $467000.00         | $339560.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.5000%  | 3.5000% | $1000.00           | $761.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $13330.00          | $9942.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $27300.00          | $26666.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $49519200.00       | $49475620.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $7548.00           | $7628.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $5151.00           | $5249.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 7.0000%  | 7.0000% | $4114.00           | $4234.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 4.0000%  | 4.0000% | $63025.00          | $59756.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 7.5000%  | 7.5000% | $9509.00           | $9201.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $2268.00           | $2223.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $7838.00           | $8146.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $1789573.00        | $1834056.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-15      | 5.6200%  | 5.6200% | $1300.00           | $1361.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.3700%  | 5.3700% | $7200.00           | $7411.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $6436.00           | $6676.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $4116.00           | $4267.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $6047.00           | $6088.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $3053.00           | $3188.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $13105.00          | $13548.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $1865.00           | $1877.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-15      | 5.6500%  | 5.6500% | $1250.00           | $1312.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-15      | 5.0000%  | 5.0000% | $1064663.00        | $326820.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.5000%  | 3.5000% | $1392716.00        | $465162.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 3.0000%  | 3.0000% | $1117618.00        | $62662.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-15      | 4.5000%  | 4.5000% | $289605.00         | $14725.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-15      | 4.0000%  | 4.0000% | $123000.00         | $15201.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.0000%  | 3.0000% | $38000.00          | $8940.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.5000%  | 3.5000% | $2660000.00        | $514669.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-15      | 4.5000%  | 4.5000% | $1256811.00        | $257341.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-15      | 4.0000%  | 4.0000% | $86107.00          | $5006.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-15      | 5.0000%  | 5.0000% | $699210.00         | $408218.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-15      | 2.5000%  | 2.5000% | $265534.00         | $83173.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.5000%  | 4.5000% | $139500.00         | $13654.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-15      | 4.5000%  | 4.5000% | $221804.00         | $7301.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.0000%  | 3.0000% | $1277429.00        | $99813.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-15      | 4.5000%  | 4.5000% | $1507099.00        | $82381.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-15      | 4.5000%  | 4.5000% | $264990.00         | $59694.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.0000%  | 4.0000% | $152056.00         | $32920.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-15      | 2.5000%  | 2.5000% | $2081.00           | $868.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-15      | 3.0000%  | 3.0000% | $47722.00          | $13549.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-15      | 3.0000%  | 3.0000% | $700000.00         | $221461.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 2.5000%  | 2.5000% | $717283.00         | $332937.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $41600.00          | $30606.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $911000.00         | $648083.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $72000.00          | $48771.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $400000.00         | $272695.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $420000.00         | $293887.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $382810.00         | $275939.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $7700.00           | $5790.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $1090000.00        | $696264.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.5000%  | 3.5000% | $624000.00         | $415946.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $1386.00           | $1050.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $405000.00         | $311605.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $4000.00           | $3218.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $610000.00         | $440348.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $45030.00          | $33877.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $70000.00          | $45664.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $8067.00           | $6336.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $61000.00          | $39758.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $70000.00          | $46499.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $1300.00           | $974.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.5000%  | 6.5000% | $300000.00         | $208206.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $200000.00         | $140999.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $5000.00           | $3661.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $1256.00           | $986.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $7000.00           | $5571.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 4.5000%  | 4.5000% | $100000.00         | $71404.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $6000.00           | $4373.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $199000.00         | $133705.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $100000.00         | $68906.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $2000.00           | $1497.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $6900.00           | $5733.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $41700.00          | $32844.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $6124.00           | $5101.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $8400.00           | $7091.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $50773.00          | $38641.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $16496642.00       | $15860945.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.5000%  | 3.5000% | $151435.00         | $118708.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 3.0000%  | 3.0000% | $8300.00           | $6385.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.5000%  | 6.5000% | $4420.00           | $3140.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.0000%  | 6.0000% | $27301.00          | $22874.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $12100.00          | $10164.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.0000%  | 5.0000% | $1000.00           | $870.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $1349.00           | $1112.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $66473.00          | $54493.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.0000%  | 4.0000% | $12291222.00       | $10349274.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $23700.00          | $19425.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1111.00           | $882.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $5000.00           | $3423.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $70000.00          | $66086.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $628507.00         | $553359.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.0000%  | 3.0000% | $2000.00           | $1570.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $47818685.00       | $36694781.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $705272.00         | $649444.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $13000.00          | $11151.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $5500.00           | $4072.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 3.5000%  | 3.5000% | $2000.00           | $1693.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $25000.00          | $23332.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $5195000.00        | $500387.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 4.5000%  | 4.5000% | $2630000.00        | $584136.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.5000%  | 3.5000% | $917440.00         | $220695.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 4.0000%  | 4.0000% | $12000.00          | $2447.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $8600.00           | $6532.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $27954.00          | $26753.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $2000.00           | $1771.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 4.5000%  | 4.5000% | $230000.00         | $208350.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $25000.00          | $168.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $25000.00          | $25.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $50000.00          | $75.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.0000%  | 6.0000% | $50000.00          | $157.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $663000.00         | $723.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $200000.00         | $352.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 7.0000%  | 7.0000% | $276769.00         | $1171.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 7.0000%  | 7.0000% | $435847.00         | $236.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $100000.00         | $119.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $95019.00          | $146.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $350000.00         | $922.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $80534.00          | $861.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.0000%  | 6.0000% | $25000.00          | $31.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-15      | 6.0000%  | 6.0000% | $124000.00         | $786.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $50000.00          | $454.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $130000.00         | $2467.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $400000.00         | $974.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $634044.00         | $2847.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $75000.00          | $219.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 7.0000%  | 7.0000% | $35937.00          | $64.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $40000.00          | $88.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $39654.00          | $133.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $54556.00          | $43.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $761561.00         | $957.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $25000.00          | $85.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $25000.00          | $290.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $31000.00          | $68.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 6.5000%  | 6.5000% | $100000.00         | $216.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $750000.00         | $2118.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.0000%  | 6.0000% | $10306113.00       | $30069.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $32581.00          | $241.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $3484843.00        | $7859.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.5000%  | 6.5000% | $242360.00         | $570.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $25000.00          | $45.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $55000.00          | $284.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 7.0000%  | 7.0000% | $30055.00          | $147.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $180000.00         | $330.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $2589444.00        | $13274.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 5.5000%  | 5.5000% | $100000.00         | $156.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 6.0000%  | 6.0000% | $2521583.00        | $46903.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $35069.00          | $151.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $65000.00          | $52.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $315000.00         | $1344.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $110000.00         | $360.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $1035964.00        | $3366.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $125000.00         | $555.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $66493.00          | $84.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 5.4900%  | 5.4900% | $4140510.00        | $90604.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $81877.00          | $3045.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 6.5000%  | 6.5000% | $65000.00          | $1114.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $230642.00         | $547.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $3534082.00        | $5106.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 7.0000%  | 7.0000% | $95000.00          | $96.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $5905048.00        | $10979.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $225599.00         | $473.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $25000.00          | $216.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 7.0000%  | 7.0000% | $151677.00         | $531.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $35000.00          | $218.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $50000.00          | $915.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $25939.00          | $80.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $444483.00         | $250.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $25000.00          | $187.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $38257.00          | $109.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $25000.00          | $403.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 2.5000%  | 2.5000% | $412205.00         | $218155.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 3.0000%  | 3.0000% | $1024.00           | $471.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-15      | 4.0000%  | 4.0000% | $234168.00         | $35474.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 4.5000%  | 4.5000% | $335000.00         | $54753.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 4.5000%  | 4.5000% | $192000.00         | $31703.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-15      | 4.5000%  | 4.5000% | $300855.00         | $66139.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 4.5000%  | 4.5000% | $2619877.00        | $404122.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-15      | 4.0000%  | 4.0000% | $115889.00         | $25068.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-15      | 4.0000%  | 4.0000% | $879420.00         | $53505.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-15      | 4.5000%  | 4.5000% | $100000.00         | $36970.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 4.5000%  | 4.5000% | $68000.00          | $20089.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 4.5000%  | 4.5000% | $96000.00          | $29274.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 4.5000%  | 4.5000% | $43719.00          | $10188.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-15      | 3.0000%  | 3.0000% | $6574.00           | $657.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $143250.00         | $8047.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $55000.00          | $112.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 7.0000%  | 7.0000% | $1215708.00        | $38581.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 6.5000%  | 6.5000% | $65000.00          | $748.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $35395.00          | $335.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 7.0000%  | 7.0000% | $564440.00         | $15401.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.5000%  | 6.5000% | $25000.00          | $143.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $25706.00          | $938.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $99979.00          | $565.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.5000%  | 6.5000% | $35888.00          | $305.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 6.0000%  | 6.0000% | $1179083.00        | $9803.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.0000%  | 6.0000% | $1757535.00        | $6661.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.5000%  | 6.5000% | $25000.00          | $528.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 5.4500%  | 5.4500% | $1591212.00        | $23724.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 5.1250%  | 5.1250% | $1680131.00        | $35221.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 4.7500%  | 4.7500% | $822923.00         | $68194.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 6.6500%  | 6.6500% | $1500000.00        | $9965.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.0000%  | 6.0000% | $2856929.00        | $27029.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $3353674.00        | $24703.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 5.5000%  | 5.5000% | $35000.00          | $460.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $1490879.00        | $15413.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 5.5000%  | 5.5000% | $285000.00         | $2090.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.5000%  | 6.5000% | $150000.00         | $565.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.5000%  | 6.5000% | $135000.00         | $1087.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-15      | 6.0000%  | 6.0000% | $35000.00          | $136.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.5000%  | 6.5000% | $230000.00         | $2660.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.0000%  | 6.0000% | $1994873.00        | $9507.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.0000%  | 6.0000% | $7383300.00        | $15762.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-15      | 5.5000%  | 5.5000% | $140000.00         | $643.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.0000%  | 5.0000% | $50000.00          | $587.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.5000%  | 5.5000% | $50000.00          | $293.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-15      | 6.0000%  | 6.0000% | $10998677.00       | $142784.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-15      | 5.0000%  | 5.0000% | $1700000.00        | $24783.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $5037225.00        | $5635.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $333762.00         | $465.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $69000.00          | $110.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $164440.00         | $254.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $101000.00         | $110.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $40222.00          | $40.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $479000.00         | $611.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $550000.00         | $1788.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $56360.00          | $451.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 7.0000%  | 7.0000% | $35500.00          | $189.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.0000%  | 6.0000% | $270297.00         | $1708.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $787007.00         | $675.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $7455919.00        | $11043.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $341000.00         | $512.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $94000.00          | $202.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 5.5000%  | 5.5000% | $47000.00          | $291.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $200000.00         | $313.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 4.9800%  | 4.9800% | $4700.00           | $4735.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $44235.00          | $45563.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $6341.00           | $6603.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.0000%  | 5.0000% | $1000.00           | $933.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.5000%  | 4.5000% | $17257.00          | $16144.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-20      | 1.5000%  | 1.5000% | $2168.00           | $1479.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 4.0000%  | 4.0000% | $704951.00         | $652926.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 4.5000%  | 4.5000% | $2010.00           | $1906.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 6.5000%  | 6.5000% | $151572.00         | $85378.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $1951.00           | $1635.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.0000%  | 6.0000% | $38300.00          | $27533.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 1.5000%  | 1.5000% | $342551.00         | $265771.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $17679.00          | $17267.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 7.0000%  | 7.0000% | $4127.00           | $3390.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 4.0000%  | 4.0000% | $477939.00         | $449609.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $90000000.00       | $89623043.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $8043.00           | $8054.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $9445.00           | $9528.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 4.5000%  | 4.5000% | $23132200.00       | $22527867.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.0000%  | 5.0000% | $168500.00         | $167567.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 6.0000%  | 6.0000% | $7209.00           | $7300.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 3.5000%  | 3.5000% | $34651.00          | $31685.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $34500.00          | $34427.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 3.5000%  | 3.5000% | $5734.00           | $5253.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.0000%  | 4.0000% | $2045000.00        | $255376.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 4.5000%  | 4.5000% | $446961.00         | $3528.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-06-01      | 6.5000%  | 6.5000% | $1000000.00        | $12874.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 6.5000%  | 6.5000% | $2752316.00        | $42032.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 7.0000%  | 7.0000% | $1565000.00        | $23924.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 7.0000%  | 7.0000% | $5229.00           | $99.65             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 6.5000%  | 6.5000% | $32000.00          | $251.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 7.0000%  | 7.0000% | $1392364.00        | $12243.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 7.0000%  | 7.0000% | $15574.00          | $158.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5000%  | 6.5000% | $292570.00         | $1725.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-09-01      | 4.5000%  | 4.5000% | $62835.00          | $6597.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 4.5000%  | 4.5000% | $459323.00         | $55320.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-05-01      | 4.5000%  | 4.5000% | $700000.00         | $64658.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.5000%  | 4.5000% | $110829.00         | $10625.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 4.5000%  | 4.5000% | $106138.00         | $13032.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-07-01      | 4.5000%  | 4.5000% | $712488.00         | $62281.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 4.5000%  | 4.5000% | $725438.00         | $62008.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 4.5000%  | 4.5000% | $212301.00         | $23659.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-04-01      | 4.5000%  | 4.5000% | $314782.00         | $30393.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.5000%  | 4.5000% | $200657.00         | $16632.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-04-01      | 4.0000%  | 4.0000% | $1510000.00        | $416.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-05-01      | 4.5000%  | 4.5000% | $14000.00          | $10.07             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-04-01      | 5.0000%  | 5.0000% | $2050000.00        | $1304.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-06-01      | 4.5000%  | 4.5000% | $17000.00          | $3.26              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-03-01      | 3.0000%  | 3.0000% | $1000000.00        | $56723.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-08-01      | 5.0000%  | 5.0000% | $1625000.00        | $520.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $775000.00         | $217.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-10-01      | 4.0000%  | 4.0000% | $500000.00         | $1200.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $270000.00         | $307.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $2000000.00        | $3350.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.5000%  | 4.5000% | $1600000.00        | $1.46              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-02-01      | 4.0000%  | 4.0000% | $50000.00          | $72.91             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-07-01      | 4.0000%  | 4.0000% | $500000.00         | $3418.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-08-01      | 4.0000%  | 4.0000% | $500000.00         | $924.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-08-01      | 4.0000%  | 4.0000% | $1000000.00        | $2790.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-06-01      | 5.0000%  | 5.0000% | $1200000.00        | $5.01              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 3.5000%  | 3.5000% | $2000.00           | $69.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-12-01      | 3.5000%  | 3.5000% | $14000.00          | $570.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 4.0000%  | 4.0000% | $2880000.00        | $6382.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 4.0000%  | 4.0000% | $500000.00         | $14809.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.5000%  | 4.5000% | $116893.00         | $110081.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 4.0000%  | 4.0000% | $64500.00          | $60248.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 4.5000%  | 4.5000% | $5088.00           | $4873.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-15      | 5.3390%  | 5.3390% | $9400.00           | $9731.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 4.5000%  | 4.5000% | $9629.00           | $7435.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $5110.00           | $4588.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 7.0000%  | 7.0000% | $1063.00           | $1105.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-02-15      | 5.4900%  | 5.4900% | $45758.00          | $47009.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2068-05-15      | 5.5090%  | 5.5090% | $11172.00          | $11217.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.0000%  | 5.0000% | $3200.00           | $3245.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.4900%  | 5.4900% | $1000.00           | $1036.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-06-20      | 6.0000%  | 6.0000% | $5291.00           | $5441.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-07-15      | 5.9290%  | 5.9290% | $2400.00           | $2549.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-10-15      | 5.5990%  | 5.5990% | $1800.00           | $1880.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-08-15      | 5.9500%  | 5.9500% | $5400.00           | $5748.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1749.00           | $1808.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.1100%  | 5.1100% | $1000.00           | $1013.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-15      | 5.2500%  | 5.2500% | $18400.00          | $18820.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 4.9800%  | 4.9800% | $2300.00           | $2317.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-09-15      | 5.4500%  | 5.4500% | $5500.00           | $5679.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $1054.00           | $1074.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $9532.00           | $9765.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $2515.00           | $2584.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-01-15      | 5.5000%  | 5.5000% | $1100.00           | $1143.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2068-01-15      | 5.1390%  | 5.1390% | $5909122.00        | $5772535.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-10-15      | 5.8890%  | 5.8890% | $9100.00           | $9662.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-09-15      | 5.5700%  | 5.5700% | $1000.00           | $1019.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-09-15      | 5.5700%  | 5.5700% | $8600.00           | $8771.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-09-15      | 5.7190%  | 5.7190% | $4100.00           | $4301.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.2990%  | 5.2990% | $2200.00           | $2261.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-08-15      | 5.6390%  | 5.6390% | $1300.00           | $1355.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $5266.00           | $5318.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $22797.00          | $23333.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.1790%  | 5.1790% | $1068.00           | $1088.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $1097.00           | $1122.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-02-15      | 5.0890%  | 5.0890% | $6800.00           | $6911.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $45658.00          | $46803.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $3597.00           | $3697.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $4164.00           | $4274.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $1126.00           | $1155.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.0000%  | 5.0000% | $9491.00           | $9567.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $54134.00          | $55616.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $6299.00           | $6492.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $6179.00           | $6368.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $9669.00           | $9920.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $39752.00          | $37476.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $43302.00          | $44353.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $48024.00          | $49229.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $6865.00           | $7023.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.0000%  | 5.0000% | $3068.00           | $3080.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.0000%  | 5.0000% | $27758.00          | $27880.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $3706.00           | $3792.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.0000%  | 5.0000% | $2088.00           | $2076.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $26613.00          | $27290.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $1074.00           | $1059.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.3890%  | 5.3890% | $1800.00           | $1852.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.3490%  | 5.3490% | $7436800.00        | $7621542.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $79318.00          | $81154.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.0000%  | 5.0000% | $8059.00           | $8110.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $2023.00           | $2078.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $95029.00          | $97712.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 4.5000%  | 4.5000% | $67117.00          | $65455.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $172793.00         | $180845.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $7062.00           | $7366.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 4.5000%  | 4.5000% | $2089.00           | $334.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 4.0000%  | 4.0000% | $4153463.00        | $302504.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-11-01      | 3.0000%  | 3.0000% | $942670.00         | $267685.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-02-01      | 3.5000%  | 3.5000% | $11000.00          | $1751.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-06-01      | 3.5000%  | 3.5000% | $365000.00         | $31388.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-03-01      | 7.0000%  | 7.0000% | $280000.00         | $65604.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-06-01      | 3.5000%  | 3.5000% | $180415.00         | $15403.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.0000%  | 4.0000% | $1324000.00        | $393273.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $13000.00          | $8671.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-06-01      | 3.5000%  | 3.5000% | $10000.00          | $1181.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-09-01      | 3.0000%  | 3.0000% | $3691418.00        | $588798.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 4.0000%  | 4.0000% | $30975.00          | $42.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-06-01      | 2.0000%  | 2.0000% | $98000.00          | $35958.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $16000.00          | $6532.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $800000.00         | $315875.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 3.0000%  | 3.0000% | $231000.00         | $83970.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 2.0000%  | 2.0000% | $500000.00         | $246175.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 2.5000%  | 2.5000% | $669000.00         | $401568.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 3.0000%  | 3.0000% | $500000.00         | $270101.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $217000.00         | $144574.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $9447.00           | $5763.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 3.5000%  | 3.5000% | $6000000.00        | $5808564.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 2.0000%  | 2.0000% | $12375.00          | $8643.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.5000%  | 5.5000% | $431884.00         | $334413.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 2.0000%  | 2.0000% | $100000.00         | $31969.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 2.5000%  | 2.5000% | $23000.00          | $6522.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 2.5000%  | 2.5000% | $3000.00           | $942.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 1.5000%  | 1.5000% | $20000.00          | $9255.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 1.5000%  | 1.5000% | $11973.00          | $5825.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 2.0000%  | 2.0000% | $31000.00          | $14965.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 2.0000%  | 2.0000% | $40000.00          | $21078.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 1.5000%  | 1.5000% | $310000.00         | $171939.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 2.0000%  | 2.0000% | $214077.00         | $124960.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 1.5000%  | 1.5000% | $65303.00          | $39401.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 2.0000%  | 2.0000% | $25604.00          | $15707.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-04-01      | 3.5000%  | 3.5000% | $14190.00          | $6336.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-11-01      | 5.5000%  | 5.5000% | $9777.00           | $5113.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 2.0000%  | 2.0000% | $1000000.00        | $449933.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-05-01      | 2.0000%  | 2.0000% | $93000.00          | $45852.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 2.5000%  | 2.5000% | $1981162.00        | $694479.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 6.0000%  | 6.0000% | $3000.00           | $407.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-09-01      | 6.0000%  | 6.0000% | $54266.00          | $978.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $200000.00         | $126143.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $461000.00         | $282269.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $195866.00         | $123500.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $97000.00          | $52267.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $600000.00         | $389549.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-12-01      | 3.0000%  | 3.0000% | $25000.00          | $8232.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.0000%  | 3.0000% | $1850000.00        | $531183.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.0000%  | 3.0000% | $1450000.00        | $549520.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 4.5000%  | 4.5000% | $3358952.00        | $668176.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-01-01      | 4.0000%  | 4.0000% | $575286.00         | $236986.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 3.0000%  | 3.0000% | $171000.00         | $82990.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $300000.00         | $142122.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $29000.00          | $21134.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $3400.00           | $2664.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $305600.00         | $235223.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $300000.00         | $202484.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $184200.00         | $125769.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $176000.00         | $118819.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 5.5000%  | 5.5000% | $100000.00         | $53836.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1500.00           | $1096.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1206.00           | $864.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $13000.00          | $8468.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-07-01      | 4.0000%  | 4.0000% | $3050000.00        | $2127.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 4.0000%  | 4.0000% | $610000.00         | $29741.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 2.5000%  | 2.5000% | $365000.00         | $11460.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.0000%  | 3.0000% | $34000.00          | $4012.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-11-01      | 4.5000%  | 4.5000% | $1673025.00        | $322.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 3.5000%  | 3.5000% | $3000.00           | $18.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 3.0000%  | 3.0000% | $1050000.00        | $98936.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-06-01      | 5.0000%  | 5.0000% | $3540000.00        | $17.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 3.0000%  | 3.0000% | $1750000.00        | $256239.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-03-01      | 3.0000%  | 3.0000% | $710960.00         | $56891.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 3.0000%  | 3.0000% | $260000.00         | $10546.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 5.0000%  | 5.0000% | $1059750.00        | $2649.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 6.0000%  | 6.0000% | $35000000.00       | $157045.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-10-01      | 6.0000%  | 6.0000% | $34000000.00       | $119433.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 5.0000%  | 5.0000% | $8017094.00        | $4900.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 5.0000%  | 5.0000% | $1791073.00        | $2894.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $431768.00         | $6991.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-12-01      | 3.0000%  | 3.0000% | $1978403.00        | $10635.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 3.0000%  | 3.0000% | $2500000.00        | $26472.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 3.5000%  | 3.5000% | $13619.00          | $507.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-10-01      | 3.0000%  | 3.0000% | $2000000.00        | $67836.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 3.0000%  | 3.0000% | $1000000.00        | $90399.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 2.5000%  | 2.5000% | $30000.00          | $3700.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 3.0000%  | 3.0000% | $430000.00         | $54922.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 3.0000%  | 3.0000% | $1000000.00        | $116946.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 4.0000%  | 4.0000% | $1700000.00        | $148531.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 3.0000%  | 3.0000% | $4000.00           | $347.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-03-01      | 3.0000%  | 3.0000% | $25000.00          | $2830.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.0000%  | 3.0000% | $21000.00          | $2250.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.0000%  | 3.0000% | $4567534.00        | $460780.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 4.0000%  | 4.0000% | $1000000.00        | $77168.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-02-25      | 5.0000%  | 5.0000% | $6065790.00        | $20.64             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $1084.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-08-01      | 5.0000%  | 5.0000% | $1405000.00        | $244.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 8.5000%  | 8.5000% | $57000.00          | $1351.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 5.0000%  | 5.0000% | $366337.00         | $2078.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 5.0000%  | 5.0000% | $293074.00         | $18367.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $492075.00         | $15157.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 5.5000%  | 5.5000% | $1371734.00        | $3710.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 5.0000%  | 5.0000% | $74153.00          | $1052.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 2.5000%  | 2.5000% | $2800000.00        | $475204.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 5.5000%  | 5.5000% | $33715.00          | $607.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $1349959.00        | $36432.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $220466.00         | $83.42             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 4.5000%  | 4.5000% | $5000.00           | $506.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-01-01      | 3.5000%  | 3.5000% | $299000.00         | $48359.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 4.5000%  | 4.5000% | $65000.00          | $8931.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.5000%  | 4.5000% | $175000.00         | $15890.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $1350000.00        | $248296.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $35992.00          | $22.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-07-01      | 4.5000%  | 4.5000% | $280167.00         | $53546.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 3.0000%  | 3.0000% | $167000.00         | $40817.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 3.5000%  | 3.5000% | $550000.00         | $95033.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-05-01      | 5.5000%  | 5.5000% | $12000.00          | $2141.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.0000%  | 4.0000% | $4072.00           | $1118.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.0000%  | 4.0000% | $200000.00         | $38004.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-01-01      | 4.0000%  | 4.0000% | $100000.00         | $19609.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-09-01      | 4.0000%  | 4.0000% | $61993.00          | $4123.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-10-01      | 4.0000%  | 4.0000% | $1853000.00        | $151901.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 4.0000%  | 4.0000% | $148000.00         | $10760.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 6.5000%  | 6.5000% | $100000.00         | $1771.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-03-01      | 6.0000%  | 6.0000% | $446000.00         | $114218.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-01-01      | 4.5000%  | 4.5000% | $1312128.00        | $77816.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-01-01      | 4.0000%  | 4.0000% | $59877.00          | $4522.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $5000.00           | $5042.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $1179800.00        | $921502.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $2001365.00        | $1933778.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $2856200.00        | $2202398.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $38700.00          | $32092.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $29698.00          | $23063.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $9301100.00        | $8958179.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $4670813.00        | $4501766.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $5100.00           | $4567.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $218140.00         | $221618.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $5949471.00        | $6014915.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $1014200.00        | $1006495.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $2986800.00        | $2890411.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $345300.00         | $309515.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $134300.00         | $126382.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $5151.00           | $5237.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 8.5000%  | 8.5000% | $487118.00         | $63.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 7.5000%  | 7.5000% | $2607207.00        | $347.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 8.5000%  | 8.5000% | $532059.00         | $136.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-20      | 7.5000%  | 7.5000% | $2000000.00        | $1098.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-20      | 7.5000%  | 7.5000% | $12645742.00       | $6259.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-20      | 8.5000%  | 8.5000% | $25000.00          | $11.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-20      | 6.5000%  | 6.5000% | $140000.00         | $225.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-20      | 7.5000%  | 7.5000% | $160000.00         | $131.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-20      | 6.5000%  | 6.5000% | $1013207.00        | $908.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-20      | 7.5000%  | 7.5000% | $2000000.00        | $1368.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-20      | 7.5000%  | 7.5000% | $212000.00         | $133.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-20      | 6.0000%  | 6.0000% | $50000.00          | $108.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-20      | 6.0000%  | 6.0000% | $50000.00          | $143.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-20      | 5.5000%  | 5.5000% | $188703.00         | $807.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-20      | 6.0000%  | 6.0000% | $50000.00          | $142.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-20      | 6.0000%  | 6.0000% | $43000.00          | $111.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-20      | 5.5000%  | 5.5000% | $5037236.00        | $23209.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-20      | 6.5000%  | 6.5000% | $50000.00          | $91.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-20      | 6.0000%  | 6.0000% | $180000.00         | $467.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-20      | 5.5000%  | 5.5000% | $25000.00          | $59.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-20      | 6.5000%  | 6.5000% | $50000.00          | $88.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-20      | 6.5000%  | 6.5000% | $1076329.00        | $2640.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-20      | 5.5000%  | 5.5000% | $79220.00          | $427.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-20      | 6.0000%  | 6.0000% | $1026259.00        | $3122.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 5.5000%  | 5.5000% | $236379.00         | $1706.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 6.0000%  | 6.0000% | $25000.00          | $74.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 7.5000%  | 7.5000% | $373340.00         | $474.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-20      | 5.0000%  | 5.0000% | $275000.00         | $1939.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-20      | 5.0000%  | 5.0000% | $330000.00         | $3209.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-20      | 5.5000%  | 5.5000% | $25000.00          | $120.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-20      | 6.0000%  | 6.0000% | $30000.00          | $173.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-20      | 5.0000%  | 5.0000% | $25000.00          | $154.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-20      | 5.5000%  | 5.5000% | $13991069.00       | $86123.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-20      | 4.5000%  | 4.5000% | $100000.00         | $2318.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-20      | 5.0000%  | 5.0000% | $3325000.00        | $23192.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-20      | 4.5000%  | 4.5000% | $189010.00         | $2634.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-20      | 5.0000%  | 5.0000% | $105000.00         | $815.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-20      | 5.5000%  | 5.5000% | $1113364.00        | $7040.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-20      | 6.0000%  | 6.0000% | $47000.00          | $255.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-20      | 4.0000%  | 4.0000% | $70000.00          | $2270.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-20      | 4.5000%  | 4.5000% | $308343.00         | $2399.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-20      | 5.5000%  | 5.5000% | $18414726.00       | $130463.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-20      | 4.5000%  | 4.5000% | $50000.00          | $588.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-20      | 6.0000%  | 6.0000% | $25000.00          | $222.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-20      | 4.5000%  | 4.5000% | $145435.00         | $1182.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-20      | 5.0000%  | 5.0000% | $25000.00          | $283.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-20      | 5.5000%  | 5.5000% | $140000.00         | $1336.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-20      | 5.0000%  | 5.0000% | $2132000.00        | $25142.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 6.0000%  | 6.0000% | $349000.00         | $177522.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 5.5000%  | 5.5000% | $257000.00         | $146738.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 2.0000%  | 2.0000% | $50000.00          | $21364.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 2.0000%  | 2.0000% | $40000.00          | $19438.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.0000%  | 2.0000% | $85000.00          | $42948.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.0000%  | 2.0000% | $25000.00          | $12139.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $10000.00          | $5825.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-07-01      | 2.0000%  | 2.0000% | $12227.00          | $9105.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 2.5000%  | 2.5000% | $1000000.00        | $115572.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-11-01      | 3.0000%  | 3.0000% | $3578833.00        | $554206.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 2.5000%  | 2.5000% | $331238.00         | $149291.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 2.5000%  | 2.5000% | $480704.00         | $214222.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 3.0000%  | 3.0000% | $903483.00         | $360138.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 3.0000%  | 3.0000% | $360147.00         | $164139.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-12-01      | 5.0000%  | 5.0000% | $73913.00          | $28616.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-09-01      | 5.5000%  | 5.5000% | $68959.00          | $62071.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $3719358.00        | $251600.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 4.0000%  | 4.0000% | $1000000.00        | $66524.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.0000%  | 3.0000% | $2000000.00        | $202933.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 4.0000%  | 4.0000% | $1525000.00        | $63833.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $3697.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 3.0000%  | 3.0000% | $1000000.00        | $113620.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.0000%  | 2.0000% | $250000.00         | $116036.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $1106196.00        | $612967.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $923168.00         | $585029.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 7.0000%  | 7.0000% | $2046764.00        | $484257.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 2.0000%  | 2.0000% | $555000.00         | $61940.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $6062.00           | $6157.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $1002.00           | $1019.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $16116.00          | $12701.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $2922.00           | $2805.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $53820.00          | $40680.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $1024650.00        | $520993.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $2256051.00        | $2116179.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.5000%  | 6.5000% | $959835.00         | $542110.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.0000%  | 5.0000% | $10272.00          | $9036.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $9500.00           | $9303.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $2369251.00        | $2286082.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $6143.00           | $4803.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.5000%  | 6.5000% | $86714.00          | $74461.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $3279.00           | $2576.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $3410.00           | $2685.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.0000%  | 2.0000% | $50383.00          | $32344.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 4.5000%  | 4.5000% | $754697.00         | $736344.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.5000%  | 3.5000% | $255904.00         | $45443.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 3.0000%  | 3.0000% | $20000.00          | $16797.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 3.5440%  | 3.5440% | $3000000.00        | $2864635.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.0000%  | 4.0000% | $6245.00           | $5686.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1100.00           | $1132.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $314046.00         | $249340.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $4600.00           | $3922.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $1797500.00        | $1687971.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $6100.00           | $5259.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $4500.00           | $3958.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $18600.00          | $16096.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $7295.00           | $6391.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $4087.00           | $3419.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.5000%  | 6.5000% | $1100.00           | $751.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1015800.00        | $976511.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1039000.00        | $977396.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1084300.00        | $986848.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1400.00           | $1061.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $178700.00         | $173223.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $13135.00          | $10553.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-20      | 5.5000%  | 5.5000% | $25000.00          | $266.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-20      | 5.0000%  | 5.0000% | $41000.00          | $499.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-20      | 5.5000%  | 5.5000% | $100000.00         | $1398.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-20      | 6.0000%  | 6.0000% | $20000.00          | $221.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 5.5000%  | 5.5000% | $540000.00         | $1128.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 5.0000%  | 5.0000% | $380763.00         | $4875.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 5.5000%  | 5.5000% | $50000.00          | $593.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-20      | 5.5000%  | 5.5000% | $67000.00          | $825.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 7.0000%  | 7.0000% | $3436731.00        | $91958.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-20      | 5.5000%  | 5.5000% | $198000.00         | $2429.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-20      | 5.0000%  | 5.0000% | $40000.00          | $544.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-20      | 5.5000%  | 5.5000% | $68735000.00       | $197748.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-20      | 6.5000%  | 6.5000% | $250000.00         | $2594.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.5000%  | 6.5000% | $1300000.00        | $3480.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 5.0000%  | 5.0000% | $1898689.00        | $11471.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.0000%  | 6.0000% | $36000000.00       | $50797.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 4.5000%  | 4.5000% | $35000.00          | $322.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 5.5000%  | 5.5000% | $48000.00          | $546.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.0000%  | 6.0000% | $932736.00         | $7989.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.5000%  | 6.5000% | $30000.00          | $381.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 5.0000%  | 5.0000% | $86000.00          | $1086.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.0000%  | 6.0000% | $45000.00          | $383.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.5000%  | 6.5000% | $160000.00         | $1628.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-20      | 5.0000%  | 5.0000% | $1050000.00        | $16443.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-20      | 6.0000%  | 6.0000% | $830000.00         | $475.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 5.0000%  | 5.0000% | $25000.00          | $199.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 5.5000%  | 5.5000% | $35390000.00       | $45573.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $2000000.00        | $4967.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $711839.00         | $9800.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 5.0000%  | 5.0000% | $2500000.00        | $12564.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 5.5000%  | 5.5000% | $50460040.00       | $32582.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.0000%  | 6.0000% | $2617620.00        | $4700.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 4.5000%  | 4.5000% | $50000.00          | $585.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 5.5000%  | 5.5000% | $10808695.00       | $54223.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 4.0000%  | 4.0000% | $314000.00         | $9750.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 4.5000%  | 4.5000% | $188000.00         | $3963.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 4.0000%  | 4.0000% | $82000.00          | $4870.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 4.5000%  | 4.5000% | $108000.00         | $1527.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 6.5000%  | 6.5000% | $400000.00         | $5345.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-20      | 3.0000%  | 3.0000% | $1070000.00        | $5731.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-20      | 3.5000%  | 3.5000% | $9355155.00        | $41632.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 3.5000%  | 3.5000% | $50000.00          | $1830.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 3.5000%  | 3.5000% | $74000.00          | $5186.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 4.0000%  | 4.0000% | $3701000.00        | $192569.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 4.5000%  | 4.5000% | $2190228.00        | $110181.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-20      | 3.5000%  | 3.5000% | $9957529.00        | $57994.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 4.0000%  | 4.0000% | $430000.00         | $20122.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-20      | 3.0000%  | 3.0000% | $1550000.00        | $10652.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-20      | 3.0000%  | 3.0000% | $18000.00          | $1453.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-20      | 3.5000%  | 3.5000% | $1992000.00        | $133511.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 5.0000%  | 5.0000% | $466100.00         | $21170.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-20      | 2.5000%  | 2.5000% | $1000000.00        | $6786.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 4.5000%  | 4.5000% | $26722141.00       | $332223.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 5.0000%  | 5.0000% | $12876139.00       | $200295.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-20      | 3.5000%  | 3.5000% | $35666.00          | $1591.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 4.0000%  | 4.0000% | $170000.00         | $7859.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 4.5000%  | 4.5000% | $123000.00         | $4351.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 5.0000%  | 5.0000% | $743750.00         | $18159.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 5.5000%  | 5.5000% | $10000.00          | $261.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 4.0000%  | 4.0000% | $25000.00          | $1040.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 4.5000%  | 4.5000% | $37000.00          | $1231.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 5.0000%  | 5.0000% | $2975000.00        | $80043.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 6.0000%  | 6.0000% | $1082430.00        | $22014.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 5.5000%  | 5.5000% | $1857433.00        | $6374.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-20      | 5.0000%  | 5.0000% | $10443877.00       | $130730.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 4.0000%  | 4.0000% | $35673.00          | $622.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 4.5000%  | 4.5000% | $150000.00         | $2078.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 5.0000%  | 5.0000% | $2202000.00        | $26350.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 6.0000%  | 6.0000% | $25132.00          | $232.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 5.0000%  | 5.0000% | $45000.00          | $656.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 6.5000%  | 6.5000% | $25000.00          | $379.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-20      | 4.0000%  | 4.0000% | $193000.00         | $7747.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-20      | 4.5000%  | 4.5000% | $77000.00          | $1643.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-20      | 6.5000%  | 6.5000% | $90000.00          | $2124.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 5.0000%  | 5.0000% | $1315000.00        | $1880.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 4.0000%  | 4.0000% | $230000.00         | $7056.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 6.0000%  | 6.0000% | $10181731.00       | $127465.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-20      | 4.0000%  | 4.0000% | $193000.00         | $7120.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-20      | 4.5000%  | 4.5000% | $180000.00         | $4531.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-20      | 5.5000%  | 5.5000% | $500000.00         | $6275.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-20      | 4.0000%  | 4.0000% | $158000.00         | $6431.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-20      | 4.5000%  | 4.5000% | $41000.00          | $1121.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-20      | 4.0000%  | 4.0000% | $186266.00         | $7088.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-20      | 6.0000%  | 6.0000% | $25000.00          | $270.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-20      | 4.5000%  | 4.5000% | $68000.00          | $926.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-20      | 5.5000%  | 5.5000% | $50103.00          | $636.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-20      | 5.0000%  | 5.0000% | $39000.00          | $605.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-20      | 4.5000%  | 4.5000% | $30000.00          | $500.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-20      | 5.0000%  | 5.0000% | $98000.00          | $1432.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-20      | 5.0000%  | 5.0000% | $30000.00          | $477.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-20      | 4.5000%  | 4.5000% | $254000.00         | $6231.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-20      | 4.5000%  | 4.5000% | $785000.00         | $11104.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-20      | 5.0000%  | 5.0000% | $80000.00          | $1072.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-20      | 6.5000%  | 6.5000% | $50000.00          | $604.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-20      | 5.0000%  | 5.0000% | $75175.00          | $1121.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-20      | 5.5000%  | 5.5000% | $40000.00          | $604.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-20      | 6.0000%  | 6.0000% | $50000.00          | $945.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-20      | 5.5000%  | 5.5000% | $65000.00          | $802.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-20      | 6.0000%  | 6.0000% | $50000.00          | $823.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-20      | 5.5000%  | 5.5000% | $50000.00          | $603.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-20      | 5.5000%  | 5.5000% | $40000.00          | $486.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-20      | 5.0000%  | 5.0000% | $3110000.00        | $38501.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-20      | 6.0000%  | 6.0000% | $100000.00         | $1289.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 5.0000%  | 5.0000% | $60000.00          | $1190.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-20      | 5.0000%  | 5.0000% | $191000.00         | $2470.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-20      | 6.0000%  | 6.0000% | $49460.00          | $421.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 5.5000%  | 5.5000% | $30000.00          | $194.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 6.0000%  | 6.0000% | $20000.00          | $153.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 6.5000%  | 6.5000% | $12000.00          | $106.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-20      | 5.5000%  | 5.5000% | $6400000.00        | $49589.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-20      | 6.5000%  | 6.5000% | $1514533.00        | $12532.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-20      | 7.0000%  | 7.0000% | $14000.00          | $239.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-20      | 7.0000%  | 7.0000% | $10000.00          | $170.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-20      | 6.5000%  | 6.5000% | $22000.00          | $249.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-20      | 5.0000%  | 5.0000% | $928386.00         | $11377.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-20      | 5.5000%  | 5.5000% | $74000.00          | $792.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-20      | 5.0000%  | 5.0000% | $70000.00          | $661.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-20      | 5.5000%  | 5.5000% | $40000.00          | $411.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-20      | 5.5000%  | 5.5000% | $10306149.00       | $119814.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-20      | 5.5000%  | 5.5000% | $80000.00          | $710.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-20      | 5.5000%  | 5.5000% | $142000.00         | $1106.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 6.5000%  | 6.5000% | $3962798.00        | $41577.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-20      | 6.0000%  | 6.0000% | $125000.00         | $1289.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 5.0000%  | 5.0000% | $1585663.00        | $13497.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 5.5000%  | 5.5000% | $30000.00          | $272.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-20      | 5.0000%  | 5.0000% | $40000.00          | $415.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-20      | 7.0000%  | 7.0000% | $407579.00         | $57182.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-20      | 5.0000%  | 5.0000% | $127000.00         | $1550.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-20      | 3.5000%  | 3.5000% | $3430802.00        | $71801.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-20      | 4.5000%  | 4.5000% | $100012.00         | $1343.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-20      | 5.0000%  | 5.0000% | $250815.00         | $3585.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-20      | 5.0000%  | 5.0000% | $472672.00         | $5182.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-20      | 6.5000%  | 6.5000% | $2525000.00        | $2462.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-20      | 6.5000%  | 6.5000% | $130000.00         | $114.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-20      | 6.5000%  | 6.5000% | $85000.00          | $81.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-20      | 7.5000%  | 7.5000% | $25230.00          | $11.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-20      | 6.5000%  | 6.5000% | $5000000.00        | $4196.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-20      | 7.5000%  | 7.5000% | $285000.00         | $130.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-20      | 7.5000%  | 7.5000% | $5000000.00        | $2197.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-20      | 7.5000%  | 7.5000% | $40000.00          | $35.36             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-20      | 8.0000%  | 8.0000% | $335000.00         | $35.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-20      | 7.5000%  | 7.5000% | $200291.00         | $107.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-20      | 6.5000%  | 6.5000% | $53300.00          | $15.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-20      | 8.0000%  | 8.0000% | $250000.00         | $95.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $7000.00           | $5963.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $10000.00          | $8337.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 4.5000%  | 4.5000% | $2000.00           | $1692.