# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001145549-25-038739
**Filing Date:** 2025-6
**Character Count:** 589412
**Document Hash:** acc3184c64c671fafadd4b0181b07fb2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038739.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038739

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB FIXED INCOME SHARES INC
- **CENTRAL INDEX KEY:** 0000862021

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06068
- **FILM NUMBER:** 251029133

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN FIXED INCOME SHARES INC
- **DATE OF NAME CHANGE:** 20060417

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 19980716

## Series and Classes Contracts Data

### AB Government Money Market Portfolio (Series ID: S000011990)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000032709 | Class AB            | MYMXX           |
| C000172512 | Advisor Class       | AEYXX           |
| C000172513 | Class 1             | AGRXX           |
| C000172514 | Class A             | AEAXX           |
| C000172515 | Class C             | AECXX           |
| C000172516 | Class I             | AIEXX           |
| C000172520 | Institutional Class | GMOXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000862021

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** AllianceBernstein Fixed Income Shares

**CIK Number of Registrant:** 0000862021

**LEI of Registrant:** 254900AM6NTI6YO2LI69

**Name of Series:** AB Fixed-Income Shares, Inc. - AB Government Money Market Portfolio

**LEI of Series:** 5493006YWHO7MNK2U579

**EDGAR Series Identifier:** S000011990

**Total number of share classes in the series:** 7

**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            | AllianceBernstein LP.                                        | 801-56720         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY            |  |
| Administrator                 | AllianceBernstein LP.                                        |  |
| Transfer Agent                | AllianceBernstein Investor Services, Inc.<br>CIK: 0000733598 | 084-01187         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-34001

- **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:** 98 days

- **Total Value of Portfolio Securities:** $22697949102.21

- **Amortized Cost of Portfolio Securities:** $22699996410.69

- **Cash:** $1005094.64

- **Total Other Assets:** $62511404.63

- **Total Liabilities:** $15479181.97

- **Net Assets of Series:** $22748033727.99

- **Number of Shares Outstanding (Series):** 22750260188.7630

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $18369924065.41           | $19089447015.41            | 72.2500%                  | 75.0800%                   |
| 2025-05-02 | $17626742632.13           | $18796296232.13            | 69.5700%                  | 74.1800%                   |
| 2025-05-05 | $17341632530.82           | $18261263296.82            | 70.2100%                  | 73.9300%                   |
| 2025-05-06 | $16981663688.79           | $17851320822.39            | 69.9100%                  | 73.4900%                   |
| 2025-05-07 | $16108274959.20           | $17477953389.60            | 67.3500%                  | 73.0800%                   |
| 2025-05-08 | $15838662210.92           | $17208370310.92            | 66.9800%                  | 72.7700%                   |
| 2025-05-09 | $17107391626.00           | $17327125209.60            | 71.9700%                  | 72.8900%                   |
| 2025-05-12 | $16318887047.66           | $17558197601.12            | 67.6300%                  | 72.7700%                   |
| 2025-05-13 | $15701031635.54           | $16920369839.67            | 66.8400%                  | 72.0300%                   |
| 2025-05-14 | $15703077344.37           | $16922439251.15            | 66.8300%                  | 72.0200%                   |
| 2025-05-15 | $15756284260.05           | $16475668619.57            | 68.3700%                  | 71.4900%                   |
| 2025-05-16 | $15669836629.98           | $16346499390.03            | 68.5900%                  | 71.5500%                   |
| 2025-05-19 | $15392567822.98           | $16525828890.44            | 66.8800%                  | 71.8000%                   |
| 2025-05-20 | $15795279342.95           | $16328564177.68            | 69.2200%                  | 71.5500%                   |
| 2025-05-21 | $15481036756.52           | $16514322354.29            | 67.2900%                  | 71.7800%                   |
| 2025-05-22 | $15792668834.84           | $16299235087.68            | 69.2900%                  | 71.5100%                   |
| 2025-05-23 | $15402657786.35           | $16758724741.47            | 67.3800%                  | 73.3100%                   |
| 2025-05-27 | $16078188886.82           | $16934258521.43            | 69.8100%                  | 73.5200%                   |
| 2025-05-28 | $15858565308.72           | $16764635825.21            | 69.3600%                  | 73.3200%                   |
| 2025-05-29 | $15415487340.58           | $16771558547.76            | 67.4000%                  | 73.3300%                   |
| 2025-05-30 | $15701210997.54           | $17057282900.81            | 68.9800%                  | 74.9300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3900%             |
| 2025-05-02 | 4.4100%             |
| 2025-05-05 | 4.4000%             |
| 2025-05-06 | 4.4000%             |
| 2025-05-07 | 4.4000%             |
| 2025-05-08 | 4.3900%             |
| 2025-05-09 | 4.3700%             |
| 2025-05-12 | 4.3600%             |
| 2025-05-13 | 4.3600%             |
| 2025-05-14 | 4.3600%             |
| 2025-05-15 | 4.3600%             |
| 2025-05-16 | 4.3600%             |
| 2025-05-19 | 4.3600%             |
| 2025-05-20 | 4.3500%             |
| 2025-05-21 | 4.3500%             |
| 2025-05-22 | 4.3400%             |
| 2025-05-23 | 4.3300%             |
| 2025-05-27 | 4.3300%             |
| 2025-05-28 | 4.3300%             |
| 2025-05-29 | 4.3400%             |
| 2025-05-30 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $5387960047.66

- **Number of Shares Outstanding:** 5388897312.1000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $374608069.32             | $320415120.80           |
| 2025-05-02 | $227995218.52             | $460291593.09           |
| 2025-05-05 | $240803804.36             | $234543604.42           |
| 2025-05-06 | $83075610.19              | $226047005.14           |
| 2025-05-07 | $228448706.09             | $667184910.63           |
| 2025-05-08 | $155731777.41             | $463623429.05           |
| 2025-05-09 | $375660637.86             | $280273923.95           |
| 2025-05-12 | $169986677.43             | $245143579.61           |
| 2025-05-13 | $153297222.74             | $537902908.59           |
| 2025-05-14 | $140048778.41             | $412842563.17           |
| 2025-05-15 | $409359587.34             | $652228745.17           |
| 2025-05-16 | $356665343.87             | $555220771.52           |
| 2025-05-19 | $249788544.25             | $124815342.37           |
| 2025-05-20 | $117440583.22             | $230414918.70           |
| 2025-05-21 | $178270620.45             | $247019725.17           |
| 2025-05-22 | $130011662.84             | $425603635.34           |
| 2025-05-23 | $163301242.99             | $137548619.03           |
| 2025-05-27 | $234714405.85             | $75311047.28            |
| 2025-05-28 | $185496966.35             | $271373730.79           |
| 2025-05-29 | $166505833.62             | $211919412.88           |
| 2025-05-30 | $97108117.75              | $183834908.82           |

**Total Gross Subscriptions (Month):** $4438319410.86

**Total Gross Redemptions (Month):** $6963559495.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1800%           |
| 2025-05-02 | 4.1900%           |
| 2025-05-05 | 4.1900%           |
| 2025-05-06 | 4.1900%           |
| 2025-05-07 | 4.1900%           |
| 2025-05-08 | 4.1800%           |
| 2025-05-09 | 4.1600%           |
| 2025-05-12 | 4.1500%           |
| 2025-05-13 | 4.1500%           |
| 2025-05-14 | 4.1500%           |
| 2025-05-15 | 4.1500%           |
| 2025-05-16 | 4.1500%           |
| 2025-05-19 | 4.1500%           |
| 2025-05-20 | 4.1500%           |
| 2025-05-21 | 4.1400%           |
| 2025-05-22 | 4.1400%           |
| 2025-05-23 | 4.1200%           |
| 2025-05-27 | 4.1200%           |
| 2025-05-28 | 4.1200%           |
| 2025-05-29 | 4.1300%           |
| 2025-05-30 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                         | AB Owned         | 0.0000%          | 15.0800%             |
| Registered investment company |  | 0.0000%          | 5.2700%              |
| Other                         | AB Owned         | 0.0000%          | 5.1400%              |
| Registered investment company |  | 0.0000%          | 31.5000%             |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $987959262.89

- **Number of Shares Outstanding:** 987986182.0850

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $4174554.37               | $4857988.20             |
| 2025-05-02 | $3466856.45               | $2166792.53             |
| 2025-05-05 | $6751073.91               | $6314988.58             |
| 2025-05-06 | $7274408.88               | $3152849.84             |
| 2025-05-07 | $5063125.22               | $5933736.33             |
| 2025-05-08 | $3850228.15               | $5155098.23             |
| 2025-05-09 | $3077542.73               | $3297505.55             |
| 2025-05-12 | $7683868.16               | $2519096.09             |
| 2025-05-13 | $8430051.81               | $6676495.92             |
| 2025-05-14 | $8456751.34               | $5676452.82             |
| 2025-05-15 | $4325262.95               | $6559686.18             |
| 2025-05-16 | $3794466.76               | $4146691.88             |
| 2025-05-19 | $4059561.91               | $2326178.68             |
| 2025-05-20 | $3736476.54               | $4408338.53             |
| 2025-05-21 | $2134016.33               | $2515757.40             |
| 2025-05-22 | $5630869.07               | $5850452.40             |
| 2025-05-23 | $3856910.39               | $4504737.46             |
| 2025-05-27 | $3563302.45               | $5321490.75             |
| 2025-05-28 | $2220546.16               | $3578357.94             |
| 2025-05-29 | $4732339.79               | $4996632.74             |
| 2025-05-30 | $7910551.55               | $7587967.17             |

**Total Gross Subscriptions (Month):** $104192764.92

**Total Gross Redemptions (Month):** $97547295.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1500%           |
| 2025-05-02 | 4.1700%           |
| 2025-05-05 | 4.1700%           |
| 2025-05-06 | 4.1700%           |
| 2025-05-07 | 4.1600%           |
| 2025-05-08 | 4.1600%           |
| 2025-05-09 | 4.1300%           |
| 2025-05-12 | 4.1300%           |
| 2025-05-13 | 4.1300%           |
| 2025-05-14 | 4.1200%           |
| 2025-05-15 | 4.1200%           |
| 2025-05-16 | 4.1300%           |
| 2025-05-19 | 4.1200%           |
| 2025-05-20 | 4.1200%           |
| 2025-05-21 | 4.1200%           |
| 2025-05-22 | 4.1100%           |
| 2025-05-23 | 4.0900%           |
| 2025-05-27 | 4.0900%           |
| 2025-05-28 | 4.1000%           |
| 2025-05-29 | 4.1000%           |
| 2025-05-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 91.5200%             |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $5946942631.97

- **Number of Shares Outstanding:** 5947708697.9250

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $104056274.28             | $90013797.76            |
| 2025-05-02 | $55327546.89              | $29472514.36            |
| 2025-05-05 | $28126133.70              | $49617244.28            |
| 2025-05-06 | $26658280.61              | $37497567.11            |
| 2025-05-07 | $51562619.17              | $25068068.77            |
| 2025-05-08 | $25774963.12              | $21964385.26            |
| 2025-05-09 | $34794400.89              | $31525699.53            |
| 2025-05-12 | $21865501.14              | $23874193.31            |
| 2025-05-13 | $24335704.91              | $23287328.30            |
| 2025-05-14 | $12693477.05              | $35754750.33            |
| 2025-05-15 | $30084644.48              | $29892051.50            |
| 2025-05-16 | $18616000.92              | $26015206.34            |
| 2025-05-19 | $46412281.43              | $37505563.47            |
| 2025-05-20 | $30779030.47              | $17725901.80            |
| 2025-05-21 | $34615698.39              | $45739991.14            |
| 2025-05-22 | $42549109.61              | $37478189.65            |
| 2025-05-23 | $57523820.04              | $29452497.61            |
| 2025-05-27 | $47910925.13              | $35044495.10            |
| 2025-05-28 | $21076915.45              | $42218044.44            |
| 2025-05-29 | $34873765.47              | $25204458.85            |
| 2025-05-30 | $40885813.84              | $37579811.98            |

**Total Gross Subscriptions (Month):** $790522906.99

**Total Gross Redemptions (Month):** $731931760.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0700%           |
| 2025-05-02 | 4.0900%           |
| 2025-05-05 | 4.0900%           |
| 2025-05-06 | 4.0900%           |
| 2025-05-07 | 4.0800%           |
| 2025-05-08 | 4.0800%           |
| 2025-05-09 | 4.0500%           |
| 2025-05-12 | 4.0500%           |
| 2025-05-13 | 4.0500%           |
| 2025-05-14 | 4.0400%           |
| 2025-05-15 | 4.0400%           |
| 2025-05-16 | 4.0500%           |
| 2025-05-19 | 4.0400%           |
| 2025-05-20 | 4.0400%           |
| 2025-05-21 | 4.0400%           |
| 2025-05-22 | 4.0300%           |
| 2025-05-23 | 4.0100%           |
| 2025-05-27 | 4.0100%           |
| 2025-05-28 | 4.0200%           |
| 2025-05-29 | 4.0200%           |
| 2025-05-30 | 4.0400%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8569878085.42

- **Number of Shares Outstanding:** 8570073192.8940

- **Expense Reimbursement/Waiver:** 1861051.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $49700460.69              | $32191618.02            |
| 2025-05-02 | $47783336.97              | $23597868.46            |
| 2025-05-05 | $40843829.36              | $24076633.06            |
| 2025-05-06 | $37455948.02              | $32297974.52            |
| 2025-05-07 | $37453564.69              | $26325089.81            |
| 2025-05-08 | $31327572.88              | $27981120.94            |
| 2025-05-09 | $37354398.69              | $20527334.94            |
| 2025-05-12 | $29499384.40              | $22533434.47            |
| 2025-05-13 | $38636251.76              | $26613408.24            |
| 2025-05-14 | $45374676.11              | $26493117.05            |
| 2025-05-15 | $40806559.57              | $24433776.43            |
| 2025-05-16 | $31786669.76              | $29667485.61            |
| 2025-05-19 | $43086305.65              | $16889683.58            |
| 2025-05-20 | $24540201.29              | $21541174.28            |
| 2025-05-21 | $32215100.61              | $21818291.09            |
| 2025-05-22 | $29572438.36              | $21270874.99            |
| 2025-05-23 | $32225569.65              | $44557217.33            |
| 2025-05-27 | $44002229.10              | $26598347.64            |
| 2025-05-28 | $21752353.93              | $39642821.12            |
| 2025-05-29 | $39746833.36              | $21821463.50            |
| 2025-05-30 | $44189597.16              | $32163055.34            |

**Total Gross Subscriptions (Month):** $779353282.01

**Total Gross Redemptions (Month):** $563041790.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1500%           |
| 2025-05-02 | 4.1700%           |
| 2025-05-05 | 4.1700%           |
| 2025-05-06 | 4.1700%           |
| 2025-05-07 | 4.1600%           |
| 2025-05-08 | 4.1600%           |
| 2025-05-09 | 4.1300%           |
| 2025-05-12 | 4.1300%           |
| 2025-05-13 | 4.1300%           |
| 2025-05-14 | 4.1200%           |
| 2025-05-15 | 4.1200%           |
| 2025-05-16 | 4.1300%           |
| 2025-05-19 | 4.1200%           |
| 2025-05-20 | 4.1200%           |
| 2025-05-21 | 4.1200%           |
| 2025-05-22 | 4.1100%           |
| 2025-05-23 | 4.0900%           |
| 2025-05-27 | 4.0900%           |
| 2025-05-28 | 4.1000%           |
| 2025-05-29 | 4.1000%           |
| 2025-05-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 73.9800%             |
| Broker-dealer |  | 0.0000%          | 6.3100%              |
| Broker-dealer |  | 0.0000%          | 15.8600%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $19082614.70

