Schroders

18/02/2022

ASX Limited Schroders Investment Management Australia LimitedASX Market Announcements Office ABN:22 000 443 274Exchange Centre Australian Financial Services Licence: 22647320 Bridge StreetSydney NSW 2000 Level 20 Angel Place

123 Pitt StreetSydney NSW 2000

P: 1300 180 103E: info.schroders@linkmarketservices.com.au

W: www.schroders.com.au/GROW

Schroder Real Return Fund (Managed Fund)Quarterly holdings disclosure for quarter ending 31 December 2021Holdings on a full look through basis as at 31 December 2021

Delta Adjusted Notional Value (%)

Security Group

1&1 AG 0.000% EQUITY10X GENOMICS INC CLASS A A 0.001% EQUITY1MDB GLOBAL INVESTMENTS LTD 4.4 09-MAR-2023 Reg-S (SENIOR) 0.031% BND2I RETE GAS SPA 0.579 29-JAN-2031 Reg-S (SENIOR) 0.001% BND2I RETE GAS SPA 1.608 31-OCT-2027 Reg-S (SENIOR) 0.001% BND2I RETE GAS SPA 2.195 11-SEP-2025 Reg-S (SENIOR) 0.001% BND360 DIGITECH ADR INC ADR 0.002% EQUITY360 SECURITY TECHNOLOGY INC A A 0.001% EQUITY360 SECURITY TECHNOLOGY INC A A 0.000% EQUITY3I GROUP PLC 0.007% EQUITY3M 0.026% EQUITY3M CO 2.0 14-FEB-2025 (SENIOR) 0.001% BND3M CO 2.375 26-AUG-2029 (SENIOR) 0.001% BND3M CO 2.875 15-OCT-2027 (SENIOR) 0.001% BND3M CO 3.25 26-AUG-2049 (SENIOR) 0.001% BND3M CO 3.375 01-MAR-2029 (SENIOR) 0.001% BND3M CO 4.0 14-SEP-2048 (SENIOR) 0.001% BND3M INDIA LTD 0.000% EQUITY3SBIO INC 0.001% EQUITY51JOB ADR REPRESENTING INC ADR 0.001% EQUITYA O SMITH CORP 0.001% EQUITYA P MOLLER MAERSK A 0.001% EQUITYA P MOLLER MAERSK CLASS B B 0.006% EQUITYA-LIVING SERVICES LTD H H 0.001% EQUITYA2A SPA 0.625 15-JUL-2031 Reg-S (SENIOR) 0.001% BND

Asset Name

AAC TECHNOLOGIES HOLDINGS INC 0.002% EQUITYAAREAL BANK AG 0.25 23-NOV-2027 Reg-S (SENIOR PREFERRED) 0.001% BNDAAREAL BANK AG 0.5 07-APR-2027 Reg-S (SENIOR PREFERRED) 0.001% BNDAARTI INDUSTRIES LTD 0.001% EQUITYABACUS PROPERTY GROUP STAPLED UNIT REI_UNT 0.003% EQUITYABB INDIA LTD 0.000% EQUITYABB LTD N 0.023% EQUITYABBOTT LABORATORIES 0.063% EQUITYABBOTT LABORATORIES 2.95 15-MAR-2025 (SENIOR) 0.001% BNDABBOTT LABORATORIES 3.75 30-NOV-2026 (SENIOR) 0.002% BNDABBOTT LABORATORIES 4.75 30-NOV-2036 (SENIOR) 0.002% BNDABBOTT LABORATORIES 4.9 30-NOV-2046 (SENIOR) 0.004% BNDABBVIE INC 0.058% EQUITYABBVIE INC 0.75 18-NOV-2027 (SENIOR) 0.001% BNDABBVIE INC 1.375 17-MAY-2024 (SENIOR) 0.002% BNDABBVIE INC 2.125 01-JUN-2029 0.001% BNDABBVIE INC 2.125 17-NOV-2028 (SENIOR) 0.001% BNDABBVIE INC 2.95 21-NOV-2026 (SENIOR) 0.004% BNDABBVIE INC 3.2 14-MAY-2026 (SENIOR) 0.002% BNDABBVIE INC 3.2 21-NOV-2029 (SENIOR) 0.005% BNDABBVIE INC 3.6 14-MAY-2025 (SENIOR) 0.004% BNDABBVIE INC 3.8 15-MAR-2025 (SENIOR) 0.003% BNDABBVIE INC 4.05 21-NOV-2039 (SENIOR) 0.004% BNDABBVIE INC 4.25 14-NOV-2028 (SENIOR) 0.002% BNDABBVIE INC 4.25 21-NOV-2049 (SENIOR) 0.006% BNDABBVIE INC 4.3 14-MAY-2036 (SENIOR) 0.001% BNDABBVIE INC 4.4 06-NOV-2042 (SENIOR) 0.003% BNDABBVIE INC 4.45 14-MAY-2046 (SENIOR) 0.002% BNDABBVIE INC 4.5 14-MAY-2035 (SENIOR) 0.003% BNDABBVIE INC 4.55 15-MAR-2035 (SENIOR) 0.002% BNDABBVIE INC 4.7 14-MAY-2045 (SENIOR) 0.003% BNDABBVIE INC 4.75 15-MAR-2045 (SENIOR) 0.001% BNDABBVIE INC 4.85 15-JUN-2044 (SENIOR) 0.001% BNDABBVIE INC 4.875 14-NOV-2048 (SENIOR) 0.002% BNDABC MART INC 0.000% EQUITYABDULLAH AL OTHAIM MARKETS 0.000% EQUITYABERTIS INFRAESTRUCTURAS SA 0.625 15-JUL-2025 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 1.0 27-FEB-2027 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 1.125 26-MAR-2028 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 1.25 07-FEB-2028 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 1.375 20-MAY-2026 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 1.625 15-JUL-2029 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 2.25 29-MAR-2029 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 2.375 27-SEP-2027 Reg-S (SENIOR) 0.001% BNDABERTIS INFRAESTRUCTURAS SA 3.0 27-MAR-2031 Reg-S (SENIOR) 0.001% BNDABIOMED INC 0.002% EQUITYABJA INVESTMENT CO PTE LTD 5.45 24-JAN-2028 Reg-S (SENIOR) 0.017% BNDABN AMRO BANK NV 0.002% EQUITYABN AMRO BANK NV 0.6 15-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDABOITIZ EQUITY VENTURES PHP1 INC 0.001% EQUITYABOITIZ POWER CORP 0.001% EQUITYABRDN PLC 0.003% EQUITYABSA GROUP LTD 0.003% EQUITYABU DHABI (EMIRATE OF) 2.125 30-SEP-2024 Reg-S (SENIOR) 0.010% BNDABU DHABI (EMIRATE OF) 2.5 11-OCT-2022 Reg-S (SENIOR) 0.016% BND

ABU DHABI (EMIRATE OF) 2.5 16-APR-2025 Reg-S (SENIOR) 0.011% BNDABU DHABI (EMIRATE OF) 2.5 30-SEP-2029 Reg-S (SENIOR) 0.014% BNDABU DHABI (EMIRATE OF) 3.125 03-MAY-2026 Reg-S (SENIOR) 0.014% BNDABU DHABI (EMIRATE OF) 3.125 11-OCT-2027 Reg-S 0.019% BNDABU DHABI (EMIRATE OF) 3.125 16-APR-2030 Reg-S (SENIOR) 0.021% BNDABU DHABI (EMIRATE OF) 3.125 30-SEP-2049 Reg-S (SENIOR) 0.019% BNDABU DHABI (EMIRATE OF) 3.875 16-APR-2050 Reg-S (SENIOR) 0.021% BNDABU DHABI (EMIRATE OF) 4.125 11-OCT-2047 Reg-S 0.014% BNDABU DHABI COMMERCIAL BANK 0.003% EQUITYABU DHABI ISLAMIC BANK 0.001% EQUITYABU DHABI NATIONAL OIL COMPANY FOR 0.001% EQUITYAC ENERGY CORPORATION CORP 0.001% EQUITYACC LTD 0.002% EQUITYACCENTURE PLC CLASS A A 0.030% EQUITYACCOR SA 0.001% EQUITYACCOR SA 3.0 04-FEB-2026 Reg-S (SENIOR) 0.001% BNDACCTON TECHNOLOGY CORP 0.004% EQUITYACE INA HOLDINGS INC 3.35 03-MAY-2026 (SENIOR) 0.001% BNDACE INA HOLDINGS INC 4.35 03-NOV-2045 (SENIOR) 0.002% BNDACEA SPA 0.25 28-JUL-2030 Reg-S (SENIOR) 0.001% BNDACEA SPA 0.5 06-APR-2029 Reg-S (SENIOR) 0.000% BNDACEA SPA 1.0 24-OCT-2026 Reg-S (SENIOR) 0.001% BNDACEA SPA 1.5 08-JUN-2027 Reg-S (SENIOR) 0.001% BNDACEA SPA 1.75 23-MAY-2028 Reg-S (SENIOR) 0.001% BNDACEA SPA 2.625 15-JUL-2024 Reg-S (SENIOR) 0.001% BNDACEF HOLDING SCA 0.75 14-JUN-2028 Reg-S (SENIOR) 0.001% BNDACER INC 0.003% EQUITYACHMEA BV 1.5 26-MAY-2027 Reg-S (SENIOR) 0.001% BNDACHMEA BV HYBRID-P 4.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDACHMEA BV LT2 6.0 04-APR-2043 Reg-S (SUB) 0.001% BNDACOM LTD 0.000% EQUITYACQUIRENTE UNICO SPA 2.8 20-FEB-2026 Reg-S (SENIOR) 0.001% BNDACS ACTIVIDADES DE CONSTRUCCION Y 0.002% EQUITYACS ACTIVIDADES DE CONSTRUCCION Y 1.375 17-JUN-2025 Reg-S (SENIOR) 0.001% BNDACS SERVICIOS COMUNICACIONES Y ENE 1.875 20-APR-2026 Reg-S (SENIOR) 0.001% BNDACTIVISION BLIZZARD INC 0.006% EQUITYACTIVISION BLIZZARD INC 2.5 15-SEP-2050 (SENIOR) 0.001% BNDACTIVISION BLIZZARD INC 3.4 15-SEP-2026 (SENIOR) 0.001% BNDACUITY BRANDS INC 0.000% EQUITYADAMA LTD A A 0.000% EQUITYADANI ELECTRICITY MUMBAI LTD 3.949 12-FEB-2030 Reg-S (SENIOR) 0.015% BNDADANI ENTERPRISES LTD 0.005% EQUITYADANI GREEN ENERGY LTD 0.006% EQUITYADANI GREEN ENERGY LTD 4.375 08-SEP-2024 Reg-S (SECURED) 0.015% BNDADANI PORTS AND SPECIAL ECONOMIC Z 0.005% EQUITYADANI PORTS AND SPECIAL ECONOMIC Z 4.2 04-AUG-2027 Reg-S (SENIOR) 0.032% BNDADANI POWER LTD 0.000% EQUITYADANI TOTAL GAS LTD 0.006% EQUITYADANI TRANSMISSION LTD 0.005% EQUITYADARO ENERGY TBK 0.002% EQUITYADBRI LTD 0.003% EQUITYADCB FINANCE CAYMAN LTD 3.75 25-OCT-2022 Reg-S (SENIOR) 0.003% BNDADCB FINANCE CAYMAN LTD 4.5 25-OCT-2027 Reg-S (SENIOR) 0.004% BNDADDSINO LTD A A 0.000% EQUITYADECCO GROUP AG N 0.003% EQUITY

ADEVINTA B 0.000% EQUITYADIDAS N AG N 0.006% EQUITYADITYA BIRLA CAPITAL LTD 0.000% EQUITYADMIRAL GROUP PLC 0.003% EQUITYADOBE INC 0.031% EQUITYADOBE INC 2.15 01-FEB-2027 (SENIOR) 0.001% BNDADOBE INC 2.3 01-FEB-2030 (SENIOR) 0.001% BNDADOBE SYSTEMS INCORPORATED 3.25 01-FEB-2025 (SENIOR) 0.001% BNDADVANCE AUTO PARTS INC 0.004% EQUITYADVANCED INFO SERVICE NON-VOTING D 0.004% EQUITYADVANCED INFO SERVICE PCL 0.000% EQUITYADVANCED INFO SERVICE PCL F 0.003% EQUITYADVANCED MICRO DEVICES INC 0.018% EQUITYADVANCED MICRO-FABRICATION EQUIPME A 0.000% EQUITYADVANCED MICRO-FABRICATION EQUIPME A 0.000% EQUITYADVANCED PETROCHEMICAL 0.001% EQUITYADVANTECH LTD 0.005% EQUITYADVANTEST CORP 0.001% EQUITYADYEN NV 0.005% EQUITYAECC AERO-ENGINE CONTROL LTD A A 0.000% EQUITYAECC AVIATION POWER LTD A A 0.001% EQUITYAECC AVIATION POWER LTD A A 0.001% EQUITYAEGON NV 0.003% EQUITYAEGON NV T2 4.0 25-APR-2044 Reg-S (SUB) 0.001% BNDAENA SME SA 0.001% EQUITYAEON FINANCIAL SERVICES LTD 0.000% EQUITYAEON LTD 0.002% EQUITYAEON MALL LTD 0.000% EQUITYAERCAP HOLDINGS NV 0.000% EQUITYAERCAP IRELAND CAPITAL DAC / AERCA 3.5 15-JAN-2025 (SENIOR) 0.001% BNDAERCAP IRELAND CAPITAL DAC 1.75 30-JAN-2026 (SENIOR) 0.001% BNDAERCAP IRELAND CAPITAL DAC 2.45 29-OCT-2026 (SENIOR) 0.003% BNDAERCAP IRELAND CAPITAL DAC 3.0 29-OCT-2028 (SENIOR) 0.004% BNDAERCAP IRELAND CAPITAL DAC 3.3 30-JAN-2032 (SENIOR) 0.004% BNDAERCAP IRELAND CAPITAL DAC 3.4 29-OCT-2033 (SENIOR) 0.001% BNDAERCAP IRELAND CAPITAL DAC 3.85 29-OCT-2041 (SENIOR) 0.001% BNDAERCAP IRELAND CAPITAL DAC 6.5 15-JUL-2025 (SENIOR) 0.001% BNDAERCAP IRELAND CAPITAL LTD / AERCA 3.65 21-JUL-2027 (SENIOR) 0.001% BNDAEROPORTI DI ROMA SPA 1.625 08-JUN-2027 Reg-S (SENIOR) 0.001% BNDAEROPORTI DI ROMA SPA 1.75 30-JUL-2031 Reg-S (SENIOR) 0.001% BNDAEROPORTS DE PARIS SA 0.000% EQUITYAEROPORTS DE PARIS SA 2.75 02-APR-2030 Reg-S (SENIOR) 0.002% BNDAES CORP 0.004% EQUITYAES CORPORATION (THE) 1.375 15-JAN-2026 (SENIOR) 0.001% BNDAES CORPORATION (THE) 2.45 15-JAN-2031 (SENIOR) 0.001% BNDAETNA INC 3.875 15-AUG-2047 (SENIOR) 0.001% BNDAETNA INC 6.625 15-JUN-2036 (SENIOR) 0.001% BNDAFFILIATED MANAGERS GROUP INC 0.000% EQUITYAFFIRM HOLDINGS INC CLASS A A 0.001% EQUITYAFLAC INC 0.009% EQUITYAFLAC INCORPORATED 3.6 01-APR-2030 (SENIOR) 0.001% BNDAFRICAN DEVELOPMENT BANK 3.3 27-JUL-2027 Reg-S (SENIOR) 0.002% BNDAFRICAN DEVELOPMENT BANK 3.35 08-AUG-2028 (SENIOR) 0.001% BNDAFRICAN DEVELOPMENT BANK 4.0 10-JAN-2025 Reg-S (SENIOR) 0.004% BNDAFRICAN DEVELOPMENT BANK 4.5 02-JUN-2026 (SENIOR) 0.004% BND

AFRICAN DEVELOPMENT BANK 4.75 06-MAR-2024 (SENIOR) 0.004% BNDAFRICAN DEVELOPMENT BANK 5.25 23-MAR-2022 (SENIOR) 0.010% BNDAFRICAN RAINBOW MINERAL LTD 0.001% EQUITYAFTERPAY LTD 0.052% EQUITYAGC INC 0.003% EQUITYAGEAS SA 0.003% EQUITYAGEAS SA T2 1.875 24-NOV-2051 Reg-S (SUB) 0.001% BNDAGEAS SA T2 3.25 02-JUL-2049 Reg-S (SUB) 0.001% BNDAGI FINANCE PTY LTD 1.8152 23-NOV-2028 Reg-S (SECURED) 0.009% BNDAGI FINANCE PTY LTD 2.119 24-JUN-2027 Reg-S (SECURED) 0.011% BNDAGI FINANCE PTY LTD 2.9381 24-JUN-2031 Reg-S (SECURED) 0.005% BNDAGILE GROUP HOLDINGS LTD 0.001% EQUITYAGILE GROUP HOLDINGS LTD 5.75 02-JAN-2025 Reg-S (SENIOR) 0.005% BNDAGILENT TECHNOLOGIES INC 0.006% EQUITYAGILENT TECHNOLOGIES INC 2.3 12-MAR-2031 (SENIOR) 0.001% BNDAGILON HEALTH 0.000% EQUITYAGL ENERGY LTD 0.010% EQUITYAGL ENERGY LTD 5.0 05-NOV-2021 (SENIOR) 0.002% BNDAGNC INVESTMENT REIT CORP REIT 0.001% EQUITYAGNICO EAGLE MINES LTD 0.001% EQUITYAGORA ADR INC ADR 0.000% EQUITYAGRICULTURAL BANK OF CHINA LTD A A 0.001% EQUITYAGRICULTURAL BANK OF CHINA LTD A A 0.001% EQUITYAGRICULTURAL BANK OF CHINA LTD H H 0.008% EQUITYAIA GROUP LTD 0.056% EQUITYAIA GROUP LTD 3.2 16-SEP-2040 Reg-S (SUB) 0.015% BNDAIA GROUP LTD 3.375 07-APR-2030 Reg-S (SENIOR) 0.033% BNDAIA GROUP LTD PERP 2.7 31-DEC-2049 Reg-S (SUB) 0.015% BNDAIB GROUP PLC 0.000% EQUITYAIB GROUP PLC 0.5 17-NOV-2027 Reg-S (SENIOR) 0.001% BNDAIB GROUP PLC 2.25 03-JUL-2025 Reg-S (SENIOR) 0.001% BNDAIER EYE HOSPITAL GROUP LTD A A 0.001% EQUITYAIER EYE HOSPITAL GROUP LTD A A 0.001% EQUITYAIR CANADA VOTING AND VARIABLE VOT 0.000% EQUITYAIR CHINA LTD A A 0.000% EQUITYAIR CHINA LTD H H 0.001% EQUITYAIR LEASE CORPORATION 1.875 15-AUG-2026 (SENIOR) 0.001% BNDAIR LEASE CORPORATION 2.3 01-FEB-2025 (SENIOR) 0.001% BNDAIR LEASE CORPORATION 2.875 15-JAN-2026 (SENIOR) 0.001% BNDAIR LEASE CORPORATION 3.125 01-DEC-2030 (SENIOR) 0.001% BNDAIR LEASE CORPORATION 3.375 01-JUL-2025 (SENIOR) 0.001% BNDAIR LEASE CORPORATION 3.75 01-JUN-2026 (SENIOR) 0.001% BNDAIR LIQUIDE SA 0.016% EQUITYAIR PRODUCTS AND CHEMICALS INC 0.017% EQUITYAIR PRODUCTS AND CHEMICALS INC 2.05 15-MAY-2030 (SENIOR) 0.001% BNDAIR PRODUCTS AND CHEMICALS INC 2.7 15-MAY-2040 (SENIOR) 0.001% BNDAIR PRODUCTS AND CHEMICALS INC 2.8 15-MAY-2050 (SENIOR) 0.001% BNDAIR WATER INC 0.000% EQUITYAIRBNB INC CLASS A A 0.002% EQUITYAIRBUS 0.009% EQUITYAIRBUS GROUP FINANCE BV 1.375 13-MAY-2031 Reg-S (SENIOR) 0.001% BNDAIRBUS GROUP FINANCE BV 2.125 29-OCT-2029 Reg-S (SENIOR) 0.001% BNDAIRBUS SE 1.625 09-JUN-2030 Reg-S (SENIOR) 0.002% BNDAIRBUS SE 2.0 07-APR-2028 Reg-S (SENIOR) 0.001% BNDAIRPORT AUTHORITY HONG KONG 1.625 04-FEB-2031 Reg-S (SENIOR) 0.015% BND

AIRPORT AUTHORITY HONG KONG PERP 2.4 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.015% BNDAIRPORT MOTORWAY TRUST 5.5 09-DEC-2020 Reg-S (SECURED) 0.001% BNDAIRPORTS OF THAILAND NON-VOTING DR 0.003% EQUITYAIRPORTS OF THAILAND PCL 0.000% EQUITYAIRPORTS OF THAILAND PCL F 0.003% EQUITYAIRSERVICES AUSTRALIA 2.2 15-MAY-2030 0.007% BNDAIRSERVICES AUSTRALIA 2.75 15-MAY-2023 0.010% BNDAIRSERVICES AUSTRALIA GOVTOWN 3.25 15-MAY-2026 Reg-S 0.007% BNDAIRSERVICES AUSTRALIA GOVTOWN 4.75 19-NOV-2020 0.001% BNDAIRTAC INTERNATIONAL GROUP 0.004% EQUITYAISIN CORP 0.002% EQUITYAJINOMOTO INC 0.003% EQUITYAK ALROSA 0.002% EQUITYAKAMAI TECHNOLOGIES INC 0.002% EQUITYAKBANK A A 0.001% EQUITYAKELIUS RESIDENTIAL PROPERTY AB (P 1.125 14-MAR-2024 Reg-S (SENIOR) 0.001% BNDAKELIUS RESIDENTIAL PROPERTY AB (P 1.75 07-FEB-2025 Reg-S (SENIOR) 0.001% BNDAKELIUS RESIDENTIAL PROPERTY FINAN 0.75 22-FEB-2030 Reg-S (SENIOR) 0.001% BNDAKELIUS RESIDENTIAL PROPERTY FINAN 1.0 17-JAN-2028 Reg-S (SENIOR) 0.001% BNDAKELIUS RESIDENTIAL PROPERTY FINAN 1.125 11-JAN-2029 Reg-S (SENIOR) 0.001% BNDAKER BP 0.000% EQUITYAKER BP ASA 1.125 12-MAY-2029 Reg-S (SENIOR) 0.001% BNDAKESO INC 0.001% EQUITYAKZO NOBEL NV 0.003% EQUITYAKZO NOBEL NV 1.625 14-APR-2030 Reg-S (SENIOR) 0.001% BNDAL MOUWASAT MEDICAL SERVICES 0.001% EQUITYAL RAJHI BANK 0.018% EQUITYALBEMARLE CORP 0.005% EQUITYALBEMARLE NEW HOLDING GMBH 1.625 25-NOV-2028 Reg-S (SENIOR) 0.001% BNDALBERTA (PROVINCE OF) 2.4 02-OCT-2030 (SENIOR) 0.001% BNDALBERTA (PROVINCE OF) 3.1 14-DEC-2026 (SENIOR) 0.001% BNDALBERTA (PROVINCE OF) 3.6 11-APR-2028 (SENIOR) 0.001% BNDALCON AG 0.005% EQUITYALD SA 0.375 19-OCT-2023 Reg-S (SENIOR) 0.001% BNDALDAR PROPERTIES 0.002% EQUITYALE DIRECT PROPERTY TRUST REIT 4.0 20-AUG-2022 Reg-S (SENIOR) 0.004% BNDALEXANDRIA REAL ESTATE EQUITIES IN REIT 1.875 01-FEB-2033 (SENIOR) 0.001% BNDALEXANDRIA REAL ESTATE EQUITIES IN REIT 2.0 18-MAY-2032 (SENIOR) 0.001% BNDALEXANDRIA REAL ESTATE EQUITIES IN REIT 3.0 18-MAY-2051 (SENIOR) 0.001% BNDALEXANDRIA REAL ESTATE EQUITIES IN REIT 3.375 15-AUG-2031 (SENIOR) 0.001% BNDALEXANDRIA REAL ESTATE EQUITIES RE REIT 0.005% EQUITYALEXION PHARMACEUTICALS INC 0.002% EQUITYALFA A A 0.001% EQUITYALFA LAVAL 0.001% EQUITYALFRESA HOLDINGS CORP 0.000% EQUITYALGONQUIN POWER UTILITIES CORP 0.001% EQUITYALIBABA GROUP HOLDING LTD 0.190% EQUITYALIBABA GROUP HOLDING LTD 2.7 09-FEB-2041 (SENIOR) 0.014% BNDALIBABA HEALTH INFORMATION TECH LT 0.003% EQUITYALIBABA PICTURES GROUP LTD 0.001% EQUITYALIGN TECHNOLOGY INC 0.006% EQUITYALIMENTATION COUCHE TARD MULTI VOT A 0.002% EQUITYALIMENTATION COUCHE TARD SUB VOTIN B 0.001% EQUITYALIMENTATION COUCHE-TARD INC 1.875 06-MAY-2026 Reg-S (SENIOR) 0.001% BNDALINMA BANK 0.003% EQUITY

ALKEM LABORATORIES LTD 0.000% EQUITYALKERMES 0.000% EQUITYALL WINNER TECHNOLOGY LTD A A 0.000% EQUITYALLEGHANY CORP 0.002% EQUITYALLEGION PLC 0.001% EQUITYALLEGRO SA 0.002% EQUITYALLERGAN 0.004% EQUITYALLIANCE BANK MALAYSIA 0.000% EQUITYALLIANCE DATA SYSTEMS CORP 0.000% EQUITYALLIANCE GLOBAL GROUP INC 0.000% EQUITYALLIANDER NV HYBRID-P 1.625 31-DEC-2049 Reg-S (SUB) 0.001% BNDALLIANT ENERGY CORP 0.004% EQUITYALLIANZ 0.034% EQUITYALLIANZ SE 2.121 08-JUL-2050 Reg-S (SUB) 0.001% BNDALLIANZ SE HYBRID 1.301 25-SEP-2049 Reg-S (SENIOR SUB) 0.001% BNDALLIANZ SE HYBRID 3.099 06-JUL-2047 Reg-S (SUB) 0.001% BNDALLIANZ SE LT2 2.241 07-JUL-2045 Reg-S (SUB) 0.002% BNDALLIANZ SE LT2-P 3.375 31-DEC-2049 Reg-S (SUB) 0.002% BNDALLIANZ SE UT2-P 4.75 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDALLKEM LTD 0.015% EQUITYALLSTATE CORP 0.009% EQUITYALLY FINANCIAL INC 0.004% EQUITYALLY FINANCIAL INC 2.2 02-NOV-2028 (SENIOR) 0.001% BNDALLY FINANCIAL INC 5.8 01-MAY-2025 (SENIOR) 0.001% BNDALLY FINANCIAL INC 8.0 01-NOV-2031 (SENIOR) 0.003% BNDALMARAI 0.001% EQUITYALNYLAM PHARMACEUTICALS INC 0.002% EQUITYALPHA SERVICES AND HOLDINGS SA R 0.001% EQUITYALPHABET INC 0.45 15-AUG-2025 (SENIOR) 0.001% BNDALPHABET INC 0.8 15-AUG-2027 (SENIOR) 0.001% BNDALPHABET INC 1.1 15-AUG-2030 (SENIOR) 0.002% BNDALPHABET INC 1.9 15-AUG-2040 (SENIOR) 0.001% BNDALPHABET INC 1.998 15-AUG-2026 (SENIOR) 0.002% BNDALPHABET INC 2.05 15-AUG-2050 (SENIOR) 0.002% BNDALPHABET INC 2.25 15-AUG-2060 (SENIOR) 0.002% BNDALPHABET INC CLASS A A 0.100% EQUITYALPHABET INC CLASS C C 0.101% EQUITYALPS ALPINE LTD 0.000% EQUITYALS LTD 0.251% EQUITYALSTOM SA 0.004% EQUITYALSTOM SA 0.5 27-JUL-2030 (SENIOR) 0.001% BNDALSTOM SA 11-JAN-2029 Reg-S (SENIOR) 0.001% BNDALTAGAS LTD 0.001% EQUITYALTAREA SCA 1.875 17-JAN-2028 Reg-S (SENIOR) 0.001% BNDALTAREIT SCA 2.875 02-JUL-2025 Reg-S (SENIOR) 0.001% BNDALTEOGEN INC 0.002% EQUITYALTICE USA INC CLASS A A 0.000% EQUITYALTIUM LTD 0.013% EQUITYALTRIA GROUP INC 0.022% EQUITYALTRIA GROUP INC 1.7 15-JUN-2025 (SENIOR) 0.001% BNDALTRIA GROUP INC 2.2 15-JUN-2027 (SENIOR) 0.001% BNDALTRIA GROUP INC 2.35 06-MAY-2025 0.001% BNDALTRIA GROUP INC 2.45 04-FEB-2032 (SENIOR) 0.002% BNDALTRIA GROUP INC 3.125 15-JUN-2031 (SENIOR) 0.002% BNDALTRIA GROUP INC 3.4 04-FEB-2041 (SENIOR) 0.001% BND