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.0000%  | 5.0000% | $3000.00           | $2661.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 7.0000%  | 7.0000% | $42800.00          | $16965.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $2000.00           | $1626.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 4.0000%  | 4.0000% | $77335.00          | $64581.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.0000%  | 4.0000% | $2000.00           | $1811.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $8000.00           | $6023.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 4.0000%  | 4.0000% | $4000.00           | $3639.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 4.5000%  | 4.5000% | $2000.00           | $1869.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $17600.00          | $14043.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $2700.00           | $2484.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $55000.00          | $50475.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $100000.00         | $93127.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 7.0000%  | 7.0000% | $262011.00         | $157078.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 4.0000%  | 4.0000% | $52446226.00       | $48942881.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 4.5000%  | 4.5000% | $259596.00         | $246120.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $12405.00          | $11231.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 3.5000%  | 3.5000% | $73932.00          | $56237.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $700000.00         | $486855.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $200000.00         | $144979.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $1100.00           | $820.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 2.5000%  | 2.5000% | $115000.00         | $81170.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $278000.00         | $200518.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 3.5000%  | 3.5000% | $10000.00          | $7824.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-11-01      | 3.5000%  | 3.5000% | $1100642.00        | $837009.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $295000.00         | $244138.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $30000.00          | $22871.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 4.5000%  | 4.5000% | $91859.00          | $9732.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.0000%  | 3.0000% | $300000.00         | $101626.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 4.0000%  | 4.0000% | $2234937.00        | $544674.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 4.0000%  | 4.0000% | $2640915.00        | $475251.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 4.5000%  | 4.5000% | $832000.00         | $304526.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $100000.00         | $34758.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $705000.00         | $400458.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 3.0000%  | 3.0000% | $1315166.00        | $645352.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $369000.00         | $170148.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $46197.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $45577.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $4800.00           | $2354.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $1872.00           | $932.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $500000.00         | $313280.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $5193.00           | $3226.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $745000.00         | $423721.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $130000.00         | $82599.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $65000.00          | $39677.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $80000.00          | $52136.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.0000%  | 6.0000% | $114550.00         | $149.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.0000%  | 6.0000% | $36000.00          | $166.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $500000.00         | $3139.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $50000.00          | $303.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $121000.00         | $847.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $85803.00          | $649.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $80000.00          | $315.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $2845000.00        | $13054.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $2025174.00        | $16296.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $1504817.00        | $1750.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $165000.00         | $630.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $78000.00          | $781.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 5.0000%  | 5.0000% | $30000.00          | $327.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $37000.00          | $685.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $25372.00          | $552.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $69133.00          | $175.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 6.5000%  | 6.5000% | $25000.00          | $2253.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 6.5000%  | 6.5000% | $25000.00          | $1729.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-20      | 5.0000%  | 5.0000% | $30000.00          | $546.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 7.0000%  | 7.0000% | $1297454.00        | $105284.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-15      | 6.5000%  | 6.5000% | $75000.00          | $2101.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-20      | 6.5000%  | 6.5000% | $930000.00         | $496.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-20      | 7.5000%  | 7.5000% | $725000.00         | $273.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-20      | 6.5000%  | 6.5000% | $500000.00         | $342.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-20      | 6.0000%  | 6.0000% | $223000.00         | $227.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-20      | 6.5000%  | 6.5000% | $330000.00         | $241.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-20      | 5.5000%  | 5.5000% | $2500874.00        | $2051.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-20      | 6.0000%  | 6.0000% | $130000.00         | $158.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-20      | 6.5000%  | 6.5000% | $150000.00         | $130.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-20      | 5.5000%  | 5.5000% | $6454474.00        | $12661.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-20      | 6.0000%  | 6.0000% | $175000.00         | $199.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-20      | 7.0000%  | 7.0000% | $35000.00          | $0.10              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-02-20      | 7.0000%  | 7.0000% | $35000.00          | $0.01              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-20      | 7.5000%  | 7.5000% | $205000.00         | $3.98              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-20      | 7.5000%  | 7.5000% | $60000.00          | $1.60              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-20      | 7.5000%  | 7.5000% | $86319.00          | $2.95              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-20      | 8.0000%  | 8.0000% | $25117.00          | $0.85              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-20      | 7.5000%  | 7.5000% | $74933.00          | $4.37              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-20      | 8.0000%  | 8.0000% | $500000.00         | $23.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-20      | 8.0000%  | 8.0000% | $6300593.00        | $153.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-20      | 7.0000%  | 7.0000% | $26087.00          | $4.51              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-20      | 7.5000%  | 7.5000% | $70000.00          | $4.88              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-20      | 7.5000%  | 7.5000% | $30000.00          | $5.16              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-20      | 7.5000%  | 7.5000% | $35000.00          | $4.28              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-20      | 8.0000%  | 8.0000% | $500000.00         | $85.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-20      | 8.0000%  | 8.0000% | $30735.00          | $7.98              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-20      | 8.0000%  | 8.0000% | $30104.00          | $2.57              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-20      | 6.5000%  | 6.5000% | $30000.00          | $15.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-20      | 7.5000%  | 7.5000% | $29964.00          | $6.88              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 6.5000%  | 6.5000% | $6930000.00        | $2740.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 7.5000%  | 7.5000% | $40000.00          | $13.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-20      | 7.0000%  | 7.0000% | $80000.00          | $22.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-20      | 8.0000%  | 8.0000% | $1622289.00        | $248.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-20      | 7.5000%  | 7.5000% | $250000.00         | $39.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 4.5000%  | 4.5000% | $75000.00          | $1196.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 5.5000%  | 5.5000% | $25000.00          | $279.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-20      | 5.5000%  | 5.5000% | $1095000.00        | $12807.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-20      | 5.0000%  | 5.0000% | $96000.00          | $899.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-20      | 5.5000%  | 5.5000% | $148000.00         | $1697.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 5.0000%  | 5.0000% | $25078.00          | $268.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 6.0000%  | 6.0000% | $52000.00          | $582.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-20      | 5.0000%  | 5.0000% | $238074.00         | $2609.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-20      | 4.5000%  | 4.5000% | $350000.00         | $5260.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-20      | 5.0000%  | 5.0000% | $6750176.00        | $95137.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.5000%  | 2.5000% | $300000.00         | $212552.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 4.5000%  | 4.5000% | $99519.00          | $10784.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 4.5000%  | 4.5000% | $5324582.00        | $483815.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-09-01      | 3.0000%  | 3.0000% | $2450000.00        | $683460.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-09-01      | 3.5000%  | 3.5000% | $315000.00         | $82165.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 4.0000%  | 4.0000% | $1000000.00        | $244810.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $65000.00          | $33821.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 4.0000%  | 4.0000% | $35000.00          | $8568.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $108000.00         | $50817.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $720000.00         | $325413.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $214796.00         | $112736.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 2.5000%  | 2.5000% | $509000.00         | $269665.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.0000%  | 2.0000% | $406000.00         | $191635.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.5000%  | 2.5000% | $4000.00           | $2006.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $65000.00          | $36372.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 3.0000%  | 3.0000% | $24000.00          | $16642.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $110000.00         | $60243.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $1148264.00        | $660911.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $280000.00         | $157688.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $852700.00         | $498285.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $202000.00         | $125250.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $70000.00          | $49000.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $30000.00          | $19004.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $699000.00         | $437560.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $22000.00          | $13794.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $261000.00         | $164418.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $61000.00          | $41381.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $900000.00         | $620920.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 4.0000%  | 4.0000% | $1000.00           | $756.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $853000.00         | $578860.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $11000.00          | $8572.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $385000.00         | $276820.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $435000.00         | $313407.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $8400.00           | $7122.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $400000.00         | $305650.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 6.5000%  | 6.5000% | $200000.00         | $121164.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $56977.00          | $42288.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $555500.00         | $390986.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $65728331.00       | $54517665.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $700000.00         | $493890.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $973830.00         | $700884.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.0000%  | 6.0000% | $67724.00          | $56269.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 3.0000%  | 3.0000% | $892068.00         | $617353.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-05-01      | 6.5000%  | 6.5000% | $1032351.00        | $555411.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 5.5000%  | 5.5000% | $963594.00         | $643582.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-10-01      | 6.5000%  | 6.5000% | $162000.00         | $72615.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-12-01      | 5.0000%  | 5.0000% | $350000.00         | $303313.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-01-01      | 5.5000%  | 5.5000% | $652115.00         | $483730.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-02-01      | 4.5000%  | 4.5000% | $2125.00           | $1919.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-05-01      | 5.5000%  | 5.5000% | $239346.00         | $203187.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 4.5000%  | 4.5000% | $1576831.00        | $1548381.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 5.0000%  | 5.0000% | $312478.00         | $280811.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-09-01      | 5.5000%  | 5.5000% | $2428733.00        | $2290417.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-10-01      | 3.0000%  | 3.0000% | $393051.00         | $56552.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 3.0000%  | 3.0000% | $183476.00         | $122798.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-11-01      | 2.5000%  | 2.5000% | $500000.00         | $288676.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 2.0000%  | 2.0000% | $65000.00          | $41413.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 3.0000%  | 3.0000% | $261000.00         | $172491.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-06-01      | 3.0000%  | 3.0000% | $600000.00         | $415434.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.0000%  | 3.0000% | $10000.00          | $6871.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-11-01      | 4.0000%  | 4.0000% | $1638.00           | $1262.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 4.5000%  | 4.5000% | $703957.00         | $425992.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $200000.00         | $134600.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 5.0000%  | 5.0000% | $86000.00          | $57353.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $7283.00           | $5470.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $250000.00         | $162103.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $80000.00          | $49565.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.5000%  | 4.5000% | $237650.00         | $223358.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $204200.00         | $136913.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $2000.00           | $1418.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $395368.00         | $315112.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $378335.00         | $274415.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $30000.00          | $21058.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $9400.00           | $6941.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $864.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $105000.00         | $67241.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.5000%  | 5.5000% | $63000.00          | $38359.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1575.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 3.0000%  | 3.0000% | $22000.00          | $17087.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $220000.00         | $159141.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $149000.00         | $90246.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $7400.00           | $7422.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $10173.00          | $7844.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $621000.00         | $524602.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 4.5000%  | 4.5000% | $1205202.00        | $583461.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $200000.00         | $127407.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 6.0000%  | 6.0000% | $1460990.00        | $601526.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $2054.00           | $1639.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 4.5000%  | 4.5000% | $1207682.00        | $1146907.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $25115.00          | $18762.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $420644.00         | $285114.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 4.5000%  | 4.5000% | $1163392.00        | $631152.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $500000.00         | $492874.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $320000.00         | $229827.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.0000%  | 6.0000% | $2030.00           | $1997.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $3195.00           | $3254.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $1398.00           | $1060.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1544734.00        | $411951.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $97819.00          | $57337.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1179941.00        | $1027927.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $4000.00           | $3217.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $2313715.00        | $2309873.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $578300.00         | $549052.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $150000.00         | $101162.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $4091.00           | $3441.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 4.5000%  | 4.5000% | $4000.00           | $3009.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $10225927.00       | $9733077.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 7.0000%  | 7.0000% | $1603.00           | $1215.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $1383888.00        | $1298078.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $10356.00          | $9582.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $3066.00           | $3157.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $9379.00           | $9601.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $11134128.00       | $10598313.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $6105.00           | $4877.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-09-01      | 5.0000%  | 5.0000% | $1290.00           | $1301.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-07-01      | 3.0000%  | 3.0000% | $102000.00         | $9193.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 3.5000%  | 3.5000% | $1004331.00        | $341300.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 2.0000%  | 2.0000% | $700000.00         | $325853.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 1.5000%  | 1.5000% | $20000.00          | $9648.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 2.0000%  | 2.0000% | $1000000.00        | $491385.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-09-01      | 2.0000%  | 2.0000% | $15000.00          | $8480.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-01-01      | 1.5000%  | 1.5000% | $46877.00          | $25622.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 1.5000%  | 1.5000% | $133000.00         | $83084.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 3.5000%  | 3.5000% | $4845605.00        | $570783.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 2.5000%  | 2.5000% | $638989.00         | $351771.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $320179.00         | $168361.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $590000.00         | $355645.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.5000%  | 2.5000% | $317000.00         | $178806.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-20      | 3.0000%  | 3.0000% | $500000.00         | $2152.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-20      | 3.5000%  | 3.5000% | $459000.00         | $1459.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-20      | 3.0000%  | 3.0000% | $4953131.00        | $23895.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-20      | 3.5000%  | 3.5000% | $5053000.00        | $20980.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 3.5000%  | 3.5000% | $4107531.00        | $287588.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 4.0000%  | 4.0000% | $50000.00          | $2491.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 4.5000%  | 4.5000% | $2200000.00        | $115207.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $33800.00          | $811.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 5.5000%  | 5.5000% | $25000.00          | $57.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $6419296.00        | $31923.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-15      | 6.5000%  | 6.5000% | $995000.00         | $16715.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.5000%  | 6.5000% | $181869.00         | $1191.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $50000.00          | $711.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $111000.00         | $884.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 4.5000%  | 4.5000% | $107878.00         | $41241.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 6.5000%  | 6.5000% | $25000.00          | $1150.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-15      | 6.0000%  | 6.0000% | $1329836.00        | $12121.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.5000%  | 6.5000% | $78000.00          | $2004.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.0000%  | 5.0000% | $50000.00          | $390.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 5.0000%  | 5.0000% | $600000.00         | $8555.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $780209.00         | $481.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $839583.00         | $1770.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $90000.00          | $567.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-15      | 7.0000%  | 7.0000% | $136622.00         | $25.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-15      | 7.0000%  | 7.0000% | $207761.00         | $15.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $1887843.00        | $182.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $85048.00          | $12.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 6.5000%  | 6.5000% | $846076.00         | $12.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 7.0000%  | 7.0000% | $25000.00          | $0.51              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 7.0000%  | 7.0000% | $101017.00         | $1.88              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $33000.00          | $6.89              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 5.5000%  | 5.5000% | $50000.00          | $254.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $515995.00         | $449.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 6.5000%  | 6.5000% | $50000.00          | $14.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 7.0000%  | 7.0000% | $50000.00          | $1.44              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 7.0000%  | 7.0000% | $288226.00         | $484.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-02-15      | 7.5000%  | 7.5000% | $2517548.00        | $42723.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 7.5000%  | 7.5000% | $2513286.00        | $38472.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.5000%  | 7.5000% | $25580.00          | $4.79              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $2003925.00        | $374.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $6069404.00        | $1596.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.5000%  | 7.5000% | $637168.00         | $329.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 7.0000%  | 7.0000% | $480188.00         | $19.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-15      | 7.0000%  | 7.0000% | $5500000.00        | $263.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-02-15      | 7.0000%  | 7.0000% | $175688.00         | $1.41              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 7.0000%  | 7.0000% | $212649.00         | $23.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.0000%  | 7.0000% | $477184.00         | $457.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1403261.00        | $256.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 6.5000%  | 6.5000% | $125023.00         | $1.04              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 7.0000%  | 7.0000% | $263447.00         | $4.54              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-15      | 7.0000%  | 7.0000% | $106574.00         | $3.84              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 6.5000%  | 6.5000% | $102000.00         | $23.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.0000%  | 7.0000% | $504342.00         | $3948.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-15      | 7.5000%  | 7.5000% | $2514798.00        | $40091.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.5000%  | 7.5000% | $4950000.00        | $7714.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 6.5000%  | 6.5000% | $260000.00         | $1752.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 6.5000%  | 6.5000% | $25371.00          | $4.18              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 6.5000%  | 6.5000% | $100999.00         | $1.62              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-15      | 7.0000%  | 7.0000% | $400715.00         | $15.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 7.5000%  | 7.5000% | $7302145.00        | $176.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 6.5000%  | 6.5000% | $50000.00          | $1.12              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 7.0000%  | 7.0000% | $293532.00         | $2.65              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $244698.00         | $1291.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-15      | 7.0000%  | 7.0000% | $25000.00          | $19.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $520000.00         | $5527.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $243533.00         | $49.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 7.0000%  | 7.0000% | $111597.00         | $1.40              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 7.0000%  | 7.0000% | $792357.00         | $83.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $50000.00          | $201.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $175000.00         | $332.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 7.0000%  | 7.0000% | $2521969.00        | $47239.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $280799.00         | $300.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | 4.5000% | $50900.00          | $39626.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $4746200.00        | $3539216.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $883756.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $55945.00          | $40274.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $440000.00         | $331873.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $6000.00           | $4452.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | 4.5000% | $32485919.00       | $25286680.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.0000%  | 5.0000% | $46300.00          | $36090.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $14860648.00       | $11067889.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $121400.00         | $93845.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 4.5000%  | 4.5000% | $828800.00         | $707131.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.0000%  | 4.0000% | $2100.00           | $1722.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $3000.00           | $2381.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 3.5000%  | 3.5000% | $31230.00          | $24008.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $58130.00          | $42686.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $9000.00           | $6529.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $1500.00           | $1282.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $24122316.00       | $23264527.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 4.5000%  | 4.5000% | $2000.00           | $1586.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.0000%  | 4.0000% | $147700.00         | $122539.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.0000%  | 3.0000% | $4000.00           | $3231.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $964200.00         | $702161.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 4.0000%  | 4.0000% | $5100.00           | $4187.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $11000.00          | $8323.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $1016.00           | $867.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $4889088.00        | $4617520.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $650000.00         | $512840.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $1033.00           | $1063.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $3173.00           | $3141.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $54234782.00       | $50879527.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $40700.00          | $37735.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $31038800.00       | $30626034.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 4.5000%  | 4.5000% | $641472.00         | $621488.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $57097100.00       | $54910579.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $4332.00           | $4368.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.5000%  | 6.5000% | $2100.00           | $1738.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4375599.00        | $4166806.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4052100.00        | $3859670.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.0000%  | 5.0000% | $1301600.00        | $1164581.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $62100.00          | $37643.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 3.5000%  | 3.5000% | $100000.00         | $5294.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 4.0000%  | 4.0000% | $145000.00         | $7250.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-20      | 4.5000%  | 4.5000% | $8567745.00        | $2086.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 5.5000%  | 5.5000% | $2192000.00        | $83925.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-20      | 3.5000%  | 3.5000% | $1374000.00        | $1183.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 4.0000%  | 4.0000% | $15000.00          | $628.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 5.0000%  | 5.0000% | $18000.00          | $610.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 3.5000%  | 3.5000% | $25000.00          | $1763.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-20      | 3.5000%  | 3.5000% | $1476794.00        | $2322.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 4.0000%  | 4.0000% | $1001862.00        | $43219.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 4.5000%  | 4.5000% | $1183370.00        | $46997.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 5.0000%  | 5.0000% | $413000.00         | $14458.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-20      | 4.5000%  | 4.5000% | $6787299.00        | $7317.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-20      | 3.5000%  | 3.5000% | $1832015.00        | $3955.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-20      | 4.5000%  | 4.5000% | $7058406.00        | $313668.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.0000%  | 4.0000% | $144741.00         | $6116.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.5000%  | 4.5000% | $850000.00         | $36147.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 5.0000%  | 5.0000% | $320000.00         | $12082.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $1381448.00        | $27652.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-20      | 3.5000%  | 3.5000% | $75000.00          | $86.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-20      | 3.5000%  | 3.5000% | $142166.00         | $7079.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-20      | 3.5000%  | 3.5000% | $2600000.00        | $7590.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-20      | 3.5000%  | 3.5000% | $337000.00         | $22157.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-20      | 4.0000%  | 4.0000% | $900000.00         | $42845.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-20      | 4.5000%  | 4.5000% | $1940000.00        | $88281.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.0000%  | 4.0000% | $1080000.00        | $51305.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 5.0000%  | 5.0000% | $689700.00         | $28301.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 5.0000%  | 5.0000% | $2687029.00        | $137829.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 3.5000%  | 3.5000% | $20000.00          | $1119.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-20      | 4.0000%  | 4.0000% | $525000.00         | $2482.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-20      | 3.5000%  | 3.5000% | $760000.00         | $50851.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-20      | 4.0000%  | 4.0000% | $165309.00         | $8510.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $303000.00         | $486.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $50000.00          | $51.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 6.5000%  | 6.5000% | $990001.00         | $2422.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $730102.00         | $664.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $991501.00         | $2709.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $992677.00         | $987.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.5000%  | 7.5000% | $623785.00         | $53.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $500625.00         | $176.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $2030000.00        | $102.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $1990000.00        | $3625.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $1093937.00        | $4601.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $2118639.00        | $1628.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.5000%  | 7.5000% | $258230.00         | $892.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $870261.00         | $1889.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $992513.00         | $3331.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $31000.00          | $93.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $943417.00         | $8862.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $310218.00         | $2304.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $36000.00          | $27.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $32725.00          | $31.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 6.5000%  | 6.5000% | $356000.00         | $358.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $75000.00          | $74.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $759392.00         | $2793.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.5000%  | 7.5000% | $1171022.00        | $2091.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 9.0000%  | 9.0000% | $1001328.00        | $4943.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $3397540.00        | $1827.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $2027626.00        | $449.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $111453.00         | $866.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $631816.00         | $5687.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $1007968.00        | $16576.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $203906.00         | $263.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $575984.00         | $3979.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $90000.00          | $274.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $113370.00         | $203.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.5000%  | 7.5000% | $837569.00         | $5643.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $60000.00          | $37.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $229907.00         | $176.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $253199.00         | $596.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $504364.00         | $1884.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $25000.00          | $5.95              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1349967.00        | $2698.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $25000.00          | $119.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $131442.00         | $55.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $992533.00         | $2895.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $2000000.00        | $2822.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.5000%  | 7.5000% | $265629.00         | $1434.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $357993.00         | $198.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.5000%  | 7.5000% | $61473.00          | $572.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $99922.00          | $1504.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $1380772.00        | $4516.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $300000.00         | $1136.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $170000.00         | $625.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.5000%  | 7.5000% | $25667.00          | $110.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $181185.00         | $581.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.0000%  | 7.0000% | $154434.00         | $384.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $804832.00         | $3036.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $25602.00          | $45.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $166289.00         | $63.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $991770.00         | $246.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $2377111.00        | $543.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $125000.00         | $51.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.5000%  | 7.5000% | $1425000.00        | $498.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $8165752.00        | $3968.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $199675.00         | $19.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.2500%  | 7.2500% | $450000.00         | $440.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1087993.00        | $204.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $93133.00          | $65.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $130746.00         | $161.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $720000.00         | $302.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $257000.00         | $345.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $1400000.00        | $635.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $144681.00         | $58.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $134954.00         | $512.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-15      | 7.0000%  | 7.0000% | $461169.00         | $3.74              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-15      | 7.0000%  | 7.0000% | $283792.00         | $177.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 7.0000%  | 7.0000% | $74045.00          | $15.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $1170431.00        | $186.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $250000.00         | $136.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-15      | 7.0000%  | 7.0000% | $752163.00         | $285.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-15      | 7.2500%  | 7.2500% | $25000.00          | $42.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-15      | 7.5000%  | 7.5000% | $10100000.00       | $3189.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 6.5000%  | 6.5000% | $45321.00          | $12.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $668734.00         | $76.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $670564.00         | $652.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $240870.00         | $69.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $243554.00         | $76.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.0000%  | 7.0000% | $100000.00         | $38.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $383666.00         | $457.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-15      | 7.0000%  | 7.0000% | $45000.00          | $68.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $30000.00          | $27.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 7.0000%  | 7.0000% | $60000.00          | $47.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $909000.00         | $889.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $34000.00          | $101.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $998792.00         | $265.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $40000.00          | $23.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $25000.00          | $15.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $331000.00         | $6.64              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $55482.00          | $18.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $5475320.00        | $6486.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $219000.00         | $187.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-15      | 7.5000%  | 7.5000% | $2516141.00        | $41508.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $30420.00          | $25.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.2500%  | 7.2500% | $125000.00         | $78.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $993865.00         | $2328.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-15      | 7.5000%  | 7.5000% | $504918.00         | $1.66              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 8.0000%  | 8.0000% | $250000.00         | $11.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.5000%  | 7.5000% | $388317.00         | $186.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $967027.00         | $1078.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $250000.00         | $83.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $1518273.00        | $1115.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $892454.00         | $164.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $78000.00          | $145.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $148758.00         | $92.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $279409.00         | $189.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.5000%  | 7.5000% | $728816.00         | $7803.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $1039218.00        | $1874.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $2509475.00        | $34783.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $2515937.00        | $41376.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $317264.00         | $4411.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $27023.00          | $303.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $36714.00          | $265.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $140411.00         | $499.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.5000%  | 7.5000% | $25260.00          | $21.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $250000.00         | $201.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.5000%  | 7.5000% | $200000.00         | $99.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $495000.00         | $266.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.5000%  | 7.5000% | $2508948.00        | $34208.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $994353.00         | $4116.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $1180171.00        | $4841.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.5000%  | 7.5000% | $2505274.00        | $30475.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $2519825.00        | $45365.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $2505488.00        | $30734.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $2522148.00        | $47557.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $2510667.00        | $35928.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.0000%  | 7.0000% | $2503760.00        | $29000.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.0000%  | 7.0000% | $2519624.00        | $45080.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.0000%  | 7.0000% | $2518553.00        | $43961.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2514171.00        | $39580.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2522097.00        | $47551.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2521826.00        | $47448.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $816493.00         | $510.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1095000.00        | $557.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $179731.00         | $81.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $109042.00         | $35.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $6375051.00        | $5932298.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $6952.00           | $7062.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $2385100.00        | $2233779.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $105000.00         | $86110.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $2396300.00        | $2230123.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $6300.00           | $4837.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $2355091.00        | $2271775.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $3662880.00        | $3479521.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $37700.00          | $31426.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $5800.00           | $4847.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $2084034.00        | $1970156.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $15028246.00       | $14243547.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $18201111.00       | $16260893.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $156300.00         | $156396.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $109500.00         | $108332.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $5435500.00        | $5220358.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $4066568.00        | $3720868.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $5800.00           | $5895.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $9400.00           | $9689.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $40800.00          | $41858.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $5040800.00        | $4780294.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $3152265.00        | $2940496.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $2360687.00        | $2258949.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $2243000.00        | $2166669.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $90700.00          | $90699.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $519700.00         | $497561.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $5100.00           | $5184.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $3071902.00        | $2883896.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $107407.00         | $84768.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $570400.00         | $504714.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $5067.00           | $5239.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $2000.00           | $2004.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $10617780.00       | $10275392.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $7600.00           | $7656.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $9717900.00        | $9261206.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $2317.00           | $1854.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $2000.00           | $2077.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $5000.00           | $5109.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $73700.00          | $68033.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $5863.00           | $5947.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $4100.00           | $4090.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $15487600.00       | $14899028.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $4248900.00        | $4143431.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $5102.00           | $5228.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $40214900.00       | $39804173.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $444595.00         | $455723.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1621900.00        | $1593197.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $7400.00           | $7556.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $47000.00          | $46577.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $10010.00          | $9823.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $22250.00          | $22907.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $64913700.00       | $64397854.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $45916930.00       | $44718674.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $5562.00           | $5578.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $5106.00           | $4497.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $7757000.00        | $7440879.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $10220.00          | $10264.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $3013.00           | $3048.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $2200.00           | $1906.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $6142000.00        | $5876195.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $4064.00           | $4102.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $9679.00           | $9757.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $51287.00          | $51862.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.5000%  | 6.5000% | $4030.00           | $4221.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $3000.00           | $3037.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $55304.00          | $56862.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $5000.00           | $5206.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $6200.00           | $6446.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $49200.00          | $50625.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $1100.00           | $1147.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $1000.00           | $1043.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $8000.00           | $8085.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-20      | 3.5000%  | 3.5000% | $59264.00          | $1483.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 4.0000%  | 4.0000% | $123000.00         | $6082.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 4.5000%  | 4.5000% | $75000.00          | $775.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-20      | 4.0000%  | 4.0000% | $79000.00          | $3399.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-20      | 4.5000%  | 4.5000% | $853000.00         | $29838.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-20      | 4.0000%  | 4.0000% | $218000.00         | $10950.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-20      | 4.5000%  | 4.5000% | $373000.00         | $13894.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 4.5000%  | 4.5000% | $10005795.00       | $209350.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 5.5000%  | 5.5000% | $3589697.00        | $104372.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 4.0000%  | 4.0000% | $22000.00          | $1199.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 4.5000%  | 4.5000% | $324000.00         | $11941.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 5.0000%  | 5.0000% | $5000000.00        | $169111.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 5.5000%  | 5.5000% | $30000.00          | $1066.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 4.0000%  | 4.0000% | $100000.00         | $4287.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 4.5000%  | 4.5000% | $150000.00         | $5050.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 6.0000%  | 6.0000% | $638748.00         | $13900.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-20      | 5.0000%  | 5.0000% | $27902330.00       | $211288.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-20      | 4.0000%  | 4.0000% | $51000.00          | $2156.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-20      | 4.5000%  | 4.5000% | $294000.00         | $10965.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 4.5000%  | 4.5000% | $9938015.00        | $154508.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-20      | 4.5000%  | 4.5000% | $29466926.00       | $21014.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 6.5000%  | 6.5000% | $75000.00          | $1255.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-20      | 4.5000%  | 4.5000% | $2564597.00        | $42182.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-20      | 4.0000%  | 4.0000% | $152000.00         | $6984.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-20      | 4.5000%  | 4.5000% | $270000.00         | $9228.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-20      | 5.0000%  | 5.0000% | $1251460.00        | $39553.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 6.5000%  | 6.5000% | $10200000.00       | $116421.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-20      | 4.0000%  | 4.0000% | $100000.00         | $4350.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-20      | 4.5000%  | 4.5000% | $581166.00         | $19786.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 5.0000%  | 5.0000% | $92000.00          | $410.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 4.5000%  | 4.5000% | $5344860.00        | $190307.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-20      | 4.5000%  | 4.5000% | $10000000.00       | $97234.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-20      | 4.0000%  | 4.0000% | $45000.00          | $1786.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-20      | 4.5000%  | 4.5000% | $60000.00          | $2138.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 4.5000%  | 4.5000% | $34314066.00       | $249870.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 4.0000%  | 4.0000% | $50000.00          | $1886.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 4.5000%  | 4.5000% | $457000.00         | $15561.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.5000%  | 4.5000% | $8932000.00        | $58933.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 3.5000%  | 3.5000% | $215977.00         | $28332.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.0000%  | 4.0000% | $40000.00          | $1754.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 5.0000%  | 5.0000% | $557000.00         | $21769.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 5.5000%  | 5.5000% | $45000.00          | $1481.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 4.0000%  | 4.0000% | $1200000.00        | $27377.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 4.5000%  | 4.5000% | $3000000.00        | $35403.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 3.5000%  | 3.5000% | $239000.00         | $13135.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.0000%  | 4.0000% | $1400000.00        | $25795.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.5000%  | 4.5000% | $12150716.00       | $300517.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 3.5000%  | 3.5000% | $252000.00         | $13864.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.5000%  | 4.5000% | $277000.00         | $12256.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.5000%  | 4.5000% | $5350000.00        | $119786.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 3.5000%  | 3.5000% | $1248117.00        | $73991.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.0000%  | 4.0000% | $125219.00         | $6209.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.5000%  | 4.5000% | $250000.00         | $13031.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 4.0000%  | 4.0000% | $434994.00         | $20926.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 6.0000%  | 6.0000% | $467674.00         | $13155.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-02-20      | 3.5000%  | 3.5000% | $5061107.00        | $40.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-02-20      | 4.0000%  | 4.0000% | $480000.00         | $33.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 4.0000%  | 4.0000% | $145237.00         | $7339.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 4.5000%  | 4.5000% | $490000.00         | $19190.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.5000%  | 4.5000% | $10000000.00       | $224500.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 3.5000%  | 3.5000% | $258000.00         | $15752.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.0000%  | 4.0000% | $428428.00         | $21213.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.5000%  | 4.5000% | $175000.00         | $8503.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 5.5000%  | 5.5000% | $120000.00         | $5381.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 3.5000%  | 3.5000% | $252000.00         | $20227.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.0000%  | 4.0000% | $44310.00          | $2347.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $203000.00         | $7934.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-20      | 6.0000%  | 6.0000% | $303204.00         | $9473.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-20      | 3.5000%  | 3.5000% | $3525000.00        | $2223.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 5.0000%  | 5.0000% | $13540628.00       | $142492.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 5.5000%  | 5.5000% | $5575900.00        | $227440.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $33000.00          | $331.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 4.5000%  | 4.5000% | $520620.00         | $356820.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $5000.00           | $4043.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.0000%  | 5.0000% | $367100.00         | $318607.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $307600.00         | $232198.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $765500.00         | $593488.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $5200.00           | $4258.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.5000%  | 4.5000% | $48300.00          | $40393.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $3100.00           | $3138.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $4000.00           | $3907.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $3100.00           | $2468.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $1900000.00        | $1483357.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $183425.00         | $138983.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $302000.00         | $268445.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $2288000.00        | $2202150.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $6189300.00        | $5758941.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000% | $4063.00           | $3668.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $146706.00         | $132553.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.5000%  | 5.5000% | $23300.00          | $23558.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $6200.00           | $6375.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1274.00           | $1241.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $6496471.00        | $6140551.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 7.0000%  | 7.0000% | $140939.00         | $138757.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $7686.00           | $6967.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $4500.00           | $4370.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $852600.00         | $686680.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $2956367.00        | $2785031.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $2200000.00        | $2062216.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $3234.00           | $3236.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $1100.00           | $1086.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $7335000.00        | $7017979.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $7112.00           | $7194.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $3100.00           | $3152.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $6003643.00        | $5837411.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $2000.00           | $2087.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $2100.00           | $2167.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $2871.00           | $2896.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $30451026.00       | $28452432.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $9344930.00        | $8242268.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $25622100.00       | $23825641.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $5288.00           | $5309.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $29362781.00       | $28202126.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 2.0000%  | 2.0000% | $5700.00           | $4513.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $14474350.00       | $13692429.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $796598.00         | $790728.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $110034.00         | $91978.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $82242944.00       | $78402406.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $33220923.00       | $31118412.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $4479.00           | $4576.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $1106.00           | $906.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 3.5000%  | 3.5000% | $5373300.00        | $5035546.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $5921616.00        | $5522270.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 4.0000%  | 4.0000% | $1729600.00        | $1662233.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.5000%  | 3.5000% | $48570319.00       | $45139370.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 3.5000%  | 3.5000% | $3915489.00        | $3703628.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $4000.00           | $4072.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $39100.00          | $40181.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $470000.00         | $331980.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $74000.00          | $48917.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-01-01      | 4.0000%  | 4.0000% | $699000.00         | $449114.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $46200.00          | $31159.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $38400.00          | $27439.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $30600.00          | $20789.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $1229308.00        | $933240.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $1000.00           | $698.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $1600.00           | $1243.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $115000.00         | $95012.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $63700.00          | $54868.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $18000.00          | $13620.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $173944.00         | $125894.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $172300.00         | $150438.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 3.5000%  | 3.5000% | $1000.00           | $718.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 3.0000%  | 3.0000% | $484400.00         | $315173.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $4030.00           | $4213.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $9700.00           | $9994.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $8093.00           | $8159.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $3063.00           | $3087.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $3280.00           | $3319.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $3010.00           | $3033.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $2908.00           | $2941.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $1010.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $3188.00           | $3236.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1081.00           | $961.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $27473.00          | $27692.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $5100.00           | $5145.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $4057.00           | $4097.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $6180.00           | $6360.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 3.0000%  | 3.0000% | $1197000.00        | $471732.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2061-09-01      | 3.5000%  | 3.5000% | $148000.00         | $94069.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-03-01      | 5.0000%  | 5.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-09-01      | 4.0000%  | 4.0000% | $1000.00           | $759.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2063-06-01      | 4.5000%  | 4.5000% | $23464900.00       | $18766232.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-03-01      | 3.5600%  | 3.5600% | $1499000.00        | $1498636.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 3.0000%  | 3.0000% | $10119.00          | $8055.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-08-01      | 6.2770%  | 6.2770% | $6077016.00        | $5865588.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 6.2720%  | 6.2720% | $20362654.00       | $19403170.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 6.3680%  | 6.3680% | $31786400.00       | $29593236.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 6.3750%  | 6.3750% | $16294876.00       | $15914077.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 6.4000%  | 6.4000% | $34566329.00       | $33455644.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 1.6900%  | 1.6900% | $1509900.00        | $1331675.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.0000%  | 2.0000% | $638100.00         | $429086.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $9048068.00        | $8527382.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 4.5000%  | 4.5000% | $274791.00         | $261174.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $2734700.00        | $2731823.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $58100.00          | $38006.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 4.0000%  | 4.0000% | $1200.00           | $1037.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $100500.00         | $99960.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $3100.00           | $3145.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $3000.00           | $3007.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $478000.00         | $463531.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $7293400.00        | $7499709.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $1092300.00        | $1015452.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $26400.00          | $25997.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $3050.00           | $3106.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $6000.00           | $6314.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $3000.00           | $3216.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $3200.00           | $3326.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $9900.00           | $7855.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1000.00           | $693.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $1000.00           | $867.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $183900.00         | $141382.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.5000%  | 4.5000% | $962800.00         | $750817.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $52100.00          | $32187.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $13900.00          | $11051.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $4100.00           | $3186.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $45000.00          | $32059.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $282780.00         | $233762.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $2400.00           | $2135.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.5000%  | 6.5000% | $1575800.00        | $1209364.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $8100.00           | $8190.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 3.8300%  | 3.8300% | $8000000.00        | $7928794.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 4.4800%  | 4.4800% | $22207200.00       | $22226517.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 3.8900%  | 3.8900% | $33200000.00       | $32856300.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 4.3600%  | 4.3600% | $61813900.00       | $61227856.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $43100.00          | $28375.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $14500.00          | $9716.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $7275.00           | $5277.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $1021.00           | $828.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.5000%  | 5.5000% | $111200.00         | $80826.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 2.5000%  | 2.5000% | $41700.00          | $29206.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $17900.00          | $12982.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 6.0000%  | 6.0000% | $650600.00         | $439749.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $3000.00           | $2378.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $10000.00          | $7956.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $196000.00         | $153874.06         | Agency Mortgage-Backed Securities |