- **Number of Shares Outstanding:** 19085023.0960

- **Expense Reimbursement/Waiver:** 12561.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $2329.25                  | $19907.40               |
| 2025-05-02 | $41305.27                 | $22172.88               |
| 2025-05-05 | $237556.01                | $239.70                 |
| 2025-05-06 | $2827.64                  | $75222.32               |
| 2025-05-07 | $2215.83                  | $266157.88              |
| 2025-05-08 | $2343.91                  | $17910.91               |
| 2025-05-09 | $2338.55                  | $0.00                   |
| 2025-05-12 | $7612.37                  | $0.00                   |
| 2025-05-13 | $3175.58                  | $2000.00                |
| 2025-05-14 | $2342.55                  | $0.00                   |
| 2025-05-15 | $2154.99                  | $0.00                   |
| 2025-05-16 | $2252.31                  | $5380.56                |
| 2025-05-19 | $56853.88                 | $1000.00                |
| 2025-05-20 | $2154.10                  | $0.00                   |
| 2025-05-21 | $2150.98                  | $0.00                   |
| 2025-05-22 | $2144.28                  | $0.00                   |
| 2025-05-23 | $2161.96                  | $51288.86               |
| 2025-05-27 | $9558.40                  | $0.00                   |
| 2025-05-28 | $3520.72                  | $0.00                   |
| 2025-05-29 | $2156.60                  | $35000.00               |
| 2025-05-30 | $30755.67                 | $50.00                  |

**Total Gross Subscriptions (Month):** $419910.85

**Total Gross Redemptions (Month):** $496330.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1400%           |
| 2025-05-02 | 4.1700%           |
| 2025-05-05 | 4.1700%           |
| 2025-05-06 | 4.1700%           |
| 2025-05-07 | 4.1600%           |
| 2025-05-08 | 4.1500%           |
| 2025-05-09 | 4.1300%           |
| 2025-05-12 | 4.1300%           |
| 2025-05-13 | 4.1200%           |
| 2025-05-14 | 4.1200%           |
| 2025-05-15 | 4.1200%           |
| 2025-05-16 | 4.1200%           |
| 2025-05-19 | 4.1200%           |
| 2025-05-20 | 4.1200%           |
| 2025-05-21 | 4.1200%           |
| 2025-05-22 | 4.1100%           |
| 2025-05-23 | 4.0900%           |
| 2025-05-27 | 4.0900%           |
| 2025-05-28 | 4.1000%           |
| 2025-05-29 | 4.1000%           |
| 2025-05-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 17.2500%             |
| Broker-dealer |  | 0.0000%          | 21.2900%             |
| Broker-dealer |  | 0.0000%          | 5.7100%              |
| Broker-dealer |  | 0.0000%          | 40.0400%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $80451660.95

- **Number of Shares Outstanding:** 80456109.8130

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $40067.20                 | $489671.73              |
| 2025-05-02 | $337837.14                | $98428.05               |
| 2025-05-05 | $34872.22                 | $26815.96               |
| 2025-05-06 | $4823186.78               | $304407.07              |
| 2025-05-07 | $33371.03                 | $5094763.35             |
| 2025-05-08 | $225504.31                | $3801.88                |
| 2025-05-09 | $1585834.25               | $17830.27               |
| 2025-05-12 | $40700.59                 | $189607.72              |
| 2025-05-13 | $24038.42                 | $393837.68              |
| 2025-05-14 | $194564.93                | $1241684.90             |
| 2025-05-15 | $165322.31                | $1610735.34             |
| 2025-05-16 | $460482.75                | $12764.80               |
| 2025-05-19 | $258793.51                | $55832.55               |
| 2025-05-20 | $310723.45                | $593844.50              |
| 2025-05-21 | $114846.85                | $7726.79                |
| 2025-05-22 | $17544.51                 | $323543.36              |
| 2025-05-23 | $10111.62                 | $2950726.06             |
| 2025-05-27 | $190568.08                | $227025.41              |
| 2025-05-28 | $293408.56                | $44072.46               |
| 2025-05-29 | $53346.00                 | $30009.11               |
| 2025-05-30 | $67127.89                 | $55.51                  |

**Total Gross Subscriptions (Month):** $9282252.40

**Total Gross Redemptions (Month):** $13717184.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1600%           |
| 2025-05-02 | 4.1700%           |
| 2025-05-05 | 4.1700%           |
| 2025-05-06 | 4.1700%           |
| 2025-05-07 | 4.1700%           |
| 2025-05-08 | 4.1600%           |
| 2025-05-09 | 4.1400%           |
| 2025-05-12 | 4.1300%           |
| 2025-05-13 | 4.1300%           |
| 2025-05-14 | 4.1300%           |
| 2025-05-15 | 4.1300%           |
| 2025-05-16 | 4.1300%           |
| 2025-05-19 | 4.1300%           |
| 2025-05-20 | 4.1300%           |
| 2025-05-21 | 4.1200%           |
| 2025-05-22 | 4.1200%           |
| 2025-05-23 | 4.1000%           |
| 2025-05-27 | 4.1000%           |
| 2025-05-28 | 4.1000%           |
| 2025-05-29 | 4.1100%           |
| 2025-05-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category     | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan |  | 0.0000%          | 6.3200%              |
| Pension plan |  | 7.1400%          | 0.0000%              |
| Pension plan |  | 0.0000%          | 64.0200%             |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $1755759424.40

- **Number of Shares Outstanding:** 1756053670.8500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $18632845.05              | $14551835.54            |
| 2025-05-02 | $2153529.57               | $79068.37               |
| 2025-05-05 | $16440353.10              | $65150000.00            |
| 2025-05-06 | $369356.16                | $55176741.54            |
| 2025-05-07 | $35522832.53              | $50000.00               |
| 2025-05-08 | $44647946.47              | $10413968.95            |
| 2025-05-09 | $1342544.82               | $255825.31              |
| 2025-05-12 | $149112251.17             | $10640045.00            |
| 2025-05-13 | $32061391.90              | $7897602.63             |
| 2025-05-14 | $7698811.84               | $16780013.29            |
| 2025-05-15 | $69960226.62              | $1321950.94             |
| 2025-05-16 | $15804190.41              | $17909439.95            |
| 2025-05-19 | $12790471.84              | $0.00                   |
| 2025-05-20 | $921004.73                | $100170000.00           |
| 2025-05-21 | $405684379.87             | $150000000.00           |
| 2025-05-22 | $113835441.00             | $45197023.30            |
| 2025-05-23 | $30679070.78              | $10040000.00            |
| 2025-05-27 | $3172828.65               | $10030000.00            |
| 2025-05-28 | $30755269.52              | $73072934.76            |
| 2025-05-29 | $25651461.73              | $536032.29              |
| 2025-05-30 | $2554575.99               | $45135297.47            |

**Total Gross Subscriptions (Month):** $1019790783.75

**Total Gross Redemptions (Month):** $634407779.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1700%           |
| 2025-05-02 | 4.1900%           |
| 2025-05-05 | 4.1900%           |
| 2025-05-06 | 4.1900%           |
| 2025-05-07 | 4.1800%           |
| 2025-05-08 | 4.1800%           |
| 2025-05-09 | 4.1500%           |
| 2025-05-12 | 4.1500%           |
| 2025-05-13 | 4.1500%           |
| 2025-05-14 | 4.1500%           |
| 2025-05-15 | 4.1400%           |
| 2025-05-16 | 4.1500%           |
| 2025-05-19 | 4.1500%           |
| 2025-05-20 | 4.1400%           |
| 2025-05-21 | 4.1400%           |
| 2025-05-22 | 4.1300%           |
| 2025-05-23 | 4.1100%           |
| 2025-05-27 | 4.1100%           |
| 2025-05-28 | 4.1200%           |
| 2025-05-29 | 4.1200%           |
| 2025-05-30 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 0.0000%          | 93.6600%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05252T001, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 10.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2039-05-31      | 4.2500%  | 0.0000% | $379079040.98      | $386519865.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6200%  | 0.0000% | $218023593.48      | $222303109.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $57253460.22       | $58377270.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.7500%  | 0.0000% | $63776170.56       | $65028013.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $154556419.53      | $157590158.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 2.7500%  | 0.0000% | $179923449.74      | $183455110.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $193618051.23      | $197418519.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1200%  | 0.0000% | $60348698.65       | $61533264.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $91962225.79       | $93767323.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-28      | 1.6200%  | 0.0000% | $8026085.43        | $8183626.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-31      | 2.2500%  | 0.0000% | $62995232.69       | $64231746.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $154225723.41      | $157252972.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-31      | 4.1200%  | 0.0000% | $65963388.39       | $67258163.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-28      | 3.5000%  | 0.0000% | $216649996.35      | $220902550.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-31      | 4.3700%  | 0.0000% | $94188899.54       | $96037704.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.8700%  | 0.0000% | $99923100.77       | $101884459.67      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 1.5000%  | 0.0000% | $26443818.14       | $26962875.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $173880228.43      | $177293269.49      | U.S. Treasuries (including strips) |

### Security 2: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.32_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-07-10      | 0.0000%  | 0.0000% | $7338800.00        | $7306039.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $161.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $6900000.00        | $5383538.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $2629900.00        | $1896586.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $2000.00           | $1027.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $62.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $113.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $65.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $71700000.00       | $58228052.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $11841600.00       | $9855007.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $5923000.00        | $5759893.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $196.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $387900.00         | $369726.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $4802000.00        | $5585095.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $84.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $52664300.00       | $48495284.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $1297100.00        | $1271746.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $29147500.00       | $29238045.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $300.00            | $282.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $407400.00         | $441365.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $181200.00         | $196306.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $13566200.00       | $14148249.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $12725600.00       | $13050083.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $584400.00         | $593584.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $694800.00         | $713068.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $1980700.00        | $1980004.90        | U.S. Treasuries (including strips) |

### Security 3: Canadian Imperial Bank

- **C.1 - Title:** Canadian Imperial Bank 4.340000%
- **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: 136998002, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: 136998002_4.34_0602
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $73.33             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1148.00           | $539.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $26525814.00       | $18051295.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $1305434.00        | $891868.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $547006.00         | $366063.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $12660424.00       | $9822359.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $25001.00          | $19131.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $1000.00           | $885.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1023.00           | $417.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $81.34             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1021475.00        | $521967.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $799.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $442.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1240821.00        | $767630.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1115277.00        | $837256.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $2060147.00        | $963799.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $1290942.00        | $844564.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $956649.00         | $564731.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $995.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $942.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $3024.00           | $2465.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $947.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $914.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1000.00           | $1073.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $4290624.00        | $4612027.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 5.6840%  | 0.0000% | $7847256.00        | $8318939.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2059.00           | $2116.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $1024.00           | $902.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $1024.00           | $905.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $1000.00           | $886.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $7969930.00        | $112094.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 7.3410%  | 0.0000% | $94025.00          | $86762.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $759.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $5081552.00        | $3768055.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $540965.00         | $457138.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $4056224.00        | $3161255.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $16153112.00       | $15263701.18       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $1003.00           | $17.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-08-01      | 2.8100%  | 0.0000% | $1001.00           | $26.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.9700%  | 0.0000% | $3988828.00        | $3729093.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1152.00           | $834.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 6.0000%  | 0.0000% | $6477310.00        | $5494961.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $17790900.00       | $257974.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1266350.00        | $1194475.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1090187.00        | $1144108.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3383905.00        | $3390083.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $750457.00         | $788735.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1145191.00        | $1220140.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $1017.00           | $10.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $991087.00         | $1023053.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $922337.00         | $941212.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $989.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2250352.00        | $2271679.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1989233.00        | $1984427.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $4203176.00        | $4104235.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1531064.00        | $1577298.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $609692.00         | $646757.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $872325.00         | $823563.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1701873.00        | $1736624.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1010361.00        | $1032821.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $3220461.00        | $3157271.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1515739.00        | $1278432.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1820652.00        | $752310.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.0000%  | 0.0000% | $11231400.00       | $190218.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5000%  | 0.0000% | $1422894.00        | $105968.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1015.00           | $141.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5221251.00        | $5248460.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1302974.00        | $1254037.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $813.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $374680.00         | $328568.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $88055.00          | $89875.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $1729.00           | $984.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $6285376.00        | $4948834.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1024.00           | $323.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $3774399.00        | $3382147.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1069250.00        | $760627.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $47736.00          | $37618.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 4.3000%  | 0.0000% | $22200.00          | $22175.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 4.4000%  | 0.0000% | $1000.00           | $1000.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-01-01      | 4.4700%  | 0.0000% | $1221.00           | $1228.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1024.00           | $142.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1024.00           | $611.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $19275704.00       | $13112165.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1024.00           | $641.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.5000%  | 0.0000% | $1028.00           | $45.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $730722.00         | $115879.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 2.3800%  | 0.0000% | $4101.00           | $3617.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.5900%  | 0.0000% | $1040.00           | $1021.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 4.3850%  | 0.0000% | $5043997.00        | $4950831.15        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2025-06-17      | 0.0000%  | 0.0000% | $398900.00         | $398197.14         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $121.59            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $273.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-07-15      | 0.1250%  | 0.0000% | $900.00            | $1046.77           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $787100.00         | $888220.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $84.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $69000.00          | $73321.51          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $188.38            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-08-31      | 5.0000%  | 0.0000% | $6243700.00        | $6328740.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $72000.00          | $73157.25          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $2766300.00        | $2732849.08        | U.S. Treasuries (including strips)        |

### Security 4: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.34_0602
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $102433100.00      | $102000024.02      | U.S. Treasuries (including strips) |

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 2.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130A5R35, C.4 - ISIN: US3130A5R355, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1649235.60
- **C.18.a - Value (excl. sponsor support):** $1649235.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 2.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARDE8, C.4 - ISIN: US3130ARDE88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9985894.40
- **C.18.a - Value (excl. sponsor support):** $9985894.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWBY5, C.4 - ISIN: US3130AWBY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150018.81
- **C.18.a - Value (excl. sponsor support):** $150018.81
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100009978.00
- **C.18.a - Value (excl. sponsor support):** $100009978.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100014789.00
- **C.18.a - Value (excl. sponsor support):** $100014789.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AX4G0, C.4 - ISIN: US3130AX4G08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100034118.00
- **C.18.a - Value (excl. sponsor support):** $100034118.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3H55, C.4 - ISIN: US3130B3H558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149500000.00
- **C.18.a - Value (excl. sponsor support):** $149500000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3JW4, C.4 - ISIN: US3130B3JW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399499600.50
- **C.18.a - Value (excl. sponsor support):** $399499600.50
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3LJ0, C.4 - ISIN: US3130B3LJ08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499497312.69
- **C.18.a - Value (excl. sponsor support):** $499497312.69
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3QB2, C.4 - ISIN: US3130B3QB27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99997973.00
- **C.18.a - Value (excl. sponsor support):** $99997973.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4R60, C.4 - ISIN: US3130B4R605, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49997571.50
- **C.18.a - Value (excl. sponsor support):** $49997571.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4R78, C.4 - ISIN: US3130B4R787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148997684.54
- **C.18.a - Value (excl. sponsor support):** $148997684.54
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4SU6, C.4 - ISIN: US3130B4SU62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348995093.06
- **C.18.a - Value (excl. sponsor support):** $348995093.06
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99495119.53
- **C.18.a - Value (excl. sponsor support):** $99495119.53
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UJ8, C.4 - ISIN: US3130B4UJ89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349250216.54
- **C.18.a - Value (excl. sponsor support):** $349250216.54
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WB3, C.4 - ISIN: US3130B4WB36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499001022.95
- **C.18.a - Value (excl. sponsor support):** $499001022.95
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M70, C.4 - ISIN: US3130B5M702, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499997.29
- **C.18.a - Value (excl. sponsor support):** $499997.29
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VL9, C.4 - ISIN: US3130B5VL91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $597928275.88
- **C.18.a - Value (excl. sponsor support):** $597928275.88
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64B9, C.4 - ISIN: US3130B64B97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98484898.97
- **C.18.a - Value (excl. sponsor support):** $98484898.97
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64D5, C.4 - ISIN: US3130B64D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298452854.91
- **C.18.a - Value (excl. sponsor support):** $298452854.91
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64V5, C.4 - ISIN: US3130B64V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149996868.00
- **C.18.a - Value (excl. sponsor support):** $149996868.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66E1, C.4 - ISIN: US3130B66E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249495588.84
- **C.18.a - Value (excl. sponsor support):** $249495588.84
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66Y7, C.4 - ISIN: US3130B66Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214999208.80
- **C.18.a - Value (excl. sponsor support):** $214999208.80
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67F7, C.4 - ISIN: US3130B67F74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349998488.00
- **C.18.a - Value (excl. sponsor support):** $349998488.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997142.00
- **C.18.a - Value (excl. sponsor support):** $199997142.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6572302.77
- **C.18.a - Value (excl. sponsor support):** $6572302.77
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPLG8, C.4 - ISIN: US3133EPLG81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002143.50
- **C.18.a - Value (excl. sponsor support):** $30002143.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39768640.37
- **C.18.a - Value (excl. sponsor support):** $39768640.37
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000084.90
- **C.18.a - Value (excl. sponsor support):** $30000084.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50017622.00
- **C.18.a - Value (excl. sponsor support):** $50017622.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119817856.34
- **C.18.a - Value (excl. sponsor support):** $119817856.34
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $94048741.82
- **C.18.a - Value (excl. sponsor support):** $94048741.82
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $79792769.93
- **C.18.a - Value (excl. sponsor support):** $79792769.93
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200129462.00
- **C.18.a - Value (excl. sponsor support):** $200129462.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37018199.19
- **C.18.a - Value (excl. sponsor support):** $37018199.19
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72072262.08
- **C.18.a - Value (excl. sponsor support):** $72072262.08
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72074163.60
- **C.18.a - Value (excl. sponsor support):** $72074163.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: N/A, C.5 - Other ID: 46699D001_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-05-31      | 4.3700%  | 0.0000% | $1000361666.67     | $1020000004.66     | U.S. Treasuries (including strips) |