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APPLIED MATERIALS INC 3.3 01-APR-2027 (SENIOR) 0.001% BNDAPPLIED MATERIALS INC 4.35 01-APR-2047 (SENIOR) 0.001% BNDAPT PIPELINES LTD 0.75 15-MAR-2029 Reg-S (SENIOR) 0.001% BNDAPT PIPELINES LTD 2.0 15-JUL-2030 Reg-S (SENIOR) 0.001% BNDAPT PIPELINES LTD 2.0 22-MAR-2027 Reg-S (SENIOR) 0.001% BNDAPT PIPELINES LTD 3.75 20-OCT-2023 Reg-S (SENIOR) 0.005% BNDAPTIV PLC 0.005% EQUITYAQUARIUS + INVESTMENTS PLC T2 4.25 02-OCT-2043 Reg-S (SENIOR SUB) 0.001% BNDARAB NATIONAL BANK 0.002% EQUITYARAMARK 0.002% EQUITYARB CORPORATION CORP LTD 0.010% EQUITYARC RESOURCES LTD 0.000% EQUITYARCA CONTINENTAL 0.001% EQUITYARCELORMITTAL 2.25 17-JAN-2024 Reg-S (SENIOR) 0.001% BNDARCELORMITTAL SA 0.008% EQUITYARCELORMITTAL SA 1.0 19-MAY-2023 Reg-S (SENIOR) 0.001% BNDARCELORMITTAL SA 1.75 19-NOV-2025 Reg-S (SENIOR) 0.001% BNDARCH CAPITAL GROUP LTD 0.004% EQUITYARCH CAPITAL GROUP LTD. 3.635 30-JUN-2050 (SENIOR) 0.001% BNDARCHER DANIELS MIDLAND 0.010% EQUITYARCHER DANIELS MIDLAND CO 2.5 11-AUG-2026 (SENIOR) 0.001% BNDARCHER DANIELS MIDLAND CO 2.7 15-SEP-2051 (SENIOR) 0.001% BNDARCHER DANIELS MIDLAND CO 3.25 27-MAR-2030 (SENIOR) 0.001% BNDARCONIC INC 0.000% EQUITYARES CAPITAL CORPORATION 2.15 15-JUL-2026 (SENIOR) 0.001% BNDARES CAPITAL CORPORATION 2.875 15-JUN-2028 (SENIOR) 0.001% BNDARES CAPITAL CORPORATION 3.25 15-JUL-2025 (SENIOR) 0.001% BNDARES CAPITAL CORPORATION 3.875 15-JAN-2026 (SENIOR) 0.001% BNDARGENTA SPAARBANK NV 1.0 13-OCT-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDARGENTA SPAARBANK NV 1.0 29-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDARGENTUM NETHERLANDS BV FOR ZURICH T2 3.5 01-OCT-2046 Reg-S (SUB) 0.001% BNDARGENTUM NETHERLANDS BV T2 2.75 19-FEB-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDARGENX 0.004% EQUITYARISTA NETWORKS INC 0.002% EQUITYARISTOCRAT LEISURE LTD 0.072% EQUITYARKEMA SA 0.003% EQUITYAROUNDTOWN SA 0.002% EQUITYAROUNDTOWN SA 0.625 09-JUL-2025 Reg-S (SENIOR) 0.001% BNDAROUNDTOWN SA 1.0 07-JAN-2025 Reg-S (SENIOR) 0.001% BNDAROUNDTOWN SA 1.45 09-JUL-2028 Reg-S (SENIOR) 0.001% BNDAROUNDTOWN SA 1.625 31-JAN-2028 Reg-S (SENIOR) 0.001% BNDAROUNDTOWN SA 1.875 19-JAN-2026 Reg-S (SENIOR) 0.001% BNDAROUNDTOWN SA 16-JUL-2026 Reg-S (SENIOR) 0.001% BNDAROUNDTOWN SA 4.5 14-MAY-2025 Reg-S (SENIOR) 0.006% BNDAROUNDTOWN SA HYBRID-P 1.625 31-DEC-2049 Reg-S (SUB) 0.001% BNDAROUNDTOWN SA HYBRID-P 2.875 31-DEC-2049 Reg-S (SUB) 0.001% BNDARROW ELECTRONICS INC 0.001% EQUITYARTHUR J GALLAGHER 0.009% EQUITYARVAL SERVICE LEASE SA 30-SEP-2024 (SENIOR) 0.001% BNDASAHI GROUP HOLDINGS LTD 0.006% EQUITYASAHI GROUP HOLDINGS LTD 0.336 19-APR-2027 Reg-S (SENIOR) 0.000% BNDASAHI GROUP HOLDINGS LTD 0.541 23-OCT-2028 Reg-S (SENIOR) 0.001% BNDASAHI INTECC LTD 0.000% EQUITYASAHI KASEI CORP 0.004% EQUITYASANA INC CLASS A A 0.000% EQUITY

ASCENDAS REAL ESTATE INVESTMENT TR REI_UNT 0.005% EQUITYASCENSION HEALTH ALLIANCE MRE 3.945 15-NOV-2046 (SENIOR) 0.001% BNDASCENSION HEALTH MRE 2.532 15-NOV-2029 (SENIOR) 0.001% BNDASCIANO FINANCE LTD 2.6744 12-MAY-2027 (SENIOR) 0.020% BNDASCOTT RESIDENCE TRUST STAPLED UNI REI_UNT 0.000% EQUITYASE TECHNOLOGY HOLDING LTD 0.011% EQUITYASELSAN ELEKTRONIK SANAYI VE TICAR A 0.001% EQUITYASHOK LEYLAND LTD 0.001% EQUITYASHTEAD GROUP PLC 0.004% EQUITYASIA CEMENT CORP 0.003% EQUITYASIAN DEVELOPMENT BANK 1.1 15-AUG-2024 (SENIOR) 0.004% BNDASIAN DEVELOPMENT BANK 2.45 17-JAN-2024 0.003% BNDASIAN DEVELOPMENT BANK 2.65 11-JAN-2023 Reg-S (SENIOR) 0.002% BNDASIAN DEVELOPMENT BANK 2.75 19-JAN-2022 Reg-S (SENIOR) 0.005% BNDASIAN DEVELOPMENT BANK 2.8 19-JAN-2021 (SENIOR) 0.001% BNDASIAN DEVELOPMENT BANK 3.0 14-OCT-2026 (SENIOR) 0.004% BNDASIAN DEVELOPMENT BANK 3.1 15-JUN-2029 (SENIOR) 0.004% BNDASIAN DEVELOPMENT BANK 3.3 08-AUG-2028 Reg-S (SENIOR) 0.005% BNDASIAN DEVELOPMENT BANK 3.4 10-SEP-2027 Reg-S (SENIOR) 0.003% BNDASIAN DEVELOPMENT BANK 3.75 12-MAR-2025 (SENIOR) 0.005% BNDASIAN DEVELOPMENT BANK 4.5 05-SEP-2023 (SENIOR) 0.000% BNDASIAN DEVELOPMENT BANK 5.0 09-MAR-2022 (SENIOR) 0.003% BNDASIAN PAINTS LTD 0.016% EQUITYASICS CORP 0.000% EQUITYASM INTERNATIONAL NV 0.001% EQUITYASM PACIFIC TECHNOLOGY LTD 0.001% EQUITYASMEDIA TECHNOLOGY INC 0.002% EQUITYASML HOLDING NV 0.038% EQUITYASPEN PHARMACARE LTD 0.003% EQUITYASR NEDERLAND NV T2 3.375 02-MAY-2049 Reg-S (SUB) 0.001% BNDASR NEDERLAND NV T2 5.125 29-SEP-2045 Reg-S (SUB) 0.001% BNDASR NEDERLAND NV T2-P 5.0 31-DEC-2049 Reg-S (SUB) 0.000% BNDASSA ABLOY CLASS B B 0.004% EQUITYASSET WORLD CORP PCL 0.000% EQUITYASSET WORLD CORP PCL F 0.000% EQUITYASSET WORLD CORP PCL NON-VOTING DR 0.000% EQUITYASSICURAZIONI GENERALI 0.008% EQUITYASSICURAZIONI GENERALI SPA 2.429 14-JUL-2031 Reg-S (SENIOR) 0.001% BNDASSICURAZIONI GENERALI SPA 3.875 29-JAN-2029 Reg-S (SENIOR SUB) 0.001% BNDASSICURAZIONI GENERALI SPA HYBRID-P 4.596 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDASSICURAZIONI GENERALI SPA LT2 4.125 04-MAY-2026 Reg-S (SUB) 0.002% BNDASSICURAZIONI GENERALI SPA T2 2.124 01-OCT-2030 Reg-S (SENIOR SUB) 0.001% BNDASSICURAZIONI GENERALI SPA T2 5.0 08-JUN-2048 Reg-S (SUB) 0.001% BNDASSICURAZIONI GENERALI SPA T2 5.5 27-OCT-2047 Reg-S (SUB) 0.002% BNDASSOCIATED BRITISH FOODS PLC 0.001% EQUITYASSURANT INC 0.001% EQUITYASTELLAS PHARMA INC 0.011% EQUITYASTRA AGRO LESTARI 0.000% EQUITYASTRA INTERNATIONAL 0.007% EQUITYASTRAL LTD 0.001% EQUITYASTRAZENECA FINANCE LLC 1.2 28-MAY-2026 (SENIOR) 0.001% BNDASTRAZENECA FINANCE LLC 1.75 28-MAY-2028 (SENIOR) 0.001% BNDASTRAZENECA FINANCE LLC 2.25 28-MAY-2031 (SENIOR) 0.001% BNDASTRAZENECA PLC 0.034% EQUITYASTRAZENECA PLC 0.7 08-APR-2026 (SENIOR) 0.001% BND

ASTRAZENECA PLC 1.375 06-AUG-2030 (SENIOR) 0.001% BNDASTRAZENECA PLC 3.0 28-MAY-2051 (SENIOR) 0.001% BNDASTRAZENECA PLC 3.125 12-JUN-2027 (SENIOR) 0.001% BNDASTRAZENECA PLC 3.375 16-NOV-2025 (SENIOR) 0.002% BNDASTRAZENECA PLC 4.0 17-JAN-2029 (SENIOR) 0.001% BNDASTRAZENECA PLC 4.0 18-SEP-2042 (SENIOR) 0.001% BNDASTRAZENECA PLC 4.375 16-NOV-2045 (SENIOR) 0.001% BNDASTRAZENECA PLC 4.375 17-AUG-2048 (SENIOR) 0.001% BNDASTRAZENECA PLC 6.45 15-SEP-2037 (SENIOR) 0.004% BNDASTRO MALAYSIA HOLDINGS 0.000% EQUITYASUSTEK COMPUTER INC 0.008% EQUITYASX LTD 0.271% EQUITYASYMCHEM LABORATORIES (TIANJIN) LT A 0.000% EQUITYASYMCHEM LABORATORIES (TIANJIN) LT A 0.001% EQUITYAT&T CORP 2.3 01-JUN-2027 (SENIOR) 0.002% BNDAT&T CORP 2.75 01-JUN-2031 (SENIOR) 0.003% BNDAT&T CORP 3.5 01-JUN-2041 (SENIOR) 0.002% BNDAT&T CORP 3.65 01-JUN-2051 (SENIOR) 0.003% BNDAT&T CORP 3.85 01-JUN-2060 (SENIOR) 0.001% BNDAT&T INC 0.044% EQUITYAT&T INC 0.25 04-MAR-2026 (SENIOR) 0.001% BNDAT&T INC 0.8 04-MAR-2030 (SENIOR) 0.002% BNDAT&T INC 1.6 19-MAY-2028 (SENIOR) 0.003% BNDAT&T INC 1.65 01-FEB-2028 (SENIOR) 0.002% BNDAT&T INC 1.7 25-MAR-2026 (SENIOR) 0.003% BNDAT&T INC 1.8 05-SEP-2026 (SENIOR) 0.002% BNDAT&T INC 2.25 01-FEB-2032 (SENIOR) 0.002% BNDAT&T INC 2.35 05-SEP-2029 (SENIOR) 0.002% BNDAT&T INC 2.4 15-MAR-2024 (SENIOR) 0.002% BNDAT&T INC 2.5 15-MAR-2023 (SENIOR) 0.002% BNDAT&T INC 2.55 01-DEC-2033 (SENIOR) 0.003% BNDAT&T INC 2.6 17-DEC-2029 (SENIOR) 0.001% BNDAT&T INC 3.1 01-FEB-2043 (SENIOR) 0.002% BNDAT&T INC 3.3 01-FEB-2052 (SENIOR) 0.002% BNDAT&T INC 3.4 15-MAY-2025 (SENIOR) 0.002% BNDAT&T INC 3.45 19-SEP-2023 Reg-S (SENIOR) 0.014% BNDAT&T INC 3.5 01-FEB-2061 (SENIOR) 0.001% BNDAT&T INC 3.5 15-SEP-2053 (SENIOR) 0.007% BNDAT&T INC 3.5 17-DEC-2025 (SENIOR) 0.001% BNDAT&T INC 3.55 15-SEP-2055 (SENIOR) 0.007% BNDAT&T INC 3.65 15-SEP-2059 (SENIOR) 0.006% BNDAT&T INC 3.8 01-DEC-2057 (SENIOR) 0.006% BNDAT&T INC 3.8 15-FEB-2027 (SENIOR) 0.001% BNDAT&T INC 4.1 15-FEB-2028 (SENIOR) 0.002% BNDAT&T INC 4.1 19-JAN-2026 Reg-S (SENIOR) 0.111% BNDAT&T INC 4.125 17-FEB-2026 (SENIOR) 0.002% BNDAT&T INC 4.25 01-MAR-2027 (SENIOR) 0.002% BNDAT&T INC 4.3 15-DEC-2042 (SENIOR) 0.001% BNDAT&T INC 4.3 15-FEB-2030 (SENIOR) 0.003% BNDAT&T INC 4.35 01-MAR-2029 (SENIOR) 0.003% BNDAT&T INC 4.35 15-JUN-2045 (SENIOR) 0.001% BNDAT&T INC 4.5 09-MAR-2048 (SENIOR) 0.002% BNDAT&T INC 4.5 15-MAY-2035 (SENIOR) 0.003% BNDAT&T INC 4.55 09-MAR-2049 (SENIOR) 0.001% BNDAT&T INC 4.6 19-SEP-2028 Reg-S (SENIOR) 0.015% BND

AT&T INC 4.75 15-MAY-2046 (SENIOR) 0.002% BNDAT&T INC 4.85 01-MAR-2039 (SENIOR) 0.001% BNDAT&T INC 5.15 15-FEB-2050 (SENIOR) 0.001% BNDAT&T INC 5.25 01-MAR-2037 (SENIOR) 0.002% BNDAT&T INC 5.35 01-SEP-2040 (SENIOR) 0.001% BNDAT&T INC 5.65 15-FEB-2047 (SENIOR) 0.001% BNDATACADAO CARREFOUR SA 0.000% EQUITYATCO LTD CLASS I I 0.000% EQUITYATHENE GLOBAL FUNDING 0.625 12-JAN-2028 Reg-S (SECURED) 0.001% BNDATHENE GLOBAL FUNDING 1.125 02-SEP-2025 Reg-S (SECURED) 0.001% BNDATHENE HOLDING LTD 4.125 12-JAN-2028 (SENIOR) 0.001% BNDATHENE HOLDING LTD CLASS A A 0.001% EQUITYATLANTIA 0.001% EQUITYATLANTIA SPA 1.625 03-FEB-2025 Reg-S (SENIOR) 0.001% BNDATLANTIA SPA 1.875 13-JUL-2027 Reg-S (SENIOR) 0.002% BNDATLANTIA SPA 4.375 16-SEP-2025 Reg-S (SENIOR) 0.001% BNDATLANTIA SPA 5.875 09-JUN-2024 Reg-S (SENIOR) 0.001% BNDATLAS ARTERIA STAPLED UNITS 0.016% EQUITYATLAS COPCO CLASS A A 0.005% EQUITYATLAS COPCO CLASS B 0.003% EQUITYATMOS ENERGY CORP 0.002% EQUITYATMOS ENERGY CORPORATION 4.125 15-OCT-2044 (SENIOR) 0.001% BNDATOS 0.000% EQUITYATOS SE 1.75 07-MAY-2025 Reg-S (SENIOR) 0.001% BNDATRIUM EUROPEAN REAL ESTATE LTD 3.0 11-SEP-2025 Reg-S (SENIOR) 0.001% BNDAU OPTRONICS CORP 0.006% EQUITYAU SMALL FINANCE BANK LTD 0.001% EQUITYAUB GROUP LTD 0.005% EQUITYAUCHAN HOLDING SA 2.375 25-APR-2025 Reg-S (SENIOR) 0.001% BNDAUCHAN HOLDING SA 2.875 29-JAN-2026 Reg-S (SENIOR) 0.001% BNDAUCHAN HOLDING SA 3.25 23-JUL-2027 Reg-S (SENIOR) 0.001% BNDAUCKLAND COUNCIL 2.9 16-SEP-2027 Reg-S (SECURED) 0.007% BNDAUCKLAND COUNCIL 3.5 09-MAR-2026 Reg-S (SECURED) 0.009% BNDAUCKLAND INTERNATIONAL AIRPORT LTD 0.001% EQUITYAUCKLAND INTERNATIONAL AIRPORT LTD 0.004% EQUITYAUCKLAND INTERNATIONAL AIRPORT LTD 4.5 23-SEP-2027 (SENIOR) 0.004% BNDAURIZON FINANCE PTY LTD 3.0 09-MAR-2028 (SENIOR) 0.014% BNDAURIZON HOLDINGS LTD 0.188% EQUITYAURIZON NETWORK PTY LTD 2.9 02-SEP-2030 Reg-S (SENIOR) 0.011% BNDAURIZON NETWORK PTY LTD 3.125 01-JUN-2026 Reg-S (SENIOR) 0.000% BNDAURIZON NETWORK PTY LTD 4.0 21-JUN-2024 Reg-S (SENIOR) 0.011% BNDAUROBINDO PHARMA LTD 0.002% EQUITYAURORA CANNABIS INC 0.000% EQUITYAUSGRID FINANCE PTY LTD 1.17 05-FEB-2024 Reg-S (SECURED) 0.006% BNDAUSGRID FINANCE PTY LTD 1.25 30-JUL-2025 Reg-S (SECURED) 0.001% BNDAUSGRID FINANCE PTY LTD 1.814 05-FEB-2027 (SECURED) 0.022% BNDAUSGRID FINANCE PTY LTD 3.75 30-OCT-2024 (SECURED) 0.026% BNDAUSNET SERVICES HOLDINGS PTY LTD 0.625 25-AUG-2030 Reg-S (SENIOR) 0.001% BNDAUSNET SERVICES HOLDINGS PTY LTD 1.625 11-MAR-2081 Reg-S (SUB) 0.001% BNDAUSNET SERVICES HOLDINGS PTY LTD 2.6 31-JUL-2029 0.011% BNDAUSNET SERVICES HOLDINGS PTY LTD 4.2 21-AUG-2028 (SENIOR) 0.018% BNDAUSNET SERVICES HOLDINGS PTY LTD 4.4 16-AUG-2027 Reg-S (SENIOR) 0.013% BNDAUSNET SERVICES HOLDINGS PTY LTD 5.75 28-JUN-2022 Reg-S (SENIOR) 0.009% BNDAUSNET SERVICES LTD 0.013% EQUITYAUST 10YR BOND MAR 22 XM 15-MAR-2022 4.274% CASH

AUST 10YR BOND MAR 22 XM 15-MAR-2022 -5.983% FUTUREAUST 3YR BOND MAR 22 YM 15-MAR-2022 -15.249% CASHAUST 3YR BOND MAR 22 YM 15-MAR-2022 15.249% FUTUREAUSTRALIA & NEW ZEALAND BANKING GR 2.8 16-AUG-2021 Reg-S (SENIOR) 0.001% BNDAUSTRALIA & NEW ZEALAND BANKING GR 3.25 07-APR-2021 Reg-S (SENIOR) 0.000% BNDAUSTRALIA & NEW ZEALAND BANKING GR 3.3 07-MAR-2022 Reg-S (SENIOR) 0.015% BNDAUSTRALIA & NEW ZEALAND BANKING GR 4.1 28-SEP-2027 Reg-S (SENIOR) 0.005% BNDAUSTRALIA & NEW ZEALAND BANKING GR COVERED 5.0 16-AUG-2023 Reg-S 0.021% BNDAUSTRALIA (COMMONWEALTH OF) 0.25 21-NOV-2024 Reg-S 0.067% BNDAUSTRALIA (COMMONWEALTH OF) 0.25 21-NOV-2025 Reg-S 0.069% BNDAUSTRALIA (COMMONWEALTH OF) 1.0 21-DEC-2030 Reg-S 0.086% BNDAUSTRALIA (COMMONWEALTH OF) 1.25 21-MAY-2032 0.051% BNDAUSTRALIA (COMMONWEALTH OF) 1.5 21-JUN-2031 0.078% BNDAUSTRALIA (COMMONWEALTH OF) 1.75 21-JUN-2051 Reg-S 0.055% BNDAUSTRALIA (COMMONWEALTH OF) 1.75 21-NOV-2020 Reg-S 0.041% BNDAUSTRALIA (COMMONWEALTH OF) 2.0 21-DEC-2021 Reg-S 0.066% BNDAUSTRALIA (COMMONWEALTH OF) 2.25 21-MAY-2028 Reg-S 0.134% BNDAUSTRALIA (COMMONWEALTH OF) 2.25 21-NOV-2022 0.101% BNDAUSTRALIA (COMMONWEALTH OF) 2.5 21-MAY-2030 Reg-S 0.147% BNDAUSTRALIA (COMMONWEALTH OF) 2.75 21-APR-2024 Reg-S 0.144% BNDAUSTRALIA (COMMONWEALTH OF) 2.75 21-JUN-2035 Reg-S 0.036% BNDAUSTRALIA (COMMONWEALTH OF) 2.75 21-MAY-2041 Reg-S 0.032% BNDAUSTRALIA (COMMONWEALTH OF) 2.75 21-NOV-2027 Reg-S 0.124% BNDAUSTRALIA (COMMONWEALTH OF) 2.75 21-NOV-2028 Reg-S 0.127% BNDAUSTRALIA (COMMONWEALTH OF) 2.75 21-NOV-2029 Reg-S 0.140% BNDAUSTRALIA (COMMONWEALTH OF) 3.0 21-MAR-2047 Reg-S 0.063% BNDAUSTRALIA (COMMONWEALTH OF) 3.25 21-APR-2025 Reg-S 0.152% BNDAUSTRALIA (COMMONWEALTH OF) 3.25 21-APR-2029 Reg-S 0.170% BNDAUSTRALIA (COMMONWEALTH OF) 3.25 21-JUN-2039 Reg-S 0.044% BNDAUSTRALIA (COMMONWEALTH OF) 3.75 21-APR-2037 Reg-S 0.064% BNDAUSTRALIA (COMMONWEALTH OF) 4.25 21-APR-2026 Reg-S 0.161% BNDAUSTRALIA (COMMONWEALTH OF) 4.5 21-APR-2033 Reg-S 0.092% BNDAUSTRALIA (COMMONWEALTH OF) 4.75 21-APR-2027 Reg-S 0.128% BNDAUSTRALIA (COMMONWEALTH OF) 5.5 21-APR-2023 Reg-S 0.175% BNDAUSTRALIA (COMMONWEALTH OF) 5.75 15-JUL-2022 Reg-S 0.112% BNDAUSTRALIA (COMMONWEALTH OF) 5.75 15-MAY-2021 Reg-S 0.117% BNDAUSTRALIA AND NEW ZEALAND BANKING 0.486% EQUITYAUSTRALIA AND NEW ZEALAND BANKING 0.832 06-DEC-2021 Reg-S (SENIOR) 0.003% BNDAUSTRALIA AND NEW ZEALAND BANKING 1.55 29-AUG-2024 (SENIOR) 0.014% BNDAUSTRALIA AND NEW ZEALAND BANKING 1.65 16-JAN-2025 (SENIOR) 0.020% BNDAUSTRALIA AND NEW ZEALAND BANKING 2.95 16-JUL-2021 Reg-S (SENIOR) 0.002% BNDAUSTRALIA AND NEW ZEALAND BANKING 3.1 08-FEB-2024 Reg-S (SENIOR) 0.008% BNDAUSTRALIA AND NEW ZEALAND BANKING 3.1 18-JAN-2023 (SENIOR) 0.018% BNDAUSTRALIA AND NEW ZEALAND BANKING 3.35 09-MAY-2023 Reg-S (SENIOR) 0.006% BNDAUSTRALIA AND NEW ZEALAND BANKING 3.7 16-NOV-2025 (SENIOR) 0.001% BNDAUSTRALIA AND NEW ZEALAND BANKING 4.0 22-JUL-2026 Reg-S (SENIOR) 0.007% BNDAUSTRALIA AND NEW ZEALAND BANKING T2 0.669 05-MAY-2031 Reg-S (SUB) 0.001% BNDAUSTRALIA AND NEW ZEALAND BANKING T2 1.125 21-NOV-2029 Reg-S (SENIOR SUB) 0.001% BNDAUSTRALIA AND NEW ZEALAND BANKING T2 1.8991 26-FEB-2031 Reg-S (SUB) 0.785% BNDAUSTRALIA PACIFIC AIRPORTS MELBOUR 3.75 04-NOV-2026 Reg-S (SECURED) 0.008% BNDAUSTRALIA PACIFIC AIRPORTS MELBOUR 4.0 15-SEP-2022 (SECURED) 0.005% BNDAUSTRALIAN AGRICULTURAL COMPANY LT 0.002% EQUITYAUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 1.0 17-APR-2023 Reg-S 0.004% BNDAUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 1.25 22-MAY-2025 Reg-S 0.004% BNDAUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 1.75 23-OCT-2031 0.004% BND

AUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 2.25 22-MAY-2029 0.006% BNDAUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 2.5 21-MAY-2026 0.002% BNDAUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 3.0 18-APR-2028 0.002% BNDAUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 4.0 22-MAY-2024 Reg-S 0.002% BNDAUSTRALIAN CAPITAL TERRITORY (GOVE NONDMUNI 4.25 11-APR-2022 0.005% BNDAUSTRALIAN CATHOLIC UNIVERSITY LTD 3.7 03-AUG-2027 Reg-S (SENIOR) 0.007% BNDAUSTRALIAN GAS NETWORKS (VIC 3) PT 4.5 17-DEC-2021 (SECURED) 0.010% BNDAUSTRALIAN GAS NETWORKS LTD 2.1486 28-APR-2028 (SECURED) 0.007% BNDAUSTRALIAN GAS NETWORKS LTD 2.82 28-APR-2031 (SECURED) 0.007% BNDAUSTRALIAN NATIONAL UNIVERSITY 3.98 18-NOV-2025 Reg-S (SENIOR) 0.005% BNDAUSTRALIAN POSTAL CORP 4.0 01-DEC-2026 Reg-S 0.005% BNDAUSTRALIAN POSTAL CORP GOVTOWN 5.0 13-NOV-2020 0.001% BNDAUSTRALIAN POSTAL CORP GOVTOWN 5.5 13-NOV-2023 0.008% BNDAUSTRALIAN PRIME PROPERTY FUND RET 3.75 22-MAY-2024 Reg-S (SENIOR) 0.004% BNDAUSTRALIAN RAIL TRACK CORP LTD 4.5 11-DEC-2024 Reg-S 0.003% BNDAUSTRALIAN UNITY LTD SERIES C 2.0269402 15-DEC-2024 0.195% EQUITYAUTEK CHINA INC A A 0.000% EQUITYAUTEK CHINA INC A A 0.000% EQUITYAUTEL INTELLIGENT TECHNOLOGY CORP A 0.000% EQUITYAUTO TRADER GROUP PLC 0.001% EQUITYAUTOBIO DIAGNOSTICS LTD A A 0.000% EQUITYAUTODESK INC 0.007% EQUITYAUTODESK INC 2.4 15-DEC-2031 (SENIOR) 0.001% BNDAUTOHOME ADS REPRESENTING INC CLA ADR 0.002% EQUITYAUTOLIV INC 0.000% EQUITYAUTOMATIC DATA PROCESSING INC 0.012% EQUITYAUTOMATIC DATA PROCESSING INC 1.25 01-SEP-2030 (SENIOR) 0.001% BNDAUTOMATIC DATA PROCESSING INC 1.7 15-MAY-2028 (SENIOR) 0.001% BNDAUTOMATIC DATA PROCESSING INC 3.375 15-SEP-2025 (SENIOR) 0.001% BNDAUTOROUTES DU SUD DE LA FRANCE 2.95 17-JAN-2024 Reg-S (SENIOR) 0.001% BNDAUTOSTRADE PER LITALIA SPA 1.75 01-FEB-2027 Reg-S (SENIOR) 0.001% BNDAUTOSTRADE PER LITALIA SPA 1.75 26-JUN-2026 Reg-S (SENIOR) 0.001% BNDAUTOSTRADE PER LITALIA SPA 1.875 04-NOV-2025 Reg-S (SENIOR) 0.001% BNDAUTOSTRADE PER LITALIA SPA 1.875 26-SEP-2029 Reg-S (SENIOR) 0.001% BNDAUTOZONE INC 0.006% EQUITYAUTOZONE INC 4.0 15-APR-2030 (SENIOR) 0.001% BNDAVALARA INC 0.001% EQUITYAVALONBAY COMMUNITIES REIT INC REIT 0.009% EQUITYAVANGRID INC 0.001% EQUITYAVANGRID INC 3.2 15-APR-2025 (SENIOR) 0.001% BNDAVANGRID INC 3.8 01-JUN-2029 (SENIOR) 0.001% BNDAVANTOR INC 0.001% EQUITYAVARY HOLDING (SHENZHEN) LTD A A 0.000% EQUITYAVARY HOLDING (SHENZHEN) LTD A A 0.000% EQUITYAVENUE SUPERMARTS LTD 0.009% EQUITYAVERY DENNISON CORP 0.005% EQUITYAVEVA GROUP PLC 0.000% EQUITYAVIC ELECTROMECHANICAL SYSTEMS LTD A 0.000% EQUITYAVIC ELECTROMECHANICAL SYSTEMS LTD A 0.000% EQUITYAVIC INDUSTRY-FINANCE HOLDINGS LTD A 0.000% EQUITYAVIC INDUSTRY-FINANCE HOLDINGS LTD A 0.000% EQUITYAVICHINA INDUSTRY & TECHNOLOGY LTD H 0.001% EQUITYAVICOPTER PLC A A 0.000% EQUITYAVICOPTER PLC A A 0.000% EQUITYAVIVA PLC 0.008% EQUITY