### Security 137: NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP

- **C.1 - Title:** NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGY63, C.4 - ISIN: 37035, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $33590000.00       | $31784997.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47313185.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3790%  | 3.3790% | $50000000.00       | $50388637.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $50000000.00       | $51856006.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51366584.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47313185.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8790%  | 2.8790% | $40148700.00       | $39973048.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1200%  | 1.1200% | $25000000.00       | $23618093.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $50000000.00       | $51856006.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $50000000.00       | $47297822.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3790%  | 2.3790% | $50000000.00       | $54749998.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3790%  | 2.3790% | $50000000.00       | $54749998.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51366584.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $50000000.00       | $51856006.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $271000.00         | $256354.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47313185.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47313185.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3790%  | 3.3790% | $50000000.00       | $50388637.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1200%  | 1.1200% | $50000000.00       | $47236186.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $50000000.00       | $47297822.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $50000000.00       | $51856006.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8790%  | 4.8790% | $50000000.00       | $52300239.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8790%  | 4.8790% | $50000000.00       | $52300239.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8790%  | 2.8790% | $50000000.00       | $49781248.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $6000000.00        | $6163990.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $50000000.00       | $47297822.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51366584.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3790%  | 3.3790% | $50000000.00       | $50388637.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3790%  | 4.3790% | $50000000.00       | $51366584.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3790%  | 3.3790% | $50000000.00       | $50388637.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8790%  | 2.8790% | $50000000.00       | $49781248.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3790%  | 2.3790% | $50000000.00       | $54749998.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47313185.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8790%  | 4.8790% | $50000000.00       | $52300239.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8790%  | 4.8790% | $43000000.00       | $44978206.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3790%  | 3.3790% | $34000000.00       | $34264273.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $50000000.00       | $51856006.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3790%  | 2.3790% | $50000000.00       | $54749998.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3790%  | 2.3790% | $50000000.00       | $54749998.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $21500000.00       | $22298082.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $17840400.00       | $17874707.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47313185.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $50000000.00       | $51856006.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $50000000.00       | $50096152.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47313185.47       | U.S. Treasuries (including strips) |

### Security 138: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6Q3E65, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-08-15      | 3.7500%  | 3.7500% | $7243300.00        | $6648136.61        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 3.1250%  | 3.1250% | $380700.00         | $318496.40         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-05-15      | 3.0000%  | 3.0000% | $9075100.00        | $7361942.03        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 3.6250%  | 3.6250% | $1998000.00        | $1758647.41        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-02-15      | 3.6250%  | 3.6250% | $1005000.00        | $880220.11         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-11-15      | 3.0000%  | 3.0000% | $252000.00         | $196742.53         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-05-15      | 3.0000%  | 3.0000% | $2386400.00        | $1852412.79        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-11-15      | 3.0000%  | 3.0000% | $3122400.00        | $2408008.43        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-02-15      | 2.5000%  | 2.5000% | $429300.00         | $304278.41         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-05-15      | 2.5000%  | 2.5000% | $9199300.00        | $6441189.96        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 3.0000%  | 3.0000% | $293900.00         | $225645.73         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-05-15      | 3.0000%  | 3.0000% | $1000000.00        | $757990.34         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 2.7500%  | 2.7500% | $20110900.00       | $14640903.08       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-02-15      | 3.0000%  | 3.0000% | $5000.00           | $3793.67           | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-11-15      | 3.3750%  | 3.3750% | $1433800.00        | $1145340.42        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-08-15      | 2.2500%  | 2.2500% | $22038000.00       | $14071411.51       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-02-15      | 2.0000%  | 2.0000% | $2283600.00        | $1363406.10        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-05-15      | 1.2500%  | 1.2500% | $7509400.00        | $3627891.08        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-08-15      | 1.1250%  | 1.1250% | $246200.00         | $155710.88         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-02-15      | 1.8750%  | 1.8750% | $3180500.00        | $2248304.30        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-05-15      | 2.2500%  | 2.2500% | $3000000.00        | $2221358.27        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-08-15      | 3.3750%  | 3.3750% | $1301900.00        | $1120481.02        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-11-15      | 4.0000%  | 4.0000% | $1621400.00        | $1421575.08        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-11-15      | 4.0000%  | 4.0000% | $250400.00         | $231362.53         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-05-15      | 3.6250%  | 3.6250% | $1452900.00        | $1187673.82        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-05-15      | 3.8750%  | 3.8750% | $537800.00         | $486874.29         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 4.3750%  | 4.3750% | $527300.00         | $513934.96         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-11-15      | 4.7500%  | 4.7500% | $10479000.00       | $10576165.22       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-02-15      | 4.2500%  | 4.2500% | $13836800.00       | $12791321.47       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-02-15      | 4.5000%  | 4.5000% | $965800.00         | $953991.62         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-05-15      | 4.6250%  | 4.6250% | $207000.00         | $201417.19         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-05-15      | 4.6250%  | 4.6250% | $486500.00         | $482160.39         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-08-15      | 4.2500%  | 4.2500% | $218800.00         | $202241.69         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-02-15      | 4.6250%  | 4.6250% | $391600.00         | $385598.38         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-08-15      | 4.7500%  | 4.7500% | $266600.00         | $268048.91         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-08-15      | 4.8750%  | 4.8750% | $19000.00          | $19603.92          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-11-15      | 4.6250%  | 4.6250% | $190600.00         | $185594.07         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-15      | 3.8750%  | 3.8750% | $286854400.00      | $292876923.97      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 3.7500%  | 3.7500% | $110304600.00      | $111611356.04      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-04-15      | 2.1280%  | 2.1280% | $100000000.00      | $98484.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-06-15      | 2.1280%  | 2.1280% | $48620912.00       | $314834.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 2.1780%  | 2.1780% | $51800000.00       | $408714.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 2.3280%  | 2.3280% | $15566471.00       | $105064.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-01-15      | 4.0000%  | 4.0000% | $51435022.00       | $771395.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-12-15      | 3.0000%  | 3.0000% | $25563538.00       | $137732.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-08-15      | 3.5000%  | 3.5000% | $42857142.00       | $925651.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-01-15      | 2.1280%  | 2.1280% | $21029934.00       | $274306.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $30257194.00       | $428205.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $140549112.00      | $2921403.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-15      | 6.5000%  | 6.5000% | $41232145.00       | $718537.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 4.5000%  | 4.5000% | $21805461.00       | $399022.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-06-15      | 5.5000%  | 5.5000% | $30900000.00       | $564496.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-06-15      | 3.0000%  | 3.0000% | $54252950.00       | $646498.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-08-15      | 4.0000%  | 4.0000% | $47666227.00       | $1221772.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2047-11-15      | 4.0000%  | 4.0000% | $14674356.00       | $523505.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-15      | 2.5000%  | 2.5000% | $32082090.00       | $2558034.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-09-15      | 3.0000%  | 3.0000% | $10420187.00       | $302374.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-11-15      | 4.5000%  | 4.5000% | $75000000.00       | $13416245.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-10-15      | 4.4890%  | 4.4890% | $13036116.00       | $761872.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-11-25      | 2.1880%  | 2.1880% | $60000000.00       | $290550.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.1080%  | 2.1080% | $51770999.00       | $369355.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-02-25      | 2.8380%  | 2.8380% | $21648056.00       | $67208.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.6880%  | 2.6880% | $40435399.00       | $302326.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 0.0000%  | 0.0000% | $2487412.00        | $263893.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.0970%  | 3.0970% | $100000.00         | $2402.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $100000.00         | $10311.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $100000.00         | $6043.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9870%  | 1.9870% | $100000.00         | $3099.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7960%  | 1.7960% | $100000.00         | $4204.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5470%  | 2.5470% | $100096.00         | $5436.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.5870%  | 2.5870% | $100032.00         | $4524.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.7960%  | 1.7960% | $100000.00         | $3483.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.7960%  | 1.7960% | $100000.00         | $1772.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.5670%  | 2.5670% | $100096.00         | $3065.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3470%  | 2.3470% | $100000.00         | $5805.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $13295.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8470%  | 1.8470% | $100000.00         | $2453.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3170%  | 2.3170% | $100032.00         | $4517.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.2460%  | 2.2460% | $100000.00         | $4574.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $100000.00         | $13458.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.8970%  | 1.8970% | $100000.00         | $1282.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.7970%  | 2.7970% | $100000.00         | $1794.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.9470%  | 2.9470% | $100096.00         | $1813.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.7970%  | 2.7970% | $100000.00         | $2600.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.6770%  | 2.6770% | $100000.00         | $4810.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.1970%  | 2.1970% | $8814912.00        | $405290.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $100000.00         | $15609.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.2600%  | 2.2600% | $63087044.00       | $6017574.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $100000.00         | $14602.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.6970%  | 1.6970% | $100000.00         | $4288.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.7970%  | 2.7970% | $45514845.00       | $3273992.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.9820%  | 1.9820% | $100000.00         | $4257.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.4960%  | 3.4960% | $35766536.00       | $3551572.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.0000%  | 4.0000% | $33898153.00       | $5449937.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $100000.00         | $11289.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.2600%  | 2.2600% | $79660989.00       | $7882396.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.5970%  | 3.5970% | $100000.00         | $6329.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2460%  | 2.2460% | $100000.00         | $5105.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7170%  | 1.7170% | $250000000.00      | $9257987.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.1860%  | 2.1860% | $100000.00         | $2928.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $100000.00         | $19316.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $43084023.00       | $5937956.55        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-01-21      | 0.0000%  | 0.0000% | $16110200.00       | $15574696.95       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-15      | 6.0000%  | 6.0000% | $432000.00         | $444234.80         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-15      | 6.7500%  | 6.7500% | $3019200.00        | $3161420.07        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 6.5000%  | 6.5000% | $2773600.00        | $2872330.19        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-15      | 6.6250%  | 6.6250% | $302400.00         | $321041.31         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 6.3750%  | 6.3750% | $13107100.00       | $14039529.40       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-15      | 6.1250%  | 6.1250% | $770500.00         | $814484.08         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-08-15      | 5.5000%  | 5.5000% | $4053700.00        | $4340822.33        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-15      | 5.2500%  | 5.2500% | $1427000.00        | $1504080.97        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-15      | 5.2500%  | 5.2500% | $4479200.00        | $4802237.17        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-08-15      | 6.1250%  | 6.1250% | $346600.00         | $384083.73         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-15      | 6.2500%  | 6.2500% | $2157900.00        | $2397037.50        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-15      | 5.3750%  | 5.3750% | $328400.00         | $359623.62         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2037-02-15      | 4.7500%  | 4.7500% | $1059000.00        | $1127391.04        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2037-05-15      | 5.0000%  | 5.0000% | $3391100.00        | $3647403.53        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-02-15      | 4.3750%  | 4.3750% | $40300.00          | $41293.30          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-05-15      | 4.5000%  | 4.5000% | $10900.00          | $11158.20          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-02-15      | 3.5000%  | 3.5000% | $1158800.00        | $1070847.38        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-05-15      | 4.2500%  | 4.2500% | $6400.00           | $6317.72           | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-11-15      | 4.3750%  | 4.3750% | $4546200.00        | $4516854.65        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-02-15      | 4.6250%  | 4.6250% | $8751500.00        | $9011543.21        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-05-15      | 4.3750%  | 4.3750% | $6248000.00        | $6188950.66        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-08-15      | 3.8750%  | 3.8750% | $1763100.00        | $1661808.52        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-11-15      | 4.2500%  | 4.2500% | $4681500.00        | $4550275.92        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-02-15      | 4.7500%  | 4.7500% | $9124200.00        | $9469439.49        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-05-15      | 4.3750%  | 4.3750% | $1668900.00        | $1640487.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-01-15      | 3.0000%  | 3.0000% | $53115734.00       | $324051.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 2.2780%  | 2.2780% | $22243120.00       | $394594.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 5.0000%  | 5.0000% | $24299245.00       | $36622.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-04-15      | 3.0000%  | 3.0000% | $36917831.00       | $238981.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-05-15      | 3.0000%  | 3.0000% | $40333333.00       | $336544.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-15      | 3.0000%  | 3.0000% | $12515000.00       | $107749.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.2280%  | 2.2280% | $42343980.00       | $186661.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 2.2780%  | 2.2780% | $35692773.00       | $375975.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2050-11-15      | 2.1780%  | 2.1780% | $23484774.00       | $315044.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-11-15      | 1.9250%  | 1.9250% | $65963488.00       | $256533.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 2.2780%  | 2.2780% | $22368052.00       | $218521.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 3.0000%  | 3.0000% | $16748568.00       | $85129.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 2.2280%  | 2.2280% | $12089020.00       | $117147.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 2.5000%  | 2.5000% | $20000000.00       | $86681.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-01-15      | 3.0000%  | 3.0000% | $23333333.00       | $269187.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-06-15      | 2.3280%  | 2.3280% | $10750000.00       | $302093.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.6020%  | 2.6020% | $4396656.00        | $329289.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $6000000.00        | $352964.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 2.5000%  | 2.5000% | $88532400.00       | $8643764.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $40418999.00       | $4319212.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 5.0000%  | 5.0000% | $16181051.00       | $396116.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 2.0000%  | 2.0000% | $6000000.00        | $344551.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-15      | 3.0000%  | 3.0000% | $7500000.00        | $171586.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $2896150.00        | $123960.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-07-15      | 2.2780%  | 2.2780% | $18144177.00       | $415015.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.5000%  | 5.5000% | $7138489.00        | $364415.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $3765612.00        | $150512.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-02-25      | 4.0000%  | 4.0000% | $66070125.00       | $4026484.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 2.2880%  | 2.2880% | $2300000.00        | $94854.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $63416663.00       | $4950063.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $86062400.00       | $6704442.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 0.4020%  | 0.4020% | $12500000.00       | $343106.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-09-15      | 2.1780%  | 2.1780% | $150500077.00      | $201113.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-03-15      | 5.5000%  | 5.5000% | $6966201.00        | $321632.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $82192000.00       | $4770432.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 4.0000%  | 4.0000% | $57031048.00       | $6083806.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 4.5000%  | 4.5000% | $34408546.00       | $4958705.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.5020%  | 1.5020% | $148500000.00      | $4993795.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6020%  | 1.6020% | $100000000.00      | $3415790.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.5520%  | 2.5520% | $89069445.00       | $3748360.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 3.3020%  | 3.3020% | $100000000.00      | $2912979.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 4.0000%  | 4.0000% | $32571652.00       | $5136797.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 2.0020%  | 2.0020% | $39813501.00       | $1235056.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 3.5000%  | 3.5000% | $39253008.00       | $5650484.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 3.4020%  | 3.4020% | $76803345.00       | $5325225.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $34035687.00       | $4651262.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-10-25      | 6.0000%  | 6.0000% | $8307078.00        | $170075.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.3520%  | 2.3520% | $87171806.00       | $5034273.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 3.5020%  | 3.5020% | $46087444.00       | $3734589.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.3170%  | 2.3170% | $125888040.00      | $7752720.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 6.5000%  | 6.5000% | $24177000.00       | $3886372.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.7020%  | 1.7020% | $57917090.00       | $3628251.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7692308.00        | $4285257.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7142857.00        | $3979209.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.3520%  | 3.3520% | $85227669.00       | $7393083.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 3.4020%  | 3.4020% | $43577741.00       | $4786695.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 2.7520%  | 2.7520% | $54203847.00       | $5882785.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.1020%  | 2.1020% | $140000000.00      | $9056977.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.1020%  | 2.1020% | $142719296.00      | $10802803.85       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 1.4520%  | 1.4520% | $87976243.00       | $4011342.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 2.2020%  | 2.2020% | $150000000.00      | $11155487.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.7780%  | 2.7780% | $100000000.00      | $95536.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.3880%  | 3.3880% | $50000600.00       | $78008.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-15      | 2.8280%  | 2.8280% | $115857995.00      | $325727.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.6880%  | 2.6880% | $38333333.00       | $321672.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.1380%  | 2.1380% | $29855065.00       | $201373.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-12-25      | 3.0000%  | 3.0000% | $10162707.00       | $71439.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3380%  | 2.3380% | $10400000.00       | $134234.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-02-25      | 3.5000%  | 3.5000% | $24865853.00       | $113721.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.5000%  | 3.5000% | $17702571.00       | $87354.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-03-25      | 2.3880%  | 2.3880% | $17117888.00       | $174682.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 2.3380%  | 2.3380% | $29364600.00       | $322924.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-05-25      | 3.0000%  | 3.0000% | $15346667.00       | $117982.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-04-25      | 4.0000%  | 4.0000% | $28402812.00       | $298770.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 2.1680%  | 2.1680% | $24729418.00       | $360655.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 1.8810%  | 1.8810% | $41760620.00       | $151501.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 2.2380%  | 2.2380% | $9250953.00        | $211130.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 6.5000%  | 6.5000% | $16044023.00       | $315890.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 5.5000%  | 5.5000% | $18557677.00       | $254066.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 1.6680%  | 1.6680% | $98172297.00       | $333852.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-04-25      | 2.2880%  | 2.2880% | $30000000.00       | $383891.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-07-25      | 3.5000%  | 3.5000% | $14285714.00       | $176739.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.5000%  | 3.5000% | $18084212.00       | $146467.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 6.0000%  | 6.0000% | $14651350.00       | $357728.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 3.0000%  | 3.0000% | $15500000.00       | $236681.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-02-25      | 2.2880%  | 2.2880% | $20669656.00       | $322016.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-04-25      | 6.0000%  | 6.0000% | $18513919.00       | $432197.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $20820250.00       | $333053.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 3.0000%  | 3.0000% | $7150000.00        | $182396.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 2.3880%  | 2.3880% | $3190904.00        | $110887.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $19000000.00       | $296913.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-12-25      | 3.0000%  | 3.0000% | $5000000.00        | $110207.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 3.5000%  | 3.5000% | $13094590.00       | $313363.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.1880%  | 2.1880% | $9321667.00        | $238497.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.1880%  | 2.1880% | $16417651.00       | $257515.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2380%  | 2.2380% | $11500000.00       | $145168.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 2.2380%  | 2.2380% | $11700000.00       | $128219.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2380%  | 2.2380% | $10000000.00       | $368401.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2380%  | 2.2380% | $8100000.00        | $259646.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2580%  | 2.2580% | $7181250.00        | $402488.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 3.3380%  | 3.3380% | $8529663.00        | $82596.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2380%  | 2.2380% | $19675387.00       | $346110.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $5978571.00        | $335401.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2030-05-25      | 3.5000%  | 3.5000% | $85787164.00       | $308701.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $1370000.00        | $90878.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 2.2880%  | 2.2880% | $3400000.00        | $89611.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 5.5000%  | 5.5000% | $4101822.00        | $407992.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $97680232.00       | $7505965.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-02-25      | 1.5000%  | 1.5000% | $15777717.00       | $324005.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-03-25      | 3.5000%  | 3.5000% | $14055195.00       | $192097.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5020%  | 1.5020% | $250000000.00      | $8843139.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.1880%  | 2.1880% | $49156953.00       | $3625325.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.3520%  | 2.3520% | $102317134.00      | $5885497.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.3520%  | 2.3520% | $162604608.00      | $9565587.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 3.3520%  | 3.3520% | $100000000.00      | $5642865.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 2.6520%  | 2.6520% | $121153168.00      | $9490133.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.1020%  | 2.1020% | $80000000.00       | $6469176.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 3.3520%  | 3.3520% | $60775370.00       | $3595458.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.2020%  | 2.2020% | $80000000.00       | $6470459.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.2020%  | 2.2020% | $52900686.00       | $4204991.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.7180%  | 2.7180% | $100000000.00      | $213006.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-04-15      | 2.8280%  | 2.8280% | $43627875.00       | $166371.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-12-15      | 2.6280%  | 2.6280% | $81740982.00       | $423316.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.1280%  | 2.1280% | $25742360.00       | $332529.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.1780%  | 2.1780% | $31050000.00       | $271832.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.8780%  | 2.8780% | $38592250.00       | $401985.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 2.2280%  | 2.2280% | $11525618.00       | $206876.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000% | $60511093.00       | $357974.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $28475586.00       | $5189673.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5470%  | 2.5470% | $100000.00         | $2991.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8970%  | 1.8970% | $100000.00         | $3784.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $100000.00         | $10242.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $33451485.00       | $4870301.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.0970%  | 2.0970% | $344547441.00      | $17128043.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 2.2970%  | 2.2970% | $60000000.00       | $3495141.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $9152.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $9958.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $12929.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5100%  | 2.5100% | $82186399.00       | $3594263.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $100032.00         | $5904.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $100000.00         | $6594.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $100000.00         | $10845.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $100000.00         | $11432.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $100032.00         | $9653.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $101888.00         | $9888.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $100000.00         | $8499.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $100096.00         | $7991.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $100000.00         | $6351.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2600%  | 2.2600% | $100000.00         | $2467.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.8100%  | 1.8100% | $100096.00         | $4300.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $100000.00         | $5851.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3100%  | 2.3100% | $100032.00         | $3971.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2600%  | 2.2600% | $100032.00         | $1381.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.1020%  | 5.1020% | $21350000.00       | $19984925.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3300%  | 2.3300% | $100032.00         | $1723.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4100%  | 2.4100% | $100000.00         | $2580.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.4100%  | 2.4100% | $100000.00         | $3056.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.3100%  | 2.3100% | $100000.00         | $2497.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.4600%  | 2.4600% | $100032.00         | $4946.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.8100%  | 1.8100% | $100095.00         | $907.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.4600%  | 2.4600% | $100095.00         | $346.42            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 4.5000%  | 4.5000% | $48528242.00       | $9415169.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 5.5000%  | 5.5000% | $25000000.00       | $3787134.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 6.0000%  | 6.0000% | $46100000.00       | $6021507.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-06-25      | 2.2980%  | 2.2980% | $545082.00         | $23525.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.5000%  | 4.5000% | $5329944.00        | $401656.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-08-25      | 4.5000%  | 4.5000% | $31000000.00       | $5826703.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.0000%  | 4.0000% | $3696456.00        | $302910.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.5000%  | 5.5000% | $1476801.00        | $71918.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.0000%  | 5.0000% | $4961121.00        | $311942.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.0770%  | 5.0770% | $408922.00         | $40243.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.8820%  | 2.8820% | $576853.00         | $44271.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 3.0210%  | 3.0210% | $2779719.00        | $376073.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.8000%  | 4.8000% | $401721.00         | $25606.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 4.5000%  | 4.5000% | $3857923.00        | $674117.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 4.0000%  | 4.0000% | $2522078.00        | $439375.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-11-25      | 3.0000%  | 3.0000% | $3466452.00        | $173041.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 7.0000%  | 7.0000% | $1422643.00        | $178560.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.5000%  | 6.5000% | $17188919.00       | $2147415.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-08-25      | 2.5000%  | 2.5000% | $2194437.00        | $88838.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-07-25      | 3.5000%  | 3.5000% | $2566459.00        | $180469.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.0000%  | 6.0000% | $1427091.00        | $113291.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-04-25      | 2.0000%  | 2.0000% | $7109513.00        | $536563.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-04-25      | 1.5000%  | 1.5000% | $11208011.00       | $478430.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-07-25      | 2.0000%  | 2.0000% | $6245370.00        | $306647.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 6.0000%  | 6.0000% | $106201325.00      | $13335126.51       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 5.5000%  | 5.5000% | $70000000.00       | $8904533.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-01-25      | 2.5000%  | 2.5000% | $11250000.00       | $1243743.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 2.2580%  | 2.2580% | $59113364.00       | $58734.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 2.2380%  | 2.2380% | $50000000.00       | $156291.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $4067750.00        | $204520.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-02-25      | 2.4180%  | 2.4180% | $118012223.00      | $390940.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.1080%  | 2.1080% | $41190490.00       | $124804.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-01-15      | 2.1780%  | 2.1780% | $100000000.00      | $309554.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-12-15      | 2.8280%  | 2.8280% | $93333333.00       | $199771.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-11-15      | 6.5000%  | 6.5000% | $111538461.00      | $278180.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-09-25      | 2.6130%  | 2.6130% | $50000000.00       | $46824.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-07-15      | 2.6480%  | 2.6480% | $16862278.00       | $74840.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-12-25      | 2.8280%  | 2.8280% | $39285000.00       | $100508.70         | Agency Collateralized Mortgage Obligation |