### Security 44: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_4.36_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $500181666.67      | $510000000.72      | U.S. Treasuries (including strips) |

### Security 45: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.360000%
- **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: 65999Z009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $699822.00         | $66415.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $706377.00         | $49613.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1699999.00        | $129660.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $198955.00         | $15376.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $200000.00         | $15687.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $4102387.00        | $254458.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $1001.00           | $76.19             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $994005.00         | $255288.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1970590.00        | $494653.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $43502.00          | $15272.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $693.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $38112.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.5000%  | 0.0000% | $50000.00          | $29141.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $87639.00          | $16473.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16059.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-15      | 5.5300%  | 0.0000% | $1000000.00        | $1024573.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-15      | 5.7400%  | 0.0000% | $49661.00          | $52127.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $6929093.00        | $7181880.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $960320.00         | $991265.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1210427.00        | $1249623.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1491254.00        | $1482450.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6900363.00        | $7051890.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $683662.00         | $698674.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $96974.00          | $3322.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $499990.00         | $20118.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $50466617.00       | $50235462.42       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $311.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $434.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $729.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $870.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $58467055.00       | $53040617.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $5700000.00        | $3524683.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $59992.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $230000.00         | $148459.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $135000.00         | $85228.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $366000.00         | $241718.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $10271.00          | $391.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 4.0000%  | 0.0000% | $100000.00         | $16998.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $174000.00         | $29796.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $100000.00         | $12995.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $7000.00           | $861.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 4.5000%  | 0.0000% | $2088058.00        | $425192.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $655931.00         | $21334.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $780678.00         | $80954.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.0000%  | 0.0000% | $7000.00           | $452.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $159772.00         | $42421.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $3041605.00        | $659661.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13151.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 3.0000%  | 0.0000% | $499998.00         | $93748.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $160863.00         | $45461.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $441655.00         | $89502.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1379.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 6.0000%  | 0.0000% | $37000.00          | $25245.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $28000.00          | $18167.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3137.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $20000.00          | $11834.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $244504.00         | $165915.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $30000.00          | $20789.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $751.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $68000.00          | $50409.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $2280000.00        | $1821115.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $38892.00          | $32325.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4188.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $3360000.00        | $2849411.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1399.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-12-01      | 6.0000%  | 0.0000% | $4000.00           | $2385.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 3.0000%  | 0.0000% | $58755.00          | $47774.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $223484.00         | $159602.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-06-01      | 6.0000%  | 0.0000% | $58000.00          | $43462.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.0000%  | 0.0000% | $45760.00          | $30090.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $1000.00           | $793.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 6.0000%  | 0.0000% | $29000.00          | $25381.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2775.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 6.0000%  | 0.0000% | $494251.00         | $413995.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $2340932.00        | $2365809.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $3090000.00        | $3109826.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-04-01      | 5.0000%  | 0.0000% | $650000.00         | $21684.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 7.0000%  | 0.0000% | $1090557.00        | $1148799.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 7.0000%  | 0.0000% | $2067218.00        | $2179814.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1992820.00        | $1976905.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1281.00           | $1299.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $993.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 4.5000%  | 0.0000% | $26086.00          | $190.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $1421666.00        | $1410328.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1234091.00        | $1170480.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $974.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1270740.00        | $1243454.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $20623.00          | $17900.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $3149777.00        | $3249416.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1638306.00        | $1730288.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1012716.00        | $1007111.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1435619.00        | $1462861.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2364380.00        | $1928701.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1111673.00        | $1161288.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1312256.00        | $1241926.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $967.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2101329.00        | $2097933.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2943395.00        | $2995227.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $354696.00         | $373594.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $285912.00         | $291976.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2026982.00        | $2084661.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $1092723.00        | $981453.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $1092014.00        | $1068477.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $496168.00         | $526061.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $887.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $945.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $883603.00         | $895414.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $121770.00         | $127879.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $888634.00         | $935794.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1010.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $20940.00          | $20886.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $21552.00          | $21095.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1007.00           | $1037.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $977.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $3407264.00        | $3410199.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1047.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1126632.00        | $1169215.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1794.00           | $1843.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1133246.00        | $1164340.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1085003.00        | $1000058.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1125776.00        | $1172289.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1339588.00        | $1366575.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1892655.00        | $1929521.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1010045.00        | $1042744.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1424899.00        | $1479670.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1095500.00        | $1083449.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1603900.00        | $1636310.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1064994.00        | $1085831.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2377360.00        | $2427286.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1133647.00        | $1131779.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1359312.00        | $1383050.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $83151.00          | $84754.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1530536.00        | $1451942.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2011700.00        | $2003278.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3291664.00        | $3350749.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2815770.00        | $2731975.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $945.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $12260.00          | $12481.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $12133022.00       | $12379605.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $4872169.00        | $5052196.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $11707390.00       | $12103651.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1382081.00        | $1435213.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1316270.00        | $1314972.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1128000.00        | $1153650.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1030025.00        | $1048401.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1629000.00        | $1690551.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3304182.00        | $3369016.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1061655.00        | $1094997.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1393485.00        | $1420833.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1187000.00        | $1203309.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1686509.00        | $1752446.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1089304.00        | $1146296.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2794.00           | $2901.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $980.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1264481.00        | $1328991.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $608.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $156027.00         | $136074.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1153742.00        | $1131217.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $147.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 5.5000%  | 0.0000% | $1004.00           | $919.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 5.5000%  | 0.0000% | $1047.00           | $1056.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 5.5000%  | 0.0000% | $1008328.00        | $1029119.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 8.5000%  | 0.0000% | $79627.00          | $424.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $2100000.00        | $1802770.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $67000.00          | $51554.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-25      | 3.0000%  | 0.0000% | $11233270.00       | $7834843.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $200000.00         | $31860.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $100000.00         | $8273.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 4.0000%  | 0.0000% | $400000.00         | $44986.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 4.5000%  | 0.0000% | $297126.00         | $49541.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.5000%  | 0.0000% | $199687.00         | $29842.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $200000.00         | $28354.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 4.0000%  | 0.0000% | $5000.00           | $884.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $17000.00          | $9925.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $35000.00          | $19931.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $53000.00          | $5493.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 2.5000%  | 0.0000% | $20000.00          | $3078.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $5000.00           | $2402.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $649.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $648.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $772.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $923.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $937.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $939.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1031.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $550.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $101375.00         | $45727.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.5000%  | 0.0000% | $2000.00           | $749.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $14237.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $16000.00          | $8911.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $120000.00         | $64082.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $11548.00          | $7004.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1300000.00        | $802509.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $64804.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $60563.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $10816.00          | $6863.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $150000.00         | $90258.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $82000.00          | $54622.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $200000.00         | $124610.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $65870.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2130000.00        | $1531675.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $774.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $520000.00         | $374533.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $45000.00          | $32553.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $21303639.00       | $17658481.49       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $100000.00         | $64916.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $19000.00          | $13669.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $70000.00          | $51044.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $3993575.00        | $2839722.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 2.5000%  | 0.0000% | $11599.00          | $7974.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $4535210.00        | $3583971.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 2.5000%  | 0.0000% | $27882.00          | $20304.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $14000.00          | $9976.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $18332000.00       | $13895352.37       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $3668.00           | $2190.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $50000.00          | $36251.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $2000000.00        | $1436776.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $500000.00         | $406992.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $5853727.00        | $4559563.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $834.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $816.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $250000.00         | $219132.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $878.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $915.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $920.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $926.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $989.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 4.4700%  | 0.0000% | $627304.00         | $617246.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $240.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $290708.00         | $154446.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $10000.00          | $6469.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $49990.00          | $28128.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 2.5000%  | 0.0000% | $32998.00          | $20751.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4359975.00        | $3229463.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $250000.00         | $161672.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $114062.00         | $74342.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $3000000.00        | $1957958.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $3906888.00        | $2472865.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2846.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $10583.00          | $7667.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $83000.00          | $63860.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $100000.00         | $71556.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $115370.00         | $85116.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $9000.00           | $6987.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $135000.00         | $102608.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $14000.00          | $10484.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $11703527.00       | $9706328.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $81770.00          | $65508.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $2006205.00        | $1586687.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 7.0000%  | 0.0000% | $2397391.00        | $2311261.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $95000.00          | $85865.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $839790.00         | $752778.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1013060.00        | $975294.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $20795074.00       | $20643973.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $2639.00           | $2631.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $39251.00          | $36113.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $33654326.00       | $32979751.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $6149331.00        | $5992208.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $9849672.00        | $9863831.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 5.5000%  | 0.0000% | $1425532.00        | $1380198.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $2818472.00        | $2722882.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $21138656.00       | $19402867.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $351.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $5335630.00        | $1451644.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $124866.00         | $52806.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $301.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $181000.00         | $54208.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $261000.00         | $69855.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $195000.00         | $74664.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $275000.00         | $155226.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $140766.00         | $72843.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-07-01      | 5.5000%  | 0.0000% | $4105684.00        | $3457811.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $1544.00           | $1008.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 1.5000%  | 0.0000% | $1000.00           | $666.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $120970.00         | $89045.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $100000.00         | $65854.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $500000.00         | $319318.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1434000.00        | $1299975.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.5000%  | 0.0000% | $1866280.00        | $1806174.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $97380.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2334167.00        | $1851529.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $3217334.00        | $2195033.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3670000.00        | $3150030.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 4.9650%  | 0.0000% | $9550773.00        | $9780379.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.8200%  | 0.0000% | $16250000.00       | $16530650.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 4.7900%  | 0.0000% | $6893058.00        | $6995458.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 4.9400%  | 0.0000% | $3519661.00        | $3544567.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $9919803.00        | $3379028.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 4.0000%  | 0.0000% | $22899042.00       | $2850749.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $58000.00          | $5766.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $316885.00         | $169342.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5790000.00        | $1259806.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $218236.00         | $52883.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $85000.00          | $34520.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $522.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $188000.00         | $86468.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $6000.00           | $3664.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $1529.00           | $254.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.0000%  | 0.0000% | $22395373.00       | $623933.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $128.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 2.5000%  | 0.0000% | $4000.00           | $503.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 4.5000%  | 0.0000% | $300000.00         | $73695.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $200000.00         | $47731.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $45000.00          | $11229.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $328.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $35088244.00       | $8317332.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $2030000.00        | $299936.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $315.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $273000.00         | $59315.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $362.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $10942435.00       | $2579605.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $300000.00         | $131891.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $484.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $6853476.00        | $4636248.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.0000%  | 0.0000% | $48359.00          | $27039.39          | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2025-11-20      | 0.0000%  | 0.0000% | $1000.00           | $980.18            | U.S. Treasuries (including strips)        |

### Security 46: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.350000%
- **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: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.3500
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $53956600.00       | $52947212.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $22443100.00       | $23552865.06       | U.S. Treasuries (including strips) |

### Security 47: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.360000%
- **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: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_4.3600
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1405.00           | $190.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $99176.00          | $6839.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $588.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $1000.00           | $351.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-03-20      | 5.5000%  | 0.0000% | $1000.00           | $426.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $10963000.00       | $9890825.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-15      | 5.5200%  | 0.0000% | $1000000.00        | $1017983.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-15      | 5.7100%  | 0.0000% | $5709528.00        | $5880222.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1116579.00        | $1152683.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $944587.00         | $975110.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $20840954.00       | $20173522.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3510817.00        | $3623709.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $11336.00          | $11711.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 6.5000%  | 0.0000% | $1100.00           | $1104.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3536040.00        | $3529299.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $6072.00           | $403.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 5.5000%  | 0.0000% | $16703783.00       | $16740616.26       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 6.0000%  | 0.0000% | $955817.00         | $865547.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $808.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $927933.00         | $841809.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $5099999.00        | $890793.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.5000%  | 0.0000% | $8099820.00        | $1218875.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $9018871.00        | $1731499.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 4.5000%  | 0.0000% | $1182498.00        | $240792.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $4532726.00        | $983054.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $751.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $8026534.00        | $7186721.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $251742.00         | $249115.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $13239535.00       | $13324483.46       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $9684316.00        | $9620869.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $2943096.00        | $2924710.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $3061768.00        | $2958934.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $3110894.00        | $2967127.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $2285909.00        | $2159882.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2149064.00        | $2176014.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $10258117.00       | $8240280.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1528720.00        | $1526225.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1708271.00        | $1691107.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $4068019.00        | $4065391.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2502189.00        | $2376059.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1605127.00        | $1655683.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $3698170.00        | $3044321.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $2889010.00        | $2657480.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $3778874.00        | $3437920.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2912009.00        | $2931541.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1504021.00        | $1571659.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $8571635.00        | $7869588.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $2430064.00        | $2518797.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2894159.00        | $2388708.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2081855.00        | $1959502.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $5568490.00        | $5507931.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $5057527.00        | $4992318.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1665296.00        | $1733268.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1659238.00        | $1695724.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1177577.00        | $1038050.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2378821.00        | $2352081.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1519817.00        | $1544841.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1199513.00        | $1068718.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $706908.00         | $744571.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2730646.00        | $2304290.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1303450.00        | $1352632.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $14593869.00       | $14486343.57       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $44412048.00       | $37722415.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $24268.00          | $23725.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $24059112.00       | $24629200.67       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1028.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1116.00           | $1137.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $824.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1063.00           | $1087.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1040.00           | $1092.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $5836400.00        | $6116209.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $2244180.00        | $2323551.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1031325.00        | $1049929.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1081860.00        | $1096386.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $13340.00          | $13859.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $12647389.00       | $12904426.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $7964024.00        | $8116107.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $245419.00         | $254853.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1455813.00        | $1454215.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1002.00           | $1021.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2210362.00        | $2209808.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1055649.00        | $1056906.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2474428.00        | $2408629.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $10284298.00       | $1929230.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 4.0000%  | 0.0000% | $17384937.00       | $2278492.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $872.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.5000%  | 0.0000% | $2997420.00        | $2568603.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1016.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $5000000.00        | $3032511.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $2820712.00        | $2664111.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3274319.00        | $2760651.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $3900000.00        | $2125685.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $582.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $827583.00         | $494237.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $4500000.00        | $2846365.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 4.3500%  | 0.0000% | $1005.00           | $947.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $240000.00         | $211691.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $6578.00           | $5591.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $793.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $14620281.00       | $11409620.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $231400.00         | $222773.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $18600986.00       | $18465828.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $3586420.00        | $3442157.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $25646349.00       | $22396255.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1535784.00        | $1502793.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $6442629.00        | $6451890.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $28359581.00       | $28243492.64       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.5000%  | 0.0000% | $4000000.00        | $2871865.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-15      | 3.5000%  | 0.0000% | $3595000.00        | $2875593.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $906.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 4.8300%  | 0.0000% | $14908990.00       | $14946886.16       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.6600%  | 0.0000% | $1000.00           | $989.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $5267.00           | $1092.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.5000%  | 0.0000% | $1051.00           | $141.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.0000%  | 0.0000% | $4424.00           | $514.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.5000%  | 0.0000% | $22296000.00       | $3075453.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 4.0000%  | 0.0000% | $17053023.00       | $5377529.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $30711758.00       | $8390883.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $3468.00           | $1776.35           | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2025-11-20      | 0.0000%  | 0.0000% | $1000.00           | $980.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-01-31      | 1.5000%  | 0.0000% | $6753400.00        | $6517793.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $354000.00         | $366991.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $2000.00           | $2020.38           | U.S. Treasuries (including strips)        |