AVIVA PLC LT2 3.375 04-DEC-2045 Reg-S (SUB) 0.001% BNDAVIVA PLC LT2 3.875 03-JUL-2044 Reg-S (SUB) 0.001% BNDAXA EQUITABLE HOLDINGS INC 4.35 20-APR-2028 (SENIOR) 0.002% BNDAXA EQUITABLE HOLDINGS INC 5.0 20-APR-2048 (SENIOR) 0.002% BNDAXA SA 0.020% EQUITYAXA SA LT2-P 3.941 31-DEC-2049 Reg-S (SUB) 0.001% BNDAXA SA T2 1.375 07-OCT-2041 Reg-S (SUB) 0.001% BNDAXA SA T2 3.25 28-MAY-2049 Reg-S (CAPSEC (BTP)) 0.003% BNDAXA SA T2 3.375 06-JUL-2047 Reg-S (SUB) 0.002% BNDAXA SA T2 5.125 04-JUL-2043 Reg-S (SUB) 0.001% BNDAXA SA T2-P 3.875 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDAXALTA COATING SYSTEMS LTD 0.000% EQUITYAXEL SPRINGER N 0.000% EQUITYAXIATA GROUP 0.003% EQUITYAXIATA SPV2 BHD 4.357 24-MAR-2026 Reg-S (Sukuk Wakala) 0.017% BNDAXIATA SPV5 LABUAN LTD 3.064 19-AUG-2050 Reg-S (SENIOR) 0.015% BNDAXIS BANK LTD 0.017% EQUITYAYALA CORP 0.004% EQUITYAYALA LAND INC 0.005% EQUITYAZBIL CORP 0.000% EQUITYAZERBAIJAN (REPUBLIC OF) 3.5 01-SEP-2032 Reg-S (SENIOR) 0.003% BNDAZERBAIJAN (REPUBLIC OF) 4.75 18-MAR-2024 Reg-S (SENIOR) 0.004% BNDAZIMUT HOLDING SPA 1.625 12-DEC-2024 Reg-S (SENIOR) 0.000% BNDAZRIELI GROUP LTD 0.001% EQUITYAZURE POWER ENERGY LTD 3.575 19-AUG-2026 Reg-S (SENIOR) 0.015% BNDB.GRIMM POWER PCL 0.000% EQUITYB.GRIMM POWER PCL F 0.001% EQUITYB.GRIMM POWER PCL NON-VOTING DR 0.000% EQUITYB3 BRASIL BOLSA BALCAO SA 0.004% EQUITYBABCOCK INTERNATIONAL GROUP PLC 0.000% EQUITYBABCOCK INTERNATIONAL GROUP PLC 1.375 13-SEP-2027 Reg-S (SENIOR) 0.001% BNDBACARDI LIMITED 2.75 03-JUL-2023 Reg-S (SENIOR) 0.001% BNDBACHEM HOLDING AG N 0.000% EQUITYBACM_16-UB10-A4 3.17 16-JUL-2049 0.003% CMBSBACM_16-UB10-B 3.79 15-JUL-2049 0.001% CMBSBACM_17-BNK3-A-3 3.311 15-FEB-2050 0.005% CMBSBACM_17-BNK3-A4 3.574 15-FEB-2050 0.004% CMBSBACM_17-BNK3-B 3.879 15-FEB-2050 0.003% CMBSBAE SYSTEMS PLC 0.008% EQUITYBAHRAIN (KINGDOM OF) 6.125 01-AUG-2023 Reg-S (SENIOR) 0.011% BNDBAHRAIN (KINGDOM OF) 6.125 05-JUL-2022 Reg-S 0.005% BNDBAHRAIN (KINGDOM OF) 6.75 20-SEP-2029 Reg-S (SENIOR) 0.004% BNDBAHRAIN (KINGDOM OF) 7.0 12-OCT-2028 Reg-S 0.004% BNDBAHRAIN (KINGDOM OF) 7.0 26-JAN-2026 Reg-S (SENIOR) 0.004% BNDBAHRAIN (KINGDOM OF) 7.375 14-MAY-2030 Reg-S (Sukuk) 0.004% BNDBAHRAIN (KINGDOM OF) 7.5 20-SEP-2047 Reg-S (SENIOR) 0.004% BNDBAHRAIN KINGDOM OF (GOVERNMENT) 6.0 19-SEP-2044 Reg-S (SENIOR) 0.003% BNDBAIC MOTOR CORP LTD H H 0.000% EQUITYBAIDU ADS REPTG INC CLASS A ADR 0.034% EQUITYBAIDU CLASS A INC 0.000% EQUITYBAIDU INC 3.425 07-APR-2030 (SENIOR) 0.016% BNDBAJAJ AUTO LTD 0.003% EQUITYBAJAJ FINANCE LTD 0.020% EQUITYBAJAJ FINSERV LTD 0.007% EQUITYBAJAJ HOLDINGS AND INVESTMENT LTD 0.000% EQUITY

BAKER HUGHES A GE COMPANY LLC 3.337 15-DEC-2027 (SENIOR) 0.001% BNDBAKER HUGHES A GE COMPANY LLC 4.08 15-DEC-2047 (SENIOR) 0.001% BNDBAKER HUGHES CLASS A A 0.004% EQUITYBAKER HUGHES INCORPORATED 5.125 15-SEP-2040 (SENIOR) 0.001% BNDBALDER FINLAND OYJ 1.0 20-JAN-2029 Reg-S (SENIOR) 0.000% BNDBALDER FINLAND OYJ 1.375 24-MAY-2030 Reg-S (SENIOR) 0.001% BNDBALKRISHNA INDUSTRIES LTD 0.003% EQUITYBALL CORP 0.006% EQUITYBALLARD POWER SYSTEMS INC 0.000% EQUITYBALOISE HOLDING AG N 0.003% EQUITYBANCA POPOLARE DI SONDRIO SCPA 2.375 03-APR-2024 Reg-S (SENIOR) 0.001% BNDBANCO BILBAO VIZCAYA ARGENTARIA SA 0.014% EQUITYBANCO BILBAO VIZCAYA ARGENTARIA SA 0.375 02-OCT-2024 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANCO BILBAO VIZCAYA ARGENTARIA SA 0.5 14-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBANCO BILBAO VIZCAYA ARGENTARIA SA 1.125 18-SEP-2025 (SENIOR) 0.001% BNDBANCO BILBAO VIZCAYA ARGENTARIA SA T2 1.0 16-JAN-2030 Reg-S (SENIOR SUB) 0.001% BNDBANCO BILBAO VIZCAYA ARGENTARIA SA T2 2.575 22-FEB-2029 Reg-S (SUB) 0.001% BNDBANCO BILBAO VIZCAYA ARGENTARIA SA T2 3.5 10-FEB-2027 Reg-S (SUB) 0.002% BNDBANCO BRADESCO PREF SA PREF 0.006% EQUITYBANCO BRADESCO SA 0.001% EQUITYBANCO DE CHILE 0.002% EQUITYBANCO DE CREDITO E INVERSION 0.001% EQUITYBANCO DE SABADELL SA 0.000% EQUITYBANCO DE SABADELL SA 0.625 07-NOV-2025 Reg-S (SENIOR) 0.001% BNDBANCO DE SABADELL SA 0.875 22-JUL-2025 Reg-S 0.001% BNDBANCO DE SABADELL SA 1.125 11-MAR-2027 Reg-S (SENIOR PREFERRED) 0.001% BNDBANCO DE SABADELL SA 1.75 10-MAY-2024 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANCO DO BRASIL SA 0.001% EQUITYBANCO INTER UNT SA UNIT 0.001% EQUITYBANCO SANTANDER BRASIL UNITS SA UNIT 0.001% EQUITYBANCO SANTANDER CHILE 0.001% EQUITYBANCO SANTANDER SA 0.020% EQUITYBANCO SANTANDER SA 0.2 11-FEB-2028 Reg-S (SENIOR PREFERRED) 0.002% BNDBANCO SANTANDER SA 0.5 04-FEB-2027 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBANCO SANTANDER SA 0.5 24-MAR-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 0.625 24-JUN-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 1.125 17-JAN-2025 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 1.125 23-JUN-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 1.375 05-JAN-2026 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBANCO SANTANDER SA 1.65 15-JUL-2026 Reg-S (SENIOR) 0.004% BNDBANCO SANTANDER SA 1.722 14-SEP-2027 (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 1.849 25-MAR-2026 (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 2.746 28-MAY-2025 (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 2.958 25-MAR-2031 (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 3.306 27-JUN-2029 (SENIOR) 0.001% BNDBANCO SANTANDER SA 3.49 28-MAY-2030 (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 3.8 23-FEB-2028 (SENIOR NON-PREFERRED) 0.001% BNDBANCO SANTANDER SA 4.25 11-APR-2027 (SENIOR) 0.001% BNDBANCO SANTANDER SA 4.379 12-APR-2028 (SENIOR) 0.001% BNDBANCO SANTANDER SA LT2 2.749 03-DEC-2030 (SUB) 0.001% BNDBANCO SANTANDER SA T2 1.625 22-OCT-2030 Reg-S (SUB) 0.001% BNDBANCO SANTANDER SA T2 2.125 08-FEB-2028 Reg-S (SUB) 0.002% BNDBANCO SANTANDER SA T2 3.125 19-JAN-2027 Reg-S (CAPSEC (BTP)) 0.002% BNDBANCOLOMBIA PREF SA PREF 0.002% EQUITYBANCOLOMBIA SA 0.001% EQUITY

BANDAI NAMCO HOLDINGS INC 0.002% EQUITYBANDHAN BANK LTD 0.002% EQUITYBANGKOK BANK NON-VOTING DR PCL 0.001% EQUITYBANGKOK BANK PCL /HONG KONG T2 3.733 25-SEP-2034 Reg-S (SUB) 0.016% BNDBANGKOK BANK PCL F 0.000% EQUITYBANGKOK BANK PUBLIC CO LTD (HONG K 4.45 19-SEP-2028 Reg-S (SENIOR) 0.017% BNDBANGKOK BANK PUBLIC CO LTD (HONG K AT1-P 5.0 31-DEC-2049 Reg-S (JUNIOR SUB) 0.032% BNDBANGKOK BANK PUBLIC CO LTD (HONG K T2 3.466 23-SEP-2036 Reg-S (SUB) 0.015% BNDBANGKOK BANK PUBLIC COMPANY LTD 3.875 27-SEP-2022 Reg-S (SENIOR) 0.016% BNDBANGKOK COMMERCIAL ASSET MANAGEMEN 0.001% EQUITYBANGKOK COMMERCIAL ASSET MANAGEMEN 0.000% EQUITYBANGKOK DUSIT MEDICAL SERVICES NON 0.003% EQUITYBANGKOK DUSIT MEDICAL SERVICES PCL 0.002% EQUITYBANGKOK DUSIT MEDICAL SERVICES PCL 0.000% EQUITYBANGKOK EXPRESSWAY AND METRO PCL 0.000% EQUITYBANGKOK EXPRESSWAY AND METRO PCL F 0.001% EQUITYBANGKOK EXPRESSWAY AND METRO PCL N 0.001% EQUITYBANGKOK LIFE ASSURANCE PCL F 0.000% EQUITYBANK 2021-BNK34- 2.438 15-JUN-2063 0.001% CMBSBANK ALBILAD 0.002% EQUITYBANK ALJAZIRA 0.001% EQUITYBANK CENTRAL ASIA 0.016% EQUITYBANK HAPOALIM BM 0.004% EQUITYBANK LEUMI LE ISRAEL 0.006% EQUITYBANK MANDIRI (PERSERO) 0.008% EQUITYBANK NEDERLANDSE GEMEENTEN NV 3.25 15-JUL-2025 (SENIOR) 0.028% BNDBANK NEDERLANDSE GEMEENTEN NV 3.25 24-AUG-2026 (SENIOR) 0.011% BNDBANK NEDERLANDSE GEMEENTEN NV 3.3 17-JUL-2028 Reg-S (SENIOR) 0.046% BNDBANK NEDERLANDSE GEMEENTEN NV 3.5 19-JUL-2027 (SENIOR) 0.025% BNDBANK NEDERLANDSE GEMEENTEN NV 4.75 06-MAR-2023 (SENIOR) 0.013% BNDBANK NEDERLANDSE GEMEENTEN NV 5.25 20-MAY-2024 (SENIOR) 0.081% BNDBANK NEDERLANDSE GEMEENTEN NV 5.5 23-MAY-2022 (SENIOR) 0.083% BNDBANK NEGARA INDONESIA 0.003% EQUITYBANK NEGARA INDONESIA PERSERO TBK T2 3.75 30-MAR-2026 Reg-S (SUB) 0.015% BNDBANK OF AMERICA CORP 0.089% EQUITYBANK OF AMERICA CORP 0.58 08-AUG-2029 Reg-S (SENIOR) 0.001% BNDBANK OF AMERICA CORP 0.583 24-AUG-2028 Reg-S (SENIOR) 0.001% BNDBANK OF AMERICA CORP 0.654 26-OCT-2031 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 0.694 22-MAR-2031 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 0.808 09-MAY-2026 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.102 24-MAY-2032 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.197 24-OCT-2026 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.319 19-JUN-2026 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.381 09-MAY-2030 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.658 11-MAR-2027 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.662 25-APR-2028 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.734 22-JUL-2027 (SENIOR) 0.004% BNDBANK OF AMERICA CORP 1.776 04-MAY-2027 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.898 23-JUL-2031 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 1.922 24-OCT-2031 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 2.015 13-FEB-2026 (SENIOR) 0.001% BNDBANK OF AMERICA CORP 2.087 14-JUN-2029 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 2.299 21-JUL-2032 (SENIOR) 0.003% BNDBANK OF AMERICA CORP 2.496 13-FEB-2031 (SENIOR) 0.003% BNDBANK OF AMERICA CORP 2.572 20-OCT-2032 (SENIOR) 0.003% BND

BANK OF AMERICA CORP 2.592 29-APR-2031 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 2.651 11-MAR-2032 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 2.676 19-JUN-2041 (SENIOR) 0.004% BNDBANK OF AMERICA CORP 2.687 22-APR-2032 (SENIOR) 0.004% BNDBANK OF AMERICA CORP 2.831 24-OCT-2051 (SENIOR) 0.001% BNDBANK OF AMERICA CORP 2.884 22-OCT-2030 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 2.972 21-JUL-2052 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.194 23-JUL-2030 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.248 21-OCT-2027 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.311 22-APR-2042 (SENIOR) 0.003% BNDBANK OF AMERICA CORP 3.366 23-JAN-2026 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.419 20-DEC-2028 (SENIOR) 0.005% BNDBANK OF AMERICA CORP 3.483 13-MAR-2052 (SENIOR) 0.001% BNDBANK OF AMERICA CORP 3.5 19-APR-2026 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.559 23-APR-2027 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.593 21-JUL-2028 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.648 31-MAR-2029 Reg-S (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.705 24-APR-2028 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.824 20-JAN-2028 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.875 01-AUG-2025 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.946 23-JAN-2049 (SENIOR) 0.001% BNDBANK OF AMERICA CORP 3.97 05-MAR-2029 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 3.974 07-FEB-2030 (SENIOR) 0.003% BNDBANK OF AMERICA CORP 4.078 23-APR-2040 (SENIOR) 0.001% BNDBANK OF AMERICA CORP 4.083 20-MAR-2051 (SENIOR) 0.005% BNDBANK OF AMERICA CORP 4.244 24-APR-2038 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 4.271 23-JUL-2029 (SENIOR) 0.003% BNDBANK OF AMERICA CORP 4.33 15-MAR-2050 (SENIOR) 0.003% BNDBANK OF AMERICA CORP 4.443 20-JAN-2048 (SENIOR) 0.002% BNDBANK OF AMERICA CORP 5.0 21-JAN-2044 (SENIOR) 0.002% BNDBANK OF AMERICA CORP LT2 3.95 21-APR-2025 (SUB) 0.002% BNDBANK OF AMERICA CORP LT2 4.25 22-OCT-2026 (SUB) 0.002% BNDBANK OF AMERICA CORP LT2 6.0 15-OCT-2036 (SUB) 0.001% BNDBANK OF AMERICA CORP LT2 7.75 14-MAY-2038 (SUB) 0.002% BNDBANK OF AMERICA CORP T2 4.0 22-JAN-2025 (SUB) 0.002% BNDBANK OF AMERICA CORP T2 4.183 25-NOV-2027 (SUB) 0.002% BNDBANK OF AMERICA CORP T2 4.45 03-MAR-2026 (SUB) 0.002% BNDBANK OF AMERICA CORP T2 6.11 29-JAN-2037 (SUB) 0.002% BNDBANK OF AMERICA CORPORATION 5.875 07-FEB-2042 (SENIOR) 0.002% BNDBANK OF BARODA LTD 0.001% EQUITYBANK OF BEIJING LTD A A 0.001% EQUITYBANK OF BEIJING LTD A A 0.001% EQUITYBANK OF CHANGSHA LTD A A 0.000% EQUITYBANK OF CHENGDU LTD A A 0.000% EQUITYBANK OF CHINA (AUSTRALIA) LTD 0.9 06-NOV-2023 Reg-S (SENIOR) 0.003% BNDBANK OF CHINA (HONG KONG) LTD AT1-P 5.9 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDBANK OF CHINA LTD (SINGAPORE BRANC 1.09129 17-APR-2023 Reg-S (SENIOR) 0.015% BNDBANK OF CHINA LTD A A 0.002% EQUITYBANK OF CHINA LTD A A 0.001% EQUITYBANK OF CHINA LTD H H 0.023% EQUITYBANK OF COMMUNICATIONS CO LTD (HON 1.154 20-JUL-2025 Reg-S (SENIOR) 0.015% BNDBANK OF COMMUNICATIONS HONG KONG L AT1-P 3.725 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.020% BNDBANK OF COMMUNICATIONS LTD A A 0.001% EQUITYBANK OF COMMUNICATIONS LTD A A 0.001% EQUITYBANK OF COMMUNICATIONS LTD H H 0.005% EQUITY

BANK OF EAST ASIA LTD 0.001% EQUITYBANK OF EAST ASIA LTD AT1-P 5.825 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.020% BNDBANK OF HANGZHOU LTD A A 0.000% EQUITYBANK OF HANGZHOU LTD A A 0.000% EQUITYBANK OF IRELAND GROUP PLC 0.000% EQUITYBANK OF IRELAND GROUP PLC 0.375 10-MAY-2027 Reg-S (SENIOR) 0.001% BNDBANK OF IRELAND GROUP PLC 1.0 25-NOV-2025 Reg-S (SENIOR) 0.001% BNDBANK OF JIANGSU CORPORATION LTD A A 0.001% EQUITYBANK OF JIANGSU CORPORATION LTD A A 0.000% EQUITYBANK OF KYOTO LTD 0.000% EQUITYBANK OF MONTREAL 0.008% EQUITYBANK OF MONTREAL 0.949 22-JAN-2027 (SENIOR) 0.001% BNDBANK OF MONTREAL 1.0479 07-SEP-2023 Reg-S (SENIOR) 0.062% BNDBANK OF MONTREAL 1.25 15-SEP-2026 (SENIOR) 0.001% BNDBANK OF MONTREAL 1.85 01-MAY-2025 (SENIOR) 0.001% BNDBANK OF MONTREAL 2.1 17-JUL-2024 Reg-S (SENIOR) 0.012% BNDBANK OF MONTREAL 3.2 07-SEP-2023 Reg-S (SENIOR) 0.014% BNDBANK OF MONTREAL 3.25 06-OCT-2022 Reg-S (SENIOR) 0.009% BNDBANK OF NANJING LTD A A 0.001% EQUITYBANK OF NANJING LTD A A 0.000% EQUITYBANK OF NEW YORK MELLON CORP 0.012% EQUITYBANK OF NEW YORK MELLON CORP 3.0 24-FEB-2025 (SENIOR) 0.001% BNDBANK OF NEW YORK MELLON CORP/THE 1.6 24-APR-2025 (SENIOR) 0.001% BNDBANK OF NEW YORK MELLON CORP/THE 2.45 17-AUG-2026 (SENIOR) 0.001% BNDBANK OF NEW YORK MELLON CORP/THE 2.8 04-MAY-2026 (SENIOR) 0.001% BNDBANK OF NEW YORK MELLON CORP/THE 3.25 16-MAY-2027 (SENIOR) 0.001% BNDBANK OF NEW YORK MELLON CORP/THE 3.4 29-JAN-2028 (SENIOR) 0.001% BNDBANK OF NEW YORK MELLON CORP/THE 3.85 28-APR-2028 (SENIOR) 0.001% BNDBANK OF NEW YORK MELLON CORP/THE T2 3.3 23-AUG-2029 (SENIOR SUB) 0.001% BNDBANK OF NINGBO LTD A A 0.001% EQUITYBANK OF NINGBO LTD A A 0.001% EQUITYBANK OF NOVA SCOTIA 0.010% EQUITYBANK OF NOVA SCOTIA (AUSTRALIA BRA 0.975 08-SEP-2022 Reg-S (SENIOR) 0.037% BNDBANK OF NOVA SCOTIA (AUSTRALIA BRA 3.2 07-SEP-2023 Reg-S (SENIOR) 0.005% BNDBANK OF NOVA SCOTIA (AUSTRALIA BRA 3.2 08-SEP-2022 Reg-S (SENIOR) 0.007% BNDBANK OF NOVA SCOTIA 1.05 02-MAR-2026 (SENIOR) 0.001% BNDBANK OF NOVA SCOTIA 1.3 11-JUN-2025 (SENIOR) 0.001% BNDBANK OF NOVA SCOTIA 1.3 15-SEP-2026 (SENIOR) 0.001% BNDBANK OF NOVA SCOTIA 1.35 24-JUN-2026 (SENIOR) 0.001% BNDBANK OF NOVA SCOTIA 2.2 03-FEB-2025 0.001% BNDBANK OF NOVA SCOTIA 2.7 03-AUG-2026 (SENIOR) 0.001% BNDBANK OF NOVA SCOTIA T2 4.5 16-DEC-2025 (SUB) 0.001% BNDBANK OF QUEENSLAND LTD 0.013% EQUITYBANK OF QUEENSLAND LTD 1.4 06-MAY-2026 (SENIOR) 0.011% BNDBANK OF QUEENSLAND LTD 2.0 30-OCT-2024 Reg-S (SENIOR) 0.003% BNDBANK OF QUEENSLAND LTD 2.1 27-OCT-2026 Reg-S (SENIOR) 0.029% BNDBANK OF QUEENSLAND LTD 3.0 16-NOV-2021 Reg-S (SENIOR) 0.000% BNDBANK OF SHANGHAI LTD A A 0.000% EQUITYBANK OF SHANGHAI LTD A A 0.001% EQUITYBANK OF SUZHOU LTD A A 0.000% EQUITYBANK OF THE PHILIPPINE ISLANDS 0.003% EQUITYBANK OF TOKYO-MITSUBISHI UFJ LTD ( CD 3.4 20-MAR-2023 Reg-S (SENIOR) 0.066% BNDBANK PEKAO SA 0.003% EQUITYBANK RAKYAT INDONESIA (PERSERO) 0.016% EQUITYBANK VTB 0.001% EQUITY

BANKIA SA 0.000% EQUITYBANKIA SA 0.75 09-JUL-2026 Reg-S (SENIOR) 0.001% BNDBANKIA SA 1.0 25-JUN-2024 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANKIA SA 1.125 12-NOV-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANKIA SA T2 3.75 15-FEB-2029 Reg-S (JUNIOR SUB) 0.001% BNDBANKINTER SA 0.000% EQUITYBANKINTER SA 0.625 06-OCT-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANKINTER SA 0.875 08-JUL-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANKINTER SA T2 1.25 23-DEC-2032 Reg-S (SUB) 0.001% BNDBANK_17-BNK4-A4 3.625 15-MAY-2050 0.004% CMBSBANK_17-BNK4-AS 3.777 15-MAY-2050 0.006% CMBSBANK_17-BNK4-ASB 3.419 15-MAY-2050 0.001% CMBSBANK_17-BNK4-C 4.372 15-MAY-2050 0.002% CMBSBANK_17-BNK5-A4 3.131 15-JUN-2060 0.007% CMBSBANK_17-BNK7-A5 3.435 15-SEP-2060 0.001% CMBSBANK_17-BNK7-B 3.949 15-SEP-2060 0.002% CMBSBANK_17-BNK8-A3 3.229 15-NOV-2050 0.004% CMBSBANK_17-BNK8-AS 3.731 15-NOV-2050 0.004% CMBSBANK_18-BN10-A5 3.688 15-FEB-2061 0.006% CMBSBANK_18-BN14-A3 3.966 17-SEP-2060 0.002% CMBSBANK_18-BN14-AS 4.481 15-SEP-2060 0.002% CMBSBANK_18-BNK10-C 4.163 15-FEB-2061 0.003% CMBSBANK_18-BNK14-B 4.58285 15-SEP-2060 0.003% CMBSBANK_19-BN16-A4 4.005 15-FEB-2052 0.008% CMBSBANK_19-BN19-A3 3.183 15-AUG-2061 0.002% CMBSBANK_19-BN20-A2 2.758 15-SEP-2062 0.002% CMBSBANK_19-BN20-A3 3.011 15-SEP-2062 0.004% CMBSBANK_19-BN20-B 3.395 15-SEP-2062 0.004% CMBSBANK_19-BN21-A4 2.6 17-OCT-2052 0.007% CMBSBANK_19-BN21-A5 2.851 17-OCT-2052 0.006% CMBSBANK_19-BN21-B 3.214 17-OCT-2052 0.004% CMBSBANK_19-BN22-A4 2.978 15-NOV-2062 0.003% CMBSBANK_19-BN24-ASB 2.929 15-NOV-2062 0.004% CMBSBANK_19-BNK16-AS 4.267 15-FEB-2052 0.001% CMBSBANK_19-BNK18-A2 3.474 15-MAY-2062 0.003% CMBSBANK_19-BNK23-C 3.62491 15-DEC-2052 0.002% CMBSBANK_20-BN25-A5 2.649 15-JAN-2063 0.004% CMBSBANK_20-BN27-AS 2.551 15-APR-2063 0.004% CMBSBANK_20-BN28-A4 1.844 15-MAR-2063 0.002% CMBSBANK_20-BN30-ASB 1.673 15-DEC-2053 0.001% CMBSBANK_20-BNK29- 3.02752 15-NOV-2053 0.002% CMBSBANK_21-BN32-A5 2.643 15-APR-2054 0.007% CMBSBANK_21-BNK35-B 2.559 15-JUN-2064 0.004% CMBSBANPU PCL F 0.001% EQUITYBANQUE FEDERATIVE DU CREDIT MUTUEL 0.25 19-JUL-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL 0.625 03-NOV-2028 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL 0.625 21-FEB-2031 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL 0.75 17-JAN-2030 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL 1.25 03-JUN-2030 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL 1.75 15-MAR-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL 1.875 18-JUN-2029 Reg-S (SUB) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL LT2 3.0 11-SEP-2025 Reg-S (SUB) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL T2 1.625 15-NOV-2027 Reg-S (SUB) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL T2 1.875 04-NOV-2026 Reg-S (SUB) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL T2 2.375 24-MAR-2026 Reg-S (SUB) 0.001% BND

BANQUE FEDERATIVE DU CREDIT MUTUEL T2 2.5 25-MAY-2028 Reg-S (SUB) 0.001% BNDBANQUE FEDERATIVE DU CREDIT MUTUEL T2 2.625 31-MAR-2027 Reg-S (SUB) 0.001% BNDBANQUE SAUDI FRANSI 0.003% EQUITYBAOSHAN IRON & STEEL LTD A A 0.001% EQUITYBAOSHAN IRON & STEEL LTD A A 0.001% EQUITYBAPCOR LTD 0.006% EQUITYBARCLAYS PLC 0.012% EQUITYBARCLAYS PLC 0.577 09-AUG-2029 Reg-S (SENIOR) 0.002% BNDBARCLAYS PLC 0.75 09-JUN-2025 Reg-S (SENIOR) 0.001% BNDBARCLAYS PLC 1.106 12-MAY-2032 Reg-S (SENIOR) 0.002% BNDBARCLAYS PLC 1.375 24-JAN-2026 Reg-S (SENIOR) 0.001% BNDBARCLAYS PLC 1.8621 15-JUN-2023 Reg-S (SENIOR) 0.126% BNDBARCLAYS PLC 2.064 20-MAY-2027 Reg-S (SENIOR) 0.004% BNDBARCLAYS PLC 2.279 24-NOV-2027 (SENIOR) 0.002% BNDBARCLAYS PLC 2.645 24-JUN-2031 (SENIOR) 0.001% BNDBARCLAYS PLC 2.667 10-MAR-2032 (SENIOR) 0.001% BNDBARCLAYS PLC 2.852 07-MAY-2026 (SENIOR) 0.002% BNDBARCLAYS PLC 2.894 24-NOV-2032 (SENIOR) 0.001% BNDBARCLAYS PLC 3.25 26-JUN-2024 Reg-S (SENIOR) 0.005% BNDBARCLAYS PLC 3.33 24-NOV-2042 (SENIOR) 0.001% BNDBARCLAYS PLC 3.375 02-APR-2025 Reg-S (SENIOR) 0.003% BNDBARCLAYS PLC 3.382 20-MAY-2032 Reg-S (SENIOR) 0.006% BNDBARCLAYS PLC 3.65 16-MAR-2025 (SENIOR) 0.002% BNDBARCLAYS PLC 4.0 26-JUN-2029 Reg-S (SENIOR) 0.008% BNDBARCLAYS PLC 4.327 15-JUN-2023 Reg-S (SENIOR) 0.010% BNDBARCLAYS PLC 4.337 10-JAN-2028 (SENIOR) 0.001% BNDBARCLAYS PLC 4.375 12-JAN-2026 (SENIOR) 0.003% BNDBARCLAYS PLC 4.95 10-JAN-2047 (SENIOR) 0.002% BNDBARCLAYS PLC 4.972 16-MAY-2029 (SENIOR) 0.002% BNDBARCLAYS PLC 5.244 15-JUN-2028 Reg-S (SENIOR) 0.003% BNDBARCLAYS PLC 5.25 17-AUG-2045 (SENIOR) 0.002% BNDBARCLAYS PLC T2 1.125 22-MAR-2031 Reg-S (SUB) 0.001% BNDBARCLAYS PLC T2 2.0 07-FEB-2028 Reg-S (SENIOR SUB) 0.002% BNDBARCLAYS PLC T2 4.836 09-MAY-2028 (SUB) 0.002% BNDBARCLAYS PLC T2 5.2 12-MAY-2026 (SUB) 0.002% BNDBARITO PACIFIC 0.001% EQUITYBARRATT DEVELOPMENTS 0.004% EQUITYBARRICK GOLD CORP 0.004% EQUITYBARRICK GOLD CORP 5.25 01-APR-2042 (SENIOR) 0.001% BNDBARRICK NA FINANCE LLC 5.75 01-MAY-2043 (SENIOR) 0.001% BNDBARRICK NORTH AMERICA FINANCE LLC 5.7 30-MAY-2041 (SENIOR) 0.001% BNDBARRICK PD AUSTRALIA FINANCE PTY L 5.95 15-OCT-2039 (SENIOR) 0.001% BNDBARRY CALLEBAUT AG N 0.001% EQUITYBARWA REAL ESTATE 0.001% EQUITYBASF N N 0.023% EQUITYBAT CAPITAL CORP 1.125 16-NOV-2023 Reg-S (SENIOR) 0.001% BNDBAT CAPITAL CORP 2.259 25-MAR-2028 (SENIOR) 0.002% BNDBAT CAPITAL CORP 2.726 25-MAR-2031 (SENIOR) 0.001% BNDBAT CAPITAL CORP 3.215 06-SEP-2026 (SENIOR) 0.001% BNDBAT CAPITAL CORP 3.557 15-AUG-2027 (SENIOR) 0.003% BNDBAT CAPITAL CORP 3.734 25-SEP-2040 (SENIOR) 0.001% BNDBAT CAPITAL CORP 3.984 25-SEP-2050 (SENIOR) 0.001% BNDBAT CAPITAL CORP 4.39 15-AUG-2037 (SENIOR) 0.002% BNDBAT CAPITAL CORP 4.54 15-AUG-2047 (SENIOR) 0.002% BNDBAT CAPITAL CORP 4.7 02-APR-2027 (SENIOR) 0.001% BND