### Security 139: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6KF4P3, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips | 2056-02-25      | 4.4500%  | 4.4500% | $84282666.00       | $83414390.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)           | 2026-03-12      | 0.0000%  | 0.0000% | $56600.00          | $56363.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)           | 2052-08-15      | 3.0000%  | 3.0000% | $32698200.00       | $23908389.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)           | 2054-11-15      | 4.5000%  | 4.5000% | $45380700.00       | $43254955.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)           | 2027-06-15      | 4.6250%  | 4.6250% | $79658100.00       | $81253235.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)           | 2027-03-31      | 3.8750%  | 3.8750% | $65121400.00       | $66199005.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)           | 2027-04-30      | 3.7500%  | 3.7500% | $214012500.00      | $216547862.33      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)           | 2048-08-15      | 0.0000%  | 0.0000% | $0.45              | $0.14              | U.S. Treasuries (including strips) |

### Security 140: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6FRVV0, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-15      | 3.5000%  | 3.5000%  | $512200.00         | $514442.44         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 3.7500%  | 3.7500%  | $3543100.00        | $3585074.38        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-15      | 3.8750%  | 3.8750%  | $409345200.00      | $417939425.08      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-01-15      | 2.1250%  | 2.1250%  | $74100.00          | $78217.26          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-30      | 4.1250%  | 4.1250%  | $23019900.00       | $23515352.12       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-15      | 4.6250%  | 4.6250%  | $6597000.00        | $6729103.47        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-05-15      | 4.3750%  | 4.3750%  | $36552000.00       | $37538724.26       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-28      | 4.6250%  | 4.6250%  | $16400.00          | $16725.93          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-10-31      | 4.8750%  | 4.8750%  | $7000000.00        | $7413663.83        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-15      | 4.1250%  | 4.1250%  | $29864400.00       | $30079032.81       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-01-15      | 0.1250%  | 0.1250%  | $730800.00         | $790276.40         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-15      | 0.1250%  | 0.1250%  | $166000.00         | $200567.38         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-05-15      | 5.0000%  | 5.0000%  | $12060400.00       | $12496579.29       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-08-15      | 4.1250%  | 4.1250%  | $381000.00         | $356900.80         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-02-15      | 3.8750%  | 3.8750%  | $27510500.00       | $25236488.05       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-08-15      | 2.0000%  | 2.0000%  | $144100100.00      | $84115181.72       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-05-15      | 1.1250%  | 1.1250%  | $5386200.00        | $3428757.31        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-11-15      | 2.3750%  | 2.3750%  | $1102000.00        | $714790.46         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 0.7500%  | 0.7500%  | $761300.00         | $860640.34         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-02-15      | 2.1250%  | 2.1250%  | $3290000.00        | $4847800.83        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-02-15      | 2.1250%  | 2.1250%  | $119900.00         | $180822.68         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-04-15      | 3.6250%  | 3.6250%  | $6800000.00        | $14541225.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000%  | $1000000.00        | $657875.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $2500000.00        | $1108063.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000%  | $1000000.00        | $256463.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 4.5520%  | 4.5520%  | $17839.00          | $17380.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.7030%  | 4.7030%  | $58921782.00       | $59096308.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.8520%  | 4.8520%  | $6513118.00        | $6466534.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000%  | $1000.00           | $966.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000%  | $132025460.00      | $109416925.87      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.0000%  | 5.0000%  | $183276787.00      | $143300719.81      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000%  | $46128876.00       | $44964981.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000%  | $1000.00           | $1019.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000%  | $129875000.00      | $125009514.06      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000%  | $118525929.00      | $103137597.44      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.0000%  | 2.0000%  | $78960412.00       | $43398246.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 3.0000%  | 3.0000%  | $214040355.00      | $117906748.54      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | 2.0000%  | $340044250.00      | $177151496.18      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-15      | 16.3690% | 16.3690% | $8333334.00        | $198385.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 3.5000%  | 3.5000%  | $1000.00           | $80.55             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 2.8050%  | 2.8050%  | $7624894.00        | $559707.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000%  | $1000.00           | $757.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000%  | $1008.00           | $765.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-03-01      | 3.5000%  | 3.5000%  | $496190184.00      | $129879959.18      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.0000%  | 6.0000%  | $182397499.00      | $143422907.89      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 5.0000%  | 5.0000%  | $187323236.00      | $162664635.01      | Agency Mortgage-Backed Securities |