### Security 48: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.360000%
- **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: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_8.00
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $825000.00         | $127393.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $939000.00         | $84718.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $230000.00         | $21658.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $385000.00         | $36766.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $905340.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $3450000.00        | $404781.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 2.5000%  | 0.0000% | $1802502.00        | $373599.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1669000.00        | $202476.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $816292.00         | $78415.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $8400000.00        | $840430.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $4630000.00        | $596984.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $98287.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $1325000.00        | $226907.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $603000.00         | $81594.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1880000.00        | $263456.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1828000.00        | $304334.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $4304174.00        | $196458.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $2875.00           | $79.47             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $938203.00         | $76297.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $7195000.00        | $1001738.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1322808.00        | $117703.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $1581887.00        | $212804.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $125000.00         | $11274.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 4.5000%  | 0.0000% | $705680.00         | $63318.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $1048404.00        | $78785.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $570000.00         | $51436.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 2.5000%  | 0.0000% | $660766.00         | $153396.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $4280457.00        | $582498.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $4557021.00        | $650727.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $1619160.00        | $188363.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.5000%  | 0.0000% | $581265.00         | $31333.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $528676.00         | $44730.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $6961011.00        | $961153.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $617481.00         | $47095.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $201013.00         | $15535.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $1200000.00        | $93637.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $75000.00          | $5284.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $300000.00         | $36457.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $327417.00         | $39480.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $117551.00         | $89785.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $711000.00         | $55346.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $3800000.00        | $298056.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $17971.00          | $1262.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $309846.00         | $63587.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $3870421.00        | $266931.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1800000.00        | $143874.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $4300000.00        | $259506.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $143217.00         | $9558.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 6.5000%  | 0.0000% | $1000000.00        | $222328.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 6.5000%  | 0.0000% | $1000000.00        | $133598.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2250000.00        | $301308.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $5641000.00        | $449682.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $837000.00         | $72410.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $8530248.00        | $653270.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $3800000.00        | $364296.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $600060.00         | $71718.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $334408.00         | $30807.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $247408.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $97000.00          | $13572.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $177557.00         | $14734.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $30000.00          | $3238.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $21309.00          | $1994.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $10000.00          | $512.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $138051.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $4155.00           | $1559.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $82001.00          | $14827.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $4100051.00        | $613955.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $157000.00         | $22807.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $3000000.00        | $271771.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1100000.00        | $153232.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $80000.00          | $15550.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $10000.00          | $1278.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $2006183.00        | $415524.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4500000.00        | $889375.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $11446000.00       | $2939651.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $1487950.00        | $281389.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $115826.00         | $32800.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $3000.00           | $826.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $135000.00         | $26819.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $135000.00         | $63396.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1364273.00        | $657751.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $1362979.00        | $329174.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $135000.00         | $69537.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $693.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1063.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $25000.00          | $13922.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 4.0000%  | 0.0000% | $135000.00         | $61139.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $85000.00          | $49811.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $13957.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $7299.00           | $4716.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $3862.00           | $2497.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 1.5000%  | 0.0000% | $18618.00          | $10991.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $672679.00         | $368086.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $813950.00         | $646779.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-20      | 4.0000%  | 0.0000% | $147582.00         | $97662.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $100000.00         | $75512.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $3622.00           | $1745.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $10000.00          | $6857.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $78990.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $100000.00         | $68782.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $23078.00          | $19978.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-20      | 4.5000%  | 0.0000% | $151769.00         | $116382.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $319007.00         | $107657.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $232697.00         | $200925.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $77661.00          | $43682.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-12-20      | 3.5000%  | 0.0000% | $67240.00          | $31797.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $400462.00         | $211206.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $130000.00         | $19710.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $500000.00         | $28819.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $50910.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23398.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9115.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $358447.00         | $25276.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $156.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $257579.00         | $67582.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $20790.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $511692.00         | $213494.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $34451.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4769.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $198453.00         | $15970.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4102.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $20240.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $70478.00          | $39949.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $117218.00         | $19148.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $48044.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $213704.00         | $45205.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $1264886.00        | $159021.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $18168.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $1150394.00        | $204139.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $5400.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1702920.00        | $359422.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $395528.00         | $103867.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $247604.00         | $51149.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $501419.00         | $110193.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $1015828.00        | $51007.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $36793.00          | $24424.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $68971.00          | $26869.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $73135.00          | $32592.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2376694.00        | $352264.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $88655.00          | $46605.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $67090.00          | $32095.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $215439.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $132356.00         | $25072.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $3255.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 3.0000%  | 0.0000% | $680966.00         | $191021.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $80103.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $153317.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3021.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60287.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-15      | 5.5000%  | 0.0000% | $464928.00         | $19619.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-15      | 5.5000%  | 0.0000% | $4899128.00        | $171126.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $1159573.00        | $406865.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $35088.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-15      | 4.5000%  | 0.0000% | $3327956.00        | $221841.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-15      | 4.0000%  | 0.0000% | $550136.00         | $63039.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $7095.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $3985713.00        | $398076.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $1087448.00        | $408605.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $46057.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $1027812.00        | $192774.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $211006.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $499000.00         | $267325.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-15      | 3.0000%  | 0.0000% | $616097.00         | $122025.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 2.5000%  | 0.0000% | $1865000.00        | $161486.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $2185000.00        | $358613.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $2780000.00        | $368642.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1267713.00        | $152095.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1372931.00        | $491992.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $2896450.00        | $545972.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2541.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $13692.00          | $1096.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $586800.00         | $360802.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $75000.00          | $35768.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $77236.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1877366.00        | $1197412.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1196624.00        | $620594.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-15      | 3.5000%  | 0.0000% | $870188.00         | $741437.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-01-15      | 5.6000%  | 0.0000% | $500000.00         | $462396.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $351591.00         | $205505.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-15      | 3.5000%  | 0.0000% | $1010769.00        | $856767.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-15      | 3.5000%  | 0.0000% | $1100306.00        | $827027.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-15      | 3.5000%  | 0.0000% | $333947.00         | $269603.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 3.0000%  | 0.0000% | $126000.00         | $87798.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $59154.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $105747.00         | $70061.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $102000.00         | $70220.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $166000.00         | $92391.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $84604.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $600000.00         | $365367.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $186000.00         | $127020.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $130000.00         | $94195.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $41000.00          | $26929.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-15      | 5.6300%  | 0.0000% | $1000000.00        | $1028818.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $120000.00         | $74092.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $26000.00          | $19190.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $46211.00          | $44106.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $99021.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $5631.00           | $5238.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $16105.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $3058244.00        | $467275.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $400000.00         | $66630.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 4.0000%  | 0.0000% | $475000.00         | $37633.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-15      | 2.4900%  | 0.0000% | $1025838.00        | $280831.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $110456.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $1096810.00        | $113032.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $79425.00          | $9018.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $70653.00          | $19390.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1784136.00        | $89666.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4818193.00        | $329713.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $102000.00         | $11117.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $68000.00          | $44977.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-15      | 5.5400%  | 0.0000% | $1000000.00        | $1009539.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-15      | 5.3800%  | 0.0000% | $1000000.00        | $995954.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-15      | 5.1600%  | 0.0000% | $500000.00         | $491828.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-15      | 5.1600%  | 0.0000% | $500000.00         | $491828.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-15      | 5.1600%  | 0.0000% | $500000.00         | $491828.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-15      | 5.3500%  | 0.0000% | $1000000.00        | $999526.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-15      | 4.7400%  | 0.0000% | $500000.00         | $479923.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-15      | 5.2100%  | 0.0000% | $1088177.00        | $989859.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-04-15      | 5.1200%  | 0.0000% | $500000.00         | $490792.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-04-15      | 5.1200%  | 0.0000% | $500000.00         | $490792.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-15      | 5.1300%  | 0.0000% | $500000.00         | $491829.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-15      | 5.0900%  | 0.0000% | $500000.00         | $490523.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-15      | 5.0000%  | 0.0000% | $500000.00         | $488024.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-15      | 5.9600%  | 0.0000% | $500000.00         | $517730.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-15      | 6.0000%  | 0.0000% | $402715.00         | $321440.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1141745.00        | $845683.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-15      | 6.1400%  | 0.0000% | $500000.00         | $526028.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-15      | 6.2000%  | 0.0000% | $1000000.00        | $1056978.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1033926.00        | $1078684.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1101182.00        | $892847.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1056961.00        | $654459.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-15      | 5.9900%  | 0.0000% | $500000.00         | $521552.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-15      | 5.3900%  | 0.0000% | $1000000.00        | $1012803.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-15      | 5.4800%  | 0.0000% | $1000000.00        | $1018664.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-15      | 5.8300%  | 0.0000% | $1000000.00        | $1036505.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2753398.00        | $2840167.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $390427.00         | $403008.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $43508746.00       | $43251888.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2483380.00        | $2565580.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $180138.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $7504.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $6738.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $25000.00          | $5971.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $44000.00          | $12804.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-15      | 2.5000%  | 0.0000% | $45690.00          | $10226.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $46000.00          | $17272.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $5074.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $88000.00          | $21410.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $24900.00          | $7374.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $8027.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1114203.00        | $94837.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $26000.00          | $6911.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $2291591.00        | $173629.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $5854.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $6611.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1225067.00        | $107418.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $11000.00          | $2569.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3111.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $9171.00           | $2397.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $26592.00          | $6104.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $22657.00          | $3829.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $885.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $1601348.00        | $124977.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35280.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $107610.00         | $17425.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $49311563.00       | $541610.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $55.22             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $8145.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $119.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $14.65             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $18.71             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $573.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $583.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $379.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-06-20      | 8.0000%  | 0.0000% | $11547786.00       | $8924.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $193.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $999.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $51.52             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $3512.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-12-20      | 5.5000%  | 0.0000% | $17527922.00       | $83817.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-01-20      | 5.5000%  | 0.0000% | $1864168.00        | $8854.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-02-20      | 5.5000%  | 0.0000% | $8288883.00        | $44131.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-04-20      | 5.5000%  | 0.0000% | $1479111.00        | $13842.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $352.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $46143654.00       | $179603.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $5557951.00        | $31626.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-05-20      | 5.0000%  | 0.0000% | $25000.00          | $248.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 4.5000%  | 0.0000% | $12871400.00       | $204097.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $164000.00         | $5458.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-05-20      | 4.5000%  | 0.0000% | $860013.00         | $37885.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $1315426.00        | $6496.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-20      | 4.5000%  | 0.0000% | $2000000.00        | $2907.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $763282.00         | $30765.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $567.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 5.5000%  | 0.0000% | $25000.00          | $335.05            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $865.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-03-20      | 4.5000%  | 0.0000% | $352592.00         | $6938.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $795.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1427.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $252202.00         | $2908.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $135.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $11599090.00       | $10580.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $45089358.00       | $86159.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 5.0000%  | 0.0000% | $955000.00         | $45102.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $3759001.00        | $106224.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $483.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $700000.00         | $3562.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $129000.00         | $5074.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $500000.00         | $19383.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $50000.00          | $1005.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $147168.00         | $5779.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $3165.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $323001.00         | $11656.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $450000.00         | $16608.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-20      | 4.0000%  | 0.0000% | $240000.00         | $9970.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $54000.00          | $2020.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $2950000.00        | $101071.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1000000.00        | $7247.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.0000%  | 0.0000% | $18065.00          | $727.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $358000.00         | $12982.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $1440010.00        | $57943.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $300000.00         | $1974.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $153026.00         | $7017.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $800000.00         | $32953.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $925000.00         | $10863.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $1346268.00        | $6425.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3664.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $1146156.00        | $56350.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $95144.00          | $4404.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $2525047.00        | $53797.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $770609.00         | $13346.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.5000%  | 0.0000% | $975000.00         | $23641.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $5750960.00        | $299267.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $9130615.00        | $458641.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 5.0000%  | 0.0000% | $500000.00         | $22606.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $250000.00         | $7908.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $415006.00         | $21965.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $800000.00         | $11025.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $2104884.00        | $109294.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $1555000.00        | $79797.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 3.5000%  | 0.0000% | $19503.00          | $1683.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1900000.00        | $78340.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $1374001.00        | $45980.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $201000.00         | $7090.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $3384000.00        | $124806.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $1000000.00        | $44558.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $1639000.00        | $65391.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4760.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-20      | 5.5000%  | 0.0000% | $3912000.00        | $143251.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1314.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $61819.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-15      | 2.5000%  | 0.0000% | $309325.00         | $130471.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-15      | 4.5000%  | 0.0000% | $10677997.00       | $227295.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1459492.00        | $181927.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $6206007.00        | $422284.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $390.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2779.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-11-15      | 8.0000%  | 0.0000% | $1852151.00        | $33773.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $744.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-11-15      | 7.5000%  | 0.0000% | $1176388.00        | $21050.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $50000.00          | $7.77              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $6134.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-03-20      | 5.5000%  | 0.0000% | $4339940.00        | $20303.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1640.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $950457.00         | $305482.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $1105000.00        | $107725.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-15      | 6.0000%  | 0.0000% | $1091062.00        | $57766.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 4.5000%  | 0.0000% | $6008318.00        | $71578.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-15      | 6.0000%  | 0.0000% | $269816.00         | $47844.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1400000.00        | $139821.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $79539.00          | $9943.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $2500000.00        | $501789.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $951247.00         | $31453.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $2100630.00        | $157567.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $500000.00         | $125247.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $950043.00         | $339182.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $3027610.00        | $683055.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $384271.00         | $82452.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-15      | 3.5000%  | 0.0000% | $5679940.00        | $845020.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $108000.00         | $52024.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $351630.00         | $162940.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61415.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-15      | 4.5000%  | 0.0000% | $589267.00         | $223123.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $82296.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1000000.00        | $662056.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-15      | 3.0000%  | 0.0000% | $460000.00         | $344684.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $64956.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $126361.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $200000.00         | $131164.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $402322.00         | $363276.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $35000.00          | $26234.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-15      | 6.5000%  | 0.0000% | $3999500.00        | $8149.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-05-20      | 5.0000%  | 0.0000% | $2872877.00        | $109466.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.0000%  | 0.0000% | $1277071.00        | $287530.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $1180000.00        | $149936.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.5000%  | 0.0000% | $307119.00         | $42973.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $175000.00         | $19575.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4458.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $1030000.00        | $55853.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 3.0000%  | 0.0000% | $90000.00          | $7575.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 5.0000%  | 0.0000% | $648800.00         | $33522.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $1050000.00        | $111666.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $275000.00         | $24154.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $5123619.00        | $303471.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $3144149.00        | $343333.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 3.0000%  | 0.0000% | $1750000.00        | $212284.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1807500.00        | $183913.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $92374.00          | $8312.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $70760.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 1.5000%  | 0.0000% | $337425.00         | $44250.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15604.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4169999.00        | $315079.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 3.5000%  | 0.0000% | $1900000.00        | $132181.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 5.0000%  | 0.0000% | $371061.00         | $18896.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $100000.00         | $6645.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $18000.00          | $1195.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 5.0000%  | 0.0000% | $1816408.00        | $83669.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $7500000.00        | $549451.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 1.5000%  | 0.0000% | $131516.00         | $14263.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 4.5000%  | 0.0000% | $4000000.00        | $304169.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $2030000.00        | $152744.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $8711559.00        | $649957.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $469000.00         | $37608.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1225000.00        | $108567.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $2194000.00        | $192330.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1000000.00        | $94213.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $2900000.00        | $258045.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $507411.00         | $47550.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $1625000.00        | $114901.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $534790.00         | $35000.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $9806818.00        | $914885.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $469795.00         | $55665.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $2350000.00        | $236273.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1732563.00        | $200020.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $31000.00          | $3235.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 5.0000%  | 0.0000% | $10000000.00       | $1041582.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $10000000.00       | $1090377.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $1600000.00        | $199625.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $67000.00          | $29095.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $22725.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $49861.00          | $37544.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $25483.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $503894.00         | $141793.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $70525.00          | $50318.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $24862.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $85000.00          | $57219.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $82000.00          | $56008.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $100000.00         | $59473.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $50000.00          | $34175.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $48000.00          | $31617.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-15      | 5.0900%  | 0.0000% | $1000000.00        | $981557.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-15      | 4.7900%  | 0.0000% | $500000.00         | $481426.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $123000.00         | $88143.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-15      | 4.8500%  | 0.0000% | $1000000.00        | $957699.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6493.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $137125.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $321000.00         | $80454.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $105521.00         | $29072.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $93354.00          | $34422.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $40161.00          | $8033.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $97609.00          | $32911.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $120230.00         | $30878.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $1381412.00        | $316588.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $99762.00          | $18087.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $52585.00          | $4819.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $1350.00           | $887.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $5695.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.5000%  | 0.0000% | $339779.00         | $45629.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $400000.00         | $253439.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $177000.00         | $108834.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $537000.00         | $330867.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $362872.00         | $234117.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1125000.00        | $723203.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $2890000.00        | $585661.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $5357000.00        | $1148427.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $1850000.00        | $435567.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $25576.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 4.5000%  | 0.0000% | $1486488.00        | $517834.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.0000%  | 0.0000% | $50000.00          | $27687.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $400000.00         | $243389.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $496000.00         | $378881.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $66353.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $999938.00         | $811620.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $490000.00         | $301935.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1200000.00        | $806860.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.0000%  | 0.0000% | $620000.00         | $391418.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $305000.00         | $209460.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $800000.00         | $519387.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $51335.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $210000.00         | $160929.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $160944.00         | $119770.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $133248.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $664794.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $236000.00         | $168837.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 2.5000%  | 0.0000% | $67000.00          | $46154.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $615000.00         | $439958.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $393367.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $128000.00         | $98491.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $500000.00         | $401967.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1100000.00        | $854140.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $799999.00         | $605058.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $190000.00         | $144647.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $588000.00         | $426750.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $49757.00          | $34497.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15808.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $162000.00         | $123436.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $875000.00         | $641289.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $3000000.00        | $2229362.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $390005.00         | $306984.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $328000.00         | $228878.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $149568.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $699073.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $230000.00         | $163171.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1075000.00        | $869272.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $1100000.00        | $916736.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $232420.00         | $188011.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.5000%  | 0.0000% | $559558.00         | $422299.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $2128000.00        | $1930496.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $188000.00         | $145630.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $955.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $100000.00         | $91461.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $2417214.00        | $2175486.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1089938.00        | $755022.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $857376.00         | $589959.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $121099.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1168293.00        | $1037849.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $175000.00         | $114836.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $15306.00          | $11128.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $27185.00          | $20496.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $23527.00          | $16953.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $120767.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $300000.00         | $30017.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $17434.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $5531900.00        | $238298.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $6732000.00        | $279949.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 7.5000%  | 0.0000% | $5605983.00        | $311454.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $2969.00           | $91.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 4.5000%  | 0.0000% | $8245095.00        | $716997.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $5090655.00        | $414207.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 4.0000%  | 0.0000% | $305000.00         | $43333.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 7.0000%  | 0.0000% | $4100000.00        | $545340.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 3.0000%  | 0.0000% | $2226306.00        | $392108.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 5.0000%  | 0.0000% | $8337328.00        | $344994.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1432108.00        | $217545.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $21306.00          | $4717.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 4.0000%  | 0.0000% | $526709.00         | $83000.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $800000.00         | $199235.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $10000000.00       | $868090.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 4.5000%  | 0.0000% | $1000.00           | $203.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $44127.00          | $8456.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.0000%  | 0.0000% | $166094.00         | $46838.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $12579836.00       | $1154587.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $25101.00          | $2693.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $1768000.00        | $272330.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $36818.00          | $5626.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $32624.00          | $5248.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $566596.00         | $69034.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $33236.00          | $6244.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $28230.00          | $3131.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $99208.00          | $17358.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $51398.00          | $12878.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $27607.00          | $5215.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $48902.00          | $3508.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $48092.00          | $11708.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $256949.00         | $83355.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $340228.00         | $78441.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $34741.00          | $1907.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $180880.00         | $27953.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 2.5000%  | 0.0000% | $26224.00          | $7402.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $216000.00         | $39989.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $147000.00         | $28707.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $1223335.00        | $11826.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 4.0000%  | 0.0000% | $300000.00         | $45259.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 4.0000%  | 0.0000% | $1403067.00        | $234685.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 5.0000%  | 0.0000% | $1825000.00        | $148878.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.0000%  | 0.0000% | $583649.00         | $42523.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 3.5000%  | 0.0000% | $500000.00         | $81288.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $7000000.00        | $414234.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $150000.00         | $47538.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1682410.00        | $170730.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $798371.00         | $104323.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $710000.00         | $72566.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $300000.00         | $64869.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 4.0000%  | 0.0000% | $360000.00         | $62070.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 4.5000%  | 0.0000% | $4907293.00        | $697884.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $365875.00         | $116261.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $211454.00         | $71789.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $72164250.00       | $15650940.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $147436.00         | $25664.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $277851.00         | $65939.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $25005.00          | $5815.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $229940.00         | $54003.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $186014.00         | $35095.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $124800.00         | $15449.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $226000.00         | $36469.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $162000.00         | $31959.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $73089.00          | $15033.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $44082.00          | $9296.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $328032.00         | $50294.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 2.5000%  | 0.0000% | $1007293.00        | $167281.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $242000.00         | $34585.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 3.0000%  | 0.0000% | $1907420.00        | $438640.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 3.0000%  | 0.0000% | $1100002.00        | $206248.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 2.5000%  | 0.0000% | $1531950.00        | $289058.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.5000%  | 0.0000% | $62134.00          | $4244.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.0000%  | 0.0000% | $6999570.00        | $173910.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $58470.00          | $7114.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $12225.00          | $736.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.0000%  | 0.0000% | $825000.00         | $128372.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $30120.00          | $1821.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $540000.00         | $35799.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $2850000.00        | $612166.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $3963553.00        | $719002.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $32170.00          | $4422.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $27490.00          | $2959.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $632819.00         | $195678.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $521066.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $2999700.00        | $794783.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 4.0000%  | 0.0000% | $1239660.00        | $210488.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $2855102.00        | $449320.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $28329.00          | $2634.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $7987068.00        | $569576.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 6.0000%  | 0.0000% | $44489.00          | $24491.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 5.5000%  | 0.0000% | $9000.00           | $6208.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $381000.00         | $247214.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4392.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.5000%  | 0.0000% | $27000.00          | $15641.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $254000.00         | $168447.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1812000.00        | $1192810.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $13000.00          | $8417.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $577000.00         | $351999.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $20000.00          | $12849.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.0000%  | 0.0000% | $65000.00          | $39400.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $55000.00          | $38525.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $195000.00         | $135134.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $16000.00          | $10736.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1010.00           | $759.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $25000.00          | $19381.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $126000.00         | $96159.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.0000%  | 0.0000% | $43724.00          | $31998.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $14000.00          | $11247.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $833.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $798000.00         | $655083.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4820.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $7000.00           | $5767.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 5.0000%  | 0.0000% | $63544.00          | $48378.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $34000.00          | $28850.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $46000.00          | $39482.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $55000.00          | $47445.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-07-01      | 4.0000%  | 0.0000% | $3478.00           | $2584.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $2069.00           | $1807.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 5.5000%  | 0.0000% | $9000.00           | $5666.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $570666.00         | $487788.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $14000.00          | $9794.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $18000.00          | $12428.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $277182.00         | $259569.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $920000.00         | $917766.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $903.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1007.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $15102283.00       | $14591679.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $5136000.00        | $5168953.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $300260.00         | $309369.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $342000.00         | $8790.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 5.5000%  | 0.0000% | $31000.00          | $693.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $67000.00          | $1736.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $32000.00          | $1410.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $2455268.00        | $2370050.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1264000.00        | $1225148.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1110587.00        | $1061246.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1181503.00        | $1174862.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $918.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1038947.00        | $879972.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $2384026.00        | $2302202.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1043202.00        | $1091798.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3331350.00        | $3304746.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1077290.00        | $1120954.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1205500.00        | $1253469.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1302551.00        | $1281779.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1463800.00        | $1520885.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1232.00           | $1224.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $1027012.00        | $999472.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $4081265.00        | $1202844.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $4730099.00        | $1016797.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $2166379.00        | $319778.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $3696924.00        | $285946.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1979842.00        | $1227794.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $1620403.00        | $69895.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 5.5000%  | 0.0000% | $4575389.00        | $12360.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 5.5000%  | 0.0000% | $165000.00         | $597.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 5.5000%  | 0.0000% | $509459.00         | $4321.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 5.5000%  | 0.0000% | $115000.00         | $815.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 7.0000%  | 0.0000% | $3205.00           | $140.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 7.5000%  | 0.0000% | $6410.00           | $155.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $64999.00          | $516.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 5.5000%  | 0.0000% | $19049891.00       | $15528.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $150283.00         | $90758.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1141116.00        | $933910.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1172122.00        | $1179881.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $1133586.00        | $883051.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1117692.00        | $898099.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1058250.00        | $724480.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 7.5000%  | 0.0000% | $1034506.00        | $754657.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 7.0000%  | 0.0000% | $1113180.00        | $978953.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1131159.00        | $867901.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $1239995.00        | $1123239.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1149127.00        | $836732.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1142760.00        | $993762.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $974.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1016469.00        | $886423.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1207864.00        | $1226702.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1035444.00        | $1080746.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1129705.00        | $1086132.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $549292.00         | $559488.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1313135.00        | $1154023.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1141358.00        | $1200156.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1309272.00        | $1235449.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1088735.00        | $558702.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $516887.00         | $533051.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $1399238.00        | $1475416.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 7.0000%  | 0.0000% | $1140825.00        | $873467.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $629576.00         | $640458.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1022168.00        | $855771.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1186025.00        | $1225313.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1119012.00        | $1165235.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1012240.00        | $1033603.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $1156401.00        | $1213594.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $231739.00         | $234707.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1116480.00        | $1151948.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $973.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1912758.00        | $1971510.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1015.00           | $1028.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $31709.00          | $32132.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $413916.00         | $420305.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $20150.00          | $20098.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $32720140.00       | $27152902.71       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $68465.00          | $66934.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $3441866.00        | $3462808.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $20829003.00       | $21261732.47       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $17428574.00       | $18155138.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $20637100.00       | $21217855.50       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $13947456.00       | $14277945.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $7160960.00        | $7320759.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2028.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $804800.00         | $834885.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2065.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $2000.00           | $2123.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $651316.00         | $690557.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1016967.00        | $1055275.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $1041.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1290018.00        | $1325800.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $4672612.00        | $4767575.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $2745302.00        | $2856352.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1012.00           | $1027.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1002.00           | $976.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1100.00           | $1142.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $903.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1041.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $21715.00          | $22552.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1029.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1961.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1048.00           | $1062.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1906285.00        | $523812.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $69423.00          | $8112.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $2476716.00        | $487652.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $60731.00          | $2991.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $28788.00          | $2017.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $4493830.00        | $613122.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.0000%  | 0.0000% | $53099.00          | $9133.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $29377.00          | $2640.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $970452.00         | $176071.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $266912.00         | $40450.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $400000.00         | $225770.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $415000.00         | $254456.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 3.5000%  | 0.0000% | $60000.00          | $28626.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $1600000.00        | $959376.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $613265.00         | $384123.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $92992.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $416358.00         | $290830.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1055000.00        | $751817.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $870000.00         | $621116.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1570000.00        | $1089040.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $722269.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $64483.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $305053.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $60388.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $888000.00         | $604327.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1104000.00        | $740363.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $23000.00          | $14743.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $814000.00         | $515984.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $550000.00         | $430726.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $160010.00         | $112508.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $15980.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $37000.00          | $30109.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $246001.00         | $174806.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $1127000.00        | $848959.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $19300.00          | $14382.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $34745.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $30000.00          | $22689.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $2600000.00        | $2193852.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 6.5000%  | 0.0000% | $72435.00          | $51167.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 3.0000%  | 0.0000% | $386391.00         | $58694.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $10154.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $29074.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $29575.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $874296.00         | $816003.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.5000%  | 0.0000% | $1543928.00        | $1239830.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.5000%  | 0.0000% | $1320383.00        | $1136802.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.5000%  | 0.0000% | $1307995.00        | $1059503.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1025549.00        | $838452.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $1279018.00        | $1202692.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $1013628.00        | $974797.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.5000%  | 0.0000% | $1223252.00        | $938723.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 4.5000%  | 0.0000% | $1003458.00        | $711782.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 4.5000%  | 0.0000% | $1310975.00        | $1225533.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.0000%  | 0.0000% | $460215.00         | $424710.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $49730.00          | $33748.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 5.5000%  | 0.0000% | $1002.00           | $917.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 8.5000%  | 0.0000% | $7262230.00        | $138.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 8.0000%  | 0.0000% | $272983.00         | $7.26              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-03-01      | 7.0000%  | 0.0000% | $18020.00          | $8.98              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 7.5000%  | 0.0000% | $303699.00         | $167.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.5000%  | 0.0000% | $1258317.00        | $628.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 8.0000%  | 0.0000% | $1254288.00        | $494.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 5.5000%  | 0.0000% | $74000.00          | $409.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 8.0000%  | 0.0000% | $347061.00         | $1102.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $28478.00          | $18.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 5.5000%  | 0.0000% | $516000.00         | $1774.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.5000%  | 0.0000% | $5881000.00        | $19605.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 7.0000%  | 0.0000% | $16025.00          | $103.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 6.0000%  | 0.0000% | $6896151.00        | $14707.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 6.5000%  | 0.0000% | $9982385.00        | $19563.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.0000%  | 0.0000% | $1293178.00        | $22449.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $6944.00           | $251.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 8.0000%  | 0.0000% | $345000.00         | $68.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $16025.00          | $8.02              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 5.7500%  | 0.0000% | $194941.00         | $1541.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 7.5000%  | 0.0000% | $48725.00          | $17.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 5.7500%  | 0.0000% | $121185.00         | $2170.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 8.0000%  | 0.0000% | $440759.00         | $295.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 8.0000%  | 0.0000% | $417449.00         | $94.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1470480.00        | $717.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $1015882.00        | $1183.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 5.5000%  | 0.0000% | $29000.00          | $133.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 5.5000%  | 0.0000% | $2859.00           | $12.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $16792000.00       | $77603.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.5000%  | 0.0000% | $356519.00         | $1849.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.5000%  | 0.0000% | $133000.00         | $583.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 8.0000%  | 0.0000% | $16025.00          | $90.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-10-01      | 7.5000%  | 0.0000% | $6410.00           | $35.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.5000%  | 0.0000% | $128200.00         | $723.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $37000.00          | $1672.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $28000.00          | $948.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $200000.00         | $11012.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $595000.00         | $23102.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.0000%  | 0.0000% | $36826262.00       | $602339.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $500000.00         | $33967.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $2200000.00        | $138165.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $300000.00         | $18505.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $2153501.00        | $2011818.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $51000.00          | $39243.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $7000.00           | $5584.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-25      | 3.5000%  | 0.0000% | $146000.00         | $113434.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1011190.00        | $818216.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1126691.00        | $964533.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1027939.00        | $506755.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1122100.00        | $1127474.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 5.0000%  | 0.0000% | $44000000.00       | $495053.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 7.0000%  | 0.0000% | $3324360.00        | $381078.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 7.0000%  | 0.0000% | $4135074.00        | $46877.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 6.0000%  | 0.0000% | $2969796.00        | $9134.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 5.5000%  | 0.0000% | $1245189.00        | $1059.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.5000%  | 0.0000% | $12547.00          | $354.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-05-01      | 5.0000%  | 0.0000% | $11623447.00       | $384873.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 6.5000%  | 0.0000% | $143826.00         | $2618.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 6.5000%  | 0.0000% | $11395.00          | $83.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 6.5000%  | 0.0000% | $7788731.00        | $179382.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 5.5000%  | 0.0000% | $14683000.00       | $241712.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $5609438.00        | $410359.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $25000.00          | $737.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $55218.00          | $1700.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $655000.00         | $80731.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $170000.00         | $17752.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $4000.00           | $991.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $975000.00         | $180683.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 2.5000%  | 0.0000% | $277115.00         | $56884.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $258000.00         | $50493.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $821932.00         | $169860.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $1314106.00        | $268305.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 2.5000%  | 0.0000% | $2007966.00        | $384199.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $649795.00         | $133453.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $770713.00         | $150632.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $76697.00          | $12311.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $32761.00          | $5875.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 5.0000%  | 0.0000% | $90000.00          | $5082.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 5.0000%  | 0.0000% | $8277228.00        | $158017.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 4.5000%  | 0.0000% | $5249980.00        | $182856.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 4.0000%  | 0.0000% | $163000.00         | $6046.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 5.0000%  | 0.0000% | $137513.00         | $6951.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 4.5000%  | 0.0000% | $3646200.00        | $72811.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $225190.00         | $37835.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $600000.00         | $95582.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $2825000.00        | $400457.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 4.0000%  | 0.0000% | $36917.00          | $2299.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $200000.00         | $16546.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $3400000.00        | $445542.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $319677.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $40000.00          | $4924.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $200000.00         | $29815.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 4.5000%  | 0.0000% | $2874.00           | $479.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.5000%  | 0.0000% | $700313.00         | $104660.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $700000.00         | $99241.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-05-01      | 3.0000%  | 0.0000% | $16000.00          | $230.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $9000000.00        | $694830.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $185368.00         | $14864.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 4.0000%  | 0.0000% | $669677.00         | $152741.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $5800000.00        | $431755.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 2.5000%  | 0.0000% | $12000.00          | $117.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $325000.00         | $25818.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 2.5000%  | 0.0000% | $5000.00           | $124.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $500000.00         | $45588.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1840000.00        | $219561.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $15000000.00       | $1058850.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $443000.00         | $44580.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $93154.00          | $9990.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $4000.00           | $201.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $14000.00          | $679.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $141000.00         | $16805.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $104285.00         | $13542.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 3.0000%  | 0.0000% | $5000.00           | $313.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $461000.00         | $56411.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 3.0000%  | 0.0000% | $5000.00           | $363.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $141000.00         | $14447.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 3.5000%  | 0.0000% | $7000.00           | $485.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $149000.00         | $12860.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $15000.00          | $1071.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $56000.00          | $4761.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $10000000.00       | $730034.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $70000.00          | $40869.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $95000.00          | $56456.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $264010.00         | $164350.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $9695.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $400000.00         | $41036.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $88207.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 4.0000%  | 0.0000% | $400000.00         | $68261.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $3625000.00        | $334232.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 3.0000%  | 0.0000% | $56000.00          | $6095.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-09-01      | 2.5000%  | 0.0000% | $24374.00          | $3300.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 2.5000%  | 0.0000% | $14000.00          | $2155.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $119973.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $85000.00          | $11680.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 3.0000%  | 0.0000% | $37000.00          | $10452.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 2.5000%  | 0.0000% | $29000.00          | $8678.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1030.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $475000.00         | $192695.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2500000.00        | $1084959.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 1.5000%  | 0.0000% | $4855.00           | $1686.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $255000.00         | $119739.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $255000.00         | $140564.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 1.5000%  | 0.0000% | $7419.00           | $4135.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $573664.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $300000.00         | $153219.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $102296.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $108836.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $113110.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $200000.00         | $106480.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $52888.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $400000.00         | $198063.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1200000.00        | $690457.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $450000.00         | $277074.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4661.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1212648.00        | $760264.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.0000%  | 0.0000% | $1828932.00        | $1165991.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.0000%  | 0.0000% | $200000.00         | $125352.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $300000.00         | $194218.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $700000.00         | $470734.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1191000.00        | $750264.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $900000.00         | $540860.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $22845.00          | $13909.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $56722.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $132013.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $14606.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $400000.00         | $255321.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $173265.00         | $133378.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $62104.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $131325.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 2.0000%  | 0.0000% | $234000.00         | $152522.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1784.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $500000.00         | $328668.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1056265.00        | $728710.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $3634.00           | $2568.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1700000.00        | $1040531.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $500000.00         | $310394.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $1034451.00        | $733982.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $134848.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $65471.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $150000.00         | $99179.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 5.5000%  | 0.0000% | $1753615.00        | $642478.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $75000.00          | $51130.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1300000.00        | $923279.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $230000.00         | $166499.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $230000.00         | $174194.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1132000.00        | $777546.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1027392.00        | $773326.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $179072.00         | $124708.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $77532.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.5000%  | 0.0000% | $200000.00         | $116240.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1153583.00        | $924367.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1156410.00        | $1145510.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1147794.00        | $1053979.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1449550.00        | $1091222.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1334000.00        | $1017431.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $633486.00         | $518873.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1442126.00        | $1230924.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1157428.00        | $1007604.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3343.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $323810.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1003661.00        | $844675.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1044202.00        | $912966.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1167400.00        | $765463.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1011199.00        | $760286.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1463755.00        | $1050686.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $585877.00         | $553350.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1170244.00        | $1203914.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1011170.00        | $537352.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $1061661.00        | $951925.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1059143.00        | $1047637.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1235675.00        | $1128515.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1209195.00        | $1186204.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1154088.00        | $1121715.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1112535.00        | $1075661.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1153286.00        | $1112598.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1060474.00        | $808796.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000904.00        | $892448.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 7.0000%  | 0.0000% | $136885.00         | $142805.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5828.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 2.5000%  | 0.0000% | $113839.00         | $65479.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 2.5000%  | 0.0000% | $310000.00         | $156669.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 4.0000%  | 0.0000% | $900300.00         | $484865.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $230581.00         | $164444.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $30289.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $20098.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 2.5000%  | 0.0000% | $800000.00         | $291856.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $78000.00          | $26511.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $634000.00         | $307475.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $2015000.00        | $734168.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.0000%  | 0.0000% | $461000.00         | $229830.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $539241.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $288000.00         | $144602.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 4.0000%  | 0.0000% | $195000.00         | $78711.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1389.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $715000.00         | $410860.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $19579.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $58521.00          | $32152.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $470158.00         | $156803.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.0000%  | 0.0000% | $2495000.00        | $1100169.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $176000.00         | $61130.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1437.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $57400.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $400000.00         | $220255.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $400000.00         | $226407.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $582.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $900000.00         | $392009.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $515000.00         | $274556.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $100000.00         | $59754.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1320000.00        | $551121.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $400000.00         | $239557.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $334111.00         | $141571.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $52000.00          | $32167.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $400000.00         | $214986.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1517000.00        | $756023.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $600000.00         | $286226.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $564000.00         | $302261.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $111332.00         | $69475.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $400000.00         | $232575.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1001.00           | $600.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $300000.00         | $177435.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $705000.00         | $438663.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $100000.00         | $56840.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 2.0000%  | 0.0000% | $20000.00          | $12908.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $124152.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 2.0000%  | 0.0000% | $134000.00         | $89752.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $279000.00         | $174378.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $300000.00         | $188533.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $603885.00         | $391343.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $400000.00         | $253265.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $179466.00         | $112275.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $300000.00         | $198496.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $64191.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $88000.00          | $56729.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $669878.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1600000.00        | $969011.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4599.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $64977.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 2.0000%  | 0.0000% | $1450000.00        | $979143.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $7000.00           | $5116.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $189184.00         | $120041.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $134887.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.0000%  | 0.0000% | $499000.00         | $306624.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $300000.00         | $190404.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1800000.00        | $1166685.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $699.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 3.0000%  | 0.0000% | $300000.00         | $189762.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $290000.00         | $202933.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $672424.00         | $447195.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $500000.00         | $350837.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $429000.00         | $285767.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $300000.00         | $200631.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $62305.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $861544.00         | $581085.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $415000.00         | $298425.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $876000.00         | $575506.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $77045.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 2.5000%  | 0.0000% | $147000.00         | $101398.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $21526.00          | $16954.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $774.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $300000.00         | $195546.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $14000.00          | $10127.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1300000.00        | $863433.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $100000.00         | $79259.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $38004657.00       | $25305698.29       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $136000.00         | $97841.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5833.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $400000.00         | $272704.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $49000.00          | $37085.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $79006.00          | $56638.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $310000.00         | $220699.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $1412000.00        | $1096296.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $20000.00          | $15725.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $135298.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $500000.00         | $341203.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $143184.00         | $99903.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1200000.00        | $910411.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $78435.00          | $66584.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1282000.00        | $1106573.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $18665.00          | $11146.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $776.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1025000.00        | $892257.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $854317.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $71321.00          | $53764.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $60000.00          | $42958.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $75000.00          | $55872.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $88000.00          | $64745.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $10000.00          | $7776.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $778.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $16214237.00       | $14303711.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $270000.00         | $208609.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $300000.00         | $244523.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $15357.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $105319.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $158000.00         | $14455.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $295000.00         | $30645.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.0000%  | 0.0000% | $15000.00          | $3331.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $824467.00         | $305186.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-02      | 3.0000%  | 0.0000% | $233951.00         | $148795.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $118852.00         | $62211.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1200000.00        | $632214.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $196081.00         | $112689.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $900000.00         | $609988.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $900000.00         | $683142.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 4.0000%  | 0.0000% | $1055022.00        | $244630.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1300.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.0000%  | 0.0000% | $43146.00          | $15418.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8262.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1016000.00        | $532772.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 3.0000%  | 0.0000% | $2330000.00        | $1073377.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $421000.00         | $271831.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $3736051.00        | $2251027.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $219000.00         | $143794.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $472000.00         | $268917.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.5000%  | 0.0000% | $118000.00         | $57642.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 4.0000%  | 0.0000% | $400000.00         | $167167.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $109000.00         | $56817.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $632306.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $420885.00         | $268741.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $23000.00          | $15551.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $698.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $115000.00         | $79527.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5841.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $17175.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1233000.00        | $998696.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $52000.00          | $41922.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $63002.00          | $53572.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19735.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $6016.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $809654.00         | $638369.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $186000.00         | $137263.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $200000.00         | $159921.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1100000.00        | $878890.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $10000.00          | $7886.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $72000.00          | $54582.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $2528000.00        | $2099134.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $25000.00          | $2056.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 4.0000%  | 0.0000% | $1610000.00        | $186042.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 4.0000%  | 0.0000% | $200000.00         | $27362.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 4.5000%  | 0.0000% | $900001.00         | $144177.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.5000%  | 0.0000% | $141000.00         | $25193.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $7660000.00        | $1215137.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 3.0000%  | 0.0000% | $1370000.00        | $250809.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 3.5000%  | 0.0000% | $3800000.00        | $641438.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.5000%  | 0.0000% | $96000.00          | $19882.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $800000.00         | $145328.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.5000%  | 0.0000% | $4408552.00        | $922986.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $72249.00          | $9486.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $118255.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 4.5000%  | 0.0000% | $1055000.00        | $114291.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.0000%  | 0.0000% | $25000.00          | $2278.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 4.0000%  | 0.0000% | $9244003.00        | $1044212.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 3.0000%  | 0.0000% | $183418.00         | $35025.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.0000%  | 0.0000% | $3100000.00        | $737464.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $17295.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 3.0000%  | 0.0000% | $2318266.00        | $337018.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $4045734.00        | $1171824.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $313076.00         | $61148.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $2847568.00        | $514615.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.0000%  | 0.0000% | $466531.00         | $85482.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.0000%  | 0.0000% | $74995.00          | $9707.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3416.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $140.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.0000%  | 0.0000% | $925000.00         | $147561.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1059.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $1423000.00        | $238301.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $46000.00          | $10872.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $34307.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $170000.00         | $98774.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $535000.00         | $258231.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1409009.00        | $910394.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $2137507.00        | $705248.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $144284.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $219844.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1298944.00        | $643530.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $441866.00         | $272851.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $15000.00          | $9399.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $631.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $255285.00         | $160684.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $700000.00         | $451552.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $350000.00         | $245176.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 2.5000%  | 0.0000% | $57002.00          | $35846.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $12182453.00       | $9023627.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2816440.00        | $1955447.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $1490000.00        | $1003693.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $500000.00         | $331794.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1478330.00        | $930562.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1264000.00        | $817416.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $65603.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $601191.00         | $377477.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $24000.00          | $15727.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $250000.00         | $174670.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $69000.00          | $49106.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $7091.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $58900.00          | $43063.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $117000.00         | $77740.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $96000.00          | $74532.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $53000.00          | $39691.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $11725.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $29000.00          | $20456.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $102732.00         | $85738.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 4.5000%  | 0.0000% | $110823.00         | $72063.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 4.5000%  | 0.0000% | $85689.00          | $55337.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $10100.00          | $8106.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $850.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 3.5000%  | 0.0000% | $1070038.00        | $781148.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $257586.00         | $229507.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $41838908.00       | $40834221.01       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $6918796.00        | $6742012.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3540466.00        | $3545028.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $414729.00         | $130308.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $100000.00         | $18669.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $2500000.00        | $393762.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $20000.00          | $2004.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $595000.00         | $220971.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $380000.00         | $161897.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $80992.00          | $30466.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $68000.00          | $9872.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $96000.00          | $14894.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $330000.00         | $159652.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1430.00           | $652.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $40000.00          | $15013.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1677042.00        | $749878.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $81000.00          | $23412.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $285000.00         | $136867.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $8.83              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2025-09-01      | 5.5000%  | 0.0000% | $61741.00          | $2.51              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $9962.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $5821.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $3213.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $195.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-06-01      | 4.5000%  | 0.0000% | $280889.00         | $482.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 3.5000%  | 0.0000% | $65061.00          | $15141.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $221000.00         | $36960.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $166488.00         | $39094.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $1561000.00        | $360072.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.5000%  | 0.0000% | $35000.00          | $6600.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 3.0000%  | 0.0000% | $800000.00         | $184050.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $773175.00         | $174194.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 4.0000%  | 0.0000% | $787000.00         | $155039.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $6259000.00        | $877590.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $115000.00         | $34686.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 4.0000%  | 0.0000% | $1100000.00        | $223679.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $2146740.00        | $532856.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $725000.00         | $212897.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $750000.00         | $178119.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 5.0000%  | 0.0000% | $3589793.00        | $997511.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $84258.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.0000%  | 0.0000% | $2300000.00        | $141525.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $79933.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10762.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.0000%  | 0.0000% | $3200000.00        | $1069735.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $69000.00          | $8825.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 3.5000%  | 0.0000% | $145000.00         | $39777.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.0000%  | 0.0000% | $1354000.00        | $376667.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.5000%  | 0.0000% | $3589242.00        | $915609.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 3.5000%  | 0.0000% | $18000.00          | $1609.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $2419310.00        | $163020.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 3.5000%  | 0.0000% | $5000000.00        | $432474.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $85748.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 4.0000%  | 0.0000% | $10000000.00       | $745250.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $10000.00          | $933.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.0000%  | 0.0000% | $702000.00         | $139303.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-04-01      | 3.0000%  | 0.0000% | $462000.00         | $309130.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $210000.00         | $151621.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $16280.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 2.0000%  | 0.0000% | $23573.00          | $17127.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 2.5000%  | 0.0000% | $9000.00           | $2116.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 5.0000%  | 0.0000% | $10000.00          | $7369.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 3.0000%  | 0.0000% | $46708.00          | $36746.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2276.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 6.0000%  | 0.0000% | $350000.00         | $330434.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 2.5000%  | 0.0000% | $1076000.00        | $294945.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3719.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2817.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1359.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 2.0000%  | 0.0000% | $291000.00         | $187796.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $500000.00         | $290737.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $12000.00          | $8637.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $66238.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $705000.00         | $463456.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $23741.00          | $18203.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $17284805.00       | $14605135.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $1281342.00        | $493243.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1006.00           | $735.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $4473.00           | $4198.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $5682.00           | $5034.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $3272.00           | $3068.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1504.00           | $1126.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $6309.00           | $5969.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 3.0000%  | 0.0000% | $40574.00          | $31701.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3207.00           | $3045.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $26826.00          | $25510.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1127000.00        | $1073147.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $3927.00           | $3608.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1156306.00        | $1183914.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $1103625.00        | $1023470.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 4.8000%  | 0.0000% | $26854956.00       | $27301356.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 5.5050%  | 0.0000% | $832000.00         | $860969.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 4.8300%  | 0.0000% | $1000.00           | $1002.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 4.9400%  | 0.0000% | $20538339.00       | $20683677.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $396698.00         | $80602.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $406000.00         | $40366.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $238272.00         | $53815.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $352000.00         | $112631.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $119090.00         | $18224.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $2170000.00        | $727890.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1068106.00        | $221178.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $13682.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $228000.00         | $49404.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $80999.00          | $19627.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $685000.00         | $215209.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $287000.00         | $118038.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $410000.00         | $178638.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1103000.00        | $549812.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $16479.00          | $3120.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1105000.00        | $606875.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $11412.00          | $5676.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2100000.00        | $1142646.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $515000.00         | $281986.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $2430.00           | $1610.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $620000.00         | $364183.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $50000.00          | $28847.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $46089.00          | $29567.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $60755.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $100000.00         | $61469.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $17000.00          | $10382.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $10336.00          | $4787.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $20000.00          | $12484.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 5.0000%  | 0.0000% | $2467382.00        | $57973.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 8.0000%  | 0.0000% | $1764765.00        | $2924.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2025-11-01      | 5.0000%  | 0.0000% | $27123824.00       | $3329.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-11-01      | 6.0000%  | 0.0000% | $9367366.00        | $5969.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 4.0000%  | 0.0000% | $300000.00         | $4963.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $248616.00         | $13951.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $6000000.00        | $773731.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2025-08-01      | 4.5000%  | 0.0000% | $42092.00          | $0.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1090.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $29000.00          | $3642.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $3229.00           | $482.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $52000.00          | $6236.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $4482467.00        | $327730.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 3.5000%  | 0.0000% | $6200000.00        | $653317.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $65000.00          | $5651.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $3300000.00        | $350909.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $4249991.00        | $447158.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $87000.00          | $14461.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $175000.00         | $21093.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $666856.00         | $125892.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $554000.00         | $119035.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.0000%  | 0.0000% | $10000.00          | $1315.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 4.5000%  | 0.0000% | $33238.00          | $602.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-02-01      | 4.5000%  | 0.0000% | $2173.00           | $34.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 4.5000%  | 0.0000% | $35714.00          | $616.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 4.0000%  | 0.0000% | $25000.00          | $1114.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5000%  | 0.0000% | $4107012.00        | $10905.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.0000%  | 0.0000% | $21600000.00       | $37139.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.0000%  | 0.0000% | $50000.00          | $7714.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.5000%  | 0.0000% | $5300000.00        | $454406.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $1667.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 4.5000%  | 0.0000% | $4525000.00        | $205778.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 6.5000%  | 0.0000% | $12014.00          | $1.94              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 3.5000%  | 0.0000% | $1285000.00        | $184036.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.5000%  | 0.0000% | $3000000.00        | $455480.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.0000%  | 0.0000% | $2835000.00        | $555392.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $4000000.00        | $709963.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.0000%  | 0.0000% | $525000.00         | $109281.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $280289.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-09-01      | 3.5000%  | 0.0000% | $5500000.00        | $1136507.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-06-01      | 4.0000%  | 0.0000% | $3720000.00        | $319148.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 4.0000%  | 0.0000% | $1500000.00        | $143406.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $1049663.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.0000%  | 0.0000% | $500000.00         | $118945.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.0000%  | 0.0000% | $2828071.00        | $554122.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 3.0000%  | 0.0000% | $1059416.00        | $368956.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $720000.00         | $118399.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 4.0000%  | 0.0000% | $1461968.00        | $378060.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $1800000.00        | $310895.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 4.0000%  | 0.0000% | $9464956.00        | $1027847.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 4.0000%  | 0.0000% | $9405000.00        | $1126378.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.5000%  | 0.0000% | $2075000.00        | $490636.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $700000.00         | $200379.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $300000.00         | $106969.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 3.5000%  | 0.0000% | $10944000.00       | $1015600.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $2525000.00        | $624669.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $1250000.00        | $211612.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $503495.00         | $148301.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 3.5000%  | 0.0000% | $4119620.00        | $372088.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $1685000.00        | $369901.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $3000000.00        | $496734.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.5000%  | 0.0000% | $1400000.00        | $277391.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $819274.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 4.0000%  | 0.0000% | $3389868.00        | $279214.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $52016.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $98748.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.5000%  | 0.0000% | $5871545.00        | $203335.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.5000%  | 0.0000% | $2768762.00        | $291061.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 4.5000%  | 0.0000% | $4500543.00        | $259503.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 8.0000%  | 0.0000% | $3616.00           | $1.01              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.0000%  | 0.0000% | $4096412.00        | $457203.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $710000.00         | $148155.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $2100000.00        | $384727.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $4600000.00        | $978721.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 3.5000%  | 0.0000% | $6540060.00        | $1104184.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 5.5000%  | 0.0000% | $18242450.00       | $460987.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.5000%  | 0.0000% | $11538539.00       | $200565.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 5.5000%  | 0.0000% | $11300000.00       | $115946.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $857022.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $1375000.00        | $115304.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 4.0000%  | 0.0000% | $9999000.00        | $722197.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.0000%  | 0.0000% | $1824576.00        | $212374.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 4.0000%  | 0.0000% | $1329960.00        | $104398.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.0000%  | 0.0000% | $5437000.00        | $646646.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 3.0000%  | 0.0000% | $834000.00         | $114260.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.0000%  | 0.0000% | $3000000.00        | $430036.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $3600000.00        | $382295.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 3.0000%  | 0.0000% | $2000000.00        | $296582.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $3380627.00        | $332904.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $5100000.00        | $539862.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $269856.00         | $31156.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $6600000.00        | $794473.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 4.0000%  | 0.0000% | $1191993.00        | $148645.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.5000%  | 0.0000% | $8000000.00        | $840389.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.5000%  | 0.0000% | $276000.00         | $39049.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 4.0000%  | 0.0000% | $1583353.00        | $235495.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.0000%  | 0.0000% | $10000000.00       | $1175391.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.5000%  | 0.0000% | $1550000.00        | $177798.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.0000%  | 0.0000% | $2726400.00        | $378110.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1223000.00        | $146490.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $10346.00          | $1239.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $621196.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $209000.00         | $27366.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 3.5000%  | 0.0000% | $100000.00         | $7758.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $2450000.00        | $298126.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $549506.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 3.5000%  | 0.0000% | $2500000.00        | $292849.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $1324000.00        | $96671.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-09-01      | 4.0000%  | 0.0000% | $150000.00         | $518.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $4434.00           | $591.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $1493668.00        | $199081.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $400000.00         | $90043.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $139000.00         | $32858.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 2.5000%  | 0.0000% | $15700.00          | $2977.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $11109.00          | $2213.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $11000.00          | $2075.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $97000.00          | $10890.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $1370832.00        | $432033.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $800000.00         | $114493.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 4.5000%  | 0.0000% | $116868.00         | $28326.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-06-01      | 4.5000%  | 0.0000% | $350000.00         | $76549.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-08-01      | 3.5000%  | 0.0000% | $600000.00         | $183006.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-08-01      | 3.5000%  | 0.0000% | $2000000.00        | $585862.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $100000.00         | $29729.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-06-01      | 4.0000%  | 0.0000% | $100000.00         | $28304.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 5.0000%  | 0.0000% | $4700000.00        | $864174.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $2400000.00        | $699956.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-01-01      | 4.0000%  | 0.0000% | $100000.00         | $33499.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $462876.00         | $101894.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 4.5000%  | 0.0000% | $2761364.00        | $813258.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1490000.00        | $342938.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $378000.00         | $30374.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $364868.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $8514.00           | $970.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1545000.00        | $137723.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $200000.00         | $63944.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $410000.00         | $108653.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $1125000.00        | $359873.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $382000.00         | $93725.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $225000.00         | $50801.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $2625000.00        | $307124.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1860000.00        | $274379.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $4000.00           | $727.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 5.0000%  | 0.0000% | $1175000.00        | $104102.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $3000000.00        | $700867.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $4790000.00        | $580158.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $500000.00         | $38023.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $2091000.00        | $478880.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $120000.00         | $27878.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $266000.00         | $138003.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 4.0000%  | 0.0000% | $1686400.00        | $694569.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $750000.00         | $383982.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 4.0000%  | 0.0000% | $1591784.00        | $422824.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $150000.00         | $74364.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $301660.00         | $145467.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $600000.00         | $182700.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $59072.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $500000.00         | $266901.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $113035.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $92421.00          | $55199.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $100000.00         | $51090.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $200000.00         | $108133.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $400000.00         | $200802.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $400000.00         | $234070.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $400000.00         | $204757.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $53216.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1023800.00        | $854310.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $20054957.00       | $12064508.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $620047.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $122000.00         | $67203.18          | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $23177100.00       | $17510180.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $17669300.00       | $15394861.13       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-09-30      | 4.6250%  | 0.0000% | $2413800.00        | $2500713.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $1035500.00        | $1073501.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-05-31      | 4.5000%  | 0.0000% | $1000.00           | $1042.90           | U.S. Treasuries (including strips)        |