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BMARK_18-B1-A5 3.666 15-JAN-2051 0.004% CMBSBMARK_18-B1-AM 3.878 15-JAN-2051 0.002% CMBSBMARK_18-B2-A4 3.6147 15-FEB-2051 0.005% CMBSBMARK_18-B2-A5 3.8819 15-FEB-2051 0.007% CMBSBMARK_18-B2-AS 4.0835 15-FEB-2051 0.004% CMBSBMARK_18-B2-C 4.19665 15-FEB-2051 0.002% CMBSBMARK_18-B3-A5 4.025 10-APR-2051 0.004% CMBSBMARK_18-B4-A2 3.976 15-JUL-2051 0.002% CMBSBMARK_18-B4-A5 4.121 15-JUL-2051 0.008% CMBSBMARK_18-B4-ASB 4.059 15-JUL-2051 0.002% CMBSBMARK_18-B4-C 4.55057 15-JUL-2051 0.002% CMBSBMARK_18-B5-A4 4.2076 15-JUL-2051 0.010% CMBSBMARK_18-B5-AS 4.4189 15-JUL-2051 0.004% CMBSBMARK_18-B5-B 4.5697 15-JUL-2051 0.002% CMBSBMARK_18-B7-A4 4.51 15-NOV-2051 0.004% CMBSBMARK_18-B7-B 4.861 16-MAY-2053 0.002% CMBSBMARK_18-B8-A4 3.9628 15-JAN-2052 0.008% CMBSBMARK_18-B8-A5 4.2317 18-JAN-2052 0.004% CMBSBMARK_18-B8-AS 4.5324 15-JAN-2052 0.006% CMBSBMARK_19-B10-AM 3.979 15-MAR-2062 0.002% CMBSBMARK_19-B11-A5 3.5421 15-MAY-2052 0.004% CMBSBMARK_19-B11-AS 3.784 15-MAY-2052 0.002% CMBSBMARK_19-B11-B 3.9553 15-MAY-2052 0.002% CMBSBMARK_19-B13-AM 3.183 11-AUG-2057 0.004% CMBSBMARK_19-B14-A5 3.0486 15-DEC-2062 0.002% CMBSBMARK_19-B9-A5 4.0156 15-MAR-2052 0.004% CMBSBMARK_19-B9-C 4.9706 15-MAR-2052 0.001% CMBSBMARK_20-B16-A5 2.732 15-FEB-2053 0.007% CMBSBMARK_20-B16-AM 2.944 15-DEC-2057 0.004% CMBSBMARK_20-B17-A2 2.2108 15-MAR-2053 0.004% CMBSBMARK_20-B17-A5 2.289 15-MAR-2053 0.011% CMBSBMARK_20-B17-C 3.3707 15-MAR-2053 0.001% CMBSBMARK_20-B18-AM 2.335 15-JUL-2053 0.002% CMBSBMARK_20-B19-B 2.351 15-SEP-2053 0.002% CMBSBMARK_20-B20-B 2.5266 15-OCT-2053 0.002% CMBSBMARK_20-B21-AS 2.2543 17-DEC-2053 0.002% CMBSBMARK_20-B22-A5 1.973 15-JAN-2054 0.003% CMBSBMARK_20-IG1-A3 2.6866 15-SEP-2043 0.006% CMBSBMARK_21-B23-AS 2.274 15-FEB-2054 0.002% CMBSBMARK_21-B25-A5 2.577 15-APR-2054 0.007% CMBSBMARK_21-B25-ASB 2.271 15-APR-2054 0.002% CMBSBMARK_21-B26-A5 2.613 15-JUN-2054 0.009% CMBSBMARK_21-B26-AM 2.825 15-JUN-2054 0.002% CMBSBMARK_21-B27-A2 2.02 15-JUL-2054 0.004% CMBSBMARK_21-B27-AS 2.512 15-JUL-2054 0.002% CMBSBMARK_21-B28-AS 2.4291 15-AUG-2054 0.002% CMBSBMARK_21-B29-A5 2.3879 15-SEP-2054 0.003% CMBSBMW AG 0.012% EQUITYBMW PREF AG PREF 0.002% EQUITYBMarK_21-B24-A4 2.2638 15-MAR-2054 0.011% CMBSBNG BANK NV 0.75 13-NOV-2023 Reg-S (SENIOR) 0.011% BNDBNG BANK NV 1.55 19-FEB-2032 (SENIOR) 0.004% BNDBNG BANK NV 1.6 27-NOV-2030 (SENIOR) 0.014% BNDBNG BANK NV 1.9 26-NOV-2025 Reg-S (SENIOR) 0.010% BNDBNG BANK NV 3.3 26-APR-2029 Reg-S (SENIOR) 0.039% BND

BNK FINANCIAL GROUP INC 0.001% EQUITYBNK_19-B19-A2 2.926 15-AUG-2061 0.011% CMBSBNK_19-B22-A3 2.726 15-NOV-2062 0.004% CMBSBNK_20-BN25-A3 2.391 15-JAN-2063 0.004% CMBSBNK_20-BN26-B 2.909 15-MAR-2063 0.001% CMBSBNP PARIBAS CARDIF SA 1.0 29-NOV-2024 Reg-S (SUB) 0.001% BNDBNP PARIBAS CARDIF T2-P 4.032 31-DEC-2049 Reg-S (SUB) 0.001% BNDBNP PARIBAS SA 0.027% EQUITYBNP PARIBAS SA 0.125 04-SEP-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBNP PARIBAS SA 0.25 13-APR-2027 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBNP PARIBAS SA 0.375 14-OCT-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBNP PARIBAS SA 0.5 01-SEP-2028 (SENIOR NON-PREFERRED) 0.001% BNDBNP PARIBAS SA 0.5 19-FEB-2028 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBNP PARIBAS SA 0.5 19-JAN-2030 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBNP PARIBAS SA 1.125 11-JUN-2026 Reg-S (SENIOR) 0.002% BNDBNP PARIBAS SA 1.125 17-APR-2029 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBNP PARIBAS SA 1.375 28-MAY-2029 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBNP PARIBAS SA 1.5 17-NOV-2025 Reg-S (SENIOR) 0.002% BNDBNP PARIBAS SA 1.5 23-MAY-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBNP PARIBAS SA 2.125 23-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.003% BNDBNP PARIBAS SA LT2 2.375 17-FEB-2025 Reg-S (SUB) 0.002% BNDBNP PARIBAS SA T2 1.125 15-JAN-2032 Reg-S (JUNIOR SUB) 0.001% BNDBNP PARIBAS SA T2 1.625 02-JUL-2031 Reg-S (SUB) 0.001% BNDBNP PARIBAS SA T2 2.25 11-JAN-2027 Reg-S (SUB) 0.002% BNDBNP PARIBAS SA T2 2.375 20-NOV-2030 Reg-S (SUB) 0.001% BNDBNP PARIBAS SA T2 2.75 27-JAN-2026 Reg-S (SUB) 0.001% BNDBNP PARIBAS SA T2 2.875 01-OCT-2026 Reg-S (SUB) 0.001% BNDBOC AVIATION LTD 2.625 17-JAN-2025 Reg-S (SENIOR) 0.015% BNDBOC AVIATION LTD 2.625 17-SEP-2030 Reg-S (SENIOR) 0.015% BNDBOC AVIATION LTD 2.75 02-DEC-2023 Reg-S (SENIOR) 0.039% BNDBOC AVIATION LTD 3.0 11-SEP-2029 Reg-S (SENIOR) 0.023% BNDBOC AVIATION LTD 3.5 10-OCT-2024 Reg-S (SENIOR) 0.020% BNDBOC AVIATION LTD RED 0.001% EQUITYBOC HONG KONG HOLDINGS LTD RED 0.008% EQUITYBOC INTERNATIONAL (CHINA) LTD A A 0.000% EQUITYBOCOM INTERNATIONAL BLOSSOM LTD 1.75 28-JUN-2026 Reg-S (SENIOR) 0.015% BNDBOCOM LEASING MANAGEMENT HONG KONG 1.93843 14-JUL-2025 Reg-S (SENIOR) 0.015% BNDBOE TECHNOLOGY GROUP LTD A A 0.001% EQUITYBOE TECHNOLOGY GROUP LTD A A 0.000% EQUITYBOE TECHNOLOGY GROUP LTD B B 0.001% EQUITYBOEING 0.013% EQUITYBOEING CO 2.196 04-FEB-2026 (SENIOR) 0.005% BNDBOEING CO 2.7 01-FEB-2027 (SENIOR) 0.001% BNDBOEING CO 2.75 01-FEB-2026 (SENIOR) 0.001% BNDBOEING CO 2.95 01-FEB-2030 (SENIOR) 0.001% BNDBOEING CO 3.2 01-MAR-2029 (SENIOR) 0.001% BNDBOEING CO 3.25 01-FEB-2028 (SENIOR) 0.001% BNDBOEING CO 3.25 01-FEB-2035 (SENIOR) 0.001% BNDBOEING CO 3.6 01-MAY-2034 (SENIOR) 0.001% BNDBOEING CO 3.625 01-FEB-2031 (SENIOR) 0.001% BNDBOEING CO 3.75 01-FEB-2050 (SENIOR) 0.001% BNDBOEING CO 3.9 01-MAY-2049 (SENIOR) 0.001% BNDBOEING CO 3.95 01-AUG-2059 (SENIOR) 0.001% BNDBOEING CO 4.875 01-MAY-2025 (SENIOR) 0.004% BNDBOEING CO 5.04 01-MAY-2027 (SENIOR) 0.002% BND

BOEING CO 5.15 01-MAY-2030 (SENIOR) 0.005% BNDBOEING CO 5.705 01-MAY-2040 (SENIOR) 0.004% BNDBOEING CO 5.805 01-MAY-2050 (SENIOR) 0.007% BNDBOEING CO 5.93 01-MAY-2060 (SENIOR) 0.004% BNDBOLIDEN 0.000% EQUITYBOLIDEN 0.003% EQUITYBOLLORE 0.002% EQUITYBOMBARDIER INC CLASS B B 0.000% EQUITYBONOS DE LA TESORERIA DE LA REPUBL 2.3 01-OCT-2028 0.001% BNDBOOKING HOLDINGS INC 0.012% EQUITYBOOKING HOLDINGS INC 0.5 08-MAR-2028 (SENIOR) 0.001% BNDBOOKING HOLDINGS INC 2.375 23-SEP-2024 (SENIOR) 0.001% BNDBOOKING HOLDINGS INC 3.6 01-JUN-2026 (SENIOR) 0.001% BNDBOOKING HOLDINGS INC 4.625 13-APR-2030 (SENIOR) 0.002% BNDBOOZ ALLEN HAMILTON HOLDING CORP C A 0.001% EQUITYBORAL LTD 0.005% EQUITYBORGWARNER INC 0.003% EQUITYBORGWARNER INC 1.0 19-MAY-2031 (SENIOR) 0.001% BNDBORGWARNER INC 2.65 01-JUL-2027 (SENIOR) 0.001% BNDBOSCH LTD 0.001% EQUITYBOSIDENG INTERNATIONAL LTD 0.001% EQUITYBOSTON PROPERTIES LP 2.45 01-OCT-2033 (SENIOR) 0.001% BNDBOSTON PROPERTIES LP 2.55 01-APR-2032 (SENIOR) 0.001% BNDBOSTON PROPERTIES LP 3.2 15-JAN-2025 (SENIOR) 0.001% BNDBOSTON PROPERTIES LP 3.25 30-JAN-2031 (SENIOR) 0.001% BNDBOSTON PROPERTIES LP 3.4 21-JUN-2029 (SENIOR) 0.001% BNDBOSTON PROPERTIES LP 4.5 01-DEC-2028 (SENIOR) 0.001% BNDBOSTON PROPERTIES LP REIT 2.75 01-OCT-2026 (SENIOR) 0.001% BNDBOSTON PROPERTIES LP REIT 3.65 01-FEB-2026 (SENIOR) 0.001% BNDBOSTON PROPERTIES REIT INC REIT 0.004% EQUITYBOSTON SCIENTIFIC CORP 0.007% EQUITYBOSTON SCIENTIFIC CORPORATION 0.625 01-DEC-2027 (SENIOR) 0.001% BNDBOSTON SCIENTIFIC CORPORATION 2.65 01-JUN-2030 (SENIOR) 0.001% BNDBOSTON SCIENTIFIC CORPORATION 3.75 01-MAR-2026 (SENIOR) 0.001% BNDBOSTON SCIENTIFIC CORPORATION 4.0 01-MAR-2029 (SENIOR) 0.001% BNDBOSTON SCIENTIFIC CORPORATION 4.55 01-MAR-2039 (SENIOR) 0.001% BNDBOSTON SCIENTIFIC CORPORATION 4.7 01-MAR-2049 (SENIOR) 0.001% BNDBOUBYAN BANK 0.001% EQUITYBOUYGUES SA 0.003% EQUITYBP CAPITAL MARKETS AMERICA INC 1.749 10-AUG-2030 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC 2.772 10-NOV-2050 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC 2.939 04-JUN-2051 (SENIOR) 0.002% BNDBP CAPITAL MARKETS AMERICA INC 3.001 17-MAR-2052 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC 3.06 17-JUN-2041 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC 3.379 08-FEB-2061 (SENIOR) 0.002% BNDBP CAPITAL MARKETS AMERICA INC 3.796 21-SEP-2025 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC 3.937 21-SEP-2028 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC. 3.0 24-FEB-2050 (SENIOR) 0.002% BNDBP CAPITAL MARKETS AMERICA INC. 3.017 16-JAN-2027 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC. 3.119 04-MAY-2026 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC. 3.194 06-APR-2025 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC. 3.41 11-FEB-2026 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC. 3.633 06-APR-2030 (SENIOR) 0.001% BNDBP CAPITAL MARKETS AMERICA INC. 4.234 06-NOV-2028 (SENIOR) 0.002% BNDBP CAPITAL MARKETS PLC 1.231 08-MAY-2031 Reg-S (SENIOR) 0.002% BND

BP CAPITAL MARKETS PLC 1.594 03-JUL-2028 Reg-S (SENIOR) 0.001% BNDBP CAPITAL MARKETS PLC 1.637 26-JUN-2029 Reg-S (SENIOR) 0.001% BNDBP CAPITAL MARKETS PLC 2.519 07-APR-2028 Reg-S (SENIOR) 0.001% BNDBP CAPITAL MARKETS PLC 3.279 19-SEP-2027 (SENIOR) 0.001% BNDBP CAPITAL MARKETS PLC 3.506 17-MAR-2025 (SENIOR) 0.001% BNDBP CAPITAL MARKETS PLC 3.723 28-NOV-2028 (SENIOR) 0.001% BNDBP CAPITAL MARKETS PLC HYBRID-P 3.25 31-DEC-2049 Reg-S (SUB) 0.003% BNDBP CAPITAL MARKETS PLC HYBRID-P 3.625 31-DEC-2049 Reg-S (SUB) 0.003% BNDBP PLC 0.032% EQUITYBPCE SA 0.01 14-JAN-2027 Reg-S (SENIOR PREFERRED) 0.001% BNDBPCE SA 0.25 14-JAN-2031 Reg-S (SENIOR PREFERRED) 0.002% BNDBPCE SA 0.5 15-SEP-2027 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBPCE SA 0.5 24-FEB-2027 (SENIOR NON-PREFERRED) 0.001% BNDBPCE SA 0.625 15-JAN-2030 Reg-S (SENIOR PREFERRED) 0.001% BNDBPCE SA 0.625 26-SEP-2024 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDBPCE SA 0.75 03-MAR-2031 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBPCE SA 1.375 23-MAR-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDBPCE SA 1.5 20-APR-2026 Reg-S (SENIOR) 0.007% BNDBPCE SA 1.625 31-JAN-2028 (SENIOR) 0.001% BNDBPCE SA 1.8 11-SEP-2024 Reg-S (SENIOR) 0.003% BNDBPCE SA 2.0 05-JUN-2025 Reg-S (SENIOR) 0.013% BNDBPCE SA 2.2 20-APR-2028 Reg-S (SENIOR NON-PREFERRED) 0.009% BNDBPCE SA 4.5 26-APR-2028 Reg-S (SENIOR NON-PREFERRED) 0.009% BNDBPCE SA T2 2.875 22-APR-2026 Reg-S (SUB) 0.001% BNDBPPE HOLDINGS SARL 2.0 15-FEB-2024 Reg-S (SENIOR) 0.000% BNDBPPE HOLDINGS SARL 2.2 24-JUL-2025 Reg-S (SENIOR) 0.001% BNDBPRL INTERNATIONAL SINGAPORE PTE L 4.375 18-JAN-2027 Reg-S (SENIOR) 0.016% BNDBRAMBLES FINANCE LTD 2.375 12-JUN-2024 Reg-S (SENIOR) 0.001% BNDBRAMBLES LTD 0.444% EQUITYBRANCH BANKING AND TRUST COMPANY T2 3.625 16-SEP-2025 (SUB) 0.001% BNDBRANCH BANKING AND TRUST COMPANY T2 3.8 30-OCT-2026 (SUB) 0.001% BNDBRASKEM PREF SERIES A SA PREF 0.001% EQUITYBRAZIL FEDERATIVE REPUBLIC OF (GO 6.0 07-APR-2026 (SENIOR) 0.004% BNDBRAZIL (FEDERATIVE REPUBLIC OF) 5.0 27-JAN-2045 (SENIOR) 0.006% BNDBRAZIL (FEDERATIVE REPUBLIC OF) 5.625 07-JAN-2041 (SENIOR) 0.005% BNDBRAZIL (FEDERATIVE REPUBLIC OF) 7.125 20-JAN-2037 (SENIOR) 0.004% BNDBRAZIL (FEDERATIVE REPUBLIC OF) 8.75 04-FEB-2025 (SENIOR) 0.004% BNDBRAZIL FEDERATIVE REPUBLIC OF (GO 10.0 01-JAN-2023 0.012% BNDBRAZIL FEDERATIVE REPUBLIC OF (GO 10.0 01-JAN-2027 0.010% BNDBRAZIL FEDERATIVE REPUBLIC OF (GO 10.25 10-JAN-2028 0.000% BNDBRAZIL FEDERATIVE REPUBLIC OF (GO 2.625 05-JAN-2023 (SENIOR) 0.004% BNDBRAZIL FEDERATIVE REPUBLIC OF (GO 4.25 07-JAN-2025 (SENIOR) 0.005% BNDBRAZIL FEDERATIVE REPUBLIC OF (GO 8.5 05-JAN-2024 0.000% BNDBRAZIL FEDERATIVE REPUBLIC OF (GOV 01-JAN-2024 0.022% BNDBRAZIL FEDERATIVE REPUBLIC OF (GOV 01-JUL-2023 0.016% BNDBRAZIL FEDERATIVE REPUBLIC OF (GOV 01-JUL-2024 0.007% BNDBRAZIL FEDERATIVE REPUBLIC OF (GOV 10.0 01-JAN-2029 0.006% BNDBRAZIL FEDERATIVE REPUBLIC OF (GOV 10.0 01-JAN-2031 0.004% BNDBRAZIL FEDERATIVE REPUBLIC OF (GOV 3.875 12-JUN-2030 (SENIOR) 0.003% BNDBRAZIL FEDERATIVE REPUBLIC OF (GOV 5.625 21-FEB-2047 (SENIOR) 0.007% BNDBRAZIL FEDERATIVE REPUBLIC OF 10.0 01-JAN-2025 0.010% BNDBRENNTAG N 0.005% EQUITYBREVILLE GROUP LTD 0.007% EQUITYBRF BRASIL FOODS SA 0.001% EQUITYBRICKWORKS LTD 0.005% EQUITY

BRIDGESTONE CORP 0.009% EQUITYBRIGHT FOOD SINGAPORE HOLDINGS PTE 1.375 19-JUN-2024 Reg-S (SENIOR) 0.001% BNDBRIGHT FOOD SINGAPORE HOLDINGS PTE 1.75 22-JUL-2025 Reg-S (SENIOR) 0.001% BNDBRIGHTHOUSE FINANCIAL INC 0.000% EQUITYBRIGHTHOUSE FINANCIAL INC 3.7 22-JUN-2027 (SENIOR) 0.001% BNDBRIGHTHOUSE FINANCIAL INC 4.7 22-JUN-2047 (SENIOR) 0.001% BNDBRILLIANCE CHINA AUTOMOTIVE HOLDIN RED 0.000% EQUITYBRISBANE AIRPORT CORPORATION PTY L 3.1 30-JUN-2026 (SECURED) 0.016% BNDBRISBANE AIRPORT CORPORATION PTY L 3.9 24-APR-2025 Reg-S (SECURED) 0.006% BNDBRISBANE AIRPORT CORPORATION PTY L 4.5 30-DEC-2030 (SECURED) 0.846% BNDBRISTOL MYERS SQUIBB 0.033% EQUITYBRISTOL-MYERS SQUIBB CO 0.75 13-NOV-2025 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 1.125 13-NOV-2027 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 1.45 13-NOV-2030 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 2.35 13-NOV-2040 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 2.55 13-NOV-2050 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 3.2 15-JUN-2026 (SENIOR) 0.002% BNDBRISTOL-MYERS SQUIBB CO 3.25 27-FEB-2027 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 3.4 26-JUL-2029 (SENIOR) 0.004% BNDBRISTOL-MYERS SQUIBB CO 3.45 15-NOV-2027 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 3.875 15-AUG-2025 (SENIOR) 0.002% BNDBRISTOL-MYERS SQUIBB CO 3.9 20-FEB-2028 (SENIOR) 0.002% BNDBRISTOL-MYERS SQUIBB CO 4.125 15-JUN-2039 (SENIOR) 0.002% BNDBRISTOL-MYERS SQUIBB CO 4.25 26-OCT-2049 (SENIOR) 0.004% BNDBRISTOL-MYERS SQUIBB CO 4.35 15-NOV-2047 (SENIOR) 0.001% BNDBRISTOL-MYERS SQUIBB CO 4.55 20-FEB-2048 (SENIOR) 0.002% BNDBRISTOL-MYERS SQUIBB CO 5.0 15-AUG-2045 (SENIOR) 0.002% BNDBRITANNIA INDUSTRIES LTD 0.004% EQUITYBRITISH AMERICAN TOBACCO (MALAYSIA 0.000% EQUITYBRITISH AMERICAN TOBACCO HOLDINGS 3.125 06-MAR-2029 Reg-S (SENIOR) 0.001% BNDBRITISH AMERICAN TOBACCO PLC 0.029% EQUITYBRITISH COLUMBIA (PROVINCE OF) 4.25 27-NOV-2024 (SENIOR) 0.005% BNDBRITISH LAND REIT PLC REIT 0.002% EQUITYBRITISH TELECOMMUNICATIONS PLC 0.5 12-SEP-2025 Reg-S (SENIOR) 0.001% BNDBRITISH TELECOMMUNICATIONS PLC 1.0 21-NOV-2024 Reg-S (SENIOR) 0.002% BNDBRITISH TELECOMMUNICATIONS PLC 1.125 12-SEP-2029 Reg-S (SENIOR) 0.001% BNDBRITISH TELECOMMUNICATIONS PLC 1.5 23-JUN-2027 Reg-S (SENIOR) 0.001% BNDBRITISH TELECOMMUNICATIONS PLC 1.75 10-MAR-2026 Reg-S (SENIOR) 0.001% BNDBRITISH TELECOMMUNICATIONS PLC 2.125 26-SEP-2028 Reg-S (SENIOR) 0.001% BNDBRITISH TELECOMMUNICATIONS PLC 9.625 15-DEC-2030 (SENIOR) 0.004% BNDBRIXMOR OPERATING PARTNERSHIP LP REIT 4.05 01-JUL-2030 (SENIOR) 0.001% BNDBRIXMOR OPERATING PARTNERSHIP LP REIT 4.125 15-MAY-2029 (SENIOR) 0.001% BNDBROADCOM CORP/BROADCOM CAYMAN FIN 3.5 15-JAN-2028 (SENIOR) 0.001% BNDBROADCOM CORPORATION/BROADCOM CAYM 3.875 15-JAN-2027 (SENIOR) 0.003% BNDBROADCOM INC 0.067% EQUITYBROADCOM INC 1.95 15-FEB-2028 144a (SENIOR) 0.001% BNDBROADCOM INC 2.45 15-FEB-2031 144a (SENIOR) 0.002% BNDBROADCOM INC 2.6 15-FEB-2033 144a (SENIOR) 0.002% BNDBROADCOM INC 3.137 15-NOV-2035 144a (SENIOR) 0.003% BNDBROADCOM INC 3.15 15-NOV-2025 (SENIOR) 0.001% BNDBROADCOM INC 3.187 15-NOV-2036 144a (SENIOR) 0.003% BNDBROADCOM INC 3.419 15-APR-2033 144a (SENIOR) 0.002% BNDBROADCOM INC 3.459 15-SEP-2026 (SENIOR) 0.001% BNDBROADCOM INC 3.469 15-APR-2034 144a (SENIOR) 0.003% BNDBROADCOM INC 3.5 15-FEB-2041 144a (SENIOR) 0.003% BND

BROADCOM INC 3.75 15-FEB-2051 144a (SENIOR) 0.002% BNDBROADCOM INC 4.11 15-SEP-2028 (SENIOR) 0.002% BNDBROADCOM INC 4.15 15-NOV-2030 (SENIOR) 0.003% BNDBROADCOM INC 4.25 15-APR-2026 (SENIOR) 0.001% BNDBROADCOM INC 4.3 15-NOV-2032 (SENIOR) 0.002% BNDBROADCOM INC 4.7 15-APR-2025 (SENIOR) 0.001% BNDBROADCOM INC 4.75 15-APR-2029 (SENIOR) 0.002% BNDBROADCOM INC 5.0 15-APR-2030 (SENIOR) 0.001% BNDBROADRIDGE FINANCIAL SOLUTIONS INC 0.002% EQUITYBROADRIDGE FINANCIAL SOLUTIONS INC 2.6 01-MAY-2031 (SENIOR) 0.001% BNDBROADRIDGE FINANCIAL SOLUTIONS INC 2.9 01-DEC-2029 (SENIOR) 0.001% BNDBROOKFIELD ASSET MANAGEMENT INC CL A 0.008% EQUITYBROOKFIELD FINANCE INC 3.5 30-MAR-2051 (SENIOR) 0.001% BNDBROOKFIELD FINANCE INC 4.35 15-APR-2030 (SENIOR) 0.001% BNDBROOKFIELD FINANCE INC 4.7 20-SEP-2047 (SENIOR) 0.001% BNDBROOKFIELD FINANCE INC 4.85 29-MAR-2029 (SENIOR) 0.001% BNDBROOKFIELD PROPERTY REIT INC CLASS REIT 0.000% EQUITYBROOKFIELD RENEWABLE SUBORDINATE V A 0.000% EQUITYBROTHER INDUSTRIES LTD 0.002% EQUITYBROWN & BROWN INC 0.001% EQUITYBROWN FORMAN CORP CLASS B B 0.002% EQUITYBT GROUP PLC 0.007% EQUITYBTS GROUP HOLDINGS NON-VOTING DR P 0.001% EQUITYBTS GROUP HOLDINGS PCL 0.000% EQUITYBTS GROUP HOLDINGS PCL F 0.001% EQUITYBTS GROUP HOLDINGS PLC CALL .9 THB 0.000% EQUITYBUDWEISER BREWING COMPANY APAC LTD 0.002% EQUITYBUENAVENTURA ADR REPRESENTING ADR 0.001% EQUITYBUKIT ASAM 0.000% EQUITYBUMI SERPONG DAMAI 0.000% EQUITYBUMRUNGRAD HOSPITAL NON-VOTING DR 0.001% EQUITYBUMRUNGRAD HOSPITAL PCL 0.000% EQUITYBUMRUNGRAD HOSPITAL PCL F 0.000% EQUITYBUNGE FINANCE EUROPE BV 1.85 16-JUN-2023 (SENIOR) 0.001% BNDBUNGE LIMITED FINANCE CORPORATION 2.75 14-MAY-2031 (SENIOR) 0.001% BNDBUNGE LTD 0.002% EQUITYBUNZL 0.004% EQUITYBUPA ARABIA 0.001% EQUITYBURBERRY GROUP PLC 0.001% EQUITYBUREAU VERITAS SA 0.001% EQUITYBURLINGTON NORTHERN SANTA FE LLC 3.3 15-SEP-2051 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 3.55 15-FEB-2050 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 3.9 01-AUG-2046 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 4.05 15-JUN-2048 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 4.125 15-JUN-2047 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 4.15 01-APR-2045 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 4.15 15-DEC-2048 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 4.45 15-MAR-2043 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 4.55 01-SEP-2044 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 4.9 01-APR-2044 (SENIOR) 0.001% BNDBURLINGTON NORTHERN SANTA FE LLC 5.75 01-MAY-2040 (SENIOR) 0.001% BNDBURLINGTON STORES INC 0.002% EQUITYBUSINESS-INTELLIGENCE OF ORIENTAL A 0.000% EQUITYBUZZI UNICEM SPA 2.125 28-APR-2023 Reg-S (SENIOR) 0.001% BNDBWP TRUST 3.3 10-APR-2026 (SENIOR) 0.002% BND

BWP TRUST 3.5 11-MAY-2022 Reg-S (SENIOR) 0.006% BNDBWP TRUST REIT 0.005% EQUITYBWP TRUST REIT 2.2 24-MAR-2028 (SENIOR) 0.004% BNDBY-HEALTH LTD A A 0.000% EQUITYBY-HEALTH LTD A A 0.000% EQUITYBYD ELECTRONIC (INTERNATIONAL) LTD 0.002% EQUITYBYD LTD A A 0.002% EQUITYBYD LTD A A 0.003% EQUITYBYD LTD H H 0.021% EQUITYC&S PAPER LTD A A 0.000% EQUITYC&S PAPER LTD A A 0.000% EQUITYCA IMMOBILIEN ANLAGEN AG 0.875 05-FEB-2027 Reg-S (SENIOR) 0.001% BNDCABLE ONE INC 0.001% EQUITYCADENCE DESIGN SYSTEMS INC 0.006% EQUITYCADENT FINANCE PLC 0.625 19-MAR-2030 Reg-S (SENIOR) 0.001% BNDCADILA HEALTHCARE LTD 0.001% EQUITYCAE INC 0.001% EQUITYCAESARS ENTERTAINMENT INC 0.001% EQUITYCAFE DE CORAL HOLDINGS LTD 0.001% EQUITYCAISSE NATIONALE DE REASSURANCE MU T2 2.125 16-SEP-2029 Reg-S (SUB) 0.001% BNDCAISSE NATIONALE DE REASSURANCE MU T3 0.75 07-JUL-2028 Reg-S (SUB) 0.001% BNDCAITONG SECURITIES LTD A A 0.000% EQUITYCAITONG SECURITIES LTD A A 0.000% EQUITYCAIXABANK SA 0.004% EQUITYCAIXABANK SA 0.375 18-NOV-2026 Reg-S (SENIOR) 0.001% BNDCAIXABANK SA 0.5 09-FEB-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCAIXABANK SA 0.625 01-OCT-2024 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDCAIXABANK SA 0.75 10-JUL-2026 Reg-S (SENIOR PREFERRED) 0.001% BNDCAIXABANK SA 0.75 26-MAY-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCAIXABANK SA 1.375 19-JUN-2026 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDCAIXABANK SA T2 1.25 18-JUN-2031 Reg-S (SUB) 0.001% BNDCAIXABANK SA T2 2.25 17-APR-2030 Reg-S (CAPSEC (BTP)) 0.001% BNDCAIXABANK SA T2 2.75 14-JUL-2028 Reg-S (SUB) 0.001% BNDCALBEE INC 0.000% EQUITYCAMDEN PROPERTY TRUST REIT REIT 0.005% EQUITYCAMECO CORP 0.001% EQUITYCAMEL GROUP LTD A A 0.000% EQUITYCAMPBELL SOUP 0.002% EQUITYCAMPBELL SOUP COMPANY 3.95 15-MAR-2025 (SENIOR) 0.001% BNDCAMPBELL SOUP COMPANY 4.15 15-MAR-2028 (SENIOR) 0.001% BNDCANADIAN APARTMENT PROPERTIES REAL REI_UNT 0.000% EQUITYCANADIAN IMPERIAL BANK OF COMMERCE 0.006% EQUITYCANADIAN IMPERIAL BANK OF COMMERCE 1.25 22-JUN-2026 (SENIOR) 0.001% BNDCANADIAN IMPERIAL BANK OF COMMERCE 1.6 09-JUN-2023 Reg-S (SENIOR) 0.009% BNDCANADIAN IMPERIAL BANK OF COMMERCE 2.25 28-JAN-2025 (SENIOR) 0.001% BNDCANADIAN IMPERIAL BANK OF COMMERCE COVERED 0.4312 14-SEP-2026 0.049% BNDCANADIAN NATIONAL RAILWAY 0.010% EQUITYCANADIAN NATURAL RESOURCES LIMITED 6.25 15-MAR-2038 (SENIOR) 0.001% BNDCANADIAN NATURAL RESOURCES LTD 0.006% EQUITYCANADIAN NATURAL RESOURCES LTD 3.85 01-JUN-2027 (SENIOR) 0.001% BNDCANADIAN NATURAL RESOURCES LTD 4.95 01-JUN-2047 (SENIOR) 0.001% BNDCANADIAN PACIFIC RAILWAY COMPANY 1.75 02-DEC-2026 (SENIOR) 0.001% BNDCANADIAN PACIFIC RAILWAY COMPANY 2.45 02-DEC-2031 (SENIOR) 0.001% BNDCANADIAN PACIFIC RAILWAY COMPANY 3.0 02-DEC-2041 (SENIOR) 0.001% BNDCANADIAN PACIFIC RAILWAY COMPANY 3.1 02-DEC-2051 (SENIOR) 0.002% BND