### Security 141: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6LHZU3, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-05-25      | 1.7880%  | 1.7880% | $14650000.00       | $115688.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-05-25      | 1.8080%  | 1.8080% | $27685939.00       | $544662.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-07-25      | 1.7880%  | 1.7880% | $115287659.00      | $936394.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 6.0000%  | 6.0000% | $83989000.00       | $1485615.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-08-25      | 2.3880%  | 2.3880% | $37667000.00       | $519685.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-09-25      | 4.0000%  | 4.0000% | $38500000.00       | $316727.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-10-25      | 2.4380%  | 2.4380% | $30200841.00       | $394362.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-02-25      | 1.7880%  | 1.7880% | $135000000.00      | $1503271.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 2.1880%  | 2.1880% | $25000000.00       | $828338.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-06-25      | 2.1380%  | 2.1380% | $23923267.00       | $586317.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 2.1880%  | 2.1880% | $52811235.00       | $1252135.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 4.5000%  | 4.5000% | $25694519.00       | $467132.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.5000%  | 3.5000% | $10060000.00       | $169551.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 2.1880%  | 2.1880% | $32625000.00       | $1048629.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-01-25      | 2.0850%  | 2.0850% | $9025000.00        | $125812.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-12-25      | 2.1880%  | 2.1880% | $43035150.00       | $862497.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 2.3380%  | 2.3380% | $18684486.00       | $553562.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 1.9380%  | 1.9380% | $63440282.00       | $1051129.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-07-25      | 2.3380%  | 2.3380% | $33304475.00       | $1287676.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 2.2880%  | 2.2880% | $65842947.00       | $2881806.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-09-25      | 2.3380%  | 2.3380% | $25000000.00       | $890607.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 4.0000%  | 4.0000% | $40082625.00       | $585978.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.3380%  | 2.3380% | $42557094.00       | $1087637.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.3380%  | 2.3380% | $42926212.00       | $1175170.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 2.3380%  | 2.3380% | $57036974.00       | $1447544.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 2.3880%  | 2.3880% | $61226988.00       | $1315050.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 5.0000%  | 5.0000% | $12512865.00       | $689495.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 2.3380%  | 2.3380% | $14491428.00       | $509846.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-02-25      | 2.4380%  | 2.4380% | $39632837.00       | $798123.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 3.0000%  | 3.0000% | $1250500.00        | $172352.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.3880%  | 2.3880% | $30328456.00       | $686345.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.3880%  | 2.3880% | $24090139.00       | $493063.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.3880%  | 2.3880% | $11487480.00       | $442089.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-08-25      | 2.3880%  | 2.3880% | $35000000.00       | $448559.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-09-25      | 2.4380%  | 2.4380% | $55448263.00       | $1147622.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.3380%  | 2.3380% | $20707928.00       | $820990.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-02-25      | 5.0000%  | 5.0000% | $13071003.00       | $438636.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-11-25      | 2.3380%  | 2.3380% | $26348852.00       | $427500.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $20826720.00       | $294974.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 2.3380%  | 2.3380% | $29762835.00       | $667643.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.1880%  | 2.1880% | $17750000.00       | $695880.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.1880%  | 2.1880% | $6028333.00        | $154236.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-07-25      | 2.1880%  | 2.1880% | $22540888.00       | $883142.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2380%  | 2.2380% | $14000000.00       | $476835.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-09-25      | 5.0000%  | 5.0000% | $19134766.00       | $814849.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2380%  | 2.2380% | $38821776.00       | $771875.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.1880%  | 2.1880% | $40000000.00       | $686711.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-11-25      | 2.7880%  | 2.7880% | $33942838.00       | $1378920.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2680%  | 2.2680% | $16117495.00       | $650255.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-06-25      | 2.1380%  | 2.1380% | $39694486.00       | $1744653.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.2580%  | 2.2580% | $13792087.00       | $609511.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2380%  | 2.2380% | $2481000.00        | $66568.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.0810%  | 2.0810% | $17514836.00       | $751032.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.7880%  | 1.7880% | $18768837.00       | $472945.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-11-25      | 2.1880%  | 2.1880% | $32518304.00       | $1394203.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 2.1880%  | 2.1880% | $4385000.00        | $270299.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-08-25      | 2.2380%  | 2.2380% | $30508731.00       | $1695810.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-06-25      | 2.2380%  | 2.2380% | $50026193.00       | $2745402.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-12-25      | 2.1380%  | 2.1380% | $18530951.00       | $925015.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 3.5000%  | 3.5000% | $11546571.00       | $272105.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-02-25      | 3.5000%  | 3.5000% | $6666666.00        | $152385.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-12-25      | 3.0000%  | 3.0000% | $27380447.00       | $558435.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 2.2880%  | 2.2880% | $5994990.00        | $125064.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000% | $87260492.00       | $3203979.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.6780%  | 2.6780% | $42705734.00       | $725845.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.2280%  | 2.2280% | $50539734.00       | $452563.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.0000%  | 3.0000% | $29968438.00       | $713604.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.0000%  | 3.0000% | $166600000.00      | $3153990.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.0000%  | 4.0000% | $56500000.00       | $692839.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-07-15      | 2.1280%  | 2.1280% | $82532704.00       | $1263953.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 4.5610%  | 4.5610% | $8452570.00        | $141261.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 2.1280%  | 2.1280% | $46915040.00       | $880706.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 2.1580%  | 2.1580% | $113846153.00      | $1910683.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 2.2280%  | 2.2280% | $53638238.00       | $1148843.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 2.2280%  | 2.2280% | $50328508.00       | $992541.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-15      | 3.0000%  | 3.0000% | $17402676.00       | $1550285.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-02-15      | 2.1270%  | 2.1270% | $837061762.00      | $2657312.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.6380%  | 2.6380% | $80000000.00       | $486181.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.6880%  | 2.6880% | $22264215.00       | $111046.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-12-25      | 2.7380%  | 2.7380% | $50000000.00       | $938453.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.6880%  | 2.6880% | $49291146.00       | $885511.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7380%  | 2.7380% | $50000000.00       | $542245.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7380%  | 2.7380% | $31333333.00       | $577846.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.1880%  | 2.1880% | $13741213.00       | $74803.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 2.6380%  | 2.6380% | $15585300.00       | $83263.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.6880%  | 2.6880% | $53520253.00       | $478798.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.6880%  | 2.6880% | $28457346.00       | $241250.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.7880%  | 2.7880% | $36126447.00       | $200424.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-06-25      | 0.0000%  | 0.0000% | $230769231.00      | $13856787.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.2380%  | 2.2380% | $39324532.00       | $126760.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 2.1880%  | 2.1880% | $47851923.00       | $485397.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 3.5000%  | 3.5000% | $65268540.00       | $488582.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.7880%  | 2.7880% | $42726454.00       | $620050.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.2380%  | 2.2380% | $12141368.00       | $93742.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.7880%  | 2.7880% | $20651920.00       | $452903.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 2.2880%  | 2.2880% | $61707188.00       | $238450.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.2380%  | 2.2380% | $19679885.00       | $150460.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 2.3380%  | 2.3380% | $58000000.00       | $1019499.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 3.5000%  | 3.5000% | $67416571.00       | $260965.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 2.3380%  | 2.3380% | $43313000.00       | $616154.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3380%  | 2.3380% | $45024388.00       | $550947.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 0.2050%  | 0.2050% | $3669382.00        | $629324.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-04-25      | 3.0000%  | 3.0000% | $60458722.00       | $466393.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3380%  | 2.3380% | $32817148.00       | $542423.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3380%  | 2.3380% | $34421052.00       | $891918.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 2.3380%  | 2.3380% | $95877039.00       | $2312676.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 2.3880%  | 2.3880% | $11460000.00       | $130620.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 4.0000%  | 4.0000% | $32886021.00       | $48596.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-05-25      | 3.5000%  | 3.5000% | $94278857.00       | $1306521.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 4.0000%  | 4.0000% | $19500000.00       | $104300.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 2.3880%  | 2.3880% | $31205455.00       | $565929.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-07-25      | 2.3380%  | 2.3380% | $13271684.00       | $145374.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 2.3380%  | 2.3380% | $47156928.00       | $682207.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 5.0000%  | 5.0000% | $23520000.00       | $107164.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-08-25      | 2.2880%  | 2.2880% | $57565000.00       | $606096.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 0.0000%  | 0.0000% | $13655000.00       | $1887525.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 5.0000%  | 5.0000% | $62643330.00       | $399781.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 2.0880%  | 2.0880% | $100000000.00      | $2143525.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 2.0880%  | 2.0880% | $148231925.00      | $3952300.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 2.0880%  | 2.0880% | $94109919.00       | $2085137.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.2880%  | 2.2880% | $25228625.00       | $100217.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-04-25      | 2.1380%  | 2.1380% | $109901428.00      | $1269105.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-09-25      | 5.5000%  | 5.5000% | $46900792.00       | $633419.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-08-25      | 2.0420%  | 2.0420% | $219487269.00      | $745849.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-11-25      | 2.8380%  | 2.8380% | $45888103.00       | $557215.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 2.2880%  | 2.2880% | $26891448.00       | $453471.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-07-25      | 4.0000%  | 4.0000% | $4144352.00        | $71888.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 2.3380%  | 2.3380% | $28710332.00       | $493570.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.2220%  | 2.2220% | $50016667.00       | $1432738.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 1.6310%  | 1.6310% | $106000000.00      | $2295684.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3020%  | 3.3020% | $109432893.00      | $6550884.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.1520%  | 2.1520% | $20771120.00       | $956578.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 2.4020%  | 2.4020% | $20712357.00       | $1852843.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 2.3520%  | 2.3520% | $65687000.00       | $3723471.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.7020%  | 1.7020% | $46810626.00       | $1723743.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 4.5000%  | 4.5000% | $16373326.00       | $2582097.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 3.4020%  | 3.4020% | $16586000.00       | $1234996.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5520%  | 1.5520% | $43100000.00       | $2489348.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 1.5020%  | 1.5020% | $65821733.00       | $3854440.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.2020%  | 2.2020% | $75991008.00       | $6015687.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.3020%  | 2.3020% | $32761221.00       | $1339391.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.7020%  | 1.7020% | $34027681.00       | $2170515.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4020%  | 1.4020% | $72319325.00       | $3271005.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4020%  | 1.4020% | $69598000.00       | $1812074.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.3520%  | 2.3520% | $96565078.00       | $2572585.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.6520%  | 1.6520% | $121775248.00      | $7607235.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.2020%  | 2.2020% | $44700000.00       | $1435701.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4520%  | 1.4520% | $36110024.00       | $1633711.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.4020%  | 1.4020% | $76753415.00       | $2138889.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 3.4520%  | 3.4520% | $50355971.00       | $4695808.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.4520%  | 1.4520% | $100000000.00      | $2403489.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 2.1520%  | 2.1520% | $34000000.00       | $1258059.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 2.1020%  | 2.1020% | $115336310.00      | $4211908.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 3.3520%  | 3.3520% | $72652550.00       | $4762642.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.4020%  | 1.4020% | $205319992.00      | $8760132.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 1.5520%  | 1.5520% | $95725046.00       | $6012024.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 3.3020%  | 3.3020% | $128294589.00      | $8494921.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3020%  | 3.3020% | $53730333.00       | $3802602.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 3.4020%  | 3.4020% | $55024688.00       | $5224115.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.1020%  | 2.1020% | $128447438.00      | $7071077.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-10-01      | 4.0000%  | 4.0000% | $25000000.00       | $79530.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 0.6780%  | 0.6780% | $132362786.00      | $330724.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 6.0000%  | 6.0000% | $6596544.00        | $67570.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 2.6780%  | 2.6780% | $119810404.00      | $814701.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 2.1280%  | 2.1280% | $62591952.00       | $213741.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.7180%  | 2.7180% | $86751597.00       | $686170.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.1180%  | 2.1180% | $85892593.00       | $691019.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-05-15      | 2.2280%  | 2.2280% | $41095926.00       | $201149.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.8780%  | 2.8780% | $7479158.00        | $101103.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.7980%  | 2.7980% | $37430744.00       | $491170.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.1780%  | 2.1780% | $42654372.00       | $629370.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.7780%  | 2.7780% | $25000000.00       | $494627.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 4.5000%  | 4.5000% | $6378996.00        | $53118.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 6.0000%  | 6.0000% | $71242350.00       | $462690.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-02-15      | 3.5000%  | 3.5000% | $37953000.00       | $496630.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 2.2980%  | 2.2980% | $30181968.00       | $717995.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-06-15      | 2.8780%  | 2.8780% | $26482266.00       | $588814.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-06-15      | 2.1280%  | 2.1280% | $47295652.00       | $443049.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 2.3280%  | 2.3280% | $81268293.00       | $437765.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 2.2280%  | 2.2280% | $67488151.00       | $652923.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 2.2780%  | 2.2780% | $88000000.00       | $577962.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-03-15      | 2.2280%  | 2.2280% | $42328875.00       | $497095.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-02-15      | 2.1280%  | 2.1280% | $46882557.00       | $744284.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-15      | 2.2280%  | 2.2280% | $42820800.00       | $153524.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-12-15      | 2.1090%  | 2.1090% | $171076974.00      | $580522.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 4.5000%  | 4.5000% | $44400000.00       | $565341.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 2.2780%  | 2.2780% | $127616621.00      | $1854265.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 6.0000%  | 6.0000% | $50000000.00       | $661745.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 4.5000%  | 4.5000% | $39903090.00       | $443101.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 6.0000%  | 6.0000% | $24827275.00       | $443306.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-06-15      | 2.3580%  | 2.3580% | $30841164.00       | $690259.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-12-15      | 4.0000%  | 4.0000% | $30931500.00       | $469526.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 3.0000%  | 3.0000% | $16433000.00       | $1959121.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 2.3280%  | 2.3280% | $26008878.00       | $1514971.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 3.0000%  | 3.0000% | $8000000.00        | $815600.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 2.4020%  | 2.4020% | $21101692.00       | $1529092.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 4.0000%  | 4.0000% | $41420343.00       | $2890260.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.5000%  | 2.5000% | $3555900.00        | $313298.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 5.0000%  | 5.0000% | $51239689.00       | $3364477.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 2.5000%  | 2.5000% | $23525000.00       | $1850790.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-11-25      | 4.0000%  | 4.0000% | $25839000.00       | $605607.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 4.5000%  | 4.5000% | $20000000.00       | $2261906.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 3.5000%  | 3.5000% | $19638447.00       | $1098191.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 3.0000%  | 3.0000% | $5000000.00        | $476118.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.5000%  | 2.5000% | $20385395.00       | $2510091.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 4.5000%  | 4.5000% | $18824593.00       | $826829.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 4.5000%  | 4.5000% | $7184000.00        | $884094.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 3.5000%  | 3.5000% | $78151170.00       | $3711985.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 4.0000%  | 4.0000% | $53474034.00       | $4602696.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-09-25      | 2.5000%  | 2.5000% | $36381741.00       | $3988352.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-04-25      | 6.0000%  | 6.0000% | $34370819.00       | $2669882.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 2.5000%  | 2.5000% | $36900000.00       | $2807871.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 2.5000%  | 2.5000% | $16000000.00       | $1195614.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.0000%  | 0.0000% | $4492213.00        | $1788188.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.0000%  | 3.0000% | $26666666.00       | $1226518.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000% | $7243000.00        | $435878.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.5000%  | 4.5000% | $45991152.00       | $5195596.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.5000%  | 4.5000% | $5000000.00        | $562749.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2061-11-25      | 5.5000%  | 5.5000% | $43092577.00       | $4716170.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $28219356.00       | $2625144.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-12-25      | 1.8630%  | 1.8630% | $48642306.00       | $1017044.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 4.0000%  | 4.0000% | $28898423.00       | $2263868.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2062-03-25      | 2.0280%  | 2.0280% | $136016372.00      | $2894228.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-01-25      | 4.5000%  | 4.5000% | $13953497.00       | $635275.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 2.1050%  | 2.1050% | $162401807.00      | $4501191.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-02-25      | 4.0000%  | 4.0000% | $42893749.00       | $3260506.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6020%  | 1.6020% | $75000000.00       | $2812110.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6020%  | 1.6020% | $248280009.00      | $9403507.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-06-25      | 4.5000%  | 4.5000% | $16222222.00       | $845812.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 4.5000%  | 4.5000% | $10019110.00       | $511721.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000% | $26105419.00       | $2867573.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 1.6520%  | 1.6520% | $72876220.00       | $2914345.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 4.0000%  | 4.0000% | $50571885.00       | $4902359.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.6520%  | 2.6520% | $66931785.00       | $2128347.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.4320%  | 1.4320% | $98011328.00       | $3413938.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.5520%  | 2.5520% | $102884004.00      | $3491250.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.5520%  | 2.5520% | $59576234.00       | $1990069.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.5520%  | 2.5520% | $159780763.00      | $3980870.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.1020%  | 2.1020% | $17500000.00       | $461250.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 2.1880%  | 2.1880% | $160263837.00      | $11431547.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-07-25      | 1.8020%  | 1.8020% | $59738524.00       | $2199347.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 2.2520%  | 2.2520% | $54548382.00       | $2611939.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 2.2020%  | 2.2020% | $88173290.00       | $3321268.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 2.7020%  | 2.7020% | $50000000.00       | $2356916.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 2.0020%  | 2.0020% | $106795684.00      | $2956123.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 6.0880%  | 6.0880% | $47440592.00       | $3550988.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.3020%  | 2.3020% | $77709000.00       | $1799421.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 3.2020%  | 3.2020% | $75000000.00       | $4085393.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 3.2020%  | 3.2020% | $41000000.00       | $1684440.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.7520%  | 1.7520% | $100000000.00      | $2941272.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.9020%  | 1.9020% | $79098000.00       | $1432930.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.5020%  | 2.5020% | $84017305.00       | $1595080.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.5020%  | 2.5020% | $196049280.00      | $5940050.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.2520%  | 2.2520% | $50000000.00       | $1767481.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3520%  | 3.3520% | $25742921.00       | $1495106.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6520%  | 2.6520% | $15000000.00       | $489844.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 3.0000%  | 3.0000% | $24348000.00       | $3178061.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 3.0000%  | 3.0000% | $27816473.00       | $3819019.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-01-25      | 3.0000%  | 3.0000% | $21453737.00       | $2802275.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-01-25      | 3.0000%  | 3.0000% | $19120983.00       | $1167543.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.7020%  | 0.7020% | $200000000.00      | $4772069.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.6620%  | 1.6620% | $84406500.00       | $2633535.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.5520%  | 1.5520% | $75389684.00       | $2537219.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6020%  | 1.6020% | $50000000.00       | $1681326.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-11-15      | 4.0000%  | 4.0000% | $9955249.00        | $1196977.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.5000%  | 4.5000% | $22067503.00       | $2904166.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-02-25      | 2.0000%  | 2.0000% | $66172000.00       | $2986415.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-03-25      | 2.5520%  | 2.5520% | $37578707.00       | $1044585.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 2.0000%  | 2.0000% | $75000000.00       | $2361758.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-05-25      | 1.8820%  | 1.8820% | $40000000.00       | $1516340.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.8520%  | 1.8520% | $61412000.00       | $1990531.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 2.2420%  | 2.2420% | $25000000.00       | $882827.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.8320%  | 2.8320% | $34776082.00       | $1782034.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.5320%  | 2.5320% | $50948708.00       | $2330414.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.6520%  | 1.6520% | $83679876.00       | $2664853.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.2920%  | 2.2920% | $42624881.00       | $1430260.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 2.3520%  | 2.3520% | $50000000.00       | $1063532.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 2.1020%  | 2.1020% | $71327779.00       | $2628623.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 2.0520%  | 2.0520% | $38000000.00       | $1022784.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 3.3520%  | 3.3520% | $87654791.00       | $3363384.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.0420%  | 2.0420% | $59000000.00       | $2244065.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.8520%  | 2.8520% | $72441115.00       | $1628250.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 3.5020%  | 3.5020% | $50000000.00       | $2671878.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.2520%  | 2.2520% | $66666666.00       | $3567224.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.0520%  | 2.0520% | $74463747.00       | $2226603.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.3020%  | 3.3020% | $86379000.00       | $3773401.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 3.4520%  | 3.4520% | $36875784.00       | $2856616.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.4320%  | 3.4320% | $27500000.00       | $1622919.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2061-01-25      | 3.0000%  | 3.0000% | $47947343.00       | $6875864.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 3.4020%  | 3.4020% | $79668725.00       | $7265674.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 2.1280%  | 2.1280% | $160401241.00      | $8658237.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 6.0000%  | 6.0000% | $7459405.00        | $934717.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.4020%  | 1.4020% | $42366825.00       | $1784701.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.5520%  | 1.5520% | $27300000.00       | $512217.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.4520%  | 1.4520% | $67109208.00       | $2762792.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.5520%  | 1.5520% | $40465471.00       | $2354646.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 4.5000%  | 4.5000% | $20755139.00       | $2168476.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.3020%  | 2.3020% | $37412568.00       | $3282967.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.7020%  | 1.7020% | $86843196.00       | $5234076.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.0920%  | 1.0920% | $66300000.00       | $2742954.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.6520%  | 1.6520% | $171957888.00      | $5479654.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.4520%  | 2.4520% | $121343795.00      | $10456761.09       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.3020%  | 2.3020% | $64884819.00       | $4107026.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.7020%  | 1.7020% | $117000000.00      | $3407226.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 3.4020%  | 3.4020% | $9400000.00        | $560711.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 2.1520%  | 2.1520% | $70305741.00       | $2771161.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 2.2020%  | 2.2020% | $24711763.00       | $856219.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.0000%  | 0.0000% | $17670720.00       | $10262035.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.0000%  | 0.0000% | $16153847.00       | $8880396.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $10416557.00       | $5656841.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.4020%  | 3.4020% | $24740000.00       | $1516648.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.3520%  | 3.3520% | $10400000.00       | $673077.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.1520%  | 2.1520% | $23807618.00       | $937595.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $11571429.00       | $6125009.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.4190%  | 1.4190% | $245000000.00      | $5999380.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 2.2020%  | 2.2020% | $75010223.00       | $4881367.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 2.2520%  | 2.2520% | $58283000.00       | $3433687.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 2.0020%  | 2.0020% | $39175000.00       | $2158765.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.3020%  | 3.3020% | $42615511.00       | $3005508.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 1.5020%  | 1.5020% | $50000000.00       | $2396241.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 4.5000%  | 4.5000% | $3245554.00        | $54145.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 2.1780%  | 2.1780% | $21335039.00       | $522651.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 2.2780%  | 2.2780% | $20000000.00       | $247579.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-10-15      | 2.2280%  | 2.2280% | $16808475.00       | $686829.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000% | $18750000.00       | $321025.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.5000%  | 4.5000% | $47142957.00       | $1481530.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 2.0780%  | 2.0780% | $25000000.00       | $490260.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-05-15      | 2.2480%  | 2.2480% | $13674459.00       | $231354.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 4.0000%  | 4.0000% | $13042546.00       | $192280.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000% | $8720067.00        | $600347.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $16069511.00       | $1457946.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.5000%  | 4.5000% | $25227916.00       | $1814686.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.6020%  | 2.6020% | $10500000.00       | $1008642.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.0000%  | 4.0000% | $31981561.00       | $2201669.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $27754500.00       | $2090314.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000% | $23725100.00       | $1688236.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 2.0000%  | 2.0000% | $18525000.00       | $1342947.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-01-15      | 3.0000%  | 3.0000% | $33825758.00       | $2216672.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000% | $25516200.00       | $2448826.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-12-25      | 4.0000%  | 4.0000% | $22620000.00       | $490094.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $7500000.00        | $485437.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.6020%  | 2.6020% | $9600000.00        | $1010953.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 4.0000%  | 4.0000% | $29850264.00       | $3071612.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $7034737.00        | $675173.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 2.3280%  | 2.3280% | $24181142.00       | $812236.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 2.3280%  | 2.3280% | $21533123.00       | $581077.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 2.3780%  | 2.3780% | $48728649.00       | $1426970.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 4.0000%  | 4.0000% | $21223121.00       | $866024.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 2.3280%  | 2.3280% | $71199737.00       | $2076968.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 2.3280%  | 2.3280% | $39666828.00       | $1176383.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 2.3780%  | 2.3780% | $40500000.00       | $662637.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2058-10-15      | 2.3280%  | 2.3280% | $12721598.00       | $574106.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-04-15      | 4.0000%  | 4.0000% | $49787213.00       | $1255032.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-15      | 4.0000%  | 4.0000% | $41621261.00       | $309073.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-03-15      | 1.9810%  | 1.9810% | $20123647.00       | $398715.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 2.2380%  | 2.2380% | $60707774.00       | $1602207.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.2380%  | 2.2380% | $43468661.00       | $1042142.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-03-15      | 2.1190%  | 2.1190% | $38649912.00       | $815375.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.1880%  | 2.1880% | $30176000.00       | $530892.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-01-15      | 5.0000%  | 5.0000% | $9678503.00        | $140823.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-11-25      | 2.1880%  | 2.1880% | $31600000.00       | $1453627.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 5.0000%  | 5.0000% | $27583400.00       | $1364663.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 4.5000%  | 4.5000% | $17375306.00       | $1440772.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 4.0000%  | 4.0000% | $10170919.00       | $843217.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 3.0000%  | 3.0000% | $12590333.00       | $495272.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.5000%  | 3.5000% | $79694464.00       | $3546593.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-05-25      | 6.0000%  | 6.0000% | $22155376.00       | $1528403.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 1.1280%  | 1.1280% | $29422746.00       | $686455.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 5.0000%  | 5.0000% | $38859984.00       | $1816456.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $28000000.00       | $1512581.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.0000%  | 3.0000% | $27623917.00       | $2275825.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 2.2880%  | 2.2880% | $34180109.00       | $3147377.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $19665976.00       | $1059680.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 2.1280%  | 2.1280% | $37181924.00       | $1086899.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.5000%  | 2.5000% | $24000000.00       | $1681452.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-07-25      | 5.0000%  | 5.0000% | $13229798.00       | $550139.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $35375235.00       | $2925715.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $10166666.00       | $758356.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 4.0000%  | 4.0000% | $4139000.00        | $540174.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-15      | 6.5000%  | 6.5000% | $167506283.00      | $596344.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 4.5000%  | 4.5000% | $29698437.00       | $3069087.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 3.0000%  | 3.0000% | $10553161.00       | $862166.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2033-09-25      | 3.0000%  | 3.0000% | $48880752.00       | $1477251.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 2.5000%  | 2.5000% | $29791939.00       | $2802689.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-05-20      | 2.5500%  | 2.5500% | $82670759.00       | $67712.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.2580%  | 2.2580% | $233333333.00      | $151688.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 2.1500%  | 2.1500% | $100000000.00      | $710886.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 2.9600%  | 2.9600% | $26138580.00       | $106059.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-16      | 2.3080%  | 2.3080% | $42037019.00       | $758610.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-20      | 2.8100%  | 2.8100% | $23000000.00       | $504042.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.3300%  | 2.3300% | $6291390.00        | $118956.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 3.5000%  | 3.5000% | $22733000.00       | $839578.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.2600%  | 2.2600% | $39750000.00       | $691600.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 3.0080%  | 3.0080% | $94323131.00       | $98994.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.3960%  | 2.3960% | $20700000.00       | $59940.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 3.0180%  | 3.0180% | $45300000.00       | $76145.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 2.3100%  | 2.3100% | $90300000.00       | $67810.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.4080%  | 2.4080% | $60000000.00       | $128608.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.4080%  | 2.4080% | $35250000.00       | $72902.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-16      | 5.5000%  | 5.5000% | $2739257.00        | $41938.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.5400%  | 2.5400% | $50000000.00       | $159911.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 2.2100%  | 2.2100% | $50000000.00       | $124205.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 1.6100%  | 1.6100% | $29000000.00       | $204292.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-16      | 2.8080%  | 2.8080% | $64972949.00       | $11278.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 1.7580%  | 1.7580% | $17850000.00       | $98560.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $23970000.00       | $573722.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-12-16      | 2.0080%  | 2.0080% | $49025072.00       | $118059.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 2.7600%  | 2.7600% | $17149033.00       | $131727.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.8080%  | 2.8080% | $12538194.00       | $69833.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-16      | 2.3580%  | 2.3580% | $7689881.00        | $254649.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.4600%  | 2.4600% | $238176896.00      | $824314.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.6580%  | 2.6580% | $50750000.00       | $115681.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-03-20      | 2.6800%  | 2.6800% | $150000000.00      | $762721.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.2080%  | 2.2080% | $89740000.00       | $166776.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 1.9700%  | 1.9700% | $34400000.00       | $118047.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-20      | 0.0000%  | 0.0000% | $36000000.00       | $894742.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-16      | 2.2580%  | 2.2580% | $92857830.00       | $212264.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-20      | 2.2600%  | 2.2600% | $43078000.00       | $137769.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 2.8100%  | 2.8100% | $45697200.00       | $246316.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-04-20      | 2.8600%  | 2.8600% | $129491000.00      | $643876.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-16      | 2.2580%  | 2.2580% | $25800000.00       | $88384.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-12-20      | 2.3100%  | 2.3100% | $6000000.00        | $85401.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-16      | 2.8580%  | 2.8580% | $45000000.00       | $371714.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-07-20      | 2.9100%  | 2.9100% | $7500000.00        | $68425.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-20      | 2.8100%  | 2.8100% | $115593750.00      | $904202.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 2.2600%  | 2.2600% | $28656548.00       | $259308.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-16      | 5.5000%  | 5.5000% | $7072909.00        | $88795.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-02-20      | 3.0000%  | 3.0000% | $11286666.00       | $229493.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 3.5000%  | 3.5000% | $13065039.00       | $475285.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 3.5000%  | 3.5000% | $6662768.00        | $40905.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.3600%  | 2.3600% | $136303380.00      | $786945.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 2.3500%  | 2.3500% | $43000000.00       | $578263.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.7600%  | 1.7600% | $132000000.00      | $930387.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.7600%  | 1.7600% | $43369209.00       | $175067.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 5.0000%  | 5.0000% | $14700000.00       | $94149.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 2.5100%  | 2.5100% | $31250000.00       | $172181.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.4100%  | 2.4100% | $73333333.00       | $516724.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-16      | 2.3080%  | 2.3080% | $96709662.00       | $1277417.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.3600%  | 2.3600% | $36206662.00       | $181330.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-16      | 2.3080%  | 2.3080% | $37514550.00       | $323888.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 2.3600%  | 2.3600% | $37269289.00       | $146947.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.9600%  | 2.9600% | $85277575.00       | $772666.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-03-16      | 2.4080%  | 2.4080% | $25000000.00       | $189088.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-04-20      | 2.3100%  | 2.3100% | $54035286.00       | $495709.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-16      | 4.5000%  | 4.5000% | $5285713.00        | $62215.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.8100%  | 1.8100% | $34400000.00       | $491747.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-05-20      | 5.0000%  | 5.0000% | $9261106.00        | $122084.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-11-20      | 3.5000%  | 3.5000% | $31300000.00       | $309602.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 3.4020%  | 3.4020% | $65401020.00       | $6103400.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 3.4020%  | 3.4020% | $50933649.00       | $3914746.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 2.2020%  | 2.2020% | $69060599.00       | $5124918.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-04-25      | 6.5000%  | 6.5000% | $16532577.00       | $40837.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-09-25      | 2.7380%  | 2.7380% | $61330239.00       | $175817.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 3.4280%  | 3.4280% | $91325541.00       | $250944.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-05-25      | 2.3080%  | 2.3080% | $29696198.00       | $71760.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-10-25      | 2.5880%  | 2.5880% | $57625000.00       | $189416.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 0.0000%  | 0.0000% | $47538735.00       | $708969.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.8680%  | 2.8680% | $201905021.00      | $553054.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 2.3380%  | 2.3380% | $35500000.00       | $132565.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 2.3380%  | 2.3380% | $50000000.00       | $73300.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-03-25      | 2.5180%  | 2.5180% | $113636362.00      | $365970.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.5880%  | 2.5880% | $15663000.00       | $67184.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 2.6380%  | 2.6380% | $40000000.00       | $107185.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 6.5000%  | 6.5000% | $37264176.00       | $134958.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-07-25      | 1.6880%  | 1.6880% | $117773970.00      | $164732.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 7.0000%  | 7.0000% | $1000.00           | $826.50            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-04-01      | 2.5000%  | 2.5000% | $9638609.00        | $1288134.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-04-01      | 2.0000%  | 2.0000% | $12611383.00       | $1341261.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.3120%  | 5.3120% | $4226172.00        | $610820.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-08-20      | 2.5000%  | 2.5000% | $2260000.00        | $124579.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-20      | 3.0000%  | 3.0000% | $1200796.00        | $128557.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $237344.00         | $114168.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-04-20      | 6.5000%  | 6.5000% | $721928.00         | $661569.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $120351.00         | $127173.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 7.0000%  | 7.0000% | $1259786.00        | $1340597.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.0000%  | 5.0000% | $1352410.00        | $1368412.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $4096548.00        | $4245316.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $4747988.00        | $4950942.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $23817401.00       | $24950736.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $7927711.00        | $8507988.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $2097886.00        | $2163863.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $5128528.00        | $5289817.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $7514966.00        | $7751308.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $21205967.00       | $21976094.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $3126317.00        | $3282455.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $2371274.00        | $2489703.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $2364806.00        | $2482907.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $7570518.00        | $7948614.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $12140553.00       | $12805616.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $1064956.00        | $1122417.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $2265645.00        | $2325873.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $3581121.00        | $3676319.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $1871482.00        | $1947374.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $2042732.00        | $2127886.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $3369377.00        | $3497097.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $3087467.00        | $3204498.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $6573713.00        | $6822898.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $3515274.00        | $3648525.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $7420342.00        | $7701619.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $2444374.00        | $2564510.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $2139188.00        | $2244325.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 7.0000%  | 7.0000% | $2737415.00        | $2289251.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.5000%  | 5.5000% | $2485452.00        | $2561610.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | 5.5000% | $9358504.00        | $9681897.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $11510314.00       | $11928317.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | 5.5000% | $1698764.00        | $1760844.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | 5.5000% | $1187.00           | $1224.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 4.5000%  | 4.5000% | $3681828.00        | $1182708.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-15      | 3.5000%  | 3.5000% | $1256000.00        | $1048699.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.0000%  | 6.0000% | $18900000.00       | $729349.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 6.5000%  | 6.5000% | $2337478.00        | $112169.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 7.2500%  | 7.2500% | $1310308.00        | $184809.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3300%  | 2.3300% | $44933301.00       | $774185.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3100%  | 2.3100% | $11600000.00       | $209957.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 5.0000%  | 5.0000% | $12718112.00       | $393696.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.1460%  | 3.1460% | $4781338.00        | $256137.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.4470%  | 2.4470% | $6197341.00        | $283707.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.0520%  | 5.0520% | $30000000.00       | $30041873.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.5000%  | 6.5000% | $2641280.00        | $304542.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.1020%  | 5.1020% | $49138730.00       | $24520731.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.6020%  | 4.6020% | $2000.00           | $1687.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.2030%  | 5.2030% | $513288.00         | $499510.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.0000%  | 0.0000% | $405556.00         | $285363.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.8520%  | 4.8520% | $1014.00           | $1011.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.6020%  | 4.6020% | $3060324.00        | $2988860.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.1970%  | 2.1970% | $32396429.00       | $1698567.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.8520%  | 4.8520% | $8040143.00        | $7982637.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.8470%  | 2.8470% | $23648403.00       | $1364560.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.2460%  | 2.2460% | $60000000.00       | $3937053.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.4870%  | 1.4870% | $33000000.00       | $1200356.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.2260%  | 2.2260% | $23900178.00       | $1271161.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2600%  | 2.2600% | $55178045.00       | $762253.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2600%  | 2.2600% | $35000000.00       | $589475.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.2510%  | 2.2510% | $24797136.00       | $586924.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.2460%  | 2.2460% | $10000000.00       | $574266.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2600%  | 2.2600% | $31666666.00       | $510130.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2600%  | 2.2600% | $29233333.00       | $483458.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 4.5520%  | 4.5520% | $2701697.00        | $2632276.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 2.2600%  | 2.2600% | $65268356.00       | $1643210.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 2.2600%  | 2.2600% | $1825623.00        | $51756.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.3100%  | 2.3100% | $24720896.00       | $455261.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000% | $24084250.00       | $1205717.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3100%  | 2.3100% | $30268291.00       | $299529.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3100%  | 2.3100% | $12172000.00       | $307480.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.2600%  | 2.2600% | $58462107.00       | $1255655.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 0.6900%  | 0.6900% | $100000000.00      | $1019745.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3100%  | 2.3100% | $38655059.00       | $1534794.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 5.5000%  | 5.5000% | $69974180.00       | $3091572.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.2600%  | 2.2600% | $27000000.00       | $663353.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.3100%  | 2.3100% | $16433000.00       | $356951.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.2600%  | 2.2600% | $10950000.00       | $446129.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.3100%  | 2.3100% | $11525000.00       | $298249.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.7100%  | 0.7100% | $20000000.00       | $180420.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 4.5000%  | 4.5000% | $6332606.00        | $282318.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2600%  | 2.2600% | $49643799.00       | $625292.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $31374000.00       | $1836006.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 2.2600%  | 2.2600% | $45042032.00       | $709188.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $27098285.00       | $353751.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 2.2600%  | 2.2600% | $20459891.00       | $308263.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 2.0860%  | 2.0860% | $28903029.00       | $754621.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.8100%  | 1.8100% | $104935575.00      | $4508880.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $74999999.00       | $607175.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 6.5000%  | 6.5000% | $14973000.00       | $453568.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 2.3100%  | 2.3100% | $7200000.00        | $127655.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.2600%  | 2.2600% | $25485118.00       | $1744344.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $3390000.00        | $224332.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2600%  | 2.2600% | $29400000.00       | $725591.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 4.0000%  | 4.0000% | $35000000.00       | $1190688.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $12532000.00       | $676860.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.3600%  | 2.3600% | $14583333.00       | $703829.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.3100%  | 2.3100% | $45349669.00       | $1065700.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 4.0000%  | 4.0000% | $44256169.00       | $2258418.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9000%  | 1.9000% | $13698974.00       | $329395.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $13980049.00       | $887969.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 0.4100%  | 0.4100% | $26806396.00       | $545239.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.4600%  | 2.4600% | $10675000.00       | $680933.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 2.4600%  | 2.4600% | $26477206.00       | $396323.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9300%  | 1.9300% | $35000000.00       | $260294.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-11-20      | 1.8100%  | 1.8100% | $9500000.00        | $134226.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-09-20      | 2.4100%  | 2.4100% | $39093773.00       | $224668.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-20      | 4.5000%  | 4.5000% | $19293000.00       | $257320.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-16      | 1.8080%  | 1.8080% | $66231125.00       | $741999.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.8100%  | 1.8100% | $102197306.00      | $926864.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.8080%  | 1.8080% | $21766915.00       | $288332.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 4.0000%  | 4.0000% | $9328677.00        | $89281.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 6.0000%  | 6.0000% | $38029926.00       | $442755.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-20      | 2.0860%  | 2.0860% | $16708873.00       | $91763.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $15518366.00       | $114008.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 7.0000%  | 7.0000% | $29089813.00       | $237754.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 5.5000%  | 5.5000% | $12400000.00       | $96624.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $39243492.00       | $744588.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 4.0000%  | 4.0000% | $9588250.00        | $83478.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.8900%  | 1.8900% | $68906615.00       | $1064314.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3100%  | 2.3100% | $34187896.00       | $745711.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-12-20      | 2.9600%  | 2.9600% | $27730074.00       | $613281.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 1.8600%  | 1.8600% | $36225000.00       | $413711.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-01-16      | 2.2580%  | 2.2580% | $10000000.00       | $61831.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3600%  | 2.3600% | $3500000.00        | $81013.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-20      | 4.5000%  | 4.5000% | $7165270.00        | $80284.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-05-20      | 4.0000%  | 4.0000% | $16849250.00       | $303419.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 4.0000%  | 4.0000% | $56071519.00       | $191791.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 4.0000%  | 4.0000% | $9796228.00        | $161227.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 3.5000%  | 3.5000% | $7142857.00        | $394020.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.4600%  | 2.4600% | $39848410.00       | $1970519.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $10625000.00       | $292645.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-09-20      | 2.3100%  | 2.3100% | $19781353.00       | $503568.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-16      | 2.0860%  | 2.0860% | $13253848.00       | $314828.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 2.4600%  | 2.4600% | $56350717.00       | $977558.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.3100%  | 2.3100% | $26501199.00       | $661853.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 5.0000%  | 5.0000% | $14329000.00       | $465217.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 6.0000%  | 6.0000% | $12022470.00       | $188612.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 3.4010%  | 3.4010% | $32325751.00       | $389462.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-16      | 5.0000%  | 5.0000% | $3471000.00        | $143342.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 6.0000%  | 6.0000% | $31360274.00       | $878123.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 2.4100%  | 2.4100% | $22186064.00       | $517311.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-20      | 2.4100%  | 2.4100% | $13000000.00       | $492653.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 2.4100%  | 2.4100% | $19097714.00       | $614368.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000% | $6776299.00        | $249129.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 2.4100%  | 2.4100% | $30121153.00       | $585858.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-20      | 2.4100%  | 2.4100% | $61229287.00       | $1331353.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 3.5000%  | 3.5000% | $43406142.00       | $488091.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-20      | 2.3100%  | 2.3100% | $53277272.00       | $1116434.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.8080%  | 1.8080% | $36566799.00       | $599370.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-16      | 2.3580%  | 2.3580% | $76777880.00       | $2763528.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.4600%  | 2.4600% | $11354168.00       | $341233.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-04-20      | 1.9300%  | 1.9300% | $30000000.00       | $476303.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-10-20      | 4.0000%  | 4.0000% | $22349777.00       | $361166.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.4100%  | 2.4100% | $16114759.00       | $421032.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.4100%  | 2.4100% | $27855683.00       | $851323.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-06-20      | 2.4600%  | 2.4600% | $24698979.00       | $457743.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4100%  | 2.4100% | $29900000.00       | $771694.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 4.0000%  | 4.0000% | $12328000.00       | $50733.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.4600%  | 2.4600% | $46000000.00       | $1094192.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.4100%  | 2.4100% | $93201901.00       | $1335609.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.4100%  | 2.4100% | $77108333.00       | $753852.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 2.3600%  | 2.3600% | $32265116.00       | $967573.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-16      | 2.4080%  | 2.4080% | $5553716.00        | $104818.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 2.4100%  | 2.4100% | $36380463.00       | $510745.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 5.0000%  | 5.0000% | $8529850.00        | $328243.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.3100%  | 2.3100% | $40000000.00       | $804679.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $4236000.00        | $235577.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $44172857.00       | $3058732.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $11224000.00       | $1372555.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.5000%  | 4.5000% | $12513000.00       | $1093986.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $19615000.00       | $1807211.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000% | $150000000.00      | $751344.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $15236154.00       | $1698729.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $21015416.00       | $1433796.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8304000.00        | $996807.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $7279999.00        | $664432.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $31756281.00       | $4265666.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $2559134.00        | $197776.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $20639000.00       | $2113930.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $25833333.00       | $1714540.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.5670%  | 2.5670% | $63404453.00       | $3653190.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8970%  | 1.8970% | $31465206.00       | $1190781.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8470%  | 1.8470% | $100000000.00      | $1443440.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.6970%  | 1.6970% | $100000000.00      | $1427854.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5470%  | 2.5470% | $149900000.00      | $4484674.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.7960%  | 1.7960% | $400000000.00      | $5707296.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.5470%  | 2.5470% | $26258535.00       | $2192728.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 2.3600%  | 2.3600% | $8434800.00        | $751104.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-16      | 2.8080%  | 2.8080% | $16356101.00       | $1458273.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 4.0000%  | 4.0000% | $3000000.00        | $443678.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.5470%  | 2.5470% | $72000000.00       | $1404530.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.4470%  | 2.4470% | $100000000.00      | $1841724.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.7960%  | 1.7960% | $350000000.00      | $4993884.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.1460%  | 3.1460% | $100000000.00      | $2436886.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.0970%  | 3.0970% | $99900000.00       | $2400138.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $16879000.00       | $1740531.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 5.0000%  | 5.0000% | $7584000.00        | $757321.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-20      | 6.0000%  | 6.0000% | $32877317.00       | $1504790.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 4.0000%  | 4.0000% | $24657546.00       | $4513796.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $24556284.00       | $1259678.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4100%  | 2.4100% | $10947855.00       | $769720.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $10766109.00       | $736178.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $9917011.00        | $1415151.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $27711544.00       | $3012223.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $3470345.00        | $471612.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.7970%  | 0.7970% | $47958269.00       | $1583656.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $15789000.00       | $954227.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.9470%  | 1.9470% | $31551398.00       | $1032363.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 6.0000%  | 6.0000% | $5000000.00        | $422312.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9870%  | 1.9870% | $39900000.00       | $1236697.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7960%  | 1.7960% | $30000000.00       | $909960.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7960%  | 1.7960% | $76842479.00       | $2179086.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7960%  | 1.7960% | $28057521.00       | $1179681.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1970%  | 1.1970% | $72380596.00       | $2260594.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7960%  | 1.7960% | $50000000.00       | $1544094.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7960%  | 1.7960% | $40000000.00       | $1414490.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1970%  | 1.1970% | $55193281.00       | $1321180.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.4470%  | 2.4470% | $85000000.00       | $5231345.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5470%  | 2.5470% | $77168089.00       | $2115655.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5470%  | 2.5470% | $58511103.00       | $4225608.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5770%  | 2.5770% | $5000000.00        | $378346.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9970%  | 1.9970% | $74956217.00       | $3790156.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5470%  | 2.5470% | $135339562.00      | $7351187.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.5870%  | 2.5870% | $41664585.00       | $1884576.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.7960%  | 1.7960% | $29900000.00       | $1041662.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.7960%  | 1.7960% | $119900000.00      | $2125698.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.5670%  | 2.5670% | $72335435.00       | $2215623.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.2960%  | 1.2960% | $100000000.00      | $2561133.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.4470%  | 2.4470% | $16699918.00       | $1314120.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.4470%  | 2.4470% | $68246891.00       | $2551200.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.5000%  | 2.5000% | $3459000.00        | $311142.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $76515779.00       | $6109132.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $14583333.00       | $1155098.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 4.0000%  | 4.0000% | $42282280.00       | $2583411.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $5509220.00        | $340383.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $28969908.00       | $2374600.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $19300000.00       | $1711414.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $14075000.00       | $907559.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $71282800.00       | $3436285.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $10800000.00       | $808708.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $99900000.00       | $8491394.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $1900000.00        | $170899.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 6.5000%  | 6.5000% | $42249024.00       | $1252281.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8025458.00        | $1016983.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.0000%  | 2.0000% | $37500000.00       | $2318752.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $72734460.00       | $5712948.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $155254939.00      | $15068195.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $32691999.00       | $3154856.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $31095616.00       | $3119555.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 2.0000%  | 2.0000% | $56250000.00       | $4005056.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.5000%  | 3.5000% | $7369000.00        | $638473.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $26365147.00       | $3014084.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.0000%  | 3.0000% | $36652333.00       | $2971187.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 4.0000%  | 4.0000% | $52865489.00       | $3775755.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.5000%  | 2.5000% | $54669341.00       | $5078396.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $23480333.00       | $2546563.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $30218981.00       | $2504339.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $8885000.00        | $491070.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $44537000.00       | $2937045.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $37548923.00       | $2216198.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $6286000.00        | $508813.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $46625022.00       | $3387148.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $6819093.00        | $767690.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5100%  | 2.5100% | $72046465.00       | $2568545.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000% | $16404666.00       | $1525943.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $25193542.00       | $2867723.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $16823000.00       | $2151323.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $27945234.00       | $3239973.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $20561000.00       | $2305918.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $12799000.00       | $1388002.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5000%  | 2.5000% | $8899000.00        | $679127.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 4.0000%  | 4.0000% | $8713000.00        | $1159846.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $6412000.00        | $829054.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $17149833.00       | $2307066.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $27270069.00       | $2715747.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $70394500.00       | $6442742.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $6559869.00        | $970715.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000% | $11950000.00       | $876902.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5100%  | 2.5100% | $46748211.00       | $2863308.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $25263826.00       | $3016534.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $16208000.00       | $2081546.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $10665000.00       | $1177749.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.5260%  | 1.5260% | $657846854.00      | $27145738.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.8520%  | 4.8520% | $115000000.00      | $115202202.70      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 3.4960%  | 3.4960% | $46555945.00       | $5512776.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.6470%  | 1.6470% | $42362850.00       | $1496501.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $14378469.00       | $1772352.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $18372560.00       | $2297445.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 4.5000%  | 4.5000% | $20446000.00       | $2539066.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $15103376.00       | $1314418.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $28209976.00       | $3730173.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $28005459.00       | $3751257.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $26819000.00       | $3498208.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $13870000.00       | $1252075.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.1970%  | 2.1970% | $50000000.00       | $2015517.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 2.1460%  | 2.1460% | $104532714.00      | $1176913.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 4.9530%  | 4.9530% | $6000.00           | $4957.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6970%  | 1.6970% | $129818170.00      | $3991801.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6970%  | 1.6970% | $250000000.00      | $9228389.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2970%  | 2.2970% | $172665000.00      | $7112919.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9470%  | 2.9470% | $77562000.00       | $3717754.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.9820%  | 1.9820% | $21330000.00       | $908104.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000% | $23831465.00       | $3287598.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.5470%  | 3.5470% | $40490108.00       | $2032763.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.1970%  | 2.1970% | $23806000.00       | $1028579.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 6.5000%  | 6.5000% | $17817115.00       | $1141079.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.4960%  | 3.4960% | $50000000.00       | $1165248.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $24140230.00       | $2725193.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9960%  | 2.9960% | $18424112.00       | $1723788.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.2970%  | 2.2970% | $101915334.00      | $4336577.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.5970%  | 3.5970% | $32533000.00       | $2059174.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9470%  | 2.9470% | $9856000.00        | $533832.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2460%  | 2.2460% | $49900000.00       | $2547682.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9470%  | 2.9470% | $49660000.00       | $2815010.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9470%  | 2.9470% | $75412000.00       | $5187415.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 4.9020%  | 4.9020% | $1021600.00        | $958026.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.1860%  | 2.1860% | $99900000.00       | $2925262.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 2.3960%  | 2.3960% | $22622479.00       | $1424263.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7960%  | 1.7960% | $300000000.00      | $11392324.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 6.5000%  | 6.5000% | $1935307.00        | $467824.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9270%  | 2.9270% | $25100000.00       | $685103.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.8470%  | 2.8470% | $16364000.00       | $435955.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $9702697.00        | $1834888.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $19010487.00       | $3672200.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.8470%  | 2.8470% | $37995725.00       | $883683.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.8760%  | 2.8760% | $6000000.00        | $312151.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.8960%  | 2.8960% | $50000000.00       | $3022428.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6470%  | 1.6470% | $48832809.00       | $2459752.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.2460%  | 2.2460% | $67281047.00       | $4070728.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.2260%  | 2.2260% | $86263000.00       | $4267543.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 3.3960%  | 3.3960% | $105000000.00      | $9947241.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.0730%  | 5.0730% | $58670000.00       | $54127403.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 4.8520%  | 4.8520% | $49989000.00       | $49875156.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 4.8520%  | 4.8520% | $36124016.00       | $34874494.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 3.3960%  | 3.3960% | $46504547.00       | $3090202.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.1520%  | 5.1520% | $26000000.00       | $25095203.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.2030%  | 5.2030% | $1000.00           | $866.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0520%  | 5.0520% | $168521875.00      | $157949782.33      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 4.9530%  | 4.9530% | $14032138.00       | $13310362.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.5520%  | 4.5520% | $72780201.00       | $72974442.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 2.2970%  | 2.2970% | $41172499.00       | $1828988.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.6020%  | 4.6020% | $43030535.00       | $43093295.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.7530%  | 4.7530% | $100000000.00      | $100411612.76      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-28      | 0.0000%  | 0.0000% | $27378300.00       | $27059069.02       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-11-15      | 4.7500%  | 4.7500% | $2500000.00        | $2481180.93        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-28      | 1.8750%  | 1.8750% | $808164500.00      | $800052894.86      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-04-30      | 3.5000%  | 3.5000% | $7388200.00        | $7440577.48        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-15      | 4.6250%  | 4.6250% | $466474200.00      | $475815243.33      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 4.3750%  | 4.3750% | $98970800.00       | $100301249.15      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-15      | 3.8750%  | 3.8750% | $87612700.00       | $89452133.47       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.7500%  | 3.7500% | $511814100.00      | $514842880.11      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 5.0000%  | 5.0000% | $10000000.00       | $1357564.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 2.2970%  | 2.2970% | $21334746.00       | $1599360.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.7970%  | 2.7970% | $51711731.00       | $3411983.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3470%  | 2.3470% | $20124614.00       | $1206597.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.2970%  | 2.2970% | $53562585.00       | $3329800.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 0.9970%  | 0.9970% | $50000000.00       | $885596.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.2970%  | 2.2970% | $71695272.00       | $3225266.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3470%  | 2.3470% | $20088000.00       | $1166133.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $22391565.00       | $2977031.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8470%  | 1.8470% | $99900000.00       | $2450648.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.7960%  | 1.7960% | $89547489.00       | $2171105.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.4470%  | 2.4470% | $126923076.00      | $2607316.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 3.2460%  | 3.2460% | $50000000.00       | $2067702.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 4.7030%  | 4.7030% | $123135289.00      | $92524056.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3170%  | 2.3170% | $50570891.00       | $2283749.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.2460%  | 2.2460% | $31341699.00       | $1433682.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $11196161.00       | $1506830.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.6460%  | 2.6460% | $74999996.00       | $1337337.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9970%  | 1.9970% | $100000000.00      | $1238852.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.5970%  | 2.5970% | $129000000.00      | $1560868.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.2970%  | 2.2970% | $100000000.00      | $1540671.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.6970%  | 2.6970% | $100000000.00      | $2452366.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.3960%  | 2.3960% | $30000000.00       | $672817.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.8470%  | 1.8470% | $100000000.00      | $1785848.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.6470%  | 1.6470% | $50000000.00       | $720021.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 3.2970%  | 3.2970% | $64285710.00       | $1348738.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.8970%  | 1.8970% | $99900000.00       | $1280851.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.7970%  | 2.7970% | $59900000.00       | $1074689.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.9470%  | 2.9470% | $107016751.00      | $1939073.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.0030%  | 5.0030% | $60328379.00       | $20705366.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.7970%  | 2.7970% | $77498380.00       | $2015596.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 0.0000%  | 0.0000% | $21630872.00       | $6158212.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.7460%  | 2.7460% | $30000000.00       | $751308.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.2970%  | 2.2970% | $100000000.00      | $1480349.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000% | $40356725.00       | $2686717.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.7960%  | 1.7960% | $200000000.00      | $3489249.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.6260%  | 2.6260% | $100000000.00      | $3107993.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $8936000.00        | $991202.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7970%  | 2.7970% | $35754320.00       | $2198061.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.6770%  | 2.6770% | $47900000.00       | $2304036.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.6970%  | 2.6970% | $44850000.00       | $691703.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.1970%  | 2.1970% | $38404335.00       | $1765748.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.6970%  | 2.6970% | $215000000.00      | $10415235.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $18437935.00       | $2878109.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 6.0000%  | 6.0000% | $2500000.00        | $402185.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-02-20      | 2.5470%  | 2.5470% | $40598031.00       | $408408.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 7.0000%  | 7.0000% | $77686832.00       | $14692956.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $5502000.00        | $803456.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.0030%  | 5.0030% | $40950000.00       | $27025669.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.6970%  | 2.6970% | $60000000.00       | $3320344.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.7030%  | 4.7030% | $2000.00           | $1325.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 3.2970%  | 3.2970% | $61953134.00       | $2660911.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.5970%  | 1.5970% | $100000000.00      | $2819492.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.6970%  | 1.6970% | $49900000.00       | $2139908.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 6.0000%  | 6.0000% | $50916666.00       | $7405308.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.5000%  | 4.5000% | $28549495.00       | $5131389.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.6970%  | 1.6970% | $55000000.00       | $1573478.42        | Agency Collateralized Mortgage Obligation |