### Security 49: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498412786.78
- **C.18.a - Value (excl. sponsor support):** $498412786.78
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88755989.76
- **C.18.a - Value (excl. sponsor support):** $88755989.76
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495296665.00
- **C.18.a - Value (excl. sponsor support):** $495296665.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492508595.00
- **C.18.a - Value (excl. sponsor support):** $492508595.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $288625251.00
- **C.18.a - Value (excl. sponsor support):** $288625251.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395703124.00
- **C.18.a - Value (excl. sponsor support):** $395703124.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196834374.00
- **C.18.a - Value (excl. sponsor support):** $196834374.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298576173.00
- **C.18.a - Value (excl. sponsor support):** $298576173.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZW3, C.4 - ISIN: US912828ZW33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99677083.00
- **C.18.a - Value (excl. sponsor support):** $99677083.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $690746875.00
- **C.18.a - Value (excl. sponsor support):** $690746875.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98339844.00
- **C.18.a - Value (excl. sponsor support):** $98339844.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $682221092.00
- **C.18.a - Value (excl. sponsor support):** $682221092.00
- **C.19 - Percentage of Net Assets:** 3.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $486083985.00
- **C.18.a - Value (excl. sponsor support):** $486083985.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $775618752.00
- **C.18.a - Value (excl. sponsor support):** $775618752.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99808594.00
- **C.18.a - Value (excl. sponsor support):** $99808594.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.426300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400038240.00
- **C.18.a - Value (excl. sponsor support):** $400038240.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200386718.00
- **C.18.a - Value (excl. sponsor support):** $200386718.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.471300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400202684.00
- **C.18.a - Value (excl. sponsor support):** $400202684.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.546300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185628127.36
- **C.18.a - Value (excl. sponsor support):** $185628127.36
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.483300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200240950.00
- **C.18.a - Value (excl. sponsor support):** $200240950.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.360000%
- **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: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_4.36_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Bank   | 2036-03-14      | 5.1250%  | 0.0000% | $50000.00          | $51748.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2036-07-15      | 5.5000%  | 0.0000% | $100000.00         | $109079.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-07-09      | 4.5600%  | 0.0000% | $167095000.00      | $168336655.19      | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2028-03-10      | 3.0000%  | 0.0000% | $3740000.00        | $3671238.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2025-06-27      | 0.0000%  | 0.0000% | $82000000.00       | $81722020.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2025-07-08      | 0.0000%  | 0.0000% | $8400000.00        | $8360520.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2025-08-01      | 0.0000%  | 0.0000% | $26200000.00       | $26002976.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2025-11-14      | 0.0000%  | 0.0000% | $100000.00         | $98044.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2025-11-28      | 0.0000%  | 0.0000% | $1000000.00        | $978944.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-09-11      | 4.6250%  | 0.0000% | $4215000.00        | $4283402.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-11-17      | 4.6250%  | 0.0000% | $2115000.00        | $2133910.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2025-07-30      | 4.5000%  | 0.0000% | $1950000.00        | $1979466.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2034-02-13      | 5.2500%  | 0.0000% | $6990000.00        | $7043446.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2029-04-19      | 5.0100%  | 0.0000% | $600000.00         | $607029.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2026-04-10      | 4.4400%  | 0.0000% | $40000.00          | $40273.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2030-08-14      | 5.2700%  | 0.0000% | $18695000.00       | $18957051.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2035-12-27      | 5.7500%  | 0.0000% | $17015000.00       | $17327795.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2035-01-29      | 5.5300%  | 0.0000% | $46035000.00       | $46745363.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2040-03-12      | 5.6250%  | 0.0000% | $9060000.00        | $9048407.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2040-03-26      | 5.5000%  | 0.0000% | $9500000.00        | $9502638.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank   | 2040-06-08      | 5.0000%  | 0.0000% | $1000000.00        | $1000558.89        | Agency Mortgage-Backed Securities |