CANADIAN PACIFIC RAILWAY COMPANY 6.125 15-SEP-2115 (SENIOR) 0.001% BNDCANADIAN PACIFIC RAILWAY LTD 0.005% EQUITYCANADIAN TIRE LTD CLASS A A 0.001% EQUITYCANADIAN UTILITIES LTD CLASS A A 0.000% EQUITYCANAL DE ISABEL II GESTION SA 1.68 26-FEB-2025 Reg-S (SENIOR) 0.001% BNDCANARA BANK LTD 0.000% EQUITYCANON INC 0.009% EQUITYCANOPY GROWTH CORP 0.000% EQUITYCANSINO BIOLOGICS INC A A 0.000% EQUITYCANSINO BIOLOGICS INC H H 0.002% EQUITYCAP GEMINI SA 2.5 01-JUL-2023 Reg-S (SENIOR) 0.001% BNDCAPCOM LTD 0.000% EQUITYCAPGEMINI 0.004% EQUITYCAPGEMINI SE 1.125 23-JUN-2030 Reg-S (SENIOR) 0.001% BNDCAPITAL A 0.000% EQUITYCAPITAL ONE FINANCIAL CORP 0.017% EQUITYCAPITAL ONE FINANCIAL CORP 3.2 05-FEB-2025 (SENIOR) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION 0.8 12-JUN-2024 (SENIOR) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION 1.65 12-JUN-2029 (SENIOR) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION 3.65 11-MAY-2027 (SENIOR) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION 3.75 09-MAR-2027 (SENIOR) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION 3.8 31-JAN-2028 (SENIOR) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION 4.25 30-APR-2025 (SENIOR) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION T2 3.75 28-JUL-2026 (SUB) 0.001% BNDCAPITAL ONE FINANCIAL CORPORATION T2 4.2 29-OCT-2025 (SUB) 0.002% BNDCAPITAL SECURITIES CORP 0.001% EQUITYCAPITALAND COMMERCIAL TRUST REI_UNT 0.000% EQUITYCAPITALAND INTEGRATED COMMERCIAL T REI_UNT 0.005% EQUITYCAPITALAND INVESTMENT LTD 0.004% EQUITYCAPITALAND LTD 0.000% EQUITYCAPITEC LTD 0.005% EQUITYCAPRI HOLDINGS LTD 0.001% EQUITYCARABAO GROUP PCL 0.000% EQUITYCARABAO GROUP PCL F 0.000% EQUITYCARABAO GROUP PCL SHS NON-VOTING D 0.000% EQUITYCARDINAL HEALTH INC 0.004% EQUITYCARDINAL HEALTH INC 3.41 15-JUN-2027 (SENIOR) 0.001% BNDCARL ZEISS MEDITEC AG 0.001% EQUITYCARLSBERG BREWERIES A/S 0.375 30-JUN-2027 Reg-S (SENIOR) 0.001% BNDCARLSBERG BREWERIES A/S 0.625 09-MAR-2030 Reg-S (SENIOR) 0.000% BNDCARLSBERG BREWERIES A/S 2.5 28-MAY-2024 Reg-S (SENIOR) 0.001% BNDCARLSBERG CLASS B B 0.006% EQUITYCARLYLE GROUP INC 0.001% EQUITYCARMAX INC 0.005% EQUITYCARMILA SAS 2.375 16-SEP-2024 Reg-S (SENIOR) 0.001% BNDCARMILA SAS 2.375 18-SEP-2023 Reg-S (SENIOR) 0.000% BNDCARNIVAL CORP 0.004% EQUITYCARNIVAL PLC 0.000% EQUITYCARREFOUR SA 0.004% EQUITYCARRIER GLOBAL CORP 0.009% EQUITYCARRIER GLOBAL CORP 2.242 15-FEB-2025 (SENIOR) 0.002% BNDCARRIER GLOBAL CORP 2.493 15-FEB-2027 (SENIOR) 0.001% BNDCARRIER GLOBAL CORP 2.7 15-FEB-2031 (SENIOR) 0.001% BNDCARRIER GLOBAL CORP 2.722 15-FEB-2030 (SENIOR) 0.002% BNDCARRIER GLOBAL CORP 3.377 05-APR-2040 (SENIOR) 0.001% BND

CARRIER GLOBAL CORP 3.577 05-APR-2050 (SENIOR) 0.002% BNDCARSALES.COM LTD 0.017% EQUITYCARVANA CLASS A A 0.001% EQUITYCAS CAPITAL NO. 1 LIMITED PERP 4.0 31-DEC-2049 Reg-S (SUB) 0.015% BNDCASINO GUICHARD PERRACHON SA 0.000% EQUITYCASIO COMPUTER LTD 0.000% EQUITYCASTLE PEAK POWER FINANCE COMPANY 2.2 22-JUN-2030 Reg-S (SENIOR) 0.015% BNDCASTROL INDIA LTD 0.000% EQUITYCATALENT INC 0.001% EQUITYCATCHER TECHNOLOGY LTD 0.003% EQUITYCATERPILLAR FINANCIAL SERVICES COR 0.8 13-NOV-2025 (SENIOR) 0.001% BNDCATERPILLAR FINANCIAL SERVICES COR 0.9 02-MAR-2026 (SENIOR) 0.001% BNDCATERPILLAR FINANCIAL SERVICES COR 1.1 14-SEP-2027 (SENIOR) 0.001% BNDCATERPILLAR INC 0.029% EQUITYCATERPILLAR INC 2.6 09-APR-2030 (SENIOR) 0.001% BNDCATERPILLAR INC 3.25 09-APR-2050 (SENIOR) 0.001% BNDCATERPILLAR INC 3.25 19-SEP-2049 (SENIOR) 0.001% BNDCATERPILLAR INC 3.803 15-AUG-2042 (SENIOR) 0.002% BNDCATERPILLAR INC 5.2 27-MAY-2041 (SENIOR) 0.001% BNDCATHAY FINANCIAL HOLDING LTD 0.015% EQUITYCATHAY PACIFIC AIRWAYS LTD 0.000% EQUITYCBB INTERNATIONAL SUKUK COMPANY 5 5.624 12-FEB-2024 Reg-S (Sukuk) 0.004% BNDCBB INTERNATIONAL SUKUK PROGRAMME 4.5 30-MAR-2027 Reg-S (Sukuk Hybrid) 0.004% BNDCBOE GLOBAL MARKETS INC 0.004% EQUITYCBRE GLOBAL INVESTORS OPEN-ENDED F 0.5 27-JAN-2028 Reg-S (SENIOR) 0.001% BNDCBRE GROUP INC CLASS A A 0.009% EQUITYCBS CORP 4.0 15-JAN-2026 (SENIOR) 0.001% BNDCBS CORP 7.875 30-JUL-2030 (SENIOR) 0.001% BNDCBS CORP CLASS B B 0.001% EQUITYCCEP FINANCE (IRELAND) DAC 0.5 06-SEP-2029 Reg-S (SENIOR) 0.001% BNDCCL INDUSTRIES INC CLASS B B 0.001% EQUITYCCMS_17-CD6-C 4.26445 13-NOV-2050 0.002% CMBSCCMT_18-B2-A4 4.009 10-MAR-2051 0.002% CMBSCCUBS_17-C1-A4 3.544 15-NOV-2050 0.006% CMBSCD PROJEKT SA 0.002% EQUITYCDK GLOBAL INC 0.000% EQUITYCDW CORP 0.007% EQUITYCD_17-CD3-A4 3.631 10-FEB-2050 0.001% CMBSCD_17-CD3-AS 3.833 10-FEB-2050 0.003% CMBSCD_17-CD3-C 4.5544 10-FEB-2050 0.001% CMBSCD_17-CD4-A4 3.514 10-MAY-2050 0.004% CMBSCD_17-CD5-A4 3.431 15-AUG-2050 0.003% CMBSCD_18-CD7-ASB 4.213 17-AUG-2051 0.002% CMBSCD_19-CD8-A4 2.912 15-AUG-2057 0.004% CMBSCECEP SOLAR ENERGY LTD A A 0.000% EQUITYCECEP WIND-POWER CORP A A 0.000% EQUITYCECEP WIND-POWER CORP A A 0.000% EQUITYCELANESE CORP A 0.005% EQUITYCELANESE US HOLDINGS LLC 2.125 01-MAR-2027 (SENIOR) 0.001% BNDCELESTIAL MILES LTD BTP-P 5.75 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDCELGENE CORP 0.004% EQUITYCELLNEX TELECOM SA 0.002% EQUITYCELLTRION HEALTHCARE LTD 0.005% EQUITYCELLTRION INC 0.014% EQUITYCELLTRION PHARM INC 0.001% EQUITY

CEMEX CPO 0.005% EQUITYCENCOSUD SA 0.001% EQUITYCENOVUS ENERGY INC 0.002% EQUITYCENOVUS ENERGY INC 3.75 15-FEB-2052 (SENIOR) 0.001% BNDCENOVUS ENERGY INC 4.25 15-APR-2027 (SENIOR) 0.001% BNDCENOVUS ENERGY INC 5.4 15-JUN-2047 (SENIOR) 0.001% BNDCENOVUS ENERGY INC 6.75 15-NOV-2039 (SENIOR) 0.002% BNDCENTENE CORP 0.011% EQUITYCENTERPOINT ENERGY INC 0.004% EQUITYCENTRAIS ELETR BRAS-ELETROBRAS SA 0.001% EQUITYCENTRAIS ELETR BRAS-ELETROBRAS SER PREF 0.000% EQUITYCENTRAL CHINA SECURITIES LTD A A 0.000% EQUITYCENTRAL JAPAN RAILWAY 0.007% EQUITYCENTRAL PATTANA NON-VOTING DR PCL 0.002% EQUITYCENTRAL PATTANA PCL 0.000% EQUITYCENTRAL PATTANA PCL F 0.001% EQUITYCENTRAL RETAIL CORPORATION PCL 0.000% EQUITYCENTRAL RETAIL CORPORATION PCL F 0.001% EQUITYCENTRAL RETAIL CORPORATION PCL NON DVR 0.001% EQUITYCENTRICA PLC 0.000% EQUITYCENTURIA CAPITAL STAPLED UNITS UNIT 0.005% EQUITYCENTURIA INDUSTR UNITS REI_UNT 0.005% EQUITYCEPSA FINANCE SA 0.75 12-FEB-2028 Reg-S (SENIOR) 0.001% BNDCEPSA FINANCE SA 1.0 16-FEB-2025 Reg-S (SENIOR) 0.001% BNDCEPSA FINANCE SA 2.25 13-FEB-2026 Reg-S (SENIOR) 0.001% BNDCERIDIAN HCM HOLDING INC 0.001% EQUITYCERNER CORP 0.005% EQUITYCESKE DRAHY 1.5 23-MAY-2026 Reg-S (SENIOR) 0.001% BNDCEZ 0.003% EQUITYCEZ AS 0.875 02-DEC-2026 Reg-S (SENIOR) 0.001% BNDCEZ AS 3.0 05-JUN-2028 Reg-S (SENIOR) 0.001% BNDCF INDUSTRIES HOLDINGS INC 0.003% EQUITYCF INDUSTRIES INC 4.95 01-JUN-2043 (SENIOR) 0.001% BNDCF INDUSTRIES INC 5.15 15-MAR-2034 (SENIOR) 0.001% BNDCF INDUSTRIES INC 5.375 15-MAR-2044 (SENIOR) 0.001% BNDCFCRE_16-C3-A 3.865 10-JAN-2048 0.002% CMBSCFCRE_16-C4-A4 3.283 10-MAY-2058 0.006% CMBSCFCRE_17-C8-ASB 3.3674 15-JUN-2050 0.004% CMBSCFCRE_17-C8-B 4.1985 15-JUN-2050 0.003% CMBSCGCMT_13-GC11-A3 2.815 10-APR-2046 0.003% CMBSCGCMT_13-GC11-AS 3.422 10-APR-2046 0.000% CMBSCGCMT_13-GC15-A4 4.371 10-SEP-2046 0.003% CMBSCGCMT_14-GC19-A4 4.023 10-MAR-2047 0.002% CMBSCGCMT_14-GC21-A5 3.855 10-MAY-2047 0.008% CMBSCGCMT_14-GC23-A4 3.622 10-JUL-2047 0.003% CMBSCGCMT_14-GC23-AS 3.863 10-JUL-2047 0.001% CMBSCGCMT_14-GC23-C 4.42851 10-JUL-2047 0.001% CMBSCGCMT_14-GC25-A4 3.635 10-OCT-2047 0.004% CMBSCGCMT_14-GC25-AS 4.017 10-OCT-2047 0.004% CMBSCGCMT_14-GC25-B 4.345 10-OCT-2047 0.000% CMBSCGCMT_15-GC27-A5 3.137 10-FEB-2048 0.008% CMBSCGCMT_15-GC29-C 4.14183 10-APR-2048 0.001% CMBSCGCMT_15-GC31-A4 3.762 10-JUN-2048 0.003% CMBSCGCMT_15-GC33-A4 3.778 10-SEP-2058 0.006% CMBSCGCMT_15-GC33-AS 4.114 10-SEP-2058 0.003% CMBS

CGCMT_15-GC35-AA 3.608 10-NOV-2048 0.002% CMBSCGCMT_15-P1-A5 3.717 15-SEP-2048 0.001% CMBSCGCMT_16-C1-A4 3.209 10-MAY-2049 0.009% CMBSCGCMT_16-C2-A4 2.832 10-AUG-2049 0.004% CMBSCGCMT_16-C3-A4 3.154 15-NOV-2049 0.005% CMBSCGCMT_16-C3-AAB 2.984 15-NOV-2049 0.004% CMBSCGCMT_16-GC36-A4 3.349 10-FEB-2049 0.004% CMBSCGCMT_16-P3-A3 3.063 15-APR-2049 0.005% CMBSCGCMT_16-P3-A4 3.329 15-APR-2049 0.000% CMBSCGCMT_16-P4-A4 2.902 10-JUL-2049 0.006% CMBSCGCMT_16-P6-AS 4.032 10-DEC-2049 0.004% CMBSCGCMT_17-C4-A3 3.209 12-OCT-2050 0.004% CMBSCGCMT_17-P8-A3 3.203 15-SEP-2050 0.003% CMBSCGCMT_17-P8-AS 3.789 15-SEP-2050 0.003% CMBSCGCMT_18-B2-A2 3.788 10-MAR-2051 0.004% CMBSCGCMT_18-C5-A4 4.228 10-JUN-2051 0.012% CMBSCGCMT_18-C6-A4 4.412 10-NOV-2051 0.005% CMBSCGCMT_19-C7-A4 3.102 15-DEC-2072 0.008% CMBSCGCMT_19-GC41-A5 2.8687 10-AUG-2056 0.009% CMBSCGCMT_19-GC41-AS 3.0178 10-AUG-2056 0.003% CMBSCGCMT_19-GC43-A2 2.982 10-NOV-2052 0.003% CMBSCGCMT_19-GC43-A4 3.038 10-NOV-2052 0.003% CMBSCGCMT_20-GC46-A5 2.717 18-FEB-2053 0.007% CMBSCGCMT_20-GC46-AS 2.918 18-FEB-2053 0.002% CMBSCGCMT_20-GC46-B 3.15 18-FEB-2053 0.001% CMBSCGI INC A 0.002% EQUITYCGN POWER LTD H H 0.003% EQUITYCGNPC INTERNATIONAL LTD 1.625 11-DEC-2024 Reg-S (SENIOR) 0.001% BNDCGNPC INTERNATIONAL LTD 2.0 11-SEP-2025 Reg-S (SENIOR) 0.001% BNDCH ROBINSON WORLDWIDE INC 0.004% EQUITYCHACHA FOOD LTD A A 0.000% EQUITYCHAILEASE HOLDING LTD 0.011% EQUITYCHALICE MINING LTD 0.007% EQUITYCHALLENGER LTD 0.009% EQUITYCHAMPION IRON LTD 0.005% EQUITYCHAMPION PATH HOLDINGS LTD 4.85 27-JAN-2028 Reg-S (SENIOR) 0.015% BNDCHAMPION REAL ESTATE INVESTMENT TR REI_UNT 0.000% EQUITYCHANG HWA COMMERCIAL BANK LTD 0.002% EQUITYCHANGCHUN HIGH & NEW TECHNOLOGY IN A 0.000% EQUITYCHANGCHUN HIGH & NEW TECHNOLOGY IN A 0.001% EQUITYCHANGJIANG SECURITIES LTD A A 0.000% EQUITYCHANGJIANG SECURITIES LTD A A 0.000% EQUITYCHANGZHOU XINGYU AUTOMOTIVE LIGHTI A 0.000% EQUITYCHANGZHOU XINGYU AUTOMOTIVE LIGHTI A 0.000% EQUITYCHAOZHOU THREE-CIRCLE (GROUP) LTD A 0.000% EQUITYCHAOZHOU THREE-CIRCLE (GROUP) LTD A 0.001% EQUITYCHARLES RIVER LABORATORIES INTERNA 0.001% EQUITYCHARLES SCHWAB CORP 0.031% EQUITYCHARLES SCHWAB CORPORATION (THE) 0.9 11-MAR-2026 (SENIOR) 0.001% BNDCHARLES SCHWAB CORPORATION (THE) 1.15 13-MAY-2026 (SENIOR) 0.001% BNDCHARLES SCHWAB CORPORATION (THE) 1.65 11-MAR-2031 (SENIOR) 0.001% BNDCHARLES SCHWAB CORPORATION (THE) 1.95 01-DEC-2031 (SENIOR) 0.001% BNDCHARLES SCHWAB CORPORATION (THE) 2.0 20-MAR-2028 (SENIOR) 0.001% BNDCHARLES SCHWAB CORPORATION (THE) 2.3 13-MAY-2031 (SENIOR) 0.001% BNDCHARLES SCHWAB CORPORATION (THE) 3.85 21-MAY-2025 (SENIOR) 0.001% BND

CHAROEN POKPHAND FOODS NON-VOTING 0.001% EQUITYCHAROEN POKPHAND FOODS PCL 0.000% EQUITYCHAROEN POKPHAND FOODS PCL F 0.001% EQUITYCHAROEN POKPHAND INDONESIA 0.003% EQUITYCHARTER COMMUNICATIONS INC CLASS A A 0.011% EQUITYCHARTER COMMUNICATIONS OPERATING L 2.25 15-JAN-2029 (SENIOR) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 2.3 01-FEB-2032 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 2.8 01-APR-2031 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 3.5 01-JUN-2041 (SENIOR) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 3.5 01-MAR-2042 (SENIOR) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 3.7 01-APR-2051 (SENIOR) 0.002% BNDCHARTER COMMUNICATIONS OPERATING L 3.75 15-FEB-2028 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 3.85 01-APR-2061 (SECURED) 0.002% BNDCHARTER COMMUNICATIONS OPERATING L 3.9 01-JUN-2052 (1ST LIEN) 0.002% BNDCHARTER COMMUNICATIONS OPERATING L 3.95 30-JUN-2062 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 4.2 15-MAR-2028 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 4.4 01-DEC-2061 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 4.8 01-MAR-2050 (SECURED) 0.003% BNDCHARTER COMMUNICATIONS OPERATING L 4.908 23-JUL-2025 (SECURED) 0.005% BNDCHARTER COMMUNICATIONS OPERATING L 5.05 30-MAR-2029 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 5.125 01-JUL-2049 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 5.375 01-APR-2038 (SECURED) 0.001% BNDCHARTER COMMUNICATIONS OPERATING L 5.375 01-MAY-2047 (SECURED) 0.003% BNDCHARTER COMMUNICATIONS OPERATING L 5.75 01-APR-2048 (SECURED) 0.003% BNDCHARTER COMMUNICATIONS OPERATING L 6.384 23-OCT-2035 (SECURED) 0.002% BNDCHARTER COMMUNICATIONS OPERATING L 6.484 23-OCT-2045 (SECURED) 0.004% BNDCHARTER HALL EXCHANGE FINANCE PTY 2.317 25-SEP-2030 (SENIOR) 0.737% BNDCHARTER HALL GROUP STAPLED UNITS REI_UNT 0.023% EQUITYCHARTER HALL LONG WALE REIT STAPLE REIT 0.007% EQUITYCHARTER HALL LWR PTY LTD 2.086 03-MAR-2028 (SECURED) 0.005% BNDCHARTER HALL LWR PTY LTD 2.656 17-DEC-2029 Reg-S (SENIOR) 0.009% BNDCHARTER HALL LWR PTY LTD 2.787 03-MAR-2031 Reg-S (SENIOR) 0.004% BNDCHARTER HALL RETAIL UNITS REI_UNT 0.005% EQUITYCHC FINANCE PTY LTD 3.092 21-APR-2031 Reg-S (SENIOR) 0.008% BNDCHECK POINT SOFTWARE TECHNOLOGIES 0.002% EQUITYCHEIL WORLDWIDE INC 0.001% EQUITYCHEMOURS 0.000% EQUITYCHENG SHIN RUBBER INDUSTRY LTD 0.002% EQUITYCHENGDU KANGHONG PHARMACEUTICAL GR A 0.000% EQUITYCHENGTUN MINING GROUP LTD A A 0.000% EQUITYCHENGXIN LITHIUM GROUP LTD A A 0.000% EQUITYCHENIERE CORPUS CHRISTI HOLDINGS L 2.742 31-DEC-2039 144a (SECURED) 0.001% BNDCHENIERE CORPUS CHRISTI HOLDINGS L 3.7 15-NOV-2029 (SECURED) 0.001% BNDCHENIERE CORPUS CHRISTI HOLDINGS L 5.125 30-JUN-2027 (SECURED) 0.002% BNDCHENIERE CORPUS CHRISTI HOLDINGS L 5.875 31-MAR-2025 (SECURED) 0.002% BNDCHENIERE ENERGY INC 0.003% EQUITYCHEUNG KONG INFRASTRUCTURE FINANCE 1.0 12-DEC-2024 Reg-S (SENIOR) 0.001% BNDCHEUNG KONG INFRASTRUCTURE HOLDING 0.003% EQUITYCHEVRON CORP 0.057% EQUITYCHEVRON CORP 1.554 11-MAY-2025 (SENIOR) 0.002% BNDCHEVRON CORP 1.995 11-MAY-2027 (SENIOR) 0.001% BNDCHEVRON CORP 2.236 11-MAY-2030 (SENIOR) 0.001% BNDCHEVRON CORP 2.954 16-MAY-2026 (SENIOR) 0.002% BNDCHEVRON CORP 3.078 11-MAY-2050 (SENIOR) 0.001% BNDCHEVRON CORP 3.326 17-NOV-2025 (SENIOR) 0.001% BND

CHEVRON USA INC 0.687 12-AUG-2025 (SENIOR) 0.001% BNDCHEVRON USA INC 1.018 12-AUG-2027 (SENIOR) 0.001% BNDCHEVRON USA INC 2.343 12-AUG-2050 (SENIOR) 0.001% BNDCHEWY INC CLASS A A 0.000% EQUITYCHIBA BANK LTD 0.001% EQUITYCHICONY ELECTRONICS LTD 0.001% EQUITYCHIFENG JILONG GOLD MINING LTD A A 0.000% EQUITYCHILE (REPUBLIC OF) 2.5 01-MAR-2025 0.004% BNDCHILE (REPUBLIC OF) 3.125 21-JAN-2026 (SENIOR) 0.004% BNDCHILE (REPUBLIC OF) 3.86 21-JUN-2047 (SENIOR) 0.005% BNDCHILE (REPUBLIC OF) 4.0 01-MAR-2023 0.002% BNDCHILE (REPUBLIC OF) 4.5 01-MAR-2026 0.003% BNDCHILE (REPUBLIC OF) 5.0 01-MAR-2035 0.003% BNDCHILE (REPUBLIC OF) 5.0 01-OCT-2028 Dual 144a|Reg-S 0.001% BNDCHILE (REPUBLIC OF) 6.0 01-JAN-2043 0.003% BNDCHINA AIRLINES LTD 0.001% EQUITYCHINA AOYUAN GROUP LTD 0.000% EQUITYCHINA BAOAN GROUP LTD A A 0.000% EQUITYCHINA BOHAI BANK LTD H H H 0.001% EQUITYCHINA CINDA ASSET MANAGEMENT LTD H H 0.001% EQUITYCHINA CINDA FINANCE (2017) I LTD 4.75 08-FEB-2028 Reg-S (SENIOR) 0.017% BNDCHINA CITIC BANK CORP LTD A A 0.000% EQUITYCHINA CITIC BANK CORP LTD H H 0.003% EQUITYCHINA CITIC BANK INTERNATIONAL LTD T2 4.625 28-FEB-2029 Reg-S (SUB) 0.020% BNDCHINA COAL ENERGY LTD A A 0.000% EQUITYCHINA COAL ENERGY LTD H H 0.001% EQUITYCHINA COMMUNICATIONS SERVICES CORP H 0.001% EQUITYCHINA CONCH VENTURE HOLDINGS LTD 0.007% EQUITYCHINA CONSTRUCTION BANK CORP A A 0.002% EQUITYCHINA CONSTRUCTION BANK CORP A A 0.000% EQUITYCHINA CONSTRUCTION BANK CORP H H 0.053% EQUITYCHINA CONSTRUCTION BANK CORP T2 4.25 27-FEB-2029 Reg-S (CAPSEC (BTP)) 0.016% BNDCHINA CSSC HOLDINGS LTD A A 0.001% EQUITYCHINA CSSC HOLDINGS LTD A A 0.000% EQUITYCHINA DEVELOPMENT FINANCIAL HOLDIN 0.008% EQUITYCHINA DEVELOPMENT FINANCIAL HOLDIN PREF 0.000% EQUITYCHINA EAST EDUCATION HOLDINGS LTD 0.000% EQUITYCHINA EASTERN AIRLINES CORP LTD A A 0.000% EQUITYCHINA EASTERN AIRLINES CORP LTD H H 0.000% EQUITYCHINA EDUCATION GROUP HOLDINGS LTD 0.001% EQUITYCHINA EVERBRIGHT BANK LTD A A 0.001% EQUITYCHINA EVERBRIGHT BANK LTD H H 0.001% EQUITYCHINA EVERBRIGHT ENVIRONMENT GROUP RED 0.003% EQUITYCHINA EVERBRIGHT LTD RED 0.000% EQUITYCHINA EVERGRANDE GROUP 0.001% EQUITYCHINA EVERGRANDE GROUP 7.5 28-JUN-2023 Reg-S (SECURED) 0.002% BNDCHINA FEIHE LTD 0.004% EQUITYCHINA FORTUNE LAND DEVELOPMENT LTD A 0.000% EQUITYCHINA GALAXY SECURITIES LTD A A 0.000% EQUITYCHINA GALAXY SECURITIES LTD H H 0.002% EQUITYCHINA GAS HOLDINGS LTD 0.005% EQUITYCHINA GREATWALL SECURITIES LTD A A 0.000% EQUITYCHINA GREATWALL SECURITIES LTD A A 0.000% EQUITYCHINA GREATWALL TECHNOLOGY GROUP L A 0.000% EQUITYCHINA GREATWALL TECHNOLOGY GROUP L A 0.000% EQUITY