### Security 142: SMBC Nikko Securities Inc

- **C.1 - Title:** SMBC Nikko Securities Inc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYH9, C.4 - ISIN: 61748, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 5.2500%  | 5.2500% | $2835100.00        | $2988575.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $5600.00           | $12116.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $16543000.00       | $17275862.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $98100.00          | $104247.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $4800.00           | $4908.55           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $67000.00          | $68448.70          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $34300.00          | $31632.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $8900.00           | $8765.02           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $11357600.00       | $11668493.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 4.7500%  | 4.7500% | $1666300.00        | $1725379.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $909000.00         | $832162.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $100.00            | $112.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $500600.00         | $405115.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $300.00            | $317.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $17300.00          | $13499.37          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $346900.00         | $305958.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $66800.00          | $58323.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $10117600.00       | $11898492.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $399700.00         | $332079.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $200.00            | $160.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $2100.00           | $2122.79           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $100.00            | $72.54             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $110000.00         | $83166.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $28920900.00       | $27983685.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $27500.00          | $21017.58          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $217500.00         | $163639.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $468000.00         | $302292.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $100.00            | $59.46             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $200.00            | $145.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $843500.00         | $405593.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $400.00            | $199.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $100.00            | $64.94             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $175500.00         | $99445.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $19200.00          | $13527.14          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $6400.00           | $4355.77           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $167100.00         | $116941.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $100.00            | $61.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $469200.00         | $288856.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $100.00            | $74.45             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $164600.00         | $115736.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $400000.00         | $335101.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $68000.00          | $62652.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $694000.00         | $571633.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $443700.00         | $405787.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $458900.00         | $414290.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $5001800.00        | $4862058.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $380600.00         | $365327.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $8300.00           | $8175.33           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $76643200.00       | $75745780.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $637900.00         | $587271.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $793000.00         | $740709.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $700.00            | $690.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $24644600.00       | $24167705.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $25800.00          | $26140.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $17797000.00       | $17603927.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $2494000.00        | $2576816.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $2460000.00        | $2463561.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $2446500.00        | $2517028.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $400.00            | $392.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $1589800.00        | $1584760.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $3100.00           | $3087.83           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $4141000.00        | $4167280.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $600.00            | $598.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $200.00            | $198.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $400.00            | $408.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $509700.00         | $516601.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $1000.00           | $1030.62           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $3900.00           | $4029.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $41160500.00       | $41050857.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $3000000.00        | $3060826.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $639200.00         | $644941.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $4800000.00        | $4792424.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $300.00            | $301.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $1900.00           | $1941.09           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $30026500.00       | $31700102.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $38800.00          | $39345.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $30600.00          | $31169.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $4423500.00        | $4502303.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $5624500.00        | $5745459.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $4000.00           | $4038.30           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $1081000.00        | $1124796.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $41693400.00       | $43944662.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $1842200.00        | $1940208.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $500.00            | $516.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $40857400.00       | $41808986.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $15500000.00       | $15922009.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $3258400.00        | $3327839.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $48614300.00       | $49753602.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $400.00            | $406.66            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $2908800.00        | $2944689.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $190400.00         | $197670.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $3238500.00        | $3276143.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $6251000.00        | $6318590.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $2371900.00        | $2383332.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $224700.00         | $226073.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $999900.00         | $1008442.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-31      | 4.0000%  | 4.0000% | $750300.00         | $765949.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $234367300.00      | $239288585.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $5000000.00        | $5082504.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $130477700.00      | $131717201.38      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $80757900.00       | $81361225.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $61752600.00       | $62099935.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $2965700.00        | $2981589.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $800.00            | $806.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-10-31      | 3.7500%  | 3.7500% | $117000.00         | $116314.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $1458600.00        | $1459238.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $2811900.00        | $2779717.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $486000.00         | $481355.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $1430800.00        | $1420591.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $157205100.00      | $156422398.38      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.3750%  | 3.3750% | $1882000.00        | $1881614.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-01-15      | 1.8750%  | 1.8750% | $3800000.00        | $3783919.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $4998600.00        | $4990072.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $4388700.00        | $4333169.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $97.97             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-05      | 0.0000%  | 0.0000% | $8236200.00        | $8210527.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-01      | 0.0000%  | 0.0000% | $300.00            | $293.09            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-03      | 0.0000%  | 0.0000% | $300.00            | $299.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-29      | 0.0000%  | 0.0000% | $206814400.00      | $201512092.41      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-09      | 0.0000%  | 0.0000% | $1666100.00        | $1655168.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-10      | 0.0000%  | 0.0000% | $37764100.00       | $37733813.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-17      | 0.0000%  | 0.0000% | $3000000.00        | $2995461.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-03      | 0.0000%  | 0.0000% | $352200.00         | $351172.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-24      | 0.0000%  | 0.0000% | $200.00            | $193.89            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-18      | 0.0000%  | 0.0000% | $6203100.00        | $6120114.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-02      | 0.0000%  | 0.0000% | $999500.00         | $984737.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $5000.00           | $5354.61           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $1800.00           | $1880.30           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $91053900.00       | $93376419.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $39003400.00       | $40895859.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $20633900.00       | $22427859.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $177900.00         | $180560.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $964000.00         | $979637.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $309787300.00      | $317114158.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $1000.00           | $1035.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $52000.00          | $53931.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $333700.00         | $337071.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $2453200.00        | $2596620.31        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $18347900.00       | $18475266.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $500.00            | $500.15            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $1900.00           | $1932.70           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $758500.00         | $786133.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $50000000.00       | $55350097.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $999800.00         | $1050635.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $35100.00          | $35919.32          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $9712400.00        | $9942446.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $1304400.00        | $1310541.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $600.00            | $617.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $782000.00         | $808252.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $79800.00          | $80861.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $708500.00         | $712836.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $768900.00         | $741373.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $900.00            | $906.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $10600.00          | $11554.67          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $26000.00          | $26290.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $500.00            | $503.84            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $7819000.00        | $8028975.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $31999800.00       | $32819013.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $5311200.00        | $5222557.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 4.0000%  | 4.0000% | $600.00            | $610.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $26454000.00       | $26893794.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $11783900.00       | $11892115.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $800.00            | $809.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $880300.00         | $893913.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $40200.00          | $41011.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $284000.00         | $317125.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $491200.00         | $502581.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $37000000.00       | $37708869.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.1250%  | 3.1250% | $250000.00         | $248606.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $47000.00          | $49733.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $500.00            | $496.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $249700.00         | $243847.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $160000000.00      | $151300305.85      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $200.00            | $199.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $900.00            | $885.41            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $400.00            | $398.58            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $100.00            | $95.73             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $496300.00         | $445739.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $700.00            | $756.48            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $500.00            | $477.98            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $300.00            | $281.96            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $200.00            | $196.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $790800.00         | $747417.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $89100000.00       | $101038916.84      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $600.00            | $570.41            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $2000.00           | $2472.05           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.7500%  | 0.7500% | $265200.00         | $263826.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $200.00            | $191.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $800.00            | $799.77            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-15      | 0.1250%  | 0.1250% | $500.00            | $587.18            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $4000000.00        | $3788315.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $97400.00          | $92529.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $100.00            | $87.49             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $449500.00         | $427225.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $100.00            | $95.59             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $999200.00         | $871886.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $331400.00         | $317768.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $900.00            | $790.70            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $200.00            | $197.45            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $4300.00           | $5195.26           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 1.7500%  | 1.7500% | $999500.00         | $935582.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $400.00            | $397.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $400.00            | $376.17            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $200.00            | $200.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $956600.00         | $1233349.05        | U.S. Treasuries (including strips) |

### Security 143: SMBC Nikko Securities Inc

- **C.1 - Title:** SMBC Nikko Securities Inc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGWX6, C.4 - ISIN: 61748, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $601000.00         | $384374.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $605.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.5000%  | 3.5000% | $1000.00           | $518.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1272.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 2.5000%  | 2.5000% | $132823.00         | $91904.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $25005.00          | $17918.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $2000.00           | $1454.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $2000.00           | $1555.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1894002.00        | $1440616.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 3.0000%  | 3.0000% | $1000.00           | $731.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $279958.00         | $213493.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.5000%  | 4.5000% | $102104244.00      | $83886316.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $1000.00           | $833.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $1041.00           | $828.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0000%  | 5.0000% | $6096990.00        | $5148313.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $1000.00           | $803.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $900000.00         | $620495.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $1812.00           | $1506.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $43758120.00       | $36440630.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $111863479.00      | $80834279.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $734.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $2000.00           | $1680.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-02-01      | 3.5000%  | 3.5000% | $1000.00           | $161.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 3.0000%  | 3.0000% | $4579.00           | $211.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 4.0000%  | 4.0000% | $1001.00           | $17.19             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $8449841.00        | $1790578.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $2000.00           | $357.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.5000%  | 3.5000% | $107000.00         | $26767.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 3.0000%  | 3.0000% | $1000.00           | $205.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $461.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $300000.00         | $136732.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $599.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.0000%  | 3.0000% | $1000.00           | $650.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1000.00           | $629.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $726.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $680.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $714.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $40187.00          | $29358.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $915.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $9502640.00        | $8216621.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $3179500.00        | $2113212.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $2225.00           | $1620.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.5000%  | 6.5000% | $1178350.00        | $1047856.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $100000.00         | $79973.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $772920.00         | $616862.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.0000%  | 6.0000% | $1000.00           | $909.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $1394814.00        | $1033375.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $3649329.00        | $2203299.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 7.0000%  | 7.0000% | $1003.00           | $725.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1000.00           | $812.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $277438.00         | $255557.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $24907904.00       | $23350150.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-04-01      | 5.5000%  | 5.5000% | $193255.00         | $195240.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 3.0000%  | 3.0000% | $144000.00         | $99855.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $1007.00           | $567.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $586.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $1000.00           | $611.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $59973.00          | $41652.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 4.0000%  | 4.0000% | $6920000.00        | $3175931.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $729.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $699.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $2000.00           | $1357.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $7655272.00        | $5538393.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 5.5000%  | 5.5000% | $165658.00         | $702.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-12-01      | 5.5000%  | 5.5000% | $46556.00          | $237.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.0000%  | 4.0000% | $143203.00         | $22241.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-12-01      | 4.5000%  | 4.5000% | $9806.00           | $806.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.0000%  | 4.0000% | $1000.00           | $110.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $1000.00           | $114.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 6.0490%  | 6.0490% | $827628.00         | $91194.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 3.5000%  | 3.5000% | $11696.00          | $774.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-03-01      | 3.5000%  | 3.5000% | $1000.00           | $104.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 3.5000%  | 3.5000% | $2000.00           | $212.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-05-01      | 3.5000%  | 3.5000% | $1496.00           | $154.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 3.5000%  | 3.5000% | $1000.00           | $121.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 3.5000%  | 3.5000% | $1000.00           | $87.04             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 3.0000%  | 3.0000% | $1000.00           | $116.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 3.0000%  | 3.0000% | $1980.00           | $448.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 6.0000%  | 6.0000% | $2320242.00        | $26563.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $1000.00           | $666.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-06-01      | 3.5000%  | 3.5000% | $1000.00           | $589.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.5000%  | 5.5000% | $1000.00           | $774.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 2.5000%  | 2.5000% | $1000.00           | $169.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 2.0000%  | 2.0000% | $1000.00           | $482.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 3.5000%  | 3.5000% | $52938.00          | $30533.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-10-01      | 5.5000%  | 5.5000% | $50000.00          | $28496.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-07-01      | 5.5000%  | 5.5000% | $9000.00           | $5329.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 6.0000%  | 6.0000% | $8000.00           | $5131.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 2.0000%  | 2.0000% | $1000.00           | $447.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 3.0000%  | 3.0000% | $451264.00         | $274455.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 3.5000%  | 3.5000% | $763000.00         | $217414.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.0000%  | 3.0000% | $1000.00           | $286.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.5000%  | 2.5000% | $326000.00         | $180277.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 4.5000%  | 4.5000% | $1000.00           | $331.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $100000.00         | $68278.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $795000.00         | $564123.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.5000%  | 3.5000% | $2000.00           | $1380.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $2000.00           | $1446.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $2339000.00        | $1837617.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1024.00           | $742.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $744.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.0000%  | 4.0000% | $1000.00           | $765.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $6968380.00        | $5356584.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $1000.00           | $618.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $784.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $600000.00         | $436205.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $200000.00         | $145794.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 2.5000%  | 2.5000% | $1000.00           | $743.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $760.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $15599808.00       | $13454833.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $738.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $51190000.00       | $35708999.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $285000.00         | $246310.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $914.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $3812170.00        | $3635853.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 3.5000%  | 3.5000% | $1000.00           | $89.13             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 4.0000%  | 4.0000% | $1000.00           | $99.52             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.0000%  | 3.0000% | $2000.00           | $344.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $1980.00           | $360.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.5000%  | 3.5000% | $2740.00           | $808.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $95009.00          | $59462.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $2000.00           | $1255.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 3.0000%  | 3.0000% | $1001.00           | $457.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000% | $48000.00          | $27508.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $597464.00         | $507879.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $843.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $943.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $1000.00           | $984.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $144557.00         | $147895.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $1000.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1135000.00        | $1164452.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1027.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $3000.00           | $3107.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1016.00           | $1042.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $2333728.00        | $2387033.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1011.00           | $1038.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 4.0000%  | 4.0000% | $1000.00           | $160.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 3.0000%  | 3.0000% | $641749.00         | $153174.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2064-09-01      | 2.5000%  | 2.5000% | $105898116.00      | $83872582.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-08-01      | 5.5000%  | 5.5000% | $14260001.00       | $3475309.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-01-01      | 4.0000%  | 4.0000% | $100000.00         | $32393.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-06-01      | 4.0000%  | 4.0000% | $1024.00           | $732.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 2.9400%  | 2.9400% | $1000.00           | $704.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-12-01      | 4.0000%  | 4.0000% | $260653.00         | $59679.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.5000%  | 4.5000% | $699000.00         | $97094.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $2048.00           | $547.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $200000.00         | $37255.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $250000.00         | $82357.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000% | $1000.00           | $354.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.0000%  | 3.0000% | $1000.00           | $453.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $247000.00         | $127146.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $93000.00          | $28977.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $1047770.00        | $584832.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $627.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1003.00           | $725.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1015.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $3402880.00        | $2492195.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.5000%  | 4.5000% | $3213424.00        | $2213919.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $202258.00         | $167896.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $1002.00           | $765.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $1000.00           | $577.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 3.0000%  | 3.0000% | $79502720.00       | $15556167.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-05-01      | 4.0000%  | 4.0000% | $1000.00           | $122.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $12601698.00       | $2849374.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 4.0000%  | 4.0000% | $1317584.00        | $245191.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 5.0000%  | 5.0000% | $449000.00         | $90814.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $73670.00          | $17094.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $3418046.00        | $1248440.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $1024.00           | $455.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $19470830.00       | $11020164.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $23165184.00       | $12036239.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.0000%  | 2.0000% | $1024.00           | $519.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $72402525.00       | $45018392.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1120.00           | $641.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $89790.00          | $50213.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.5000%  | 3.5000% | $1024.00           | $440.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $2003.00           | $1262.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.0000%  | 2.0000% | $1236.00           | $747.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $896567.00         | $660260.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $700.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $444000.00         | $321265.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $552000.00         | $385903.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $1000.00           | $791.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $765.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $63859209.00       | $49000951.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1952418.00        | $1541338.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 6.0000%  | 6.0000% | $1024.00           | $719.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1699000.00        | $1347468.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.5000%  | 4.5000% | $2226408.00        | $1819051.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 4.5000%  | 4.5000% | $5340712.00        | $4002578.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.5000%  | 4.5000% | $1000.00           | $810.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $91619.00          | $68091.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.5000%  | 4.5000% | $1024.00           | $843.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $6482208.00        | $5088298.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 4.0000%  | 4.0000% | $1371079.00        | $1067196.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 5.0000%  | 5.0000% | $1000.00           | $997.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 1.5000%  | 1.5000% | $1000.00           | $358.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $660480.00         | $589341.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $1000.00           | $928.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $126812282.00      | $88185470.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 5.5000%  | 5.5000% | $1001.00           | $2.87              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 5.0000%  | 5.0000% | $1001.00           | $6.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 5.5000%  | 5.5000% | $38924.00          | $94.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1000.00           | $108.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 7.5000%  | 7.5000% | $36065300.00       | $19849.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 5.0000%  | 5.0000% | $1649976.00        | $82878.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $1000.00           | $23.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 3.0000%  | 3.0000% | $1083.00           | $79.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $6737504.00        | $708227.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $51043870.00       | $3808645.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.0000%  | 3.0000% | $9782470.00        | $1310171.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $8339040.00        | $1435352.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-03-01      | 3.5000%  | 3.5000% | $1958092.00        | $273248.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $14004797.00       | $2312840.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 3.5000%  | 3.5000% | $22015.00          | $4836.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $1592476.00        | $323420.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 3.0000%  | 3.0000% | $1462598.00        | $104900.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $435000.00         | $44062.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.0000%  | 4.0000% | $956483.00         | $124206.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $180790773.00      | $16701304.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-10-01      | 3.5000%  | 3.5000% | $8303616.00        | $2215689.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 5.0000%  | 5.0000% | $4713418.00        | $67429.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 6.0000%  | 6.0000% | $1379.00           | $7.17              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.0000%  | 5.0000% | $7494957.00        | $63689.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-09-01      | 5.5000%  | 5.5000% | $4877336.00        | $31913.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $453790.00         | $318829.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $34058.00          | $34990.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $1000.00           | $662.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1000.00           | $845.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $767.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 7.0000%  | 7.0000% | $1790446.00        | $1099492.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $1213038.00        | $1100069.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $901.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $747.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 4.5000%  | 4.5000% | $84761.00          | $78373.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $970.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $439000.00         | $447329.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1651932.00        | $1695872.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1970400.00        | $1157693.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 7.0000%  | 7.0000% | $1000.00           | $1085.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $9138340.00        | $9261820.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $1000.00           | $927.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1031.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $1000.00           | $1023.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1054.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1273619.00        | $1297727.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1041.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $4154530.00        | $4260471.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1038.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1030.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1022.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1027.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1027.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1000.00           | $1059.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.0000%  | 4.0000% | $1000.00           | $961.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $225000.00         | $69951.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 4.0000%  | 4.0000% | $1000.00           | $254.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 5.0000%  | 5.0000% | $519000.00         | $183544.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 2.0000%  | 2.0000% | $2000.00           | $830.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $2300000.00        | $560543.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 2.0000%  | 2.0000% | $186576.00         | $79474.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $503.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.5000%  | 2.5000% | $649394.00         | $254369.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 2.0000%  | 2.0000% | $96000.00          | $36945.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 3.5000%  | 3.5000% | $125942.00         | $52845.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 2.0000%  | 2.0000% | $1001.00           | $430.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $48000.00          | $16247.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $210000.00         | $115836.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.5000%  | 3.5000% | $2299000.00        | $999777.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 2.5000%  | 2.5000% | $198000.00         | $69327.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 4.0000%  | 4.0000% | $1372000.00        | $403346.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 1.5000%  | 1.5000% | $7339160.00        | $3641458.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $99000.00          | $54904.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $100000.00         | $53308.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $979910.00         | $398270.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.0000%  | 3.0000% | $235081.00         | $143116.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1024.00           | $740.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $1000.00           | $610.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $200000.00         | $132210.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $505000.00         | $296460.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 2.0000%  | 2.0000% | $53667.00          | $30417.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $656.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $634820.00         | $396301.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1543573.00        | $998674.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $386509.00         | $227669.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 5.0000%  | 5.0000% | $269676.00         | $158998.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $9424000.00        | $6094011.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $100000.00         | $63404.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $176000.00         | $132894.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $11069088.00       | $7744719.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $13290627.00       | $8940532.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $86000.00          | $64693.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 4.0000%  | 4.0000% | $163000.00         | $106981.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $185000.00         | $131222.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $1000.00           | $712.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $2000.00           | $1401.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $1000000.00        | $741092.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $850000.00         | $556496.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $610000.00         | $398398.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $8113.00           | $5860.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 2.5000%  | 2.5000% | $1130000.00        | $782589.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $46237957.00       | $35934375.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $215000.00         | $153154.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 5.5000%  | 5.5000% | $222000.00         | $145135.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $50000.00          | $34942.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1441300.00        | $1088543.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $2933000.00        | $2186444.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 2.0000%  | 2.0000% | $6026466.00        | $4146783.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $60000.00          | $43309.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $43162399.00       | $33177801.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $505487.00         | $369546.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $154000.00         | $117402.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $226678.00         | $170145.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $140000.00         | $93650.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.5000%  | 3.5000% | $829800.00         | $611543.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $281000.00         | $203377.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $101001.00         | $73831.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $450000.00         | $335246.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 2.5000%  | 2.5000% | $1000.00           | $730.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $48240000.00       | $34728650.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1927950.00        | $1467815.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.5000%  | 4.5000% | $1000.00           | $822.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $329110.00         | $241702.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $2493000.00        | $1960243.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $2811232.00        | $2235423.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $20750909.00       | $17504825.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $38299352.00       | $30393664.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $220004.00         | $179917.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $1024.00           | $845.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $143356.00         | $97204.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $716881.00         | $574525.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $840.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $45700000.00       | $35297813.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $2000.00           | $1576.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1398000.00        | $1128149.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1000.00           | $863.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.5000%  | 6.5000% | $3848441.00        | $3128185.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1216.00           | $1062.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.0000%  | 5.0000% | $1000.00           | $930.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $4000.00           | $3400.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $35761889.00       | $27859155.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $899.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $31484840.00       | $29805526.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $4278965.00        | $4079307.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $1008.00           | $956.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $1024.00           | $957.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $1008.00           | $948.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.5000%  | 6.5000% | $1008.00           | $887.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $855016.00         | $676104.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $2016.00           | $2027.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.5000%  | 6.5000% | $1000.00           | $1063.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $2999.00           | $3129.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $2689.00           | $2751.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $1740808.00        | $1780522.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $52243176.00       | $50621268.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $3185614.00        | $3038439.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.0000%  | 4.0000% | $873480.00         | $755566.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $3233347.00        | $3112879.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $1008.00           | $865.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-03-01      | 2.0000%  | 2.0000% | $90000.00          | $75416.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.5000%  | 6.5000% | $1131405.00        | $1118321.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $60000.00          | $55204.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $1039.00           | $1056.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1879502.00        | $1925831.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $1006.00           | $1026.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1027.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 4.0000%  | 4.0000% | $1000.00           | $949.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1024.00           | $1043.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $4864.00           | $4998.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $1002.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $503459.00         | $431849.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 3.5000%  | 3.5000% | $99999.00          | $33936.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $104646.00         | $32966.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 3.5000%  | 3.5000% | $1000.00           | $187.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-09-01      | 3.5000%  | 3.5000% | $1000.00           | $206.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1493490.00        | $603883.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.5000%  | 3.5000% | $287000.00         | $61485.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 3.0000%  | 3.0000% | $629000.00         | $106134.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $491000.00         | $85605.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $1000.00           | $366.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 5.0000%  | 5.0000% | $135000.00         | $40910.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 4.0000%  | 4.0000% | $1549000.00        | $489637.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.0000%  | 4.0000% | $1000.00           | $287.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-05-01      | 3.5000%  | 3.5000% | $1001.00           | $83.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.0000%  | 4.0000% | $1000.00           | $81.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 1.5000%  | 1.5000% | $70104.00          | $39299.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $39200000.00       | $37687269.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 4.0000%  | 4.0000% | $141402.00         | $5429.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-15      | 1.6590%  | 1.6590% | $1000.00           | $48.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 3.5000%  | 3.5000% | $1000.00           | $71.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 5.0000%  | 5.0000% | $1000.00           | $100.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 3.0000%  | 3.0000% | $1000.00           | $131.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.5000%  | 4.5000% | $941001.00         | $71503.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 6.0000%  | 6.0000% | $64000.00          | $7485.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 1.5000%  | 1.5000% | $555664.00         | $286681.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.0000%  | 2.0000% | $1000.00           | $480.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $414925.00         | $209506.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 2.5000%  | 2.5000% | $4659692.00        | $2280386.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 2.5000%  | 2.5000% | $77330000.00       | $40130560.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 3.5000%  | 3.5000% | $1000.00           | $460.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 3.5000%  | 3.5000% | $4240176.00        | $2709143.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-20      | 1.5000%  | 1.5000% | $1000.00           | $512.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.0000%  | 2.0000% | $92610850.00       | $58056019.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | 5.5000% | $6653160.00        | $4465445.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 4.0000%  | 4.0000% | $1000.00           | $745.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 4.5000%  | 4.5000% | $39000.00          | $30303.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.0000%  | 5.0000% | $53464128.00       | $40333509.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 5.0000%  | 5.0000% | $3704498.00        | $3257021.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $403999.00         | $307407.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-15      | 4.0000%  | 4.0000% | $202801.00         | $102165.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $134998.00         | $47542.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-03-15      | 4.7400%  | 4.7400% | $6048.00           | $5854.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-05-15      | 4.5490%  | 4.5490% | $1000.00           | $959.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 3.0000%  | 3.0000% | $1000.00           | $234.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $1000.00           | $672.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 6.0000%  | 6.0000% | $57110000.00       | $37674224.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 3.0000%  | 3.0000% | $98646.00          | $36769.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-15      | 4.0000%  | 4.0000% | $1000.00           | $55.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-12-15      | 4.8200%  | 4.8200% | $1000.00           | $973.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-12-15      | 4.9000%  | 4.9000% | $3036000.00        | $2971745.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-04-15      | 4.6690%  | 4.6690% | $1000.00           | $966.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 7.0000%  | 7.0000% | $1000.00           | $140.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.0000%  | 5.0000% | $1000.00           | $994.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-07-15      | 5.3490%  | 5.3490% | $97291.00          | $98214.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $1000.00           | $829.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.0000%  | 5.0000% | $1400130.00        | $1381398.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $1000.00           | $820.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $359240.00         | $346850.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1000.00           | $765.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1008.00           | $1014.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1000.00           | $1043.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1874140.00        | $1950145.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $1000.00           | $1050.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $1375492.00        | $1464763.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $1000.00           | $1035.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1033.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $1008.00           | $1033.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1658366.00        | $1702449.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $1000.00           | $1067.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $1000.00           | $1049.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1064.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1029.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $7382048.00        | $7661874.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $1000.00           | $1025.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1198826.00        | $1245281.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $3068788.00        | $3153917.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $126555.00         | $87275.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $1000.00           | $819.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $2839242.00        | $2239177.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $2535716.00        | $2193494.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 2.5000%  | 2.5000% | $1000.00           | $748.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $300000.00         | $202258.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1570608.00        | $1196715.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $7396666.00        | $5130477.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.0000%  | 4.0000% | $1000000.00        | $752166.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $1002.00           | $774.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $100000.00         | $68191.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.0000%  | 4.0000% | $995000.00         | $768534.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.0000%  | 3.0000% | $103048.00         | $78675.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $3643990.00        | $2692877.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1364393.00        | $980472.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $1438113.00        | $1086431.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $1000.00           | $709.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $1120.00           | $944.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $1053.00           | $910.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $1000.00           | $800.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $42401720.00       | $34108251.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $1062824.00        | $791902.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $766.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.0000%  | 5.0000% | $21067.00          | $18336.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 2.5000%  | 2.5000% | $2874812.00        | $2019502.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.0000%  | 5.0000% | $1000.00           | $719.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $335000.00         | $256409.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $1000.00           | $823.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $155147.00         | $117698.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 4.5000%  | 4.5000% | $68071.00          | $59842.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $583228.00         | $474121.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $1024.00           | $854.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $56004.00          | $43422.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $146941.00         | $115088.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $833.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $200000.00         | $141132.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000% | $1000.00           | $861.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $873.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 2.5000%  | 2.5000% | $1000.00           | $767.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $891.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $2278000.00        | $1751055.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $32807680.00       | $28298143.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $8661414.00        | $7596110.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.5000%  | 4.5000% | $355350.00         | $303094.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-12-01      | 5.0000%  | 5.0000% | $1000.00           | $807.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-25      | 3.5000%  | 3.5000% | $1024.00           | $794.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1062.00           | $1069.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $1000.00           | $979.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.0000%  | 5.0000% | $1024.00           | $994.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $3964432.00        | $4040437.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $2029.00           | $2041.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $13196048.00       | $13300174.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $1000.00           | $1009.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $26872576.00       | $26448962.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $34170000.00       | $35132682.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 3.5000%  | 3.5000% | $986874.00         | $83583.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-09-01      | 3.0000%  | 3.0000% | $599000.00         | $168981.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 5.9000%  | 5.9000% | $1859.00           | $52.67             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 5.4900%  | 5.4900% | $259150.00         | $25556.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-02-01      | 5.0000%  | 5.0000% | $500000.00         | $40977.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 3.0000%  | 3.0000% | $402585.00         | $49260.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-05-01      | 3.5000%  | 3.5000% | $1144990.00        | $181463.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-03-01      | 3.5000%  | 3.5000% | $208999.00         | $33698.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-03-01      | 4.0000%  | 4.0000% | $990000.00         | $114429.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 4.5000%  | 4.5000% | $300000.00         | $229003.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 3.5000%  | 3.5000% | $1040.00           | $561.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 3.0000%  | 3.0000% | $95969024.00       | $58174865.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 3.0000%  | 3.0000% | $1024.00           | $603.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 3.0000%  | 3.0000% | $40653568.00       | $23091907.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 3.0000%  | 3.0000% | $1000.00           | $606.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 3.0000%  | 3.0000% | $1040.00           | $637.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 3.0000%  | 3.0000% | $16635648.00       | $11661360.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | 3.0000% | $170000.00         | $90215.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 4.5000%  | 4.5000% | $1024.00           | $639.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 6.0000%  | 6.0000% | $40744.00          | $31148.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $306000.00         | $202649.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-15      | 5.5000%  | 5.5000% | $4098992.00        | $2696341.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.0000%  | 5.0000% | $1000.00           | $767.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 5.0000%  | 5.0000% | $79000.00          | $68939.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-12-20      | 7.0000%  | 7.0000% | $1000.00           | $603.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-15      | 5.5000%  | 5.5000% | $1000.00           | $14.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 5.5000%  | 5.5000% | $1000.00           | $6.36              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.0000%  | 6.0000% | $1000.00           | $7.18              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-15      | 3.0000%  | 3.0000% | $1000.00           | $252.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-15      | 5.5000%  | 5.5000% | $1024.00           | $9.01              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 5.0000%  | 5.0000% | $1000.00           | $12.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 5.5000%  | 5.5000% | $10959198.00       | $41406.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-15      | 5.0000%  | 5.0000% | $1000.00           | $7.42              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-15      | 5.0000%  | 5.0000% | $1000.00           | $244.67            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-03      | 0.0000%  | 0.0000% | $200.00            | $199.41            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-25      | 0.0000%  | 0.0000% | $8800.00           | $8676.21           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-16      | 0.0000%  | 0.0000% | $125500.00         | $123481.83         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-19      | 0.0000%  | 0.0000% | $9397900.00        | $9298968.30        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2037-05-15      | 5.0000%  | 5.0000% | $3200.00           | $3435.61           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-05-15      | 4.2500%  | 4.2500% | $100.00            | $98.48             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-11-15      | 4.3750%  | 4.3750% | $446900.00         | $443092.89         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-02-15      | 4.6250%  | 4.6250% | $533200.00         | $547795.35         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-11-15      | 4.2500%  | 4.2500% | $159700.00         | $154849.69         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-02-15      | 4.7500%  | 4.7500% | $300.00            | $310.63            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-02-15      | 2.3750%  | 2.3750% | $550200.00         | $409642.82         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-02-15      | 2.1250%  | 2.1250% | $3400.00           | $3263.56           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 2.3750%  | 2.3750% | $6372800.00        | $6292171.17        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-11-15      | 4.6250%  | 4.6250% | $253000.00         | $248752.36         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $1500.00           | $1486.36           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 4.1250%  | 4.1250% | $100.00            | $101.99            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-31      | 3.5000%  | 3.5000% | $1862200.00        | $1893158.87        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-15      | 4.6250%  | 4.6250% | $300.00            | $306.07            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-08-15      | 3.8750%  | 3.8750% | $515000.00         | $513628.15         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-31      | 4.1250%  | 4.1250% | $10784600.00       | $10933734.57       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $1200.00           | $1232.83           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 4.2500%  | 4.2500% | $600.00            | $624.30            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-03-15      | 3.8750%  | 3.8750% | $100.00            | $102.13            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 3.8750%  | 3.8750% | $93000.00          | $94549.99          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-04-30      | 4.0000%  | 4.0000% | $300.00            | $303.70            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-15      | 3.8750%  | 3.8750% | $155000.00         | $156844.80         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-06-30      | 3.8750%  | 3.8750% | $1300.00           | $1310.10           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-08-15      | 4.2500%  | 4.2500% | $3900.00           | $3981.89           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 3.6250%  | 3.6250% | $2141800.00        | $2160375.81        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-15      | 3.3750%  | 3.3750% | $25621000.00       | $25812409.11       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-09-30      | 3.8750%  | 3.8750% | $84400.00          | $84874.71          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-09-30      | 3.6250%  | 3.6250% | $6200.00           | $6233.21           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-15      | 3.5000%  | 3.5000% | $167500.00         | $168798.20         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.5000%  | 3.5000% | $300.00            | $301.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $1024.00           | $1066.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $1024.00           | $1066.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 7.0000%  | 7.0000% | $168210.00         | $85603.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.0000%  | 5.0000% | $19184640.00       | $18267447.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 7.0000%  | 7.0000% | $1000.00           | $821.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 7.5000%  | 7.5000% | $1000.00           | $1037.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $13034928.00       | $13189558.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $2552632.00        | $2066671.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $38749.00          | $35437.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $1000.00           | $891.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1041.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1026.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $1000.00           | $1040.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.0000%  | 5.0000% | $1000.00           | $1006.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-12-20      | 6.0000%  | 6.0000% | $1000.00           | $1031.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 7.0000%  | 7.0000% | $1000.00           | $1053.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $1000.00           | $1063.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $1671817.00        | $1683387.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1000.00           | $1036.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.6500%  | 5.6500% | $1000.00           | $1044.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $1000.00           | $1011.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $2391296.00        | $2450798.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1008.00           | $1046.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1831312.00        | $1898975.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $5409410.00        | $5726116.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1000.00           | $1060.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 4.5000%  | 4.5000% | $2526348.00        | $276231.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 5.5000%  | 5.5000% | $8324992.00        | $160729.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-20      | 6.0000%  | 6.0000% | $375068.00         | $6036.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.0000%  | 6.0000% | $1024.00           | $8.72              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 5.5000%  | 5.5000% | $467144.00         | $14475.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-20      | 4.0000%  | 4.0000% | $999148.00         | $42255.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.5000%  | 4.5000% | $1008.00           | $40.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 4.5000%  | 4.5000% | $1000.00           | $48.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 5.0000%  | 5.0000% | $118750000.00      | $2180354.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-15      | 4.5000%  | 4.5000% | $314000.00         | $38744.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-20      | 6.0000%  | 6.0000% | $1000.00           | $31.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-20      | 6.0000%  | 6.0000% | $1491974.00        | $42588.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-15      | 4.5000%  | 4.5000% | $1000.00           | $40.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 4.0000%  | 4.0000% | $1000.00           | $105.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 4.5000%  | 4.5000% | $1000.00           | $67.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-15      | 4.5000%  | 4.5000% | $25000.00          | $2596.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 3.5000%  | 3.5000% | $1000.00           | $6.83              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 4.2500%  | 4.2500% | $1000.00           | $307.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 3.0000%  | 3.0000% | $1024.00           | $504.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 4.5000%  | 4.5000% | $1000.00           | $270.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-15      | 5.5000%  | 5.5000% | $1000.00           | $254.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $393000.00         | $68024.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-15      | 5.5000%  | 5.5000% | $222000.00         | $65397.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.0000%  | 3.0000% | $1228000.00        | $570161.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.0000%  | 4.0000% | $1100776.00        | $440253.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.5000%  | 3.5000% | $5637120.00        | $2101209.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.5000%  | 3.5000% | $89307040.00       | $22379418.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | 4.0000% | $1000.00           | $316.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 4.5000%  | 4.5000% | $1000.00           | $229.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 4.5000%  | 4.5000% | $1024.00           | $279.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 3.0000%  | 3.0000% | $1000.00           | $458.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 3.5000%  | 3.5000% | $1000.00           | $399.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.5000%  | 3.5000% | $1024.00           | $339.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.0000%  | 5.0000% | $1000.00           | $753.72            | Agency Mortgage-Backed Securities |