### Security 70: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.350000%
- **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: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_4.35_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2048-12-20      | 4.5000%  | 0.0000% | $995323.00         | $68644.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $187124.00         | $128316.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $150000000.00      | $128987922.78      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $1036640.00        | $199656.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1773472.00        | $703013.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-15      | 3.9500%  | 0.0000% | $1113899.00        | $1008100.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $7803.00           | $7936.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $6489.00           | $6652.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $3538012.00        | $3477532.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 2.5000%  | 0.0000% | $298729.00         | $238206.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1893818.00        | $1985124.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1717858.00        | $1777782.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-20      | 6.5000%  | 0.0000% | $2500548.00        | $345191.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-15      | 5.5000%  | 0.0000% | $5850000.00        | $277623.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $105862.00         | $11725.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $4909060.00        | $406172.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $71001.00          | $7903.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-11-15      | 4.4600%  | 0.0000% | $18500000.00       | $17327293.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-15      | 5.4200%  | 0.0000% | $805500.00         | $806496.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1378476.00        | $1363237.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $6715520.00        | $6663692.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 6.0000%  | 0.0000% | $180211.00         | $9190.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $28147136.00       | $21071471.57       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $82705152.00       | $71491137.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $150684416.00      | $149076726.52      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $5133000.00        | $553246.24         | Agency Mortgage-Backed Securities         |