CHINA HONGQIAO GROUP LTD 0.002% EQUITYCHINA HUANENG GROUP (HONG KONG) TR 3.0 10-DEC-2029 Reg-S (SENIOR) 0.016% BNDCHINA HUARONG ASSET MANAGEMENT LTD H 0.001% EQUITYCHINA HUISHAN DAIRY HOLDINGS COMPA 0.000% EQUITYCHINA INTERNATIONAL CAPITAL CORP L A 0.000% EQUITYCHINA INTERNATIONAL CAPITAL CORP L H 0.004% EQUITYCHINA INTERNATIONAL MARINE CONTAIN A 0.000% EQUITYCHINA INTERNATIONAL MARINE CONTAIN H 0.000% EQUITYCHINA JINMAO HOLDINGS GROUP LTD RED 0.002% EQUITYCHINA JUSHI LTD A A 0.000% EQUITYCHINA JUSHI LTD A A 0.000% EQUITYCHINA LESSO GROUP HOLDINGS LTD 0.001% EQUITYCHINA LIFE INSURANCE LTD 0.001% EQUITYCHINA LIFE INSURANCE LTD A A 0.000% EQUITYCHINA LIFE INSURANCE LTD A A 0.000% EQUITYCHINA LIFE INSURANCE LTD H H 0.011% EQUITYCHINA LITERATURE LTD 0.002% EQUITYCHINA LONGYUAN POWER GROUP CORP LT H 0.006% EQUITYCHINA MEDICAL SYSTEM HOLDINGS LTD 0.002% EQUITYCHINA MEIDONG AUTO HOLDINGS LTD 0.002% EQUITYCHINA MENGNIU DAIRY LTD RED 0.015% EQUITYCHINA MERCHANTS BANK LTD A A 0.002% EQUITYCHINA MERCHANTS BANK LTD A A 0.005% EQUITYCHINA MERCHANTS BANK LTD H H 0.027% EQUITYCHINA MERCHANTS ENERGY SHIPPING LT A 0.000% EQUITYCHINA MERCHANTS EXPRESSWAY NETWORK A 0.000% EQUITYCHINA MERCHANTS PORT GROUP LTD A A 0.000% EQUITYCHINA MERCHANTS PORT HOLDINGS LTD RED 0.003% EQUITYCHINA MERCHANTS PROPERTY OPERATION A 0.000% EQUITYCHINA MERCHANTS SECURITIES LTD A A 0.000% EQUITYCHINA MERCHANTS SECURITIES LTD A A 0.001% EQUITYCHINA MERCHANTS SECURITIES LTD H H 0.001% EQUITYCHINA MERCHANTS SHEKOU INDUSTRIAL A 0.000% EQUITYCHINA MERCHANTS SHEKOU INDUSTRIAL A 0.000% EQUITYCHINA MINMETALS RARE EARTH LTD A A 0.000% EQUITYCHINA MINSHENG BANKING CORP LTD A A 0.001% EQUITYCHINA MINSHENG BANKING CORP LTD H H 0.003% EQUITYCHINA MOLYBDENUM LTD A A 0.001% EQUITYCHINA MOLYBDENUM LTD A A 0.000% EQUITYCHINA MOLYBDENUM LTD H H 0.002% EQUITYCHINA MOTOR CORP 0.000% EQUITYCHINA NATIONAL ACCORD MEDICINES CO B 0.000% EQUITYCHINA NATIONAL BUILDING MATERIAL L H 0.004% EQUITYCHINA NATIONAL CHEMICAL ENGINEERIN A 0.000% EQUITYCHINA NATIONAL MEDICINES CORP LTD A 0.000% EQUITYCHINA NATIONAL MEDICINES CORP LTD A 0.000% EQUITYCHINA NATIONAL NUCLEAR POWER LTD A A 0.000% EQUITYCHINA NATIONAL NUCLEAR POWER LTD A A 0.001% EQUITYCHINA NATIONAL SOFTWARE & SERVICE A 0.000% EQUITYCHINA NONFERROUS METAL INDUSTRYS F A 0.000% EQUITYCHINA NORTHERN RARE EARTH (GROUP) A 0.001% EQUITYCHINA NORTHERN RARE EARTH (GROUP) A 0.001% EQUITYCHINA OILFIELD SERVICES LTD A A 0.000% EQUITYCHINA OILFIELD SERVICES LTD H H 0.001% EQUITYCHINA OVERSEAS FINANCE (CAYMAN) VI 3.45 15-JUL-2029 Reg-S (SENIOR) 0.016% BND

CHINA OVERSEAS LAND INVESTMENT LTD RED 0.008% EQUITYCHINA OVERSEAS PROPERTY HOLDINGS L RED 0.001% EQUITYCHINA PACIFIC INSURANCE (GROUP) LT A 0.001% EQUITYCHINA PACIFIC INSURANCE (GROUP) LT A 0.000% EQUITYCHINA PACIFIC INSURANCE (GROUP) LT H 0.006% EQUITYCHINA PEOPLES REPUBLIC OF (GOV) 3.81 14-SEP-2050 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 1.99 09-APR-2025 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.36 02-JUL-2023 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.47 02-SEP-2024 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.625 02-NOV-2027 Reg-S (SENIOR) 0.016% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.68 21-MAY-2030 0.005% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.69 12-AUG-2026 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.84 08-APR-2024 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.85 04-JUN-2027 0.005% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.88 05-NOV-2023 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.89 18-NOV-2031 0.002% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.91 14-OCT-2028 0.003% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 2.94 17-OCT-2024 0.003% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.01 13-MAY-2028 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.02 22-OCT-2025 0.005% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.02 27-MAY-2031 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.03 11-MAR-2026 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.12 05-DEC-2026 0.003% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.13 21-NOV-2029 0.003% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.19 11-APR-2024 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.22 06-DEC-2025 0.003% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.25 06-JUN-2026 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.25 22-NOV-2028 0.003% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.27 19-NOV-2030 0.005% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.28 03-DEC-2027 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.29 18-OCT-2023 0.002% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.29 23-MAY-2029 0.004% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.53 18-OCT-2051 0.001% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 3.72 12-APR-2051 0.002% BNDCHINA PEOPLES REPUBLIC OF (GOVERNM 4.0 19-OCT-2048 Reg-S (SENIOR) 0.005% BNDCHINA PETROLEUM & CHEMICAL CORP A A 0.000% EQUITYCHINA PETROLEUM & CHEMICAL CORP A A 0.001% EQUITYCHINA PETROLEUM AND CHEMICAL CORP H 0.010% EQUITYCHINA POWER INTERNATIONAL DEVELOPM RED 0.003% EQUITYCHINA RAILWAY GROUP LTD A A 0.001% EQUITYCHINA RAILWAY GROUP LTD A A 0.001% EQUITYCHINA RAILWAY GROUP LTD H H 0.002% EQUITYCHINA RAILWAY SIGNAL & COMMUNICATI A 0.000% EQUITYCHINA RAILWAY SIGNAL & COMMUNICATI A 0.001% EQUITYCHINA REINSURANCE (GROUP) CORP H H 0.000% EQUITYCHINA RESOURCES BEER HOLDINGS LTD RED 0.010% EQUITYCHINA RESOURCES CEMENT HOLDINGS LT RED 0.001% EQUITYCHINA RESOURCES DOUBLE-CRANE PHARM A 0.000% EQUITYCHINA RESOURCES GAS GROUP LTD RED 0.004% EQUITYCHINA RESOURCES LAND LTD RED 0.011% EQUITYCHINA RESOURCES MIXC LIFESTYLE SER RED 0.002% EQUITYCHINA RESOURCES PHARMACEUTICAL GRO RED 0.000% EQUITYCHINA RESOURCES POWER LTD RED 0.006% EQUITYCHINA RESOURCES SANJIU MEDICAL AND A 0.000% EQUITYCHINA RESOURCES SANJIU MEDICAL AND A 0.000% EQUITY

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COMCAST CORP 4.6 15-AUG-2045 (SENIOR) 0.001% BNDCOMCAST CORP CLASS A A 0.058% EQUITYCOMCAST CORPORATION 1.5 15-FEB-2031 (SENIOR) 0.002% BNDCOMCAST CORPORATION 1.95 15-JAN-2031 (SENIOR) 0.001% BNDCOMCAST CORPORATION 2.35 15-JAN-2027 (SENIOR) 0.001% BNDCOMCAST CORPORATION 2.45 15-AUG-2052 (SENIOR) 0.001% BNDCOMCAST CORPORATION 2.65 01-FEB-2030 0.002% BNDCOMCAST CORPORATION 2.65 15-AUG-2062 (SENIOR) 0.001% BNDCOMCAST CORPORATION 2.8 15-JAN-2051 (SENIOR) 0.002% BNDCOMCAST CORPORATION 2.887 01-NOV-2051 144a (SENIOR) 0.004% BNDCOMCAST CORPORATION 2.937 01-NOV-2056 144a (SENIOR) 0.005% BNDCOMCAST CORPORATION 2.987 01-NOV-2063 144a (SENIOR) 0.003% BNDCOMCAST CORPORATION 3.15 01-MAR-2026 (SENIOR) 0.002% BNDCOMCAST CORPORATION 3.15 15-FEB-2028 (SENIOR) 0.002% BNDCOMCAST CORPORATION 3.2 15-JUL-2036 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.25 01-NOV-2039 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.3 01-APR-2027 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.3 01-FEB-2027 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.375 15-FEB-2025 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.4 01-APR-2030 (SENIOR) 0.002% BNDCOMCAST CORPORATION 3.4 15-JUL-2046 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.45 01-FEB-2050 0.002% BNDCOMCAST CORPORATION 3.55 01-MAY-2028 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.75 01-APR-2040 (SENIOR) 0.002% BNDCOMCAST CORPORATION 3.9 01-MAR-2038 (SENIOR) 0.001% BNDCOMCAST CORPORATION 3.95 15-OCT-2025 (SENIOR) 0.003% BNDCOMCAST CORPORATION 3.969 01-NOV-2047 (SENIOR) 0.002% BNDCOMCAST CORPORATION 3.999 01-NOV-2049 (SENIOR) 0.002% BNDCOMCAST CORPORATION 4.0 01-MAR-2048 (SENIOR) 0.001% BNDCOMCAST CORPORATION 4.0 15-AUG-2047 (SENIOR) 0.001% BNDCOMCAST CORPORATION 4.049 01-NOV-2052 (SENIOR) 0.001% BNDCOMCAST CORPORATION 4.15 15-OCT-2028 (SENIOR) 0.004% BNDCOMCAST CORPORATION 4.25 15-OCT-2030 (SENIOR) 0.002% BNDCOMCAST CORPORATION 4.4 15-AUG-2035 (SENIOR) 0.001% BNDCOMCAST CORPORATION 4.6 15-OCT-2038 (SENIOR) 0.001% BNDCOMCAST CORPORATION 4.7 15-OCT-2048 (SENIOR) 0.002% BNDCOMCAST CORPORATION 4.95 15-OCT-2058 (SENIOR) 0.001% BNDCOMCAST CORPORATION 5.65 15-JUN-2035 (SENIOR) 0.001% BNDCOMCAST CORPORATION 7.05 15-MAR-2033 (SENIOR) 0.001% BNDCOMERICA INC 0.001% EQUITYCOMFORTDELGRO CORPORATION LTD 0.001% EQUITYCOMM 2014-UBS2 A 4.199 10-MAR-2047 0.002% CMBSCOMMERCIAL BANK OF QATAR 0.002% EQUITYCOMMERCIAL INTERNATIONAL BANK 0.003% EQUITYCOMMERZBANK AG 0.003% EQUITYCOMMERZBANK AG 0.25 16-SEP-2024 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCOMMERZBANK AG 0.375 01-SEP-2027 Reg-S (SENIOR PREFERRED) 0.001% BNDCOMMERZBANK AG 0.5 04-DEC-2026 Reg-S (SENIOR PREFERRED) 0.002% BNDCOMMERZBANK AG 0.75 24-MAR-2026 Reg-S (SENIOR NON-PREFERRED) 0.000% BNDCOMMERZBANK AG 0.875 22-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCOMMERZBANK AG 1.0 04-MAR-2026 Reg-S (SENIOR PREFERRED) 0.002% BNDCOMMERZBANK AG 1.125 19-SEP-2025 Reg-S (SENIOR NON-PREFERRED) 0.000% BNDCOMMERZBANK AG 1.5 28-AUG-2028 Reg-S (SENIOR PREFERRED) 0.001% BNDCOMMERZBANK AG 1.875 28-FEB-2028 Reg-S (SENIOR) 0.001% BNDCOMMERZBANK AG 22-JUN-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BND

COMMERZBANK AG T2 4.0 23-MAR-2026 Reg-S (SUB) 0.002% BNDCOMMERZBANK AG T2 4.0 30-MAR-2027 Reg-S (SUB) 0.001% BNDCOMMONSPIRIT HEALTH 3.347 01-OCT-2029 0.001% BNDCOMMONSPIRIT HEALTH 4.187 01-OCT-2049 0.001% BNDCOMMONWEALTH BANK OF AUSTRALIA 0.984% EQUITYCOMMONWEALTH BANK OF AUSTRALIA 2.75 16-AUG-2021 (SENIOR) 0.001% BNDCOMMONWEALTH BANK OF AUSTRALIA 2.9 12-JUL-2021 Reg-S (SENIOR) 0.003% BNDCOMMONWEALTH BANK OF AUSTRALIA 3.0 11-JAN-2024 Reg-S (SENIOR) 0.008% BNDCOMMONWEALTH BANK OF AUSTRALIA 3.2 16-AUG-2023 (SENIOR) 0.012% BNDCOMMONWEALTH BANK OF AUSTRALIA 3.25 17-JAN-2022 Reg-S (SENIOR) 0.010% BNDCOMMONWEALTH BANK OF AUSTRALIA 3.25 25-APR-2023 Reg-S (SENIOR) 0.013% BNDCOMMONWEALTH BANK OF AUSTRALIA 3.25 25-JUL-2022 (SENIOR) 0.005% BNDCOMMONWEALTH BANK OF AUSTRALIA 3.5 18-JAN-2021 Reg-S (SENIOR) 0.003% BNDCOMMONWEALTH BANK OF AUSTRALIA 3.75 25-JAN-2028 (SENIOR) 0.003% BNDCOMMONWEALTH BANK OF AUSTRALIA 4.2 11-JUN-2026 (SENIOR) 0.009% BNDCOMMONWEALTH BANK OF AUSTRALIA AT1-P 1.9677912088 31-DEC-2049 0.987% EQUITYCOMMONWEALTH BANK OF AUSTRALIA CLI 3.25 31-MAR-2022 (SENIOR) 0.012% BNDCOMMONWEALTH BANK OF AUSTRALIA COVERED 2.75 17-NOV-2021 Reg-S 0.003% BNDCOMMONWEALTH BANK OF AUSTRALIA COVERED 3.25 17-NOV-2026 Reg-S 0.007% BNDCOMMONWEALTH BANK OF AUSTRALIA COVERED 4.75 27-MAY-2024 Reg-S 0.008% BNDCOMMONWEALTH BANK OF AUSTRALIA T2 1.936 03-OCT-2029 Reg-S (SUB) 0.001% BNDCOMMONWEALTH EDISON COMPANY MORT 4.0 01-MAR-2048 (SECURED) 0.001% BNDCOMMSCOPE HOLDING INC 0.000% EQUITYCOMM_12-CR1-A3 3.391 15-MAY-2045 0.000% CMBSCOMM_13-CR11-A4 4.258 10-AUG-2050 0.001% CMBSCOMM_13-CR11-AM 4.715 10-AUG-2050 0.001% CMBSCOMM_13-CR6-ASB 2.62 10-MAR-2046 0.000% CMBSCOMM_13-CR8-A5 3.612 10-JUN-2046 0.006% CMBSCOMM_13-CR9-A4 4.25536 10-JUL-2045 0.004% CMBSCOMM_13-LC13-A5 4.205 10-AUG-2046 0.003% CMBSCOMM_13-LC6-ASB 2.478 10-JAN-2046 0.000% CMBSCOMM_13-LC6-B 3.739 10-JAN-2046 0.002% CMBSCOMM_14-CC19-A 3.796 10-AUG-2047 0.002% CMBSCOMM_14-CR14-C 4.60037 10-FEB-2047 0.001% CMBSCOMM_14-CR15-A 4.074 10-FEB-2047 0.001% CMBSCOMM_14-CR16-A4 4.051 10-APR-2047 0.002% CMBSCOMM_14-CR16-ASB 3.653 12-APR-2047 0.000% CMBSCOMM_14-CR17-A5 3.977 10-MAY-2047 0.002% CMBSCOMM_14-CR18-AM 4.103 15-JUL-2047 0.001% CMBSCOMM_14-CR19-B 4.70263 10-AUG-2047 0.003% CMBSCOMM_14-LC15-A4 4.006 10-APR-2047 0.007% CMBSCOMM_14-LC17-A5 3.917 10-OCT-2047 0.003% CMBSCOMM_14-UBS2-A5 3.961 10-MAR-2047 0.006% CMBSCOMM_14-UBS3-C 4.737326 10-JUN-2047 0.001% CMBSCOMM_14-UBS4-A4 3.42 10-AUG-2047 0.001% CMBSCOMM_14-UBS4-A5 3.694 10-AUG-2047 0.002% CMBSCOMM_14-UBS4-AM 3.968 10-AUG-2047 0.002% CMBSCOMM_14-UBS4-B 4.35 10-AUG-2047 0.001% CMBSCOMM_14-UBS5-A4 3.838 10-SEP-2047 0.003% CMBSCOMM_14-UBS6-A4 3.378 10-DEC-2047 0.004% CMBSCOMM_14-UBS6-A5 3.644 10-DEC-2047 0.002% CMBSCOMM_14_CCRE20-A 3.938 10-NOV-2047 0.001% CMBSCOMM_14_CR17_B 4.377 10-MAY-2047 0.001% CMBSCOMM_15-CC26-A 3.63 10-OCT-2048 0.009% CMBSCOMM_15-CR22-A5 3.309 10-MAR-2048 0.002% CMBS

COMM_15-CR22-AM 3.603 10-MAR-2048 0.001% CMBSCOMM_15-CR22-ASB 3.144 10-MAR-2048 0.006% CMBSCOMM_15-CR22-C 4.10385 10-MAR-2048 0.001% CMBSCOMM_15-CR23-A4 3.497 10-MAY-2048 0.002% CMBSCOMM_15-CR24-B 4.34096 12-AUG-2048 0.003% CMBSCOMM_15-CR24-D 3.463 10-AUG-2048 0.001% CMBSCOMM_15-CR25-A4 3.759 10-AUG-2048 0.003% CMBSCOMM_15-CR25-ASB 3.537 10-AUG-2048 0.003% CMBSCOMM_15-CR25-B 4.52961 12-AUG-2048 0.001% CMBSCOMM_15-DC1-A5 3.35 10-FEB-2048 0.003% CMBSCOMM_15-DC1-B 4.035 10-FEB-2048 0.004% CMBSCOMM_15-DC1-C 4.3056 10-FEB-2048 0.001% CMBSCOMM_15-LC19-A4 3.183 10-FEB-2048 0.004% CMBSCOMM_15-LC21-A4 3.708 10-JUL-2048 0.002% CMBSCOMM_15-LC23-A-4 3.774 10-OCT-2048 0.004% CMBSCOMM_15-PC1-A5 3.902 10-JUL-2050 0.006% CMBSCOMM_15-PC1-ASB 3.608 10-JUL-2050 0.001% CMBSCOMM_16-CC28-A 3.762 10-FEB-2049 0.008% CMBSCOMM_16-CR28-C 4.6379 10-FEB-2049 0.002% CMBSCOMM_16-DC2-A4 3.497 10-FEB-2049 0.002% CMBSCOMM_16-DC2-AM 4.243 10-FEB-2049 0.003% CMBSCOMM_16-DC2-ASB 3.55 10-FEB-2049 0.003% CMBSCOMM_16-DC2-C 4.6711 10-FEB-2049 0.001% CMBSCOMM_17-COR2-C 4.58868 10-SEP-2050 0.003% CMBSCOMM_18-COR3-A3 4.228 10-MAY-2051 0.003% CMBSCOMM_18-COR3-B 4.51266 10-MAY-2051 0.002% CMBSCOMM_18-COR3-C 4.56016 10-MAY-2051 0.002% CMBSCOMM_19-GC44-A5 2.95 15-AUG-2057 0.004% CMBSCOMPAGNIE DE SAINT GOBAIN SA 0.007% EQUITYCOMPAGNIE DE SAINT GOBAIN SA 1.875 15-MAR-2031 Reg-S (SENIOR) 0.001% BNDCOMPAGNIE FINANCIERE RICHEMONT SA 0.009% EQUITYCOMPAGNIE GENERALE DES ETABLISSEME 0.010% EQUITYCOMPAL ELECTRONICS INC 0.003% EQUITYCOMPANHIA CONCESSOES RODOVIARIAS S 0.001% EQUITYCOMPANHIA DE SANEAMENTO BASICO DE 0.001% EQUITYCOMPANHIA SIDERURGICA NACIONAL 0.001% EQUITYCOMPANIA CERVECERIAS UNIDAS SA 0.001% EQUITYCOMPASS GROUP PLC 0.004% EQUITYCOMPUTERSHARE 0.139% EQUITYCONAGRA BRANDS INC 0.004% EQUITYCONAGRA BRANDS INC 1.375 01-NOV-2027 (SENIOR) 0.001% BNDCONAGRA BRANDS INC 5.4 01-NOV-2048 (SENIOR) 0.001% BNDCONAGRA BRANDS INC FA 4.6 01-NOV-2025 (SENIOR) 0.001% BNDCONAGRA BRANDS INC FA 4.85 01-NOV-2028 (SENIOR) 0.001% BNDCONAGRA BRANDS INC FA 5.3 01-NOV-2038 (SENIOR) 0.001% BNDCONCHO RESOURCES INC 0.001% EQUITYCONCORDIA FINANCIAL GROUP LTD 0.001% EQUITYCONNECTEAST FINANCE PTY LTD 3.4 25-MAR-2026 (SECURED) 0.006% BNDCONNECTEAST FINANCE PTY LTD 4.25 25-FEB-2022 Reg-S (SECURED) 0.008% BNDCONNECTICUT LIGHT AND POWER COMPAN 4.0 01-APR-2048 (SECURED) 0.001% BNDCONOCO INC. 6.95 15-APR-2029 (SENIOR) 0.002% BNDCONOCOPHILLIPS 0.024% EQUITYCONOCOPHILLIPS 3.75 01-OCT-2027 144a (SENIOR) 0.001% BNDCONOCOPHILLIPS 4.3 15-AUG-2028 144a (SENIOR) 0.001% BNDCONOCOPHILLIPS 4.875 01-OCT-2047 144a (SENIOR) 0.001% BND

CONOCOPHILLIPS 6.5 01-FEB-2039 (SENIOR) 0.004% BNDCONOCOPHILLIPS CO 4.3 15-NOV-2044 (SENIOR) 0.001% BNDCONOCOPHILLIPS CO 4.95 15-MAR-2026 (SENIOR) 0.001% BNDCONSOLIDATED EDISON CO OF NEW YORK 4.45 15-MAR-2044 (SENIOR) 0.001% BNDCONSOLIDATED EDISON CO OF NEW YORK 4.625 01-DEC-2054 (SENIOR) 0.001% BNDCONSOLIDATED EDISON COMPANY OF NEW 2.4 15-JUN-2031 (SENIOR) 0.001% BNDCONSOLIDATED EDISON COMPANY OF NEW 3.6 15-JUN-2061 (SENIOR) 0.001% BNDCONSOLIDATED EDISON COMPANY OF NEW 3.95 01-APR-2050 (SENIOR) 0.001% BNDCONSOLIDATED EDISON INC 0.007% EQUITYCONSTELLATION BRANDS INC 2.25 01-AUG-2031 (SENIOR) 0.001% BNDCONSTELLATION BRANDS INC 3.15 01-AUG-2029 (SENIOR) 0.001% BNDCONSTELLATION BRANDS INC CLASS A A 0.010% EQUITYCONSTELLATION SOFTWARE INC 0.004% EQUITYCONTACT ENERGY LTD 0.049% EQUITYCONTAINER CORPORATION OF INDIA LTD 0.002% EQUITYCONTEMPORARY AMPEREX TECHNOLOGY LT A 0.007% EQUITYCONTEMPORARY AMPEREX TECHNOLOGY LT A 0.002% EQUITYCONTI-GUMMI FINANCE BV 1.125 25-SEP-2024 Reg-S (SENIOR) 0.001% BNDCONTINENTAL AG 0.004% EQUITYCONTINENTAL AG 0.375 27-JUN-2025 Reg-S (SENIOR) 0.001% BNDCONTINENTAL RESOURCES INC 0.000% EQUITYCONTINENTAL RESOURCES INC 4.375 15-JAN-2028 (SENIOR) 0.001% BNDCONTINUUM ENERGY LEVANTER PTE LTD 4.5 09-FEB-2027 Reg-S (SENIOR) 0.016% BNDCONVATEC GROUP PLC 0.000% EQUITYCOOPER INC 0.002% EQUITYCOOPERATIEVE CENTRALE RAIFFEISEN-B LT2 4.375 04-AUG-2025 (SUB) 0.002% BNDCOOPERATIEVE CENTRALE RAIFFEISEN-B LT2 5.25 04-AUG-2045 (SUB) 0.002% BNDCOOPERATIEVE RABOBANK UA (SYDNEY B 3.25 25-JAN-2023 Reg-S (SENIOR PREFERRED) 0.007% BNDCOOPERATIEVE RABOBANK UA 0.875 05-MAY-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCOOPERATIEVE RABOBANK UA T2 3.75 21-JUL-2026 (SUB) 0.002% BNDCOPART INC 0.004% EQUITYCORNING INC 0.007% EQUITYCORNING INC 4.375 15-NOV-2057 (SENIOR) 0.001% BNDCORNING INC 5.45 15-NOV-2079 (SENIOR) 0.001% BNDCOROMANDEL INTERNATIONAL LTD 0.001% EQUITYCORPORACION ANDINA DE FOMENTO 3.4 26-OCT-2023 Reg-S (SENIOR) 0.001% BNDCORPORACION ANDINA DE FOMENTO 4.0 31-MAR-2021 Reg-S (SENIOR) 0.001% BNDCORPORACION ANDINA DE FOMENTO 4.5 14-SEP-2027 (SENIOR) 0.001% BNDCORPORACION ANDINA DE FOMENTO 6.25 08-NOV-2023 (SENIOR) 0.010% BNDCORPORATE TRAVEL MANAGEMENT LTD 0.006% EQUITYCORTEVA INC 0.007% EQUITYCOSAN INDUSTRIA E COMERCIO SA 0.001% EQUITYCOSCO SHIPPING DEVELOPMENT LTD A A 0.000% EQUITYCOSCO SHIPPING DEVELOPMENT LTD A A 0.000% EQUITYCOSCO SHIPPING DEVELOPMENT LTD H H 0.000% EQUITYCOSCO SHIPPING ENERGY TRANSPORTATI A 0.000% EQUITYCOSCO SHIPPING ENERGY TRANSPORTATI H 0.000% EQUITYCOSCO SHIPPING HOLDINGS LTD A A 0.001% EQUITYCOSCO SHIPPING HOLDINGS LTD A A 0.000% EQUITYCOSCO SHIPPING HOLDINGS LTD H H 0.006% EQUITYCOSCO SHIPPING PORTS LTD RED 0.001% EQUITYCOSMOS PHARMACEUTICAL CORP 0.000% EQUITYCOSTA GROUP HOLDINGS LTD 0.003% EQUITYCOSTA RICA REPUBLIC OF (GOVERNMEN 7.158 12-MAR-2045 Reg-S (SENIOR) 0.004% BNDCOSTA RICA (REPUBLIC OF) 4.25 26-JAN-2023 Reg-S (SENIOR) 0.004% BND

COSTA RICA (REPUBLIC OF) 4.375 30-APR-2025 Reg-S (SENIOR) 0.004% BNDCOSTA RICA REPUBLIC OF (GOVERNMEN 7.0 04-APR-2044 Reg-S (SENIOR) 0.003% BNDCOSTAR GROUP INC 0.002% EQUITYCOSTCO WHOLESALE CORP 0.029% EQUITYCOSTCO WHOLESALE CORPORATION 1.375 20-JUN-2027 (SENIOR) 0.001% BNDCOSTCO WHOLESALE CORPORATION 1.6 20-APR-2030 (SENIOR) 0.002% BNDCOSTCO WHOLESALE CORPORATION 1.75 20-APR-2032 (SENIOR) 0.001% BNDCOSTCO WHOLESALE CORPORATION 3.0 18-MAY-2027 (SENIOR) 0.001% BNDCOTERRA ENERGY INC 0.001% EQUITYCOTY INC CLASS A A 0.000% EQUITYCOUNCIL OF EUROPE DEVELOPMENT BANK 4.75 13-FEB-2024 (SENIOR) 0.000% BNDCOUNCIL OF EUROPE DEVELOPMENT BANK 6.0 08-OCT-2020 Reg-S (SENIOR) 0.001% BNDCOUNTRY GARDEN HOLDINGS CO LTD 7.25 08-APR-2026 Reg-S (SENIOR) 0.015% BNDCOUNTRY GARDEN HOLDINGS LTD 0.006% EQUITYCOUNTRY GARDEN SERVICES HOLDINGS L 0.009% EQUITYCOUPA SOFTWARE INC 0.001% EQUITYCOVESTRO AG 0.004% EQUITYCOVESTRO AG 1.375 12-JUN-2030 Reg-S (SENIOR) 0.001% BNDCOVIVIO HOTELS SCA 1.0 27-JUL-2029 Reg-S (SENIOR) 0.001% BNDCOVIVIO SA 1.625 23-JUN-2030 Reg-S (SENIOR) 0.001% BNDCOVIVIO SA REIT 0.001% EQUITYCOWAY LTD 0.003% EQUITYCP ALL NON-VOTING DR PCL 0.004% EQUITYCP ALL PCL 0.001% EQUITYCP ALL PCL F 0.003% EQUITYCPI PROPERTY GROUP SA 1.5 27-JAN-2031 Reg-S (SENIOR) 0.001% BNDCPI PROPERTY GROUP SA 1.625 23-APR-2027 Reg-S (SENIOR) 0.001% BNDCPI PROPERTY GROUP SA 2.75 12-MAY-2026 Reg-S (SENIOR) 0.001% BNDCPIF FINANCE PTY LIMITED 2.485 28-OCT-2030 Reg-S 0.010% BNDCREDICORP LTD 0.004% EQUITYCREDIT AGRICOLE ASSURANCES SA 2.625 29-JAN-2048 Reg-S (SUB) 0.001% BNDCREDIT AGRICOLE ASSURANCES SA LT2-P 4.25 31-DEC-2049 Reg-S (SUB) 0.002% BNDCREDIT AGRICOLE ASSURANCES SA LT2-P 4.5 31-DEC-2049 Reg-S (SUB) 0.001% BNDCREDIT AGRICOLE ASSURANCES SA T2 2.0 17-JUL-2030 Reg-S (SUB) 0.002% BNDCREDIT AGRICOLE ASSURANCES SA T2 4.75 27-SEP-2048 Reg-S (SUB) 0.001% BNDCREDIT AGRICOLE SA 0.006% EQUITYCREDIT AGRICOLE SA (LONDON BRANCH) 1.75 05-MAR-2029 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDCREDIT AGRICOLE SA (LONDON BRANCH) T3 1.875 20-DEC-2026 Reg-S (SENIOR) 0.002% BNDCREDIT AGRICOLE SA 0.125 09-DEC-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCREDIT AGRICOLE SA 0.375 20-APR-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCREDIT AGRICOLE SA 0.375 21-OCT-2025 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCREDIT AGRICOLE SA 1.0 22-APR-2026 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDCREDIT AGRICOLE SA 1.625 05-JUN-2030 (SUB) 0.001% BNDCREDIT AGRICOLE SA LT2 2.625 17-MAR-2027 Reg-S (SUB) 0.003% BNDCREDIT AGRICOLE SA T2 2.0 25-MAR-2029 Reg-S (SENIOR SUB) 0.002% BNDCREDIT CORP GROUP LTD 0.005% EQUITYCREDIT LOGEMENT SA T2 1.35 28-NOV-2029 Reg-S (SUB) 0.001% BNDCREDIT MUTUEL ARKEA 1.125 23-MAY-2029 Reg-S (SENIOR PREFERRED) 0.000% BNDCREDIT MUTUEL ARKEA 1.25 11-JUN-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCREDIT MUTUEL ARKEA 1.625 15-APR-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCREDIT MUTUEL ARKEA T2 1.875 25-OCT-2029 Reg-S (SUB) 0.000% BNDCREDIT MUTUEL ARKEA T2 3.25 01-JUN-2026 Reg-S (SUB) 0.000% BNDCREDIT MUTUEL ARKEA T2 3.375 11-MAR-2031 (SUB) 0.001% BNDCREDIT MUTUEL ARKEA T2 3.5 09-FEB-2029 Reg-S (SUB) 0.001% BNDCREDIT SAISON LTD 0.000% EQUITY