### Security 144: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGY06, C.4 - ISIN: 754, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $406683700.00      | $415436661.65      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-12-31      | 4.5000%  | 4.5000% | $73684300.00       | $76232987.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $18066400.00       | $18330369.06       | U.S. Treasuries (including strips) |

### Security 145: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVL3, C.4 - ISIN: 754, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $148095000.00      | $232835077.05      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $1100.00           | $1086.55           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $1000.00           | $988.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $141948000.00      | $175279322.31      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $158000000.00      | $190901491.30      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $150000000.00      | $143529139.22      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $6375000.00        | $6545566.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $659800.00         | $663768.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $341000000.00      | $351366844.78      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $278000000.00      | $279380483.84      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $363500000.00      | $372565499.21      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $151999000.00      | $154632977.45      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $131599000.00      | $132297754.53      | U.S. Treasuries (including strips) |

### Security 146: SOCIETE GENERALE NY

- **C.1 - Title:** SOCIETE GENERALE NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 248815378, C.4 - ISIN: 4290, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $252677900.00      | $261665224.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $264081000.00      | $265392365.30      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $85131400.00       | $87170428.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $268649300.00      | $270761239.71      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $134051900.00      | $135010745.09      | U.S. Treasuries (including strips) |

### Security 147: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGX72, C.4 - ISIN: 37035, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $1023038300.00     | $1020000101.32     | U.S. Treasuries (including strips) |

### Security 148: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVJ8, C.4 - ISIN: 1837, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $1462535.00        | $1452100.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $1426910.00        | $1438435.64        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $293565.00         | $295840.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $1929880.00        | $1940219.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $30975.00          | $31625.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $1936245.00        | $1951294.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $5933515.00        | $6031016.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $1386605.00        | $1406990.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $1243340.00        | $1272270.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $3416230.00        | $3509710.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $2946550.00        | $3009917.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $1250000.00        | $1272268.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $10226550.00       | $10482351.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $122630.00         | $122436.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $8757900.00        | $8872619.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $8791365.00        | $8870336.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $9774235.00        | $10073613.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $1372395.00        | $1390978.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $491370.00         | $502328.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $1775455.00        | $1854661.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $2482260.00        | $2534830.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $2818110.00        | $2954845.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $2134895.00        | $2195155.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $403595.00         | $418045.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $1303080.00        | $1316244.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $10559020.00       | $10851850.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $281715.00         | $294433.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $7163205.00        | $7308363.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $1410990.00        | $1469514.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $2896800.00        | $2994048.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $311695.00         | $313958.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $2055485.00        | $2070593.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $148880.00         | $149976.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $922915.00         | $939728.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $979520.00         | $1005824.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $4019560.00        | $4122463.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $408680.00         | $413686.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $72930.00          | $74619.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $426810.00         | $429711.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $12000000.00       | $12027003.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $8948820.00        | $8924684.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $12000000.00       | $11957473.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $3294820.00        | $3262678.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $375295.00         | $367951.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $2669080.00        | $2526053.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $1928455.00        | $1681712.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $577295.00         | $568285.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $5.00              | $4.72              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $1720495.00        | $1694962.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $214860.00         | $188081.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $1833110.00        | $1730380.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $3700000.00        | $3507011.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $6500000.00        | $6179542.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $7820745.00        | $7433195.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $2000000.00        | $1929281.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $5056275.00        | $4991924.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $454980.00         | $452264.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $512860.00         | $510848.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $99170.00          | $97428.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $1409705.00        | $1316749.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $43155.00          | $42675.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $105405.00         | $95158.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $17069520.00       | $10511832.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $1475225.00        | $1004022.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $359845.00         | $203903.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $1840235.00        | $1168350.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $3299555.00        | $1642166.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $1576015.00        | $1002056.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $213980.00         | $160168.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $1715605.00        | $1144824.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $2631580.00        | $2003963.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $6136440.00        | $4736113.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 2.7500%  | 2.7500% | $25760.00          | $20163.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $1167530.00        | $1278173.36        | U.S. Treasuries (including strips) |

### Security 149: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGXW7, C.4 - ISIN: 1837, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-30      | 3.5000%  | 3.5000% | $4484071.42        | $4452079.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-15      | 3.5000%  | 3.5000% | $5499128.57        | $5541749.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-15      | 3.3750%  | 3.3750% | $6222885.71        | $6269375.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 3.6250%  | 3.6250% | $716814.28         | $723031.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-08-15      | 4.2500%  | 4.2500% | $13714.28          | $14002.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-07-31      | 3.8750%  | 3.8750% | $5926042.85        | $6067015.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-31      | 4.0000%  | 4.0000% | $1197285.71        | $1216959.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-04-30      | 3.8750%  | 3.8750% | $2587914.28        | $2625961.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-03-31      | 4.0000%  | 4.0000% | $32203571.42       | $32952903.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-02-15      | 4.6250%  | 4.6250% | $2597499.99        | $2735692.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 4.2500%  | 4.2500% | $412999.99         | $429732.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $22589685.71       | $23207822.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-12-31      | 4.5000%  | 4.5000% | $2533328.57        | $2619855.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-30      | 4.1250%  | 4.1250% | $2920342.85        | $2983147.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.1250%  | 4.1250% | $631199.99         | $646988.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-09-30      | 3.5000%  | 3.5000% | $37995614.28       | $38193258.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-15      | 3.3750%  | 3.3750% | $173728.57         | $175493.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-31      | 3.7500%  | 3.7500% | $9148985.71        | $9231169.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 4.0000%  | 4.0000% | $1675014.28        | $1726318.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-06-30      | 4.2500%  | 4.2500% | $15147242.85       | $15485058.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-05-31      | 4.6250%  | 4.6250% | $641557.14         | $670178.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-15      | 4.5000%  | 4.5000% | $3571428.57        | $3647066.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-30      | 4.6250%  | 4.6250% | $37733342.85       | $39292876.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-04-30      | 4.6250%  | 4.6250% | $878942.85         | $921589.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-03-31      | 4.1250%  | 4.1250% | $4067371.42        | $4182179.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-01-31      | 4.0000%  | 4.0000% | $2413128.57        | $2487226.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-15      | 4.6250%  | 4.6250% | $3875042.85        | $3941739.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-31      | 4.8750%  | 4.8750% | $16741957.14       | $17497820.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-15      | 4.6250%  | 4.6250% | $13293957.14       | $13563352.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 4.6250%  | 4.6250% | $3919385.71        | $4081951.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-15      | 4.6250%  | 4.6250% | $218828.57         | $223936.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 4.3750%  | 4.3750% | $206385.71         | $211274.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-07-31      | 4.1250%  | 4.1250% | $3629357.14        | $3751197.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-30      | 4.0000%  | 4.0000% | $16283642.85       | $16500327.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-31      | 3.6250%  | 3.6250% | $649028.57         | $653742.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-15      | 3.6250%  | 3.6250% | $7590771.42        | $7646567.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-30      | 3.5000%  | 3.5000% | $155385.71         | $156530.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-15      | 4.6250%  | 4.6250% | $41830057.14       | $42592094.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-28      | 4.0000%  | 4.0000% | $1472499.99        | $1512043.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-29      | 4.0000%  | 4.0000% | $21660614.28       | $22215138.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-30      | 3.8750%  | 3.8750% | $19603457.14       | $19843615.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 4.1250%  | 4.1250% | $12977414.28       | $13278108.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-31      | 3.1250%  | 3.1250% | $9601228.57        | $9666493.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-31      | 2.6250%  | 2.6250% | $6551514.28        | $6501840.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 2.7500%  | 2.7500% | $452528.57         | $451308.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-28      | 1.8750%  | 1.8750% | $384228.57         | $380480.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-31      | 1.2500%  | 1.2500% | $15878671.42       | $15567972.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-30      | 1.5000%  | 1.5000% | $4871057.14        | $4610035.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-15      | 1.3750%  | 1.3750% | $19271.42          | $16805.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-31      | 1.3750%  | 1.3750% | $372099.99         | $351899.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-31      | 1.1250%  | 1.1250% | $2872885.71        | $2713798.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-15      | 1.2500%  | 1.2500% | $13235271.42       | $11585700.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-07-31      | 1.0000%  | 1.0000% | $13329257.14       | $12582269.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 0.8750%  | 0.8750% | $3563828.57        | $3526016.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 0.5000%  | 0.5000% | $1150771.42        | $1093745.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 0.6250%  | 0.6250% | $5545728.57        | $4872283.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-31      | 1.5000%  | 1.5000% | $187642.85         | $185254.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-15      | 2.2500%  | 2.2500% | $230042.85         | $229333.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.1250%  | 3.1250% | $267857.14         | $266258.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $2310499.99        | $2289504.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-15      | 2.7500%  | 2.7500% | $21428571.42       | $21360650.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-08-15      | 4.7500%  | 4.7500% | $3548471.42        | $3553608.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 4.5000%  | 4.5000% | $10842.85          | $10680.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-02-15      | 2.3750%  | 2.3750% | $5652842.85        | $4208735.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2052-02-15      | 2.2500%  | 2.2500% | $10484485.71       | $6456605.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-11-15      | 2.0000%  | 2.0000% | $7913042.85        | $5537760.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-08-15      | 1.3750%  | 1.3750% | $4858414.28        | $2417999.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-08-15      | 3.7500%  | 3.7500% | $14285714.28       | $13078150.93       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 6.0000%  | 6.0000% | $144.28            | $102.75            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $534.28            | $395.80            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.5000%  | 5.5000% | $185.71            | $153.54            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.5000%  | 5.5000% | $142.85            | $122.21            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.0000%  | 5.0000% | $338212.57         | $315859.70         | U.S. Treasuries (including strips) |

### Security 150: TD SECURITIES USA LLC

- **C.1 - Title:** TD SECURITIES USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGXZ0, C.4 - ISIN: 36028, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2045-02-15      | 4.0000%  | 4.0000% | $32000000.00       | $449669.89         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2052-10-15      | 2.5000%  | 2.5000% | $76274661.00       | $9099042.04        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2053-09-25      | 0.0000%  | 0.0000% | $2000000.00        | $1031394.24        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2040-11-01      | 4.0000%  | 4.0000% | $170000000.00      | $1525384.99        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2054-09-01      | 6.0000%  | 6.0000% | $135126720.00      | $121866708.01      | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2055-11-01      | 6.0000%  | 6.0000% | $131081721.00      | $134965099.05      | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-08-25      | 3.0000%  | 3.0000% | $24000000.00       | $2848443.26        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-04-01      | 4.5000%  | 4.5000% | $24225470.00       | $3856072.83        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-02-01      | 3.5000%  | 3.5000% | $34928513.00       | $5871207.36        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 4.0000%  | 4.0000% | $75823306.00       | $13292518.37       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 5.5000%  | 5.5000% | $42011002.00       | $6873663.21        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 6.5000%  | 6.5000% | $21113727.00       | $2800665.85        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2052-01-25      | 2.5000%  | 2.5000% | $13750000.00       | $1520131.19        | Agency Debentures and Agency Strips |

### Security 151: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $644902187.29
- **C.18.a - Value (excl. sponsor support):** $644902187.29
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $886370749.30
- **C.18.a - Value (excl. sponsor support):** $886370749.30
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344747307.00
- **C.18.a - Value (excl. sponsor support):** $344747307.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1254298764.60
- **C.18.a - Value (excl. sponsor support):** $1254298764.60
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $844328914.72
- **C.18.a - Value (excl. sponsor support):** $844328914.72
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $532819219.20
- **C.18.a - Value (excl. sponsor support):** $532819219.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2469965975.00
- **C.18.a - Value (excl. sponsor support):** $2469965975.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2449010722.24
- **C.18.a - Value (excl. sponsor support):** $2449010722.24
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1752578141.80
- **C.18.a - Value (excl. sponsor support):** $1752578141.80
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2071676082.13
- **C.18.a - Value (excl. sponsor support):** $2071676082.13
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2879484800.40
- **C.18.a - Value (excl. sponsor support):** $2879484800.40
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $791105287.98
- **C.18.a - Value (excl. sponsor support):** $791105287.98
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $739156900.86
- **C.18.a - Value (excl. sponsor support):** $739156900.86
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $552926500.00
- **C.18.a - Value (excl. sponsor support):** $552926500.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $678651337.00
- **C.18.a - Value (excl. sponsor support):** $678651337.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $820304634.24
- **C.18.a - Value (excl. sponsor support):** $820304634.24
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1400602668.66
- **C.18.a - Value (excl. sponsor support):** $1400602668.66
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1268992331.20
- **C.18.a - Value (excl. sponsor support):** $1268992331.20
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $755015350.00
- **C.18.a - Value (excl. sponsor support):** $755015350.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $816255849.32
- **C.18.a - Value (excl. sponsor support):** $816255849.32
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1607455927.26
- **C.18.a - Value (excl. sponsor support):** $1607455927.26
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1186372500.00
- **C.18.a - Value (excl. sponsor support):** $1186372500.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: UBS SECURITIES LLC

- **C.1 - Title:** UBS SECURITIES LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGVK5, C.4 - ISIN: 36029, C.3 - LEI: T6FIZBDPKLYJKFCRVK44
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $39500.00          | $38135.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 2.1250%  | 2.1250% | $26300.00          | $26252.71          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $180000.00         | $178975.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $18500.00          | $18452.94          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $980400.00         | $1328649.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $6462800.00        | $8632193.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $99900.00          | $99563.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $5871000.00        | $7566407.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $349300.00         | $328375.35         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $347700.00         | $345167.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $195600.00         | $194126.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $499800.00         | $492288.14         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $407500.00         | $492356.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.1250%  | 1.1250% | $498000.00         | $487528.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $43400.00          | $38116.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $4600.00           | $4409.15           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $400.00            | $382.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $493900.00         | $471935.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $360300.00         | $342237.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $490500.00         | $429132.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $32800.00          | $31143.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $1800.00           | $1703.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $559700.00         | $560579.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 0.7500%  | 0.7500% | $499700.00         | $474624.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $33700.00          | $33681.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $4979700.00        | $6149660.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $494100.00         | $469520.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $49600.00          | $49173.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 0.6250%  | 0.6250% | $50000.00          | $49403.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $38000.00          | $35879.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $499900.00         | $493141.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $431100.00         | $424541.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $12812000.00       | $15185439.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $439800.00         | $432255.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $460200.00         | $432365.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $499600.00         | $494585.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $370000.00         | $368617.35         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $36600.00          | $41588.83          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $54000.00          | $53106.85          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $7164700.00        | $7586671.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $298500.00         | $300467.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $307400.00         | $313608.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $249700.00         | $251952.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $4153700.00        | $4386600.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 4.0000%  | 4.0000% | $115100.00         | $117199.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $37000.00          | $37937.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $82900.00          | $85118.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $43000.00          | $43476.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $1313700.00        | $1431160.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $450300.00         | $449900.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $200.00            | $201.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $4600.00           | $4439.07           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $500.00            | $503.50            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-15      | 4.1250%  | 4.1250% | $49700.00          | $50057.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $20000000.00       | $20261758.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | 1.3750% | $20193800.00       | $21244632.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $8500.00           | $8783.22           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $499900.00         | $514627.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $499800.00         | $515563.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $459000.00         | $476095.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $38200.00          | $40150.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $38700.00          | $39486.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $266500.00         | $271089.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $1396000.00        | $1393180.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $45000.00          | $44536.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-09      | 0.0000%  | 0.0000% | $75000.00          | $73820.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $65000.00          | $63805.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-26      | 0.0000%  | 0.0000% | $15000.00          | $14917.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-02      | 0.0000%  | 0.0000% | $10000000.00       | $9937900.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-10      | 0.0000%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-24      | 0.0000%  | 0.0000% | $103000.00         | $102740.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.0000%  | 0.0000% | $10000.00          | $9939.60           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $900.00            | $852.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $100.00            | $35.73             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $200100.00         | $52973.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $100.00            | $25.38             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $77900.00          | $83518.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $10304300.00       | $22290901.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $8600.00           | $9417.67           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $2692500.00        | $5525089.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $5412300.00        | $8832254.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $900.00            | $968.02            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $17000.00          | $26727.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $3000.00           | $3073.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $456200.00         | $717765.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $10300.00          | $10606.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $4002700.00        | $6036521.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $13666000.00       | $20136792.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $100.00            | $83.30             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $12100.00          | $10122.94          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $2103600.00        | $2378094.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $300.00            | $243.36            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $35800.00          | $38044.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $300.00            | $234.78            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $300.00            | $264.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $23700.00          | $27996.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $6700.00           | $5583.73           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $3000.00           | $2420.51           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $583600.00         | $592844.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $15000.00          | $11568.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $18647200.00       | $19479514.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $200.00            | $149.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $501400.00         | $491529.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $29000.00          | $28210.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2568300.00        | $1882913.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $100.00            | $49.97             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $100.00            | $62.04             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $24100.00          | $20246.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $400.00            | $292.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $2400.00           | $1984.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $4987300.00        | $4307718.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $220000.00         | $214423.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $665700.00         | $642743.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $600.00            | $594.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $200.00            | $184.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $200.00            | $196.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $23600.00          | $23560.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $30000.00          | $28657.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $128600.00         | $127993.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $463700.00         | $612303.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $465100.00         | $460820.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $35000.00          | $34374.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $2655000.00        | $3459072.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $3800000.00        | $4852082.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $5497900.00        | $5568909.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $199000.00         | $195635.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $72600.00          | $72973.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $40000.00          | $34300.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $324980.00         | $284615.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $40000.00          | $35752.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $43481.34          | $41536.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $214040.07         | $209814.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $80004.91          | $79872.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 0.0000%  | 0.0000% | $49.21             | $32.51             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 0.0000%  | 0.0000% | $317.63            | $220.88            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $22969.04          | $18458.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.3750%  | 3.3750% | $927200.00         | $926780.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $7725600.00        | $7687853.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $7468200.00        | $7477931.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $2381100.00        | $2364183.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $4066600.00        | $4027039.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $22336800.00       | $22350591.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.8020%  | 3.8020% | $100.00            | $101.15            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $400.00            | $402.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $15631600.00       | $15885365.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $2400000.00        | $2414202.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $900.00            | $950.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $9700.00           | $9964.38           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $9990200.00        | $10545412.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $1800.00           | $1825.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $14500.00          | $14861.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $149900.00         | $152386.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $70000.00          | $70347.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $89500.00          | $89395.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $499700.00         | $504658.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $400.00            | $405.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $404700.00         | $408492.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $2000.00           | $2032.69           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $485100.00         | $494806.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $15500.00          | $15620.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $202700.00         | $207167.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $200.00            | $204.51            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 4.8750%  | 4.8750% | $50000.00          | $50591.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $474200.00         | $484213.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $5700.00           | $5934.81           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 3.7620%  | 3.7620% | $3000.00           | $3029.08           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $282300.00         | $286520.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $390900.00         | $401847.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $496300.00         | $507971.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $250000.00         | $256072.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $593500.00         | $628931.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $225700.00         | $232561.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $31300.00          | $31508.70          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $700.00            | $719.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $79500.00          | $82086.27          | U.S. Treasuries (including strips) |