### Security 71: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.34_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $61872000.00       | $74565223.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $182703700.00      | $180434864.44      | U.S. Treasuries (including strips) |

### Security 72: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **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: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_4.3500
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $99510300.00       | $102000008.70      | U.S. Treasuries (including strips) |

### Security 73: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **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: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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.      | 2040-12-01      | 2.0000%  | 0.0000% | $330000.00         | $187790.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $91966208.00       | $80033061.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $10000000.00       | $6602098.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.5000%  | 0.0000% | $4567012.00        | $17044.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.8900%  | 0.0000% | $989023.00         | $757412.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 2.5000%  | 0.0000% | $7400000.00        | $417554.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $4422376.00        | $3919372.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $1915150.00        | $1367434.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1718750.00        | $1790272.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $44060416.00       | $37881680.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $2313336.00        | $2442941.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1173406.00        | $1216534.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $33877824.00       | $11818423.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $4090000.00        | $3718436.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $1717574.00        | $1568832.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 3.5000%  | 0.0000% | $200000.00         | $34590.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $300000.00         | $232435.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $19225040.00       | $17498639.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1091854.00        | $940260.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.0500%  | 0.0000% | $2211499.00        | $2248736.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 3.5000%  | 0.0000% | $575000.00         | $62376.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2061-09-01      | 4.0000%  | 0.0000% | $78040960.00       | $49312205.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $17849.00          | $4130.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 5.4200%  | 0.0000% | $15354100.00       | $16081394.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $22712736.00       | $14846338.72       | Agency Mortgage-Backed Securities |

### Security 74: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.25_0602
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $159040900.00      | $150053191.95      | U.S. Treasuries (including strips) |

### Security 75: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.34_0602
- **C.18 - Value (incl. sponsor support):** $452000000.00
- **C.18.a - Value (excl. sponsor support):** $452000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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?:** No

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-08-31      | 1.3750%  | 0.0000% | $49000000.00       | $47547318.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $246895600.00      | $237294472.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $148689600.00      | $151079822.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $25000000.00       | $25118550.75       | U.S. Treasuries (including strips) |

### Security 76: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.34_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-11-28      | 0.0000%  | 0.0000% | $225035700.00      | $220370034.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $2760200.00        | $2606837.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $21234800.00       | $28082632.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-15      | 3.5000%  | 0.0000% | $607300.00         | $610080.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-05-31      | 4.2500%  | 0.0000% | $700.00            | $714.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $3303000.00        | $3421931.01        | U.S. Treasuries (including strips) |