CREDIT SUISSE AG (LONDON BRANCH) 0.25 05-JAN-2026 Reg-S (SENIOR) 0.002% BNDCREDIT SUISSE AG (NEW YORK BRANCH) 1.25 07-AUG-2026 (SENIOR) 0.002% BNDCREDIT SUISSE AG (NEW YORK BRANCH) 2.95 09-APR-2025 (SENIOR) 0.001% BNDCREDIT SUISSE AG (SYDNEY BRANCH) 1.1991 26-MAY-2023 Reg-S (SENIOR) 0.003% BNDCREDIT SUISSE GROUP AG 0.65 10-SEP-2029 Reg-S (SENIOR) 0.001% BNDCREDIT SUISSE GROUP AG 0.65 14-JAN-2028 Reg-S (SENIOR) 0.002% BNDCREDIT SUISSE GROUP AG 1.0 24-JUN-2027 Reg-S (SENIOR) 0.002% BNDCREDIT SUISSE GROUP AG 1.25 17-JUL-2025 Reg-S (SENIOR) 0.002% BNDCREDIT SUISSE GROUP AG 3.25 02-APR-2026 Reg-S (SENIOR) 0.003% BNDCREDIT SUISSE GROUP AG N 0.009% EQUITYCREDIT SUISSE GROUP FUNDING GUERNS 3.75 26-MAR-2025 (SENIOR) 0.002% BNDCREDIT SUISSE GROUP FUNDING GUERNS 4.55 17-APR-2026 (SENIOR) 0.002% BNDCREDIT SUISSE GROUP FUNDING GUERNS 4.875 15-MAY-2045 (SENIOR) 0.002% BNDCREDITO EMILIANO SPA 1.5 25-OCT-2025 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDCRH FUNDING BV 1.625 05-MAY-2030 Reg-S (SENIOR) 0.001% BNDCRH PLC 0.002% EQUITYCRH PLC 0.012% EQUITYCRITERIA CAIXA SAU 0.875 28-OCT-2027 Reg-S (SENIOR) 0.001% BNDCROATIA (REPUBLIC OF) 5.5 04-APR-2023 Reg-S (SENIOR) 0.005% BNDCROATIA (REPUBLIC OF) 6.0 26-JAN-2024 Reg-S (SENIOR) 0.005% BNDCRODA INTERNATIONAL PLC 0.002% EQUITYCROMWELL EREIT LU FINCO 2.125 19-NOV-2025 Reg-S (SENIOR) 0.001% BNDCROMWELL PROPERTY GROUP STAPLED UN REI_UNT 0.003% EQUITYCRONOS GROUP INC 0.000% EQUITYCROWDSTRIKE HOLDINGS INC CLASS A A 0.002% EQUITYCROWN CASTLE INTERNATIONAL CORP 2.1 01-APR-2031 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP 2.25 15-JAN-2031 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP 2.5 15-JUL-2031 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP 3.3 01-JUL-2030 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP REIT 1.05 15-JUL-2026 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP REIT 2.9 01-APR-2041 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP REIT 3.25 15-JAN-2051 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP REIT 3.65 01-SEP-2027 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP REIT 3.7 15-JUN-2026 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP REIT 3.8 15-FEB-2028 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL CORP REIT 4.45 15-FEB-2026 (SENIOR) 0.001% BNDCROWN CASTLE INTERNATIONAL REIT CO REIT 0.010% EQUITYCROWN HOLDINGS INC 0.004% EQUITYCROWN RESORTS LTD 0.050% EQUITYCRRC CORP LTD A A 0.001% EQUITYCRRC CORP LTD A A 0.001% EQUITYCRRC CORP LTD H H 0.001% EQUITYCSAIL_15-C1-A4 3.505 15-APR-2050 0.002% CMBSCSAIL_15-C1-AS 3.791 15-APR-2050 0.002% CMBSCSAIL_15-C2-A4 3.504 15-JUN-2057 0.002% CMBSCSAIL_15-C2-AS 3.849 15-JUN-2057 0.003% CMBSCSAIL_15-C3-A4 3.7182 15-AUG-2048 0.002% CMBSCSAIL_15-C4-A3 3.5438 15-NOV-2048 0.006% CMBSCSAIL_15-C4-A4 3.8079 15-NOV-2048 0.006% CMBSCSAIL_15-C4-D 3.56034 15-NOV-2048 0.001% CMBSCSAIL_16-C5-C 4.64607 15-NOV-2048 0.003% CMBSCSAIL_16-C6-C 4.92106 15-JAN-2049 0.001% CMBSCSAIL_16-C7-A4 3.21 15-NOV-2049 0.001% CMBSCSAIL_16-C7-AS 3.9579 15-NOV-2049 0.004% CMBSCSAIL_17-CX9-A5 3.4456 15-SEP-2050 0.004% CMBS

CSAIL_18-CX11-A5 4.0331 15-APR-2051 0.004% CMBSCSAIL_19-C15-A2 3.4505 15-MAR-2052 0.004% CMBSCSAIL_19-C15-A3 3.7792 15-MAR-2052 0.004% CMBSCSAIL_19-C15-B 4.4757 15-MAR-2052 0.004% CMBSCSAIL_19-C17-A5 3.0161 15-SEP-2052 0.007% CMBSCSAIL_19-C18-ASB 2.868 15-DEC-2052 0.002% CMBSCSAIL_20-C19-A3 2.5608 15-MAR-2053 0.002% CMBSCSC FINANCIAL LTD H H 0.001% EQUITYCSG HOLDING LTD B B 0.000% EQUITYCSL LTD 0.608% EQUITYCSPC PHARMACEUTICAL GROUP LTD 0.008% EQUITYCSR LTD 0.007% EQUITYCSX CORP 0.018% EQUITYCSX CORP 3.25 01-JUN-2027 (SENIOR) 0.001% BNDCSX CORP 3.8 01-MAR-2028 (SENIOR) 0.001% BNDCSX CORP 3.8 01-NOV-2046 (SENIOR) 0.001% BNDCSX CORP 4.1 15-MAR-2044 (SENIOR) 0.001% BNDCSX CORP 4.25 15-MAR-2029 (SENIOR) 0.001% BNDCSX CORP 4.3 01-MAR-2048 (SENIOR) 0.001% BNDCTBC FINANCIAL HOLDING LTD RED - CH 0.014% EQUITYCTP BV 0.75 18-FEB-2027 Reg-S (SENIOR) 0.001% BNDCTP BV 2.125 01-OCT-2025 Reg-S (SENIOR) 0.001% BNDCTP NV 0.5 21-JUN-2025 Reg-S (SENIOR) 0.001% BNDCTP NV 1.25 21-JUN-2029 Reg-S (SENIOR) 0.001% BNDCUMMINS INC 0.008% EQUITYCUMMINS INC 1.5 01-SEP-2030 (SENIOR) 0.001% BNDCUMMINS INDIA LTD 0.001% EQUITYCVS CAREMARK CORP 5.3 05-DEC-2043 (SENIOR) 0.001% BNDCVS HEALTH CORP 0.034% EQUITYCVS HEALTH CORP 1.3 21-AUG-2027 (SENIOR) 0.002% BNDCVS HEALTH CORP 1.75 21-AUG-2030 (SENIOR) 0.001% BNDCVS HEALTH CORP 1.875 28-FEB-2031 (SENIOR) 0.001% BNDCVS HEALTH CORP 2.125 15-SEP-2031 (SENIOR) 0.001% BNDCVS HEALTH CORP 2.7 21-AUG-2040 (SENIOR) 0.001% BNDCVS HEALTH CORP 2.875 01-JUN-2026 (SENIOR) 0.002% BNDCVS HEALTH CORP 3.0 15-AUG-2026 0.001% BNDCVS HEALTH CORP 3.25 15-AUG-2029 (SENIOR) 0.002% BNDCVS HEALTH CORP 3.625 01-APR-2027 (SENIOR) 0.001% BNDCVS HEALTH CORP 3.75 01-APR-2030 (SENIOR) 0.002% BNDCVS HEALTH CORP 3.875 20-JUL-2025 (SENIOR) 0.003% BNDCVS HEALTH CORP 4.1 25-MAR-2025 (SENIOR) 0.001% BNDCVS HEALTH CORP 4.125 01-APR-2040 (SENIOR) 0.001% BNDCVS HEALTH CORP 4.25 01-APR-2050 (SENIOR) 0.001% BNDCVS HEALTH CORP 4.3 25-MAR-2028 (SENIOR) 0.005% BNDCVS HEALTH CORP 4.78 25-MAR-2038 (SENIOR) 0.006% BNDCVS HEALTH CORP 5.05 25-MAR-2048 (SENIOR) 0.010% BNDCVS HEALTH CORP 5.125 20-JUL-2045 (SENIOR) 0.004% BNDCYBER AGENT INC 0.000% EQUITYCYBER ARK SOFTWARE LTD 0.001% EQUITYCYFROWY POLSAT SA 0.001% EQUITYCYRUSONE EUROPE FINANCE DAC 1.125 26-MAY-2028 Reg-S (SENIOR) 0.001% BNDCYRUSONE LP 1.45 22-JAN-2027 (SENIOR) 0.001% BNDCZECH GAS NETWORKS INVESTMENTS SAR 0.875 31-MAR-2031 Reg-S (SENIOR) 0.000% BNDCZECH GAS NETWORKS INVESTMENTS SAR 1.0 16-JUL-2027 Reg-S (SENIOR) 0.001% BNDCZECH REPUBLIC 0.05 29-NOV-2029 0.001% BND

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DANSKE BANK 0.004% EQUITYDANSKE BANK A/S 0.5 27-AUG-2025 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDDANSKE BANK A/S 0.75 09-JUN-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDDANSKE BANK A/S 1.5 02-SEP-2030 Reg-S (SENIOR SUB) 0.001% BNDDANSKE BANK A/S T2 1.0 15-MAY-2031 Reg-S (SUB) 0.001% BNDDANSKE BANK A/S T2 1.375 12-FEB-2030 Reg-S (SENIOR SUB) 0.001% BNDDANSKE BANK A/S T2 2.5 21-JUN-2029 Reg-S (SUB) 0.001% BNDDAQO NEW ENERGY ADR REPRESENTING ADR 0.001% EQUITYDAR AL ARKAN REAL ESTATE DEVELOPME 0.001% EQUITYDARDEN RESTAURANTS INC 0.005% EQUITYDASHENLIN PHARMACEUTICAL GROUP LTD A 0.000% EQUITYDASSAULT AVIATION SA 0.001% EQUITYDASSAULT AVIATION SA 0.000% EQUITYDASSAULT SYSTEMES 0.002% EQUITYDASSAULT SYSTEMES 0.002% EQUITYDATADOG INC CLASS A A 0.002% EQUITYDATANG INTERNATIONAL POWER GENERAT H 0.001% EQUITYDAVIDE CAMPARI MILANO 0.000% EQUITYDAVIDE CAMPARI MILANO NV 0.000% EQUITYDAVITA INC 0.002% EQUITYDAWNING INFORMATION INDUSTRY LTD A A 0.000% EQUITYDAWNING INFORMATION INDUSTRY LTD A A 0.000% EQUITYDB INSURANCE LTD 0.002% EQUITYDB ISLAMIC BANK 0.002% EQUITYDBGS_18-C1-A4 4.466 15-OCT-2051 0.006% CMBSDBJPM_16-C1-A4 3.276 10-MAY-2049 0.004% CMBSDBJPM_16-C1-ASB 3.038 10-MAY-2049 0.002% CMBSDBJPM_16-C1-B 4.195 10-MAY-2049 0.004% CMBSDBJPM_16-C1-C 3.32387 10-MAY-2049 0.002% CMBSDBJPM_17-C6-A3 3.269 10-JUN-2050 0.003% CMBSDBNGP FINANCE CO PTY LTD 4.225 28-MAY-2025 Reg-S (SECURED) 0.008% BNDDBS BANK LTD 2.5 04-SEP-2020 Reg-S (SECURED) 0.000% BNDDBS GROUP HOLDINGS LTD 0.025% EQUITYDBS GROUP HOLDINGS LTD 0.85 17-JUL-2023 Reg-S (SENIOR) 0.005% BNDDBS GROUP HOLDINGS LTD 1.194 15-MAR-2027 Reg-S (SENIOR) 0.015% BNDDBS GROUP HOLDINGS LTD AT1-P 3.3 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.019% BNDDCC PLC 0.003% EQUITYDE VOLKSBANK NV 0.25 22-JUN-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDDE VOLKSBANK NV 0.375 03-MAR-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDDE VOLKSBANK NV T2 1.75 22-OCT-2030 Reg-S (SENIOR SUB) 0.001% BNDDEERE 0.025% EQUITYDEERE & CO 3.75 15-APR-2050 (SENIOR) 0.001% BNDDEERE & CO 3.9 09-JUN-2042 (SENIOR) 0.001% BNDDELIVERY HERO 0.002% EQUITYDELL BANK INTERNATIONAL DAC 1.625 24-JUN-2024 Reg-S (SENIOR) 0.001% BNDDELL INTERNATIONAL LLC 3.375 15-DEC-2041 144a (SENIOR) 0.001% BNDDELL INTERNATIONAL LLC 3.45 15-DEC-2051 144a (SENIOR) 0.001% BNDDELL INTERNATIONAL LLC 4.9 01-OCT-2026 (SECURED) 0.002% BNDDELL INTERNATIONAL LLC 5.3 01-OCT-2029 (SECURED) 0.002% BNDDELL INTERNATIONAL LLC 5.85 15-JUL-2025 (SECURED) 0.001% BNDDELL INTERNATIONAL LLC 6.02 15-JUN-2026 (SECURED) 0.005% BNDDELL INTERNATIONAL LLC 6.2 15-JUL-2030 (SECURED) 0.001% BNDDELL INTERNATIONAL LLC 8.35 15-JUL-2046 (SECURED) 0.001% BNDDELL TECHNOLOGIES INC CLASS C 0.003% EQUITYDELPHI AUTOMOTIVE PLC 1.5 10-MAR-2025 (SENIOR) 0.001% BND

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DEXUS FINANCE PTY LTD 4.2 09-NOV-2022 Reg-S (SENIOR) 0.005% BNDDEXUS FINANCE PTY LTD 4.25 11-MAY-2027 Reg-S (SENIOR) 0.006% BNDDEXUS FINANCE PTY LTD 4.75 05-NOV-2025 Reg-S (SENIOR) 0.003% BNDDEXUS STAPLED UNITS REI_UNT 0.032% EQUITYDEXUS WHOLESALE PROPERTY FUND 4.75 16-JUN-2025 (SENIOR) 0.004% BNDDEXUS WHOLESALE PROPERTY FUND REIT 4.25 16-JUN-2022 (SENIOR) 0.006% BNDDFZQ LTD H H 0.000% EQUITYDGB FINANCIAL GROUP 0.000% EQUITYDH EUROPE FINANCE II SARL 2.6 15-NOV-2029 (SENIOR) 0.001% BNDDH EUROPE FINANCE II SARL 3.25 15-NOV-2039 (SENIOR) 0.001% BNDDH EUROPE FINANCE II SARL 3.4 15-NOV-2049 (SENIOR) 0.001% BNDDH EUROPE FINANCE SA 2.5 08-JUL-2025 (SENIOR) 0.001% BNDDHC SOFTWARE LTD A A 0.000% EQUITYDHC SOFTWARE LTD A A 0.000% EQUITYDIAGEO CAPITAL PLC 1.375 29-SEP-2025 (SENIOR) 0.001% BNDDIAGEO CAPITAL PLC 2.0 29-APR-2030 (SENIOR) 0.001% BNDDIAGEO CAPITAL PLC 2.125 29-APR-2032 (SENIOR) 0.001% BNDDIAGEO CAPITAL PLC 2.375 24-OCT-2029 (SENIOR) 0.001% BNDDIAGEO PLC 0.015% EQUITYDIALOG GROUP 0.002% EQUITYDIAMONDBACK ENERGY INC 0.002% EQUITYDIAMONDBACK ENERGY INC 3.125 24-MAR-2031 (SENIOR) 0.001% BNDDIAMONDBACK ENERGY INC 3.25 01-DEC-2026 (SENIOR) 0.001% BNDDIAMONDBACK ENERGY INC 3.5 01-DEC-2029 (SENIOR) 0.001% BNDDIASORIN 0.000% EQUITYDIDI GLOBAL ADR REPRESENTING INC ADR 0.001% EQUITYDIGI.COM 0.003% EQUITYDIGITAL CHINA INFORMATION SERVICE A 0.000% EQUITYDIGITAL DUTCH FINCO BV 0.625 15-JUL-2025 Reg-S (SENIOR) 0.001% BNDDIGITAL DUTCH FINCO BV 1.25 01-FEB-2031 Reg-S (SENIOR) 0.001% BNDDIGITAL DUTCH FINCO BV 1.5 15-MAR-2030 Reg-S (SENIOR) 0.001% BNDDIGITAL EURO FINCO LLC 1.125 09-APR-2028 Reg-S (SENIOR) 0.001% BNDDIGITAL EURO FINCO LLC 2.5 16-JAN-2026 Reg-S (SENIOR) 0.001% BNDDIGITAL EURO FINCO LLC 2.625 15-APR-2024 Reg-S (SENIOR) 0.001% BNDDIGITAL INTREPID HOLDING BV 0.625 15-JUL-2031 Reg-S (SENIOR) 0.001% BNDDIGITAL REALTY TRUST LP REIT 3.6 01-JUL-2029 (SENIOR) 0.001% BNDDIGITAL REALTY TRUST LP REIT 3.7 15-AUG-2027 (SENIOR) 0.001% BNDDIGITAL REALTY TRUST REIT INC REIT 0.005% EQUITYDIGITAL TELECOMMUNICATIONS INFRCTR 0.001% FUNDDIGITAL TLCMNCTN INFRCTR CF 0.001% FUNDDINO POLSKA SA 0.002% EQUITYDIRECT LINE INSURANCE PLC 0.000% EQUITYDISCO CORP 0.001% EQUITYDISCOVER BANK 3.45 27-JUL-2026 (SENIOR) 0.001% BNDDISCOVER BANK 4.65 13-SEP-2028 (SENIOR) 0.001% BNDDISCOVER FINANCIAL SERVICES 0.009% EQUITYDISCOVER FINANCIAL SERVICES 4.1 09-FEB-2027 (SENIOR) 0.001% BNDDISCOVERY COMMUNICATIONS LLC 1.9 19-MAR-2027 (SENIOR) 0.001% BNDDISCOVERY COMMUNICATIONS LLC 3.625 15-MAY-2030 (SENIOR) 0.001% BNDDISCOVERY COMMUNICATIONS LLC 3.95 20-MAR-2028 (SENIOR) 0.002% BNDDISCOVERY COMMUNICATIONS LLC 4.0 15-SEP-2055 (SENIOR) 0.002% BNDDISCOVERY COMMUNICATIONS LLC 4.125 15-MAY-2029 (SENIOR) 0.001% BNDDISCOVERY COMMUNICATIONS LLC 4.65 15-MAY-2050 (SENIOR) 0.001% BNDDISCOVERY COMMUNICATIONS LLC 5.2 20-SEP-2047 (SENIOR) 0.001% BNDDISCOVERY COMMUNICATIONS LLC 5.3 15-MAY-2049 0.001% BND

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EMERSON ELECTRIC CO 0.875 15-OCT-2026 (SENIOR) 0.001% BNDEMERSON ELECTRIC CO 2.0 21-DEC-2028 (SENIOR) 0.001% BNDEMERSON ELECTRIC CO 2.2 21-DEC-2031 (SENIOR) 0.001% BNDEMERSON ELECTRIC CO 2.8 21-DEC-2051 (SENIOR) 0.001% BNDEMIRATES NBD 0.005% EQUITYEMIRATES NBD BANK PJSC 3.05 26-FEB-2030 Reg-S (SENIOR) 0.020% BNDEMIRATES NBD BANK PJSC 4.75 09-FEB-2028 Reg-S (SENIOR) 0.015% BNDEMIRATES NBD BANK PJSC 4.85 12-OCT-2027 Reg-S (SENIOR) 0.008% BNDEMIRATES NBD PJSC 4.75 18-FEB-2022 Reg-S (SENIOR) 0.009% BNDEMIRATES TELECOM 0.015% EQUITYEMIRATES TELECOMMUNICATION CORP LT 2.75 18-JUN-2026 Reg-S (SENIOR) 0.002% BNDEMIRATES TELECOMMUNICATIONS GROUP 0.375 17-MAY-2028 Reg-S (SENIOR) 0.001% BNDEML PAYMENTS LTD 0.003% EQUITYEMPIRE LTD CLASS A A 0.001% EQUITYEMPRESAS CMPC SA 0.001% EQUITYEMPRESAS COPEC SA 0.002% EQUITYEMS-CHEMIE HOLDING AG 0.002% EQUITYENABLE MIDSTREAM PARTNERS LP 4.95 15-MAY-2028 (SENIOR) 0.001% BNDENAGAS SA 0.001% EQUITYENBRIDGE INC 0.009% EQUITYENBRIDGE INC 2.5 01-AUG-2033 (SENIOR) 0.001% BNDENBRIDGE INC 3.125 15-NOV-2029 (SENIOR) 0.001% BNDENBRIDGE INC 3.4 01-AUG-2051 (SENIOR) 0.001% BNDENBRIDGE INC 4.25 01-DEC-2026 (SENIOR) 0.001% BNDENBRIDGE INC 5.5 01-DEC-2046 (SENIOR) 0.001% BNDENBW ENERGIE BADEN WUERTTEMBERG AG 1.375 31-AUG-2081 Reg-S (SUB) 0.001% BNDENBW ENERGIE BADEN WUERTTEMBERG AG 1.875 29-JUN-2080 Reg-S (SUB) 0.000% BNDENBW ENERGIE BADEN WUERTTEMBERG AG HYBRID 1.125 05-NOV-2079 Reg-S (SUB) 0.001% BNDENBW ENERGIE BADEN WUERTTEMBERG AG HYBRID 1.625 05-AUG-2079 Reg-S (SUB) 0.001% BNDENCANA CORPORATION 6.5 15-AUG-2034 (SENIOR) 0.001% BNDENDEAVOUR GROUP LTD 0.070% EQUITYENDESA SA 0.003% EQUITYENEL 0.023% EQUITYENEL AMERICAS SA 0.001% EQUITYENEL CHILE SA 0.000% EQUITYENEL FINANCE INTERNATIONAL NV 0.5 17-JUN-2030 Reg-S (SENIOR) 0.002% BNDENEL SPA 3.375 24-NOV-2081 Reg-S (JUNIOR SUB) 0.001% BNDENEL SPA 3.5 24-MAY-2080 Reg-S (JUNIOR SUB) 0.001% BNDENEL SPA HYBRID 2.5 24-NOV-2078 Reg-S (JUNIOR SUB) 0.001% BNDENEL SPA PERP 1.375 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDENEL SPA PERP 1.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDENEL SPA PERP 2.25 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDENEOS HOLDINGS INC 0.004% EQUITYENERGISA UNITS SA UNIT 0.000% EQUITYENERGY ABSOLUTE NON-VOTING DR PCL 0.002% EQUITYENERGY ABSOLUTE PCL 0.000% EQUITYENERGY ABSOLUTE PCL F 0.001% EQUITYENERGY PARTNERSHIP GAS PTY LTD 3.642 11-DEC-2024 Reg-S (SENIOR) 0.006% BNDENERGY TRANSFER OPERATING LP 2.9 15-MAY-2025 (SENIOR) 0.001% BNDENERGY TRANSFER OPERATING LP 3.75 15-MAY-2030 (SENIOR) 0.001% BNDENERGY TRANSFER OPERATING LP 5.0 15-MAY-2050 (SENIOR) 0.002% BNDENERGY TRANSFER OPERATING LP 5.25 15-APR-2029 (SENIOR) 0.002% BNDENERGY TRANSFER OPERATING LP 5.5 01-JUN-2027 (SENIOR) 0.001% BNDENERGY TRANSFER OPERATING LP 6.25 15-APR-2049 (SENIOR) 0.002% BNDENERGY TRANSFER PARTNERS LP 4.05 15-MAR-2025 (SENIOR) 0.001% BND

ENERGY TRANSFER PARTNERS LP 4.75 15-JAN-2026 (SENIOR) 0.001% BNDENERGY TRANSFER PARTNERS LP 4.95 15-JUN-2028 (SENIOR) 0.001% BNDENERGY TRANSFER PARTNERS LP 5.15 15-MAR-2045 (SENIOR) 0.001% BNDENERGY TRANSFER PARTNERS LP 5.3 15-APR-2047 (SENIOR) 0.001% BNDENERGY TRANSFER PARTNERS LP 6.0 15-JUN-2048 (SENIOR) 0.001% BNDENERGY TRANSFER PARTNERS LP 6.125 15-DEC-2045 (SENIOR) 0.001% BNDENERGY TRANSFER PARTNERS LP 6.5 01-FEB-2042 (SENIOR) 0.001% BNDENGIE BRASIL ENERGIA SA 0.000% EQUITYENGIE SA 0.000% EQUITYENGIE SA 0.008% EQUITYENGIE SA HYBRID-P 1.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDENGIE SA HYBRID-P 1.625 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDENGIE SA HYBRID-P 1.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDENGIE SA HYBRID-P 3.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDENI 0.012% EQUITYENI SPA 0.625 23-JAN-2030 Reg-S (SENIOR) 0.001% BNDENI SPA 2.0 18-MAY-2031 Reg-S (SENIOR) 0.001% BNDENI SPA 3.625 29-JAN-2029 Reg-S (SENIOR) 0.001% BNDENI SPA NC6 HYBRID-P 2.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDENI SPA PERP 2.625 31-DEC-2049 Reg-S (JUNIOR SUB) 0.002% BNDENI SPA PERP 2.75 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDENI SPA PERP 3.375 31-DEC-2049 Reg-S (JUNIOR SUB) 0.002% BNDENN ENERGY HOLDINGS LTD 0.012% EQUITYENN NATURAL GAS LTD A A 0.000% EQUITYENNOSTAR INC 0.000% EQUITYENPHASE ENERGY INC 0.001% EQUITYENTAIN PLC 0.001% EQUITYENTEGRIS INC 0.001% EQUITYENTERGY CORP 0.006% EQUITYENTERGY CORPORATION 0.9 15-SEP-2025 (SENIOR) 0.001% BNDENTERGY CORPORATION 2.95 01-SEP-2026 (SENIOR) 0.001% BNDENTERGY LOUISIANA LLC 4.2 01-SEP-2048 (SECURED) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 2.8 31-JAN-2030 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 3.125 31-JUL-2029 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 3.2 15-FEB-2052 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 3.3 15-FEB-2053 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 3.7 15-FEB-2026 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 3.7 31-JAN-2051 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 3.75 15-FEB-2025 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 3.95 31-JAN-2060 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 4.15 16-OCT-2028 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 4.2 31-JAN-2050 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 4.25 15-FEB-2048 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 4.45 15-FEB-2043 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 4.8 01-FEB-2049 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 4.85 15-AUG-2042 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 4.85 15-MAR-2044 (SENIOR) 0.002% BNDENTERPRISE PRODUCTS OPERATING LLC 4.9 15-MAY-2046 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 5.1 15-FEB-2045 (SENIOR) 0.001% BNDENTERPRISE PRODUCTS OPERATING LLC 5.95 01-FEB-2041 (SENIOR) 0.001% BNDEOG RESOURCES INC 0.013% EQUITYEOG RESOURCES INC 4.15 15-JAN-2026 (SENIOR) 0.001% BNDEOG RESOURCES INC 4.375 15-APR-2030 (SENIOR) 0.001% BNDEOG RESOURCES INC 4.95 15-APR-2050 (SENIOR) 0.001% BNDEP INFRASTRUCTURE AS 1.659 26-APR-2024 Reg-S (SENIOR) 0.001% BND

EP INFRASTRUCTURE AS 1.698 30-JUL-2026 Reg-S (SENIOR) 0.001% BNDEP INFRASTRUCTURE AS 1.816 02-MAR-2031 Reg-S (SENIOR) 0.001% BNDEP INFRASTRUCTURE AS 2.045 09-OCT-2028 Reg-S (SENIOR) 0.000% BNDEPAM SYSTEMS INC 0.002% EQUITYEPIROC CLASS A 0.001% EQUITYEPIROC CLASS A 0.001% EQUITYEPIROC CLASS B 0.000% EQUITYEPIROC CLASS B 0.000% EQUITYEQT 0.001% EQUITYEQT AB 0.875 14-MAY-2031 Reg-S (SENIOR) 0.001% BNDEQUATORIAL ENERGIA SA 0.001% EQUITYEQUIFAX INC 0.004% EQUITYEQUIFAX INC 2.35 15-SEP-2031 (SENIOR) 0.001% BNDEQUINIX INC 0.25 15-MAR-2027 (SENIOR) 0.001% BNDEQUINIX INC 2.15 15-JUL-2030 (SENIOR) 0.001% BNDEQUINIX INC 3.2 18-NOV-2029 (SENIOR) 0.001% BNDEQUINIX INC REIT 2.5 15-MAY-2031 (SENIOR) 0.001% BNDEQUINIX REIT INC REIT 0.008% EQUITYEQUINOR 0.009% EQUITYEQUINOR ASA 1.75 22-JAN-2026 (SENIOR) 0.001% BNDEQUINOR ASA 2.375 22-MAY-2030 (SENIOR) 0.001% BNDEQUINOR ASA 2.875 06-APR-2025 (SENIOR) 0.001% BNDEQUINOR ASA 3.125 06-APR-2030 (SENIOR) 0.001% BNDEQUINOR ASA 3.25 18-NOV-2049 (SENIOR) 0.001% BNDEQUINOR ASA 3.625 10-SEP-2028 (SENIOR) 0.001% BNDEQUINOR ASA 3.7 06-APR-2050 (SENIOR) 0.001% BNDEQUINOR ASA 3.95 15-MAY-2043 (SENIOR) 0.001% BNDEQUINOR ASA 4.8 08-NOV-2043 (SENIOR) 0.001% BNDEQUINOR ASA 5.1 17-AUG-2040 (SENIOR) 0.001% BNDEQUITABLE FINANCIAL LIFE GLOBAL FU 0.6 16-JUN-2028 Reg-S (SECURED) 0.000% BNDEQUITABLE HOLDINGS INC 0.000% EQUITYEQUITABLE HOLDINGS INC 0.003% EQUITYEQUITY LIFESTYLE PROPERTIES REIT I REIT 0.001% EQUITYEQUITY RESIDENTIAL REIT REIT 0.008% EQUITYEREGLI DEMIR VE CELIK FABRIKALARI A 0.002% EQUITYERG SPA 0.5 11-SEP-2027 Reg-S (SENIOR) 0.001% BNDERG SPA 1.875 11-APR-2025 Reg-S (SENIOR) 0.001% BNDERICSSON CLASS B B 0.004% EQUITYERIE INDEMNITY CLASS A A 0.000% EQUITYERP OPERATING LIMITED PARTNERSHIP 4.5 01-JUL-2044 (SENIOR) 0.001% BNDERSTE GROUP BANK AG 0.003% EQUITYERSTE GROUP BANK AG 0.1 16-NOV-2028 Reg-S (SENIOR PREFERRED) 0.001% BNDERSTE GROUP BANK AG 0.25 27-JAN-2031 Reg-S (SENIOR PREFERRED) 0.000% BNDERSTE GROUP BANK AG 0.875 22-MAY-2026 Reg-S (SENIOR) 0.001% BNDERSTE GROUP BANK AG T2 1.0 10-JUN-2030 Reg-S (SUB) 0.001% BNDERSTE GROUP BANK AG T2 1.625 08-SEP-2031 Reg-S (SENIOR SUB) 0.001% BNDESB FINANCE DAC 1.125 11-JUN-2030 Reg-S (SENIOR) 0.001% BNDESB FINANCE LTD 1.875 14-JUN-2031 Reg-S (SENIOR) 0.001% BNDESR CAYMAN LTD 0.003% EQUITYESSELUNGA SPA 0.875 25-OCT-2023 Reg-S (SENIOR) 0.001% BNDESSELUNGA SPA 1.875 25-OCT-2027 Reg-S (SENIOR) 0.001% BNDESSENTIAL UTILITIES INC 0.001% EQUITYESSEX PROPERTY TRUST REIT INC REIT 0.006% EQUITYESSILORLUXOTTICA SA 0.014% EQUITYESSITY AB (PUBL) 0.25 08-FEB-2031 Reg-S (SENIOR) 0.001% BND

ESSITY CLASS B 0.007% EQUITYESTEE LAUDER INC CLASS A A 0.010% EQUITYETABLISSEMENTEN FRANZ COLRUYT NV 0.001% EQUITYETERNAL MATERIALS LTD 0.001% EQUITYETIHAD ETISALAT 0.001% EQUITYETSA UTILITIES FINANCE PTY LTD 1.1015 13-DEC-2023 Reg-S (SENIOR) 0.062% BNDETSA UTILITIES FINANCE PTY LTD 3.5 29-AUG-2024 Reg-S (SENIOR) 0.008% BNDETSY INC 0.002% EQUITYEURAZEO 0.001% EQUITYEURO STOXX 50 DIVIDEND XEUR DEC 22 DED 16-DEC-2022 0.472% FUTUREEURO STOXX 50 DIVIDEND XEUR DEC 23 DED 15-DEC-2023 0.967% FUTUREEURO STOXX 50 JUN 19 VG 21-JUN-2019 0.003% FUTUREEURO STOXX 50 MAR 22 VG 18-MAR-2022 0.002% FUTUREEUROBANK HOLDINGS SA R 0.001% EQUITYEUROFIMA 2.6 13-JAN-2027 (SENIOR) 0.001% BNDEUROFIMA 3.35 21-MAY-2029 (SENIOR) 0.003% BNDEUROFIMA 3.9 19-DEC-2025 (SENIOR) 0.003% BNDEUROFINS SCIENTIFIC 0.001% EQUITYEUROFINS SCIENTIFIC 0.001% EQUITYEUROFINS SCIENTIFIC SE 0.875 19-MAY-2031 Reg-S (SENIOR) 0.001% BNDEURONET WORLDWIDE INC. 1.375 22-MAY-2026 (SENIOR) 0.001% BNDEURONEXT NV 0.001% EQUITYEURONEXT NV 0.75 17-MAY-2031 Reg-S (SENIOR) 0.001% BNDEURONEXT NV 1.125 12-JUN-2029 Reg-S (SENIOR) 0.001% BNDEUROPEAN INVESTMENT BANK 1.45 25-JAN-2024 Reg-S (SENIOR) 0.001% BNDEUROPEAN INVESTMENT BANK 2.8 15-JAN-2021 (SENIOR) 0.003% BNDEUROPEAN INVESTMENT BANK 2.9 17-OCT-2025 Reg-S (SENIOR) 0.003% BNDEUROPEAN INVESTMENT BANK 3.1 17-AUG-2026 Reg-S (SENIOR) 0.005% BNDEUROPEAN INVESTMENT BANK 3.3 03-FEB-2028 (SENIOR) 0.005% BNDEUROPEAN INVESTMENT BANK 3.3 25-MAY-2029 (SENIOR) 0.004% BNDEUROPEAN INVESTMENT BANK 4.75 07-AUG-2024 Reg-S (SENIOR) 0.009% BNDEUROPEAN INVESTMENT BANK 5.0 22-AUG-2022 (SENIOR) 0.011% BNDEUROPEAN INVESTMENT BANK 6.25 08-JUN-2021 (SENIOR) 0.008% BNDEUSTREAM AS 1.625 25-JUN-2027 Reg-S (SENIOR) 0.001% BNDEUTELSAT COMMUNICATIONS SA 0.000% EQUITYEUTELSAT SA 1.5 13-OCT-2028 Reg-S (SENIOR) 0.001% BNDEUTELSAT SA 2.0 02-OCT-2025 Reg-S (SENIOR) 0.001% BNDEUTELSAT SA 2.25 13-JUL-2027 Reg-S (SENIOR) 0.001% BNDEVA AIRWAYS CORP 0.001% EQUITYEVE ENERGY LTD A A 0.001% EQUITYEVE ENERGY LTD A A 0.001% EQUITYEVENT HOSPITALITY AND ENTERTAINMEN 0.004% EQUITYEVERBRIGHT SECURITIES LTD A A 0.000% EQUITYEVERBRIGHT SECURITIES LTD A A 0.000% EQUITYEVEREST RE GROUP LTD 0.003% EQUITYEVEREST REINSURANCE HOLDINGS INC 3.125 15-OCT-2052 (SENIOR) 0.001% BNDEVEREST REINSURANCE HOLDINGS INC 3.5 15-OCT-2050 (SENIOR) 0.001% BNDEVERGRANDE PROPERTY SERVICES GROUP 0.000% EQUITYEVERGREEN MARINE CORP (TAIWAN) LTD 0.011% EQUITYEVERGY INC 0.004% EQUITYEVERGY INC 2.9 15-SEP-2029 (SENIOR) 0.001% BNDEVERSOURCE ENERGY 0.008% EQUITYEVOLUTION 0.001% EQUITYEVOLUTION MINING LTD 0.020% EQUITYEVONIK INDUSTRIES AG 0.002% EQUITY

EVRAZ 0.001% EQUITYEXACT SCIENCES CORP 0.001% EQUITYEXELON CORP 0.014% EQUITYEXELON CORPORATION 3.4 15-APR-2026 (SENIOR) 0.001% BNDEXELON CORPORATION 3.95 15-JUN-2025 (SENIOR) 0.001% BNDEXELON CORPORATION 4.05 15-APR-2030 (SENIOR) 0.001% BNDEXELON CORPORATION 4.45 15-APR-2046 (SENIOR) 0.001% BNDEXELON CORPORATION 4.7 15-APR-2050 (SENIOR) 0.001% BNDEXELON GENERATION CO LLC 5.6 15-JUN-2042 (SENIOR) 0.001% BNDEXELON GENERATION CO LLC 6.25 01-OCT-2039 (SENIOR) 0.001% BNDEXELON GENERATION COMPANY LLC 3.25 01-JUN-2025 (SENIOR) 0.001% BNDEXIDE INDUSTRIES LTD 0.000% EQUITYEXOR NV 0.001% EQUITYEXOR NV 0.875 19-JAN-2031 Reg-S (SENIOR) 0.001% BNDEXOR NV 1.75 18-JAN-2028 Reg-S (SENIOR) 0.001% BNDEXOR NV 2.125 02-DEC-2022 Reg-S (SENIOR) 0.001% BNDEXPEDIA GROUP INC 0.003% EQUITYEXPEDIA GROUP INC 2.95 15-MAR-2031 (SENIOR) 0.001% BNDEXPEDIA GROUP INC 4.625 01-AUG-2027 (SENIOR) 0.001% BNDEXPEDIA INC 3.25 15-FEB-2030 (SENIOR) 0.001% BNDEXPEDIA INC 3.8 15-FEB-2028 (SENIOR) 0.001% BNDEXPEDIA INC 5.0 15-FEB-2026 (SENIOR) 0.001% BNDEXPEDITORS INTERNATIONAL OF WASHIN 0.003% EQUITYEXPERIAN PLC 0.005% EQUITYEXPORT DEVELOPMENT CANADA 2.4 07-JUN-2021 (SENIOR) 0.001% BNDEXPORT DEVELOPMENT CANADA 2.7 24-OCT-2022 Reg-S (SECURED) 0.007% BNDEXPORT DEVELOPMENT CANADA GOVTGUAR 2.8 31-MAY-2023 (SENIOR) 0.004% BNDEXPORT FINANCE & INSURANCE (LT GTD GOVTGUAR 6.0 12-NOV-2020 0.002% BNDEXPORT FINANCE AND INSURANCE CORP GOVTGUAR 0.515 29-JAN-2024 Reg-S 0.002% BNDEXPORT FINANCE AND INSURANCE CORP GOVTGUAR 4.28 12-FEB-2026 0.002% BNDEXPORT-IMPORT BANK OF CHINA 2.875 26-APR-2026 Reg-S (SENIOR) 0.016% BNDEXPORT-IMPORT BANK OF INDIA 3.25 15-JAN-2030 Reg-S (SENIOR) 0.019% BNDEXPORT-IMPORT BANK OF INDIA 3.875 01-FEB-2028 Reg-S (SENIOR) 0.016% BNDEXPORT-IMPORT BANK OF KOREA 1.025 30-OCT-2023 Reg-S (SENIOR) 0.062% BNDEXPORT-IMPORT BANK OF KOREA 1.25 21-SEP-2030 (SENIOR) 0.014% BNDEXPORT-IMPORT BANK OF KOREA 1.311 29-MAY-2023 Reg-S (SENIOR) 0.012% BNDEXPORT-IMPORT BANK OF KOREA 1.46757 27-APR-2023 Reg-S (SENIOR) 0.031% BNDEXPORT-IMPORT BANK OF KOREA 2.375 21-APR-2027 (SENIOR) 0.016% BNDEXPORT-IMPORT BANK OF KOREA 3.25 10-NOV-2025 (SENIOR) 0.032% BNDEXPORT-IMPORT BANK OF KOREA 3.5 14-FEB-2022 Reg-S (SENIOR) 0.006% BNDEXPORT-IMPORT BANK OF KOREA 3.7 19-FEB-2021 Reg-S (SENIOR) 0.001% BNDEXPORT-IMPORT BANK OF KOREA 4.0 07-JUN-2027 Reg-S (SENIOR) 0.009% BNDEXPORT-IMPORT BANK OF THAILAND 1.457 15-OCT-2025 Reg-S (SENIOR) 0.015% BNDEXTRA SPACE STORAGE REIT INC REIT 0.007% EQUITYEXXARO RESOURCES LTD 0.001% EQUITYEXXON MOBIL CORP 0.065% EQUITYEXXON MOBIL CORP 0.524 26-JUN-2028 (SENIOR) 0.001% BNDEXXON MOBIL CORP 2.275 16-AUG-2026 (SENIOR) 0.001% BNDEXXON MOBIL CORP 2.44 16-AUG-2029 (SENIOR) 0.001% BNDEXXON MOBIL CORP 2.61 15-OCT-2030 (SENIOR) 0.002% BNDEXXON MOBIL CORP 2.709 06-MAR-2025 (SENIOR) 0.002% BNDEXXON MOBIL CORP 2.992 19-MAR-2025 (SENIOR) 0.003% BNDEXXON MOBIL CORP 2.995 16-AUG-2039 (SENIOR) 0.001% BNDEXXON MOBIL CORP 3.043 01-MAR-2026 (SENIOR) 0.002% BNDEXXON MOBIL CORP 3.095 16-AUG-2049 (SENIOR) 0.001% BND

EXXON MOBIL CORP 3.294 19-MAR-2027 (SENIOR) 0.001% BNDEXXON MOBIL CORP 3.452 15-APR-2051 (SENIOR) 0.003% BNDEXXON MOBIL CORP 3.482 19-MAR-2030 (SENIOR) 0.002% BNDEXXON MOBIL CORP 3.567 06-MAR-2045 (SENIOR) 0.001% BNDEXXON MOBIL CORP 4.114 01-MAR-2046 (SENIOR) 0.003% BNDEXXON MOBIL CORP 4.227 19-MAR-2040 (SENIOR) 0.002% BNDEXXON MOBIL CORP 4.327 19-MAR-2050 (SENIOR) 0.003% BNDF&F LTD 0.001% EQUITYF5 INC 0.003% EQUITYFACTSET RESEARCH SYSTEMS INC 0.001% EQUITYFAIR ISAAC CORP 0.001% EQUITYFAIRFAX FINANCIAL HOLDINGS LTD 2.75 29-MAR-2028 Reg-S (SENIOR) 0.001% BNDFAIRFAX FINANCIAL HOLDINGS SUB VOT 0.001% EQUITYFALABELLA SACI SA 0.001% EQUITYFAMILYMART LTD 0.000% EQUITYFANGDA CARBON NEW MATERIAL LTD A A 0.001% EQUITYFANGDA CARBON NEW MATERIAL LTD A A 0.000% EQUITYFANUC CORP 0.005% EQUITYFAR EAST HORIZON LTD RED 0.001% EQUITYFAR EASTERN INTERNATIONAL BANK 0.000% EQUITYFAR EASTERN NEW CENTURY CORP 0.003% EQUITYFAR EASTONE TELECOMMUNICATIONS LTD 0.003% EQUITYFAST RETAILING LTD 0.004% EQUITYFASTENAL 0.003% EQUITYFASTIGHETS AB BALDER 1.125 29-JAN-2027 Reg-S (SENIOR) 0.001% BNDFASTIGHETS AB BALDER 1.875 14-MAR-2025 Reg-S (SENIOR) 0.000% BNDFASTIGHETS AB BALDER 1.875 23-JAN-2026 Reg-S (SENIOR) 0.001% BNDFASTIGHETS BALDER CLASS B B 0.001% EQUITYFAURECIA 0.002% EQUITYFAW JIEFANG GROUP LTD A A 0.000% EQUITYFAW JIEFANG GROUP LTD A A 0.000% EQUITYFAWRY FOR BANKING TECHNOLOGY AND E 0.000% EQUITYFBG FINANCE PTY LTD 3.25 06-SEP-2022 Reg-S (SENIOR) 0.001% BNDFBG FINANCE PTY LTD 3.75 06-SEP-2024 Reg-S (SENIOR) 0.001% BNDFBG FINANCE PTY LTD 4.1 06-SEP-2027 Reg-S (SENIOR) 0.010% BNDFCA BANK SPA (DUBLIN BRANCH) 0.125 16-NOV-2023 Reg-S (SENIOR) 0.001% BNDFCA BANK SPA (DUBLIN BRANCH) 0.5 13-SEP-2024 Reg-S (SENIOR) 0.001% BNDFCA BANK SPA (DUBLIN BRANCH) 0.5 18-SEP-2023 Reg-S (SENIOR) 0.001% BNDFCA BANK SPA 16-APR-2024 Reg-S (SENIOR) 0.001% BNDFCC AQUALIA SA 2.629 08-JUN-2027 Reg-S (SECURED) 0.001% BNDFCC SERVICIOS MEDIO AMBIENTE HOLDI 1.661 04-DEC-2026 Reg-S (SENIOR) 0.001% BNDFCE BANK PLC 1.615 11-MAY-2023 Reg-S (SENIOR) 0.001% BNDFEDERAL BANK LTD 0.001% EQUITYFEDERAL REALTY INVESTMENT TRUST RE REIT 0.001% EQUITYFEDEX CORP 0.016% EQUITYFEDEX CORP 0.45 04-MAY-2029 (SENIOR) 0.001% BNDFEDEX CORP 1.3 05-AUG-2031 (SENIOR) 0.001% BNDFEDEX CORP 1.625 11-JAN-2027 (SENIOR) 0.002% BNDFEDEX CORP 2.4 15-MAY-2031 (SENIOR) 0.001% BNDFEDEX CORP 3.1 05-AUG-2029 (SENIOR) 0.001% BNDFEDEX CORP 3.25 01-APR-2026 (SENIOR) 0.001% BNDFEDEX CORP 3.25 15-MAY-2041 (SENIOR) 0.001% BNDFEDEX CORP 4.05 15-FEB-2048 (SENIOR) 0.001% BNDFEDEX CORP 4.25 15-MAY-2030 (SENIOR) 0.001% BNDFEDEX CORP 4.4 15-JAN-2047 (SENIOR) 0.001% BND

FEDEX CORP 4.55 01-APR-2046 (SENIOR) 0.001% BNDFEDEX CORP 4.75 15-NOV-2045 (SENIOR) 0.001% BNDFEDEX CORP 4.95 17-OCT-2048 (SENIOR) 0.001% BNDFEDEX CORP 5.1 15-JAN-2044 (SENIOR) 0.001% BNDFEDEX CORP 5.25 15-MAY-2050 (SENIOR) 0.002% BNDFENG TAY ENTERPRISES LTD 0.003% EQUITYFERGUSON 0.001% EQUITYFERGUSON PLC 0.002% EQUITYFERRARI NV 0.004% EQUITYFERROVIAL EMISIONES SA 0.54 12-NOV-2028 Reg-S (SENIOR) 0.001% BNDFERROVIAL SA 0.002% EQUITYFGOLD 15YR FGE02686 4.0 01-APR-2025 0.000% MBSFGOLD 15YR FGE02697 4.0 01-JUN-2025 0.000% MBSFGOLD 15YR FGE02703 4.0 01-JUL-2025 0.000% MBSFGOLD 15YR FGE02710 4.0 01-AUG-2025 0.000% MBSFGOLD 15YR FGE02722 4.0 01-SEP-2025 0.000% MBSFGOLD 15YR FGE02746 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGE02801 3.0 01-DEC-2025 0.000% MBSFGOLD 15YR FGE02866 4.0 01-APR-2026 0.000% MBSFGOLD 15YR FGE03054 3.0 01-FEB-2027 0.000% MBSFGOLD 15YR FGE03077 3.0 01-MAR-2027 0.000% MBSFGOLD 15YR FGE03100 2.5 01-MAR-2027 0.000% MBSFGOLD 15YR FGE04114 2.5 01-NOV-2027 0.000% MBSFGOLD 15YR FGE04223 2.5 01-JAN-2028 0.000% MBSFGOLD 15YR FGE04229 2.5 01-FEB-2028 0.000% MBSFGOLD 15YR FGE09000 3.0 01-JUN-2027 0.000% MBSFGOLD 15YR FGG16550 3.0 01-MAY-2033 0.001% MBSFGOLD 15YR FGJ05315 5.0 01-AUG-2022 0.000% MBSFGOLD 15YR FGJ05523 5.5 01-SEP-2022 0.000% MBSFGOLD 15YR FGJ05653 5.5 01-OCT-2022 0.000% MBSFGOLD 15YR FGJ06512 5.0 01-DEC-2022 0.000% MBSFGOLD 15YR FGJ06523 5.5 01-JAN-2023 0.000% MBSFGOLD 15YR FGJ07221 4.5 01-MAR-2023 0.000% MBSFGOLD 15YR FGJ07547 4.5 01-APR-2023 0.000% MBSFGOLD 15YR FGJ07813 4.5 01-MAY-2023 0.000% MBSFGOLD 15YR FGJ07853 5.0 01-MAY-2023 0.000% MBSFGOLD 15YR FGJ08623 5.0 01-SEP-2023 0.000% MBSFGOLD 15YR FGJ09210 4.5 01-JAN-2024 0.000% MBSFGOLD 15YR FGJ09311 4.5 01-FEB-2024 0.000% MBSFGOLD 15YR FGJ09470 4.5 01-APR-2024 0.000% MBSFGOLD 15YR FGJ09580 4.0 01-APR-2024 0.000% MBSFGOLD 15YR FGJ09591 4.0 01-MAY-2024 0.000% MBSFGOLD 15YR FGJ09598 4.0 01-MAY-2024 0.000% MBSFGOLD 15YR FGJ09661 4.0 01-APR-2024 0.000% MBSFGOLD 15YR FGJ09952 4.0 01-JUL-2024 0.000% MBSFGOLD 15YR FGJ10319 4.5 01-JUL-2024 0.000% MBSFGOLD 15YR FGJ10328 4.5 01-JUL-2024 0.000% MBSFGOLD 15YR FGJ10727 4.5 01-OCT-2024 0.000% MBSFGOLD 15YR FGJ10832 4.5 01-SEP-2024 0.000% MBSFGOLD 15YR FGJ10870 4.5 01-SEP-2024 0.000% MBSFGOLD 15YR FGJ11008 4.0 01-NOV-2024 0.000% MBSFGOLD 15YR FGJ11189 4.0 01-NOV-2024 0.000% MBSFGOLD 15YR FGJ11372 5.0 01-DEC-2024 0.000% MBSFGOLD 15YR FGJ11383 4.0 01-DEC-2024 0.000% MBSFGOLD 15YR FGJ11518 4.0 01-JAN-2025 0.000% MBS

FGOLD 15YR FGJ11625 4.0 01-FEB-2025 0.000% MBSFGOLD 15YR FGJ11627 4.0 01-FEB-2025 0.000% MBSFGOLD 15YR FGJ11672 4.0 01-FEB-2025 0.000% MBSFGOLD 15YR FGJ11686 4.0 01-FEB-2025 0.000% MBSFGOLD 15YR FGJ11697 4.0 01-DEC-2024 0.000% MBSFGOLD 15YR FGJ11700 4.0 01-FEB-2025 0.000% MBSFGOLD 15YR FGJ11824 4.0 01-MAR-2025 0.000% MBSFGOLD 15YR FGJ11852 4.0 01-MAR-2025 0.000% MBSFGOLD 15YR FGJ11867 4.0 01-MAR-2025 0.000% MBSFGOLD 15YR FGJ11931 4.0 01-MAR-2025 0.000% MBSFGOLD 15YR FGJ12033 4.0 01-APR-2025 0.000% MBSFGOLD 15YR FGJ12041 4.5 01-APR-2025 0.000% MBSFGOLD 15YR FGJ12052 4.0 01-APR-2025 0.000% MBSFGOLD 15YR FGJ12077 4.5 01-APR-2025 0.000% MBSFGOLD 15YR FGJ12142 4.0 01-APR-2025 0.000% MBSFGOLD 15YR FGJ12208 4.0 01-MAY-2025 0.000% MBSFGOLD 15YR FGJ12212 4.0 01-MAY-2025 0.000% MBSFGOLD 15YR FGJ12223 4.5 01-MAY-2025 0.000% MBSFGOLD 15YR FGJ12233 4.0 01-MAY-2025 0.000% MBSFGOLD 15YR FGJ12359 4.0 01-JUN-2025 0.000% MBSFGOLD 15YR FGJ12372 4.0 01-JUN-2025 0.000% MBSFGOLD 15YR FGJ12547 4.0 01-JUL-2025 0.000% MBSFGOLD 15YR FGJ12794 4.0 01-AUG-2025 0.000% MBSFGOLD 15YR FGJ12813 4.0 01-AUG-2025 0.000% MBSFGOLD 15YR FGJ12960 3.5 01-OCT-2025 0.000% MBSFGOLD 15YR FGJ13043 4.5 01-SEP-2025 0.000% MBSFGOLD 15YR FGJ13157 4.0 01-OCT-2025 0.000% MBSFGOLD 15YR FGJ13236 3.5 01-OCT-2025 0.000% MBSFGOLD 15YR FGJ13273 3.5 01-OCT-2025 0.000% MBSFGOLD 15YR FGJ13300 3.5 01-OCT-2025 0.000% MBSFGOLD 15YR FGJ13382 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGJ13432 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGJ13477 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGJ13542 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGJ13562 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGJ13582 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGJ13585 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR FGJ13795 3.5 01-DEC-2025 0.000% MBSFGOLD 15YR FGJ13809 3.5 01-DEC-2025 0.000% MBSFGOLD 15YR FGJ13878 3.5 01-JAN-2026 0.000% MBSFGOLD 15YR FGJ13904 3.5 01-DEC-2025 0.000% MBSFGOLD 15YR FGJ14221 3.5 01-JAN-2026 0.000% MBSFGOLD 15YR FGJ14241 3.0 01-JAN-2026 0.000% MBSFGOLD 15YR FGJ14352 4.0 01-FEB-2026 0.000% MBSFGOLD 15YR FGJ14479 3.5 01-FEB-2026 0.000% MBSFGOLD 15YR FGJ14490 3.5 01-FEB-2026 0.000% MBSFGOLD 15YR FGJ14731 3.5 01-MAR-2026 0.000% MBSFGOLD 15YR FGJ14781 3.5 01-MAR-2026 0.000% MBSFGOLD 15YR FGJ14888 3.5 01-APR-2026 0.000% MBSFGOLD 15YR FGJ15071 4.0 01-APR-2026 0.000% MBSFGOLD 15YR FGJ15170 3.5 01-MAY-2026 0.000% MBSFGOLD 15YR FGJ15306 3.5 01-MAY-2026 0.000% MBSFGOLD 15YR FGJ15449 4.0 01-MAY-2026 0.000% MBSFGOLD 15YR FGJ15501 4.0 01-MAY-2026 0.000% MBSFGOLD 15YR FGJ15721 3.5 01-JUN-2026 0.000% MBS

FGOLD 15YR FGJ15732 3.5 01-JUN-2026 0.000% MBSFGOLD 15YR FGJ16002 4.0 01-JUL-2026 0.000% MBSFGOLD 15YR FGJ16034 3.5 01-JUL-2026 0.000% MBSFGOLD 15YR FGJ16148 3.5 01-JUL-2026 0.000% MBSFGOLD 15YR FGJ16319 3.5 01-AUG-2026 0.000% MBSFGOLD 15YR FGJ16400 3.5 01-AUG-2026 0.000% MBSFGOLD 15YR FGJ16584 3.5 01-SEP-2026 0.000% MBSFGOLD 15YR FGJ16778 3.5 01-OCT-2026 0.000% MBSFGOLD 15YR FGJ16932 3.0 01-OCT-2026 0.000% MBSFGOLD 15YR FGJ17233 3.0 01-NOV-2026 0.000% MBSFGOLD 15YR FGJ17316 3.0 01-NOV-2026 0.000% MBSFGOLD 15YR FGJ17449 3.0 01-DEC-2026 0.000% MBSFGOLD 15YR FGJ17530 3.0 01-DEC-2026 0.000% MBSFGOLD 15YR FGJ18061 3.0 01-FEB-2027 0.000% MBSFGOLD 15YR FGJ18100 3.0 01-FEB-2027 0.000% MBSFGOLD 15YR FGJ18101 3.0 01-FEB-2027 0.000% MBSFGOLD 15YR FGJ18361 3.5 01-MAR-2027 0.000% MBSFGOLD 15YR FGJ18519 3.0 01-APR-2027 0.000% MBSFGOLD 15YR FGJ18686 3.5 01-APR-2027 0.000% MBSFGOLD 15YR FGJ18749 3.0 01-APR-2027 0.000% MBSFGOLD 15YR FGJ18759 3.0 01-APR-2027 0.000% MBSFGOLD 15YR FGJ18830 3.0 01-APR-2027 0.000% MBSFGOLD 15YR FGJ18842 3.0 01-APR-2027 0.000% MBSFGOLD 15YR FGJ19106 3.0 01-MAY-2027 0.000% MBSFGOLD 15YR FGJ19124 3.0 01-MAY-2027 0.000% MBSFGOLD 15YR FGJ19158 3.0 01-MAY-2027 0.000% MBSFGOLD 15YR FGJ19160 3.0 01-MAY-2027 0.000% MBSFGOLD 15YR FGJ19245 3.0 01-MAY-2027 0.000% MBSFGOLD 15YR FGJ19282 3.0 01-JUN-2027 0.000% MBSFGOLD 15YR FGJ19287 3.0 01-JUN-2027 0.000% MBSFGOLD 15YR FGJ19613 3.0 01-JUL-2027 0.000% MBSFGOLD 15YR FGJ19628 2.5 01-JUL-2027 0.000% MBSFGOLD 15YR FGJ19927 3.0 01-AUG-2027 0.000% MBSFGOLD 15YR FGJ19954 3.0 01-AUG-2027 0.000% MBSFGOLD 15YR FGJ19982 3.0 01-AUG-2027 0.000% MBSFGOLD 15YR FGJ20072 2.5 01-AUG-2027 0.000% MBSFGOLD 15YR FGJ20129 2.5 01-AUG-2027 0.000% MBSFGOLD 15YR FGJ20286 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20359 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20465 2.5 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20469 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20471 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20514 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20515 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20577 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR FGJ20911 3.0 01-OCT-2022 0.000% MBSFGOLD 15YR FGJ20979 3.0 01-NOV-2027 0.000% MBSFGOLD 15YR FGJ21259 3.0 01-NOV-2027 0.000% MBSFGOLD 15YR FGJ21292 3.0 01-DEC-2022 0.000% MBSFGOLD 15YR FGJ21415 3.0 01-DEC-2022 0.000% MBSFGOLD 15YR FGJ21462 2.5 01-DEC-2027 0.000% MBSFGOLD 15YR FGJ21651 3.0 01-DEC-2027 0.000% MBSFGOLD 15YR FGJ21660 3.0 01-DEC-2027 0.000% MBSFGOLD 15YR FGJ21703 3.0 01-JAN-2028 0.000% MBSFGOLD 15YR FGJ21857 3.0 01-JAN-2028 0.000% MBS

FGOLD 15YR FGJ22489 2.5 01-FEB-2028 0.000% MBSFGOLD 15YR FGJ22537 3.0 01-FEB-2023 0.000% MBSFGOLD 15YR FGJ22586 2.0 01-MAR-2028 0.000% MBSFGOLD 15YR FGJ22854 2.5 01-MAR-2028 0.000% MBSFGOLD 15YR FGJ22862 2.0 01-MAR-2028 0.000% MBSFGOLD 15YR FGJ23233 2.5 01-APR-2028 0.000% MBSFGOLD 15YR FGJ23303 2.5 01-APR-2028 0.000% MBSFGOLD 15YR FGJ23436 2.5 01-APR-2028 0.000% MBSFGOLD 15YR FGJ23440 2.5 01-APR-2028 0.000% MBSFGOLD 15YR FGJ23582 3.0 01-MAY-2028 0.000% MBSFGOLD 15YR FGJ23876 2.5 01-MAY-2028 0.000% MBSFGOLD 15YR FGJ23906 2.5 01-MAY-2028 0.000% MBSFGOLD 15YR FGJ23921 2.5 01-MAY-2028 0.000% MBSFGOLD 15YR FGJ23926 2.5 01-MAY-2028 0.000% MBSFGOLD 15YR FGJ24237 2.5 01-JUN-2028 0.000% MBSFGOLD 15YR FGJ