### Security 174: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1681798977.60
- **C.18.a - Value (excl. sponsor support):** $1681798977.60
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1670968222.68
- **C.18.a - Value (excl. sponsor support):** $1670968222.68
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2277554381.19
- **C.18.a - Value (excl. sponsor support):** $2277554381.19
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $800038360.00
- **C.18.a - Value (excl. sponsor support):** $800038360.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723949985.85
- **C.18.a - Value (excl. sponsor support):** $723949985.85
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1858087496.34
- **C.18.a - Value (excl. sponsor support):** $1858087496.34
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1982898373.62
- **C.18.a - Value (excl. sponsor support):** $1982898373.62
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2482040233.68
- **C.18.a - Value (excl. sponsor support):** $2482040233.68
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67458694.06
- **C.18.a - Value (excl. sponsor support):** $67458694.06
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251179721.16
- **C.18.a - Value (excl. sponsor support):** $251179721.16
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1400786131.71
- **C.18.a - Value (excl. sponsor support):** $1400786131.71
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1335614463.22
- **C.18.a - Value (excl. sponsor support):** $1335614463.22
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491643086.28
- **C.18.a - Value (excl. sponsor support):** $491643086.28
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $132321317.85
- **C.18.a - Value (excl. sponsor support):** $132321317.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $152598493.92
- **C.18.a - Value (excl. sponsor support):** $152598493.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $957089953.68
- **C.18.a - Value (excl. sponsor support):** $957089953.68
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72657919.93
- **C.18.a - Value (excl. sponsor support):** $72657919.93
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202734813.38
- **C.18.a - Value (excl. sponsor support):** $202734813.38
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250174202.50
- **C.18.a - Value (excl. sponsor support):** $250174202.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YQ7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193175091.20
- **C.18.a - Value (excl. sponsor support):** $193175091.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $478075999.02
- **C.18.a - Value (excl. sponsor support):** $478075999.02
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89943215.40
- **C.18.a - Value (excl. sponsor support):** $89943215.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187859473.76
- **C.18.a - Value (excl. sponsor support):** $187859473.76
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $987181413.25
- **C.18.a - Value (excl. sponsor support):** $987181413.25
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $107929036.60
- **C.18.a - Value (excl. sponsor support):** $107929036.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $190418528.39
- **C.18.a - Value (excl. sponsor support):** $190418528.39
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $648378363.60
- **C.18.a - Value (excl. sponsor support):** $648378363.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6K43Q7, C.4 - ISIN: 333, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-11-01      | 6.1970%  | 6.1970% | $6250000.00        | $31027.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-11-01      | 5.9960%  | 5.9960% | $2700000.00        | $13592.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-09-01      | 6.2350%  | 6.2350% | $447136.00         | $5215.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-02-01      | 6.2460%  | 6.2460% | $4780000.00        | $46862.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2026-03-01      | 3.1490%  | 3.1490% | $3900000.00        | $3897412.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-01      | 2.8100%  | 2.8100% | $1149000.00        | $940467.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 1.9600%  | 1.9600% | $400000.00         | $349131.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 4.8300%  | 4.8300% | $2000000.00        | $2015129.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 4.7000%  | 4.7000% | $943000.00         | $963766.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-01      | 4.8550%  | 4.8550% | $2750000.00        | $2821334.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-01      | 5.2800%  | 5.2800% | $2000000.00        | $2075858.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.6200%  | 4.6200% | $4194000.00        | $4291714.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-01      | 4.7900%  | 4.7900% | $30000.00          | $30954.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 5.2990%  | 5.2990% | $846000.00         | $878240.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-01      | 4.8600%  | 4.8600% | $5581000.00        | $5768370.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-01      | 5.8090%  | 5.8090% | $4300000.00        | $4487115.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 4.9500%  | 4.9500% | $500000.00         | $513762.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 4.4690%  | 4.4690% | $800000.00         | $809485.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-01      | 4.6790%  | 4.6790% | $6796000.00        | $6907012.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 4.6100%  | 4.6100% | $4601000.00        | $4700936.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 4.9600%  | 4.9600% | $3574000.00        | $3722576.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 4.5090%  | 4.5090% | $17569000.00       | $17926407.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 4.7000%  | 4.7000% | $7951000.00        | $8152288.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 4.5590%  | 4.5590% | $11632000.00       | $11844892.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 4.0800%  | 4.0800% | $26068000.00       | $26159229.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-01      | 3.8700%  | 3.8700% | $4040000.00        | $4010295.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-01      | 3.7790%  | 3.7790% | $88100000.00       | $87184112.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 4.0890%  | 4.0890% | $8212000.00        | $8216629.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 4.1100%  | 4.1100% | $11325000.00       | $11232767.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 4.5350%  | 4.5350% | $4317000.00        | $4384997.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 4.0540%  | 4.0540% | $73309716.00       | $73321924.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 3.7590%  | 3.7590% | $79849000.00       | $78903499.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 3.8350%  | 3.8350% | $38228000.00       | $37904793.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 3.8700%  | 3.8700% | $56550000.00       | $56161190.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 3.7940%  | 3.7940% | $13330000.00       | $13193221.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 3.8500%  | 3.8500% | $15400000.00       | $15262761.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 3.9900%  | 3.9900% | $46500000.00       | $45799903.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 3.9190%  | 3.9190% | $43347000.00       | $43146813.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 3.9600%  | 3.9600% | $6335000.00        | $6309786.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 3.8390%  | 3.8390% | $40846000.00       | $40473702.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 4.1790%  | 4.1790% | $8707000.00        | $8750632.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 4.1790%  | 4.1790% | $9900000.00        | $9949611.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 4.0300%  | 4.0300% | $6531000.00        | $6523341.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 4.5300%  | 4.5300% | $5277000.00        | $5386651.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 4.3300%  | 4.3300% | $16500000.00       | $16559499.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 4.9500%  | 4.9500% | $1445062.00        | $1464821.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 5.7370%  | 5.7370% | $6974865.00        | $5483603.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-04-01      | 5.5350%  | 5.5350% | $5500000.00        | $558528.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-11-01      | 1.9450%  | 1.9450% | $3045000.00        | $2264311.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 4.7940%  | 4.7940% | $39651959.00       | $32838931.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.1210%  | 6.1210% | $11095295.00       | $8062386.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-03-01      | 6.1920%  | 6.1920% | $1184360.00        | $1081315.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-07-01      | 3.1760%  | 3.1760% | $5994124.00        | $5278496.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 5.1440%  | 5.1440% | $20255322.00       | $20537496.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-09-01      | 6.5220%  | 6.5220% | $4185000.00        | $13934.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-04-01      | 6.5250%  | 6.5250% | $95000.00          | $675.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-09-01      | 6.5160%  | 6.5160% | $4475000.00        | $183942.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-11-01      | 6.3010%  | 6.3010% | $2915956.00        | $32094.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-08-01      | 6.6530%  | 6.6530% | $1045000.00        | $9357.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2031-06-01      | 5.9230%  | 5.9230% | $10647613.00       | $335560.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-04-01      | 6.4270%  | 6.4270% | $1000000.00        | $4840.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-12-01      | 6.0440%  | 6.0440% | $513000.00         | $776.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 6.4800%  | 6.4800% | $5172478.00        | $42963.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-07-01      | 6.5190%  | 6.5190% | $43516047.00       | $286124.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-12-01      | 5.9770%  | 5.9770% | $13676523.00       | $97815.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-01-01      | 5.9770%  | 5.9770% | $13375620.00       | $32822.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-06-01      | 6.6280%  | 6.6280% | $5190000.00        | $32149.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-11-01      | 6.0140%  | 6.0140% | $2454700.00        | $23909.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-09-01      | 6.5750%  | 6.5750% | $9995224.00        | $268920.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-07-01      | 6.2500%  | 6.2500% | $42316866.00       | $307266.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-01-01      | 6.1790%  | 6.1790% | $3000000.00        | $5579.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 6.0780%  | 6.0780% | $2742606.00        | $14112.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 6.4800%  | 6.4800% | $3000000.00        | $13721.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 5.9800%  | 5.9800% | $3570000.00        | $25133.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 6.3010%  | 6.3010% | $500000.00         | $2558.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-10-01      | 6.3570%  | 6.3570% | $2475000.00        | $5762.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-02-01      | 7.3200%  | 7.3200% | $24354966.00       | $100708.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-04-01      | 6.1710%  | 6.1710% | $70334541.00       | $151515.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 6.1180%  | 6.1180% | $45971707.00       | $691643.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-08-01      | 6.4160%  | 6.4160% | $20408134.00       | $146711.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-05-01      | 6.8710%  | 6.8710% | $254700.00         | $548.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-09-01      | 6.5670%  | 6.5670% | $18290445.00       | $173610.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-11-01      | 6.5120%  | 6.5120% | $1385000.00        | $2677.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-04-01      | 6.2830%  | 6.2830% | $180000.00         | $7862.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-11-01      | 6.5520%  | 6.5520% | $795000.00         | $9539.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-06-01      | 6.2110%  | 6.2110% | $5231621.00        | $347262.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-12-01      | 6.3650%  | 6.3650% | $10652481.00       | $627625.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-11-01      | 6.1440%  | 6.1440% | $925000.00         | $11428.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-02-01      | 6.5560%  | 6.5560% | $610000.00         | $11537.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-07-01      | 6.3590%  | 6.3590% | $806000.00         | $97137.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-07-01      | 6.2640%  | 6.2640% | $520000.00         | $10751.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-10-01      | 6.3790%  | 6.3790% | $70000.00          | $5500.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2027-10-01      | 6.5030%  | 6.5030% | $3262376.00        | $1108.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-03-01      | 3.5110%  | 3.5110% | $9500000.00        | $1208768.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-11-01      | 5.9960%  | 5.9960% | $11250000.00       | $55227.56          | Agency Mortgage-Backed Securities |

### Security 202: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGWT5, C.4 - ISIN: 333, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-09-01      | 5.5000%  | 5.5000% | $1911309.00        | $1418644.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $2674319.00        | $2320116.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-07-01      | 2.5000%  | 2.5000% | $239340.00         | $26322.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $2045000.00        | $621442.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-09-01      | 1.5000%  | 1.5000% | $4450000.00        | $1593962.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $405520.00         | $189441.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-09-01      | 1.5000%  | 1.5000% | $2044146.00        | $1112226.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 1.5000%  | 1.5000% | $2223367.00        | $1341510.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-01-01      | 5.5000%  | 5.5000% | $682947.00         | $366100.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-09-01      | 5.0000%  | 5.0000% | $1183000.00        | $805616.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $23862677.00       | $17799957.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.0000%  | 5.0000% | $19988998.00       | $15121277.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 2.0000%  | 2.0000% | $1119000.00        | $439750.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-07-01      | 2.0000%  | 2.0000% | $200000.00         | $113387.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-12-01      | 2.0000%  | 2.0000% | $100000.00         | $63459.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-08-01      | 2.0000%  | 2.0000% | $12500000.00       | $10239279.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.5000%  | 3.5000% | $3330000.00        | $2029111.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 3.0000%  | 3.0000% | $805000.00         | $527777.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $4860000.00        | $3576009.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1500000.00        | $1145560.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $88887727.00       | $60333417.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $200000.00         | $134906.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $90000.00          | $66951.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $18966000.00       | $14102713.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 4.0000%  | 4.0000% | $4810000.00        | $3863203.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2676000.00        | $1744160.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $567000.00         | $432661.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $400000.00         | $316816.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $200000.00         | $159543.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $18000.00          | $13993.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $52142722.00       | $40481493.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $5000.00           | $3866.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $693.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-07-01      | 4.0000%  | 4.0000% | $200000.00         | $151196.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $3500000.00        | $2660383.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 4.0000%  | 4.0000% | $15000.00          | $11982.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $5104705.00        | $2990397.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 2.5000%  | 2.5000% | $7000.00           | $5417.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 4.0000%  | 4.0000% | $207140.00         | $170673.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $41652111.00       | $30779830.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $4629035.00        | $3464757.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 1.5000%  | 1.5000% | $218220.00         | $152995.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 4.5000%  | 4.5000% | $230000.00         | $206235.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $106000.00         | $65034.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $4848783.00        | $4077691.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $512428.00         | $409312.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-12-01      | 5.0000%  | 5.0000% | $400000.00         | $331108.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $4273859.00        | $3464582.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 4.0000%  | 4.0000% | $951000.00         | $769165.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $1000.00           | $876.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $2919000.00        | $2118921.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $55000.00          | $49805.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 5.0000%  | 5.0000% | $1750594.00        | $1592248.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $135000.00         | $108302.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $60000.00          | $56459.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 3.5000%  | 3.5000% | $13000.00          | $11005.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $53312179.00       | $44813269.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1630000.00        | $1521301.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1411000.00        | $1296220.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-09-01      | 4.0000%  | 4.0000% | $273173.00         | $36442.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-02-01      | 3.5000%  | 3.5000% | $10000000.00       | $1431152.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $2000.00           | $577.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $664239.00         | $231361.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-11-01      | 3.0000%  | 3.0000% | $333000.00         | $117832.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-11-01      | 5.0000%  | 5.0000% | $85056.00          | $592.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-08-01      | 7.0000%  | 7.0000% | $48741.00          | $1378.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-07-01      | 7.0000%  | 7.0000% | $77174.00          | $2998.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-02-01      | 7.0000%  | 7.0000% | $64989.00          | $1541.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-08-01      | 6.0000%  | 6.0000% | $374855.00         | $1845.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-08-01      | 6.0000%  | 6.0000% | $785099.00         | $4601.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-10-01      | 6.0000%  | 6.0000% | $959141.00         | $4006.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-11-01      | 5.5000%  | 5.5000% | $3344380.00        | $6775.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-05-01      | 5.0000%  | 5.0000% | $500090.00         | $7095.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.0000%  | 5.0000% | $3500000.00        | $78048.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-08-01      | 5.0000%  | 5.0000% | $3514000.00        | $60082.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 4.0000%  | 4.0000% | $75000.00          | $6822.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2032-04-01      | 7.0000%  | 7.0000% | $408095.00         | $1994.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-08-01      | 3.0000%  | 3.0000% | $20318628.00       | $1029620.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-07-01      | 3.5000%  | 3.5000% | $1189010.00        | $104900.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-03-01      | 6.5000%  | 6.5000% | $1202465.00        | $40038.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-01-01      | 3.5000%  | 3.5000% | $1146570.00        | $74039.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $3064516.00        | $241324.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-12-01      | 4.0000%  | 4.0000% | $603000.00         | $87776.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-06-01      | 3.5000%  | 3.5000% | $100000.00         | $16104.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-06-01      | 4.0000%  | 4.0000% | $7500000.00        | $971813.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-08-01      | 4.0000%  | 4.0000% | $14780981.00       | $4244737.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-12-01      | 3.0000%  | 3.0000% | $300000.00         | $46279.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $570000.00         | $65133.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 4.0000%  | 4.0000% | $8000.00           | $701.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-08-01      | 5.0000%  | 5.0000% | $142889.00         | $1116.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-05-01      | 4.5000%  | 4.5000% | $1000000.00        | $1891.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-08-01      | 4.5000%  | 4.5000% | $1000000.00        | $10463.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-09-01      | 5.0000%  | 5.0000% | $453750.00         | $7457.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-10-01      | 4.5000%  | 4.5000% | $1780000.00        | $18693.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-04-01      | 4.0000%  | 4.0000% | $500000.00         | $44108.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-10-01      | 3.0000%  | 3.0000% | $575000.00         | $126152.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-03-01      | 4.5000%  | 4.5000% | $120000.00         | $17892.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-06-01      | 5.0000%  | 5.0000% | $500000.00         | $4815.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-03-01      | 6.0000%  | 6.0000% | $21000.00          | $651.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-02-01      | 5.5000%  | 5.5000% | $4000000.00        | $11008.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-01-01      | 6.0000%  | 6.0000% | $479399.00         | $4383.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-06-01      | 6.0000%  | 6.0000% | $32936131.00       | $380757.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 4.5000%  | 4.5000% | $5500000.00        | $321457.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 5.5000%  | 5.5000% | $1053306.00        | $14414.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-09-01      | 3.0000%  | 3.0000% | $500000.00         | $58983.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-04-01      | 6.0000%  | 6.0000% | $400000.00         | $42379.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-02-01      | 3.0000%  | 3.0000% | $31000.00          | $6340.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $1030000.00        | $128892.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-01-01      | 2.0000%  | 2.0000% | $282722.00         | $16467.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-05-01      | 4.0000%  | 4.0000% | $2969000.00        | $4246.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2028-11-01      | 5.5000%  | 5.5000% | $715000.00         | $2819.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-01-01      | 6.0000%  | 6.0000% | $5510000.00        | $38642.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2030-04-01      | 5.5000%  | 5.5000% | $3720752.00        | $120834.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-11-01      | 3.0000%  | 3.0000% | $615000.00         | $81817.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-03-01      | 4.5000%  | 4.5000% | $370000.00         | $35043.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-12-01      | 3.0000%  | 3.0000% | $21000.00          | $4844.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-01-01      | 3.0000%  | 3.0000% | $775000.00         | $163526.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2028-05-01      | 2.5000%  | 2.5000% | $1500000.00        | $48764.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2043-01-01      | 3.0000%  | 3.0000% | $21500000.00       | $3658463.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $4000.00           | $508.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 5.0000%  | 5.0000% | $2382079.00        | $302580.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-06-01      | 4.0000%  | 4.0000% | $548526.00         | $52578.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-06-01      | 2.5000%  | 2.5000% | $1100000.00        | $680785.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-07-01      | 3.0000%  | 3.0000% | $400839.00         | $247199.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-12-01      | 5.0000%  | 5.0000% | $292500.00         | $175673.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-07-01      | 5.5000%  | 5.5000% | $300000.00         | $186350.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-04-01      | 3.0000%  | 3.0000% | $175000.00         | $25950.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 2.5000%  | 2.5000% | $1163882.00        | $698623.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $20700000.00       | $16179117.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $24427369.00       | $20164741.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $10311516.00       | $6508453.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $5466163.00        | $4234028.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $36648937.00       | $27443936.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1115000.00        | $875145.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 6.0000%  | 6.0000% | $45426000.00       | $32309055.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $138540.00         | $115087.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $28846129.00       | $20921234.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $21681902.00       | $14978517.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $5150000.00        | $3751862.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $157875.00         | $123894.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $1535328.00        | $995199.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $3052223.00        | $2614848.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $5032318.00        | $3919445.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $7737476.00        | $5801883.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $11533649.00       | $7592342.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $3133993.00        | $2201571.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1108577.00        | $693220.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $11536937.00       | $8674996.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $6615900.00        | $5635705.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-06-01      | 5.5000%  | 5.5000% | $4634482.00        | $4098876.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-03-01      | 2.5000%  | 2.5000% | $770000.00         | $519191.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-11-01      | 4.5000%  | 4.5000% | $1002369.00        | $509544.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-05-01      | 2.0000%  | 2.0000% | $375000.00         | $198936.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $381731.00         | $174594.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 1.5000%  | 1.5000% | $1068795.00        | $646979.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-09-01      | 6.0000%  | 6.0000% | $1468040.00        | $1473942.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-12-01      | 4.0000%  | 4.0000% | $100000.00         | $29894.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $55410000.00       | $29531203.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $7614100.00        | $3661309.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $340000.00         | $175081.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-08-01      | 2.0000%  | 2.0000% | $148000.00         | $73522.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-08-01      | 2.0000%  | 2.0000% | $100000000.00      | $43406902.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 2.5000%  | 2.5000% | $20000.00          | $10449.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 4.0000%  | 4.0000% | $192519.00         | $95020.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 3.0000%  | 3.0000% | $69037.00          | $39448.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $217744.00         | $150785.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $10000.00          | $6091.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $338117.00         | $234657.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.0000%  | 2.0000% | $1441108.00        | $875653.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $91000.00          | $60655.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $5643000.00        | $3961680.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $2300000.00        | $1740836.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $400000.00         | $326611.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $1224394.00        | $991145.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $31624565.00       | $28971740.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $545000.00         | $477582.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $100000.00         | $75110.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-03-01      | 5.0000%  | 5.0000% | $127240.00         | $90266.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-07-01      | 5.5000%  | 5.5000% | $45000.00          | $28921.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-02-01      | 6.0000%  | 6.0000% | $6866873.00        | $5003123.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-07-01      | 5.5000%  | 5.5000% | $969080.00         | $854774.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-12-01      | 4.5000%  | 4.5000% | $21658258.00       | $21394859.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-01-01      | 4.5000%  | 4.5000% | $59222420.00       | $58660658.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-06-01      | 2.0000%  | 2.0000% | $13449667.00       | $7792704.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-02-01      | 1.5000%  | 1.5000% | $700000.00         | $327397.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-05-01      | 2.5000%  | 2.5000% | $2000000.00        | $1064419.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $223235461.00      | $116825025.34      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $20793289.00       | $18569506.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 6.5000%  | 6.5000% | $6119039.00        | $5292787.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2030-10-01      | 2.0000%  | 2.0000% | $480000.00         | $117683.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2030-12-01      | 1.5000%  | 1.5000% | $17391139.00       | $5140094.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-02-01      | 1.5000%  | 1.5000% | $59965396.00       | $19710853.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-04-01      | 2.0000%  | 2.0000% | $3100000.00        | $1778048.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $605000.00         | $302936.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $45000.00          | $29415.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $6000.00           | $2805.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $234248.00         | $155678.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $297000.00         | $205642.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $73000.00          | $55963.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $531000.00         | $407751.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $2886000.00        | $2094798.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $4500000.00        | $3710186.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 2.5000%  | 2.5000% | $4000.00           | $2927.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $390794000.00      | $298015599.97      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 3.0000%  | 3.0000% | $11000.00          | $8342.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 3.5000%  | 3.5000% | $91000.00          | $72804.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $8000.00           | $6080.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $9882500.00        | $8164892.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $57388207.00       | $47845200.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $381227875.00      | $320333738.91      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-12-01      | 5.5000%  | 5.5000% | $7215837.00        | $5857897.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 4.0000%  | 4.0000% | $1000.00           | $864.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $541148.00         | $357692.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $2000.00           | $1445.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 4.0000%  | 4.0000% | $560991.00         | $488962.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1459823.00        | $1338826.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $15000.00          | $13404.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $40000.00          | $27815.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $18000.00          | $13490.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $6500000.00        | $5153446.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-02-01      | 3.5000%  | 3.5000% | $5263000.00        | $3779456.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $8430000.00        | $6219789.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $5252410.00        | $3676625.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $168000.00         | $145943.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $1050000.00        | $907821.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 3.0000%  | 3.0000% | $1400000.00        | $1042570.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 4.0000%  | 4.0000% | $266000.00         | $220103.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $7820412.00        | $2426085.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-08-01      | 5.0000%  | 5.0000% | $1417406.00        | $186369.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-10-01      | 3.5000%  | 3.5000% | $270000.00         | $90087.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $2797966.00        | $1115981.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-01-01      | 2.5000%  | 2.5000% | $1244887.00        | $389210.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-04-01      | 1.5000%  | 1.5000% | $171426.00         | $82517.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $1984000.00        | $1237645.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $10009103.00       | $7497124.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 2.0000%  | 2.0000% | $40000.00          | $25376.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $91469.00          | $61777.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $100000.00         | $65321.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 1.5000%  | 1.5000% | $474612.00         | $316233.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $47000.00          | $30669.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $1312131.00        | $801738.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $95109.00          | $50263.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $245000.00         | $161365.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $821813.00         | $561018.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $1000.00           | $817.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $5447200.00        | $4463871.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $9971155.00        | $8272545.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $1500000.00        | $1093748.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $26162.00          | $15757.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $2208329.00        | $2052813.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $15154900.00       | $13727786.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $2874000.00        | $2451003.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $215713.00         | $163426.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $442000.00         | $324850.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $1500000.00        | $911873.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $2039562.00        | $1752431.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1056474.00        | $1076155.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $614022.00         | $548606.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 7.5000%  | 7.5000% | $547770.00         | $436699.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 4.5000%  | 4.5000% | $169542.00         | $166407.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1397950.00        | $1436731.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1189894.00        | $1145650.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $2046660.00        | $1934657.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $5945005.00        | $6187659.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $2398059.00        | $2469290.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1883705.00        | $1904818.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $4412124.00        | $4553832.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $2848431.00        | $2957011.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $1423702.00        | $1439115.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $2331872.00        | $2398356.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $1264407.00        | $1350779.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $17961936.00       | $16812322.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $2813304.00        | $2721945.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $9943272.00        | $9952661.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $2857000.00        | $2662635.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $14155000.00       | $13977364.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $1740179.00        | $1798752.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 4.5000%  | 4.5000% | $4100040.00        | $4028637.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $2834020.00        | $2904955.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $1882634.00        | $1932851.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $11772495.00       | $11792535.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $13829939.00       | $14320130.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $3242910.00        | $3372476.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $2972842.00        | $3068354.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $1536056.00        | $1586358.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $1399942.00        | $1416051.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $1336309.00        | $1370371.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $6240637.00        | $6371712.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $12023569.00       | $11384483.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 3.5000%  | 3.5000% | $3605423.00        | $3145153.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $565000.00         | $515753.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 4.0000%  | 4.0000% | $3000.00           | $2782.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $11029858.00       | $11057570.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $4133071.00        | $3847923.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 4.5000%  | 4.5000% | $220000.00         | $208982.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 4.5000%  | 4.5000% | $569000.00         | $548796.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $84093845.00       | $85262785.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-08-01      | 4.0000%  | 4.0000% | $13445613.00       | $12489663.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $50303321.00       | $46768377.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $29415438.00       | $26257946.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $41664359.00       | $35770804.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $22139667.00       | $22489299.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $34334363.00       | $34901754.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $34008351.00       | $34941071.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $25310331.00       | $25233540.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $25328803.00       | $26795513.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $35729310.00       | $35980343.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $20072307.00       | $21016006.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.5000%  | 6.5000% | $158116515.00      | $161499903.16      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $11373070.00       | $11861668.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $31060883.00       | $24225388.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $2462635.00        | $1902038.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $2976000.00        | $2572682.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 5.0000%  | 5.0000% | $1249595.00        | $1165094.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $36551000.00       | $31837809.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $35453247.00       | $33937165.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $359000.00         | $325331.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $45000.00          | $40859.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $82519701.00       | $77892591.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $740000.00         | $651910.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-04-01      | 1.5000%  | 1.5000% | $4000000.00        | $1358684.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-07-01      | 4.5000%  | 4.5000% | $879430.00         | $787954.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 5.5000%  | 5.5000% | $235145.00         | $202221.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $9784364.00        | $8212611.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $7576878.00        | $5719885.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1539914.00        | $1056950.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 5.0000%  | 5.0000% | $1215135.00        | $1112859.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $105000.00         | $70017.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-05-01      | 4.0000%  | 4.0000% | $2705834.00        | $1895236.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 4.5000%  | 4.5000% | $1373394.00        | $1006260.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1595131.00        | $943265.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-07-01      | 5.5000%  | 5.5000% | $1100323.00        | $644494.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $2171239.00        | $2118049.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $1730017.00        | $1411340.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $3119514.00        | $2976186.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $2575650.00        | $2286610.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 3.5000%  | 3.5000% | $2739803.00        | $2062427.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.0000%  | 4.0000% | $1815542.00        | $1359960.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.5000%  | 4.5000% | $1045166.00        | $947422.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.0000%  | 5.0000% | $2131756.00        | $1879269.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $1011444.00        | $993720.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $2384787.00        | $2069906.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 4.5000%  | 4.5000% | $379447.00         | $367525.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $3697096.00        | $2697902.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.0000%  | 5.0000% | $14211449.00       | $11365711.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $2523829.00        | $2517653.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $1770276.00        | $1593753.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $12889992.00       | $10429469.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $1006990.00        | $917734.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $6504270.00        | $4682401.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 4.5000%  | 4.5000% | $1587543.00        | $1560315.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 4.5000%  | 4.5000% | $1069900.00        | $1054679.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 5.0000%  | 5.0000% | $2002605.00        | $1978864.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 5.5000%  | 5.5000% | $1054605.00        | $1076043.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 5.0000%  | 5.0000% | $2399085.00        | $2414948.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-12-01      | 5.0000%  | 5.0000% | $1055100.00        | $1065033.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-01-01      | 4.5000%  | 4.5000% | $1653778.00        | $1660404.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-01-01      | 5.0000%  | 5.0000% | $1674718.00        | $1709916.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $1048527.00        | $1078396.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-02-01      | 4.5000%  | 4.5000% | $1520460.00        | $1529004.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $525000.00         | $166336.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-11-01      | 3.0000%  | 3.0000% | $1493001.00        | $1014351.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-12-01      | 3.0000%  | 3.0000% | $210000.00         | $71526.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $2829736.00        | $2316771.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $3000.00           | $2864.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $202263.00         | $200995.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1356991.00        | $1343180.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $17182846.00       | $13594832.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1208291.00        | $920698.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $100000.00         | $66880.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $410000.00         | $372945.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $1075886.00        | $1073922.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $616439.00         | $515329.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $9547722.00        | $9491042.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1100386.00        | $1105299.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $50726578.00       | $49123074.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1194417.00        | $1241046.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2795163.00        | $2791458.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $17171450.00       | $17043907.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $15230757.00       | $11525218.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 7.0000%  | 7.0000% | $1513366.00        | $1520259.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 4.0000%  | 4.0000% | $2753025.00        | $2621131.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1203469.00        | $1176856.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $25569.00          | $24871.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $3150000.00        | $2297449.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $40000.00          | $31239.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $12384910.00       | $7998166.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $17810404.00       | $11162200.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $307000.00         | $193396.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $50000.00          | $31352.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $2151750.00        | $2196737.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $3431809.00        | $3449935.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $37895995.00       | $38093652.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $2167782.00        | $2214013.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $5259449.00        | $5406269.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 6.0000%  | 6.0000% | $1117581.00        | $1169220.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.5000%  | 6.5000% | $1513408.00        | $1609641.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1045993.00        | $1061886.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $3915847.00        | $4029130.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $15536558.00       | $15861389.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $415594.00         | $417978.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $1216765.00        | $1271323.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.5000%  | 6.5000% | $3148421.00        | $3300376.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $10245589.00       | $10469409.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $2369734.00        | $2398409.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $11202082.00       | $11307715.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $2892710.00        | $3014121.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $41939221.00       | $42183564.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $3890276.00        | $3913939.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1520075.00        | $1571997.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $2108372.00        | $2138753.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $2477559.00        | $2501248.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1329547.00        | $1366591.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1466741.00        | $1503795.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1347594.00        | $1383945.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $1038090.00        | $1078024.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $6254318.00        | $5809957.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $10889604.00       | $10939458.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 4.5000%  | 4.5000% | $6007548.00        | $5914990.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $7379570.00        | $7710822.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $9056545.00        | $8850126.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $7500419.00        | $7681052.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $2290785.00        | $2403294.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $3860434.00        | $3991914.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $1273166.00        | $1254377.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-01-01      | 6.0000%  | 6.0000% | $1025750.00        | $1057398.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $15409933.00       | $15506380.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1443800.00        | $1477261.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $9585175.00        | $9602963.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $1498787.00        | $1553060.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $3001783.00        | $3057363.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $6572937.00        | $6704970.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1155754.00        | $1191129.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $1870590.00        | $1853078.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $17330628.00       | $17397752.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $1187032.00        | $1086901.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1195832.00        | $1230549.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.0000%  | 4.0000% | $9641393.00        | $9241369.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $35569459.00       | $35744056.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-01-01      | 3.5000%  | 3.5000% | $700025.00         | $676257.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-12-01      | 3.5000%  | 3.5000% | $2195537.00        | $2115346.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-11-01      | 6.5000%  | 6.5000% | $2434897.00        | $2478892.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-11-01      | 4.5000%  | 4.5000% | $15622142.00       | $15241060.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-01-01      | 5.0000%  | 5.0000% | $919523.00         | $934389.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 6.5000%  | 6.5000% | $5713573.00        | $4665955.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 4.5000%  | 4.5000% | $3643797.00        | $3214305.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $36280389.00       | $35714466.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $30789009.00       | $30130904.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $1122834294.00     | $1113789290.39     | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $554050.00         | $546199.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $68320559.00       | $62961967.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 4.0000%  | 4.0000% | $128784162.00      | $122523243.41      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 4.0000%  | 4.0000% | $9148620.00        | $8672821.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $163700000.00      | $168345897.01      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $23147348.00       | $23029250.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $5715012.00        | $5673893.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $7549437.00        | $7348426.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 4.5000%  | 4.5000% | $14268489.00       | $14106658.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $135269055.00      | $128435667.50      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3423341.00        | $3451950.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $197900341.00      | $200350817.37      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $37690000.00       | $38595196.63       | Agency Mortgage-Backed Securities |

### Security 203: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGYJ5, C.4 - ISIN: 333, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $1556300.00        | $2347075.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $7281200.00        | $10728816.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $43014100.00       | $48626914.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $131418100.00      | $139658954.44      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $403100.00         | $476171.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $231998000.00      | $235672945.61      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $12756100.00       | $13325466.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $143001400.00      | $140186198.82      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $2250100.00        | $2188843.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $13948200.00       | $13101877.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $34940200.00       | $25615928.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $17499000.00       | $11881552.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $7124400.00        | $4420516.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $27780700.00       | $23995234.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $162469100.00      | $156866506.75      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $119608400.00      | $133495129.18      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $32534000.00       | $34358204.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $145559700.00      | $161051502.98      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $55178600.00       | $58472759.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $81621100.00       | $86157251.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $736917200.00      | $737372202.85      | U.S. Treasuries (including strips) |

### Security 204: WFC Holdings LLC

- **C.1 - Title:** WFC Holdings LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6RGXX5, C.4 - ISIN: 11965, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $147025400.00      | $150219010.59      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $34025092.00       | $34914790.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $5641661.00        | $3576481.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 6.0000%  | 6.0000% | $308279584.00      | $319427387.56      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 6.0000%  | 6.0000% | $1835610.00        | $1862330.20        | Agency Mortgage-Backed Securities |

### Security 205: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $768497433.60
- **C.18.a - Value (excl. sponsor support):** $768497433.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $814197603.50
- **C.18.a - Value (excl. sponsor support):** $814197603.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3040073269.38
- **C.18.a - Value (excl. sponsor support):** $3040073269.38
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1671576000.00
- **C.18.a - Value (excl. sponsor support):** $1671576000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $914971659.52
- **C.18.a - Value (excl. sponsor support):** $914971659.52
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1593023494.86
- **C.18.a - Value (excl. sponsor support):** $1593023494.86
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $911791531.27
- **C.18.a - Value (excl. sponsor support):** $911791531.27
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: WI TREASURY BILL

- **C.1 - Title:** WI TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $549854767.81
- **C.18.a - Value (excl. sponsor support):** $549854767.81
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Dreyfus Government Cash Management Funds

**Date:** 2026-02-06

**By:** /S/Robert Svagna

**Name of Signing Officer:** Robert Svagna

**Title of Signing Officer:** Treasury Manager