### Security 77: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.350000%
- **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: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2047-02-20      | 4.5000%  | 0.0000% | $4996.00           | $484.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $12259267.00       | $559558.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $160000.00         | $18613.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $190869511.00      | $23019448.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 6.0000%  | 0.0000% | $1005.00           | $102.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $65530.00          | $6091.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $1124860.00        | $74037.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $597963.00         | $151471.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $877.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $25755997.00       | $7671788.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 6.0000%  | 0.0000% | $1137000.00        | $310143.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $3105492.00        | $2286623.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $503000.00         | $266398.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $398269.00         | $134623.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $148238.00         | $82555.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $1922906.00        | $1691283.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $15859260.00       | $9478254.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $600000.00         | $445840.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $7108263.00        | $5441720.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $1000.00           | $787.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $92168.00          | $70076.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $42465457.00       | $31259177.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $39798449.00       | $33777949.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $952182.00         | $864968.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.5000%  | 0.0000% | $225789.00         | $88013.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $8323110.00        | $8605174.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $9114780.00        | $9431879.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $88713.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1996726.00        | $2046589.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1023486.00        | $1057179.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $132959.00         | $142215.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $527079.00         | $551917.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $490158.00         | $514216.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $457744.00         | $476557.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1099008.00        | $1149262.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1665661.00        | $1731132.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1438081.00        | $1513527.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1209618.00        | $1284087.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1054128.00        | $1114974.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2729952.00        | $2787247.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $6608776.00        | $6740869.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $736787.00         | $753926.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6619030.00        | $6641015.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1141880.00        | $1119338.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $482292.00         | $476551.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2891458.00        | $2960695.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $6051480.00        | $6167356.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $25036.00          | $686.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1000.00           | $51.40             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $856985.00         | $85589.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $147588.00         | $113204.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $29816703.00       | $1256361.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $48222016.00       | $1290413.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $1113000.00        | $110717.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $337094.00         | $152729.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $81793.00          | $54996.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $72425.00          | $53896.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $94396.00          | $74256.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $349406.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1413521.00        | $1161030.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $5985707.00        | $5359258.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $785037.00         | $670618.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $9988672.00        | $9197676.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $450236.00         | $410925.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $101221.00         | $81067.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2704173.00        | $2666288.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $19000.00          | $17828.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3099587.00        | $2746061.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $3040.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $86165.00          | $83357.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $800000.00         | $95393.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3850%  | 0.0000% | $2858746.00        | $88371.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 7.0760%  | 0.0000% | $48621913.00       | $2367367.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $300000.00         | $45066.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $100000.00         | $27707.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.9700%  | 0.0000% | $2040000.00        | $1907164.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $13687251.00       | $11502517.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $540006.00         | $476370.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.8000%  | 0.0000% | $2747717.00        | $2559729.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.7200%  | 0.0000% | $1937792.00        | $1810860.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $100225.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1966366.00        | $144895.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $526995.00         | $59023.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $8167727.00        | $1220954.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $628097.00         | $68631.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $21440.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $53399807.00       | $5228927.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $11905488.00       | $2681182.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $28723.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $17581950.00       | $5463115.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $18215370.00       | $5716299.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $146.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $868609.00         | $181073.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $154666.00         | $139002.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1928746.00        | $1238432.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2010000.00        | $1316547.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1389.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $600009.00         | $400473.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1144821.00        | $774763.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $157840.00         | $126515.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $207598.00         | $203931.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $515448.00         | $512071.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 4.0000%  | 0.0000% | $729030.00         | $707233.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $282525.00         | $24030.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $30361.00          | $29792.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $3276208.00        | $3313925.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1004.00           | $898.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $14000.00          | $14451.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $915.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $703705.00         | $729888.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1218548.00        | $1143098.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1544330.00        | $1534129.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2002873.00        | $1895853.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $1075629.00        | $1133025.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1280844.00        | $1321614.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $18720597.00       | $17575129.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $5792199.00        | $5863478.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $52025000.00       | $354117.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 6.2790%  | 0.0000% | $1049.00           | $10.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.2590%  | 0.0000% | $1041.00           | $9.40              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.1230%  | 0.0000% | $10300000.00       | $51330.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.2040%  | 0.0000% | $5000000.00        | $78767.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.2520%  | 0.0000% | $33130.00          | $452.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 7.0610%  | 0.0000% | $39657901.00       | $129006.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.3000%  | 0.0000% | $12367.00          | $101.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1465341.00        | $1432829.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $653883.00         | $538285.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $28523.00          | $27742.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $20000.00          | $19820.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3032928.00        | $2421757.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2009.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2835189.00        | $2790057.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $352902.00         | $307881.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $3673592.00        | $3372118.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $6438126.00        | $6210084.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $144086.00         | $142840.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1271029.00        | $1234158.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $10718.00          | $10224.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $7244081.00        | $6987137.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $70772.00          | $71426.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1029874.00        | $1046918.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $8000.00           | $8286.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3050.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $8679760.00        | $8743620.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2856076.00        | $2852772.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1305794.00        | $1370309.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $817697.00         | $814607.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1497520.00        | $1487709.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $3971365.00        | $3960719.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1348816.00        | $1341966.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1124608.00        | $1119312.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.4550%  | 0.0000% | $1070433.00        | $1078612.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 3.5030%  | 0.0000% | $376554.00         | $349033.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $282498.00         | $275897.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $945.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $37385.00          | $35253.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1007.00           | $941.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $178530.00         | $166768.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1024.00           | $961.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $28641117.00       | $28950724.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $18791670.00       | $19143544.12       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7168.00           | $7017.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4348414.00        | $4444124.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4472413.00        | $4660916.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $151518.00         | $155072.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1358601.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1447656.00        | $1184173.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $6559936.00        | $6492675.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1037208.00        | $1051140.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $278285.00         | $284129.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1293369.00        | $1336678.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $7244835.00        | $7611101.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3746119.00        | $3811603.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $970.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2725616.00        | $2767902.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $27000.00          | $27388.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1387308.00        | $1413906.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $6570019.00        | $6707695.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $2000000.00        | $2082178.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $408239.00         | $40716.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $563759.00         | $348708.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $33902.00          | $20375.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $100095.00         | $71460.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $157516.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $96000.00          | $68094.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $68858.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5684.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $139000.00         | $104318.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $10209.00          | $6742.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $110100.00         | $67394.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.0000%  | 0.0000% | $8000.00           | $4967.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 2.5000%  | 0.0000% | $351000.00         | $242189.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $500000.00         | $250371.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $266760.00         | $40042.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $192202.00         | $176669.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $867604.00         | $740354.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $8000.00           | $6487.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $2969520.00        | $2881575.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3144500.00        | $2947080.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $4870128.00        | $3565397.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $39215.00          | $35644.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $35238.00          | $31749.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $3999.00           | $3714.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $27000.00          | $25420.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.5000%  | 0.0000% | $4000000.00        | $4158916.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $8408.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $1000.00           | $964.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $569391.00         | $200.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $1382.00           | $1.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.6090%  | 0.0000% | $15217870.00       | $22909.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 7.5000%  | 0.0000% | $1148167.00        | $176.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $10082.00          | $12.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.4800%  | 0.0000% | $655595.00         | $431944.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 7.5000%  | 0.0000% | $26000.00          | $10.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $9739759.00        | $5092.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.1250%  | 0.0000% | $1837.00           | $2.31              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $7897355.00        | $18894.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $3377938.00        | $483804.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $14507400.00       | $12941242.06       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $4763170.00        | $4330633.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $9119919.00        | $7874434.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $543219.00         | $471563.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 6.0000%  | 0.0000% | $25461973.00       | $403123.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.9380%  | 0.0000% | $2601043.00        | $160311.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.0000%  | 0.0000% | $5066774.00        | $22496.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1001.00           | $26.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 6.1500%  | 0.0000% | $5000000.00        | $97301.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $339845.00         | $61314.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $68000.00          | $7806.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2048.00           | $1225.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $529995.00         | $309436.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $4883240.00        | $2973633.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 2.0000%  | 0.0000% | $2016.00           | $1252.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $471961.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1807451.00        | $1063924.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $7979040.00        | $4782345.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $221001.00         | $112023.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $930305.00         | $815073.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $293307.00         | $248760.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $554881.00         | $452363.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1884319.00        | $1736353.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.5000%  | 0.0000% | $252126.00         | $204749.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $823.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $8564351.00        | $7343079.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $10606.00          | $8792.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $38466.00          | $30880.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1513560.00        | $1509736.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $8949404.00        | $8688273.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3974470.00        | $3609583.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3760236.00        | $3506048.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $939102.00         | $952574.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $3166441.00        | $3044782.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $8000.00           | $8090.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $508680.00         | $514703.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $250964.00         | $259258.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $389565.00         | $395195.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $2988795.00        | $3027928.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $19000.00          | $11109.04          | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-11-17      | 2.4800%  | 0.0000% | $735000.00         | $574166.97         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2041-12-09      | 2.9000%  | 0.0000% | $312000.00         | $238993.87         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-01-24      | 2.8200%  | 0.0000% | $596000.00         | $434811.80         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-02-03      | 2.9300%  | 0.0000% | $335000.00         | $248771.50         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-03-24      | 3.7000%  | 0.0000% | $45000.00          | $36840.84          | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-06-09      | 4.9800%  | 0.0000% | $283000.00         | $271004.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $115456.00         | $119058.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $23258.00          | $8166.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 5.0000%  | 0.0000% | $3223.00           | $729.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $425000.00         | $219731.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $520848.00         | $276293.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $5765555.00        | $3457609.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $524977.00         | $271664.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $1425000.00        | $595191.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $99999.00          | $58748.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $130000.00         | $71707.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $475000.00         | $293593.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2394000.00        | $1556975.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $26878.00          | $18231.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000000.00        | $1546742.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $1013.00           | $764.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $777.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $1564801.00        | $1170916.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $21120.00          | $15770.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $7999.00           | $7441.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $800000.00         | $749940.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1196240.00        | $1091440.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $1025.00           | $101.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.5000%  | 0.0000% | $362054.00         | $86423.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $88954.00          | $24386.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $178460.00         | $136685.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $451804.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $19998.00          | $9462.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $259000.00         | $148403.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $632598.00         | $403924.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $25000.00          | $21258.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1640040.00        | $1396502.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $506467.00         | $415156.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2599.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $503062.00         | $411620.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $700641.00         | $575024.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $2993916.00        | $2625784.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $6970006.00        | $6297772.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $185000.00         | $165351.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $8603812.00        | $8065948.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $4666865.00        | $4532480.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $844.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 5.0500%  | 0.0000% | $1004.00           | $1003.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.1000%  | 0.0000% | $6547.00           | $5444.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 3.3000%  | 0.0000% | $482545.00         | $383765.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $968867.00         | $969333.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $27779.00          | $20991.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $3037.00           | $2355.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.8500%  | 0.0000% | $970700.00         | $974034.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $96000.00          | $51263.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $162839.00         | $102301.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $672.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1148890.00        | $763450.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $93000.00          | $68516.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $61226.00          | $48892.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $11159135.00       | $8786190.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2282.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $128600.00         | $104874.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $8000.00           | $6361.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $100000.00         | $71245.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1150.00           | $981.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $783.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $7190028.00        | $6716580.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $92217.00          | $77493.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $5210532.00        | $4447107.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $188132.00         | $160003.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $2001.00           | $1701.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $793993.00         | $709447.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1653.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $2654488.00        | $2114095.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $474000.00         | $442002.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1018.00           | $894.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2024.00           | $1680.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $143651.00         | $137949.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $22372.00          | $21405.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11640170.00       | $11487461.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $1136356.00        | $418852.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $20002.00          | $7523.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $102000.00         | $31276.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $2262000.00        | $601106.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $5240902.00        | $1152200.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.5000%  | 0.0000% | $35000.00          | $6487.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $90070.00          | $26348.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $184000.00         | $49629.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 3.5000%  | 0.0000% | $40990.00          | $5854.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 3.5000%  | 0.0000% | $93000.00          | $20331.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1425534.00        | $903213.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $194999.00         | $126528.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2840640.00        | $2343278.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $165297.00         | $157344.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1081.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1391000.00        | $1129053.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $2001.00           | $2083.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $16004.00          | $17066.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1384089.00        | $1235994.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1166476.00        | $1195406.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $106000.00         | $99061.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $400000.00         | $164174.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6800%  | 0.0000% | $5258581.00        | $5248899.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1418876.00        | $1409257.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.9500%  | 0.0000% | $1008.00           | $990.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-03-01      | 5.1000%  | 0.0000% | $740271.00         | $755171.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 4.5700%  | 0.0000% | $14516000.00       | $14252003.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 5.2100%  | 0.0000% | $1000.00           | $1028.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $46578306.00       | $13133706.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1045839.00        | $184203.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $797.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $173000.00         | $37486.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1586189.00        | $263275.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $341174.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1197.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $7155.00           | $119.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 6.9490%  | 0.0000% | $3826540.00        | $3415211.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.6530%  | 0.0000% | $2280689.00        | $2357350.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $5064.00           | $186.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 7.5000%  | 0.0000% | $1119.00           | $48.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.5190%  | 0.0000% | $1770509.00        | $8078.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $3952.00           | $76.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1600000.00        | $261812.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $1700000.00        | $240264.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 4.5000%  | 0.0000% | $1000.00           | $48.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $200000.00         | $22087.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 2.6820%  | 0.0000% | $923452.00         | $188556.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $129911.00         | $24028.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $13210389.00       | $2769665.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.5000%  | 0.0000% | $4509975.00        | $622094.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $175000.00         | $41368.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $400000.00         | $98646.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $501683.00         | $119768.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $14344430.00       | $2505433.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $182386.00         | $74165.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $300000.00         | $40036.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $338262.00         | $51159.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $144000.00         | $40724.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.8200%  | 0.0000% | $499000.00         | $447799.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $196511.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.6750%  | 0.0000% | $993595.00         | $916204.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.3500%  | 0.0000% | $35481.00          | $31950.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1330670.00        | $1152393.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $3278.00           | $2551.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $2008200.00        | $1814276.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $1000.00           | $907.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1650970.00        | $317685.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $100000.00         | $27765.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $557500.00         | $133968.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $93736.00          | $25546.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $4100.00           | $1048.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $8903000.00        | $2850676.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1999996.00        | $433209.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5870%  | 0.0000% | $1020077.00        | $123753.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9740%  | 0.0000% | $36613761.00       | $29800234.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $18236.00          | $16760.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.9600%  | 0.0000% | $15761000.00       | $14521841.31       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.8990%  | 0.0000% | $11509986.00       | $11311579.47       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1998990.00        | $162918.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $586000.00         | $126522.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $100000.00         | $28675.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $2695619.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $47866.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1642000.00        | $963022.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $39809.00          | $27400.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $11301032.00       | $7751486.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 2.1500%  | 0.0000% | $129740.00         | $92277.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 2.1600%  | 0.0000% | $2856628.00        | $1912386.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $1266571.00        | $1078303.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0900%  | 0.0000% | $793496.00         | $615632.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.2650%  | 0.0000% | $814992.00         | $554887.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.2650%  | 0.0000% | $278566.00         | $189499.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 2.2400%  | 0.0000% | $8449923.00        | $7374344.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 3.8700%  | 0.0000% | $417000.00         | $376104.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5700%  | 0.0000% | $2000.00           | $1771.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.8800%  | 0.0000% | $3600000.00        | $3318039.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.7500%  | 0.0000% | $860000.00         | $794035.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $94008.00          | $92730.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14190500.00       | $14912729.44       | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2029-02-15      | 5.2500%  | 0.0000% | $909800.00         | $967394.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $11832000.00       | $9423902.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $391500.00         | $295776.24         | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2046-05-15      | 2.5000%  | 0.0000% | $5623800.00        | $3802065.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-15      | 0.7500%  | 0.0000% | $30949000.00       | $38910633.73       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-03-15      | 4.6250%  | 0.0000% | $10269100.00       | $10395899.05       | U.S. Treasuries (including strips)        |

### Security 78: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_4.35_0717
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $32838900.00       | $32793548.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $116182400.00      | $78291278.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $29278600.00       | $25948534.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $89162500.00       | $85879308.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $400.00            | $391.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $400.00            | $442.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $33086700.00       | $33495242.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $2200.00           | $2259.35           | U.S. Treasuries (including strips) |

### Security 79: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989GWF002, C.3 - LEI: N/A, C.5 - Other ID: 989GWF002_4.34_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $240400.00         | $239641.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $5000.00           | $4815.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $153600.00         | $151706.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $401000.00         | $341030.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $47400.00          | $39998.71          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 0.3750%  | 0.0000% | $44300.00          | $43520.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $848700.00         | $783742.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $82600.00          | $80155.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $780700.00         | $716584.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $111700.00         | $102569.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $275200.00         | $279548.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $788100.00         | $757855.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $563400.00         | $569869.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $176782500.00      | $176641184.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $243500.00         | $250807.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $306000.00         | $310033.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $65700.00          | $67351.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $65600.00          | $67468.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $607700.00         | $633772.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $296300.00         | $304936.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $1395600.00        | $1429436.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $70204600.00       | $71276285.22       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2025-06-06

**By:** \\s\\Rodrigo Gallegos

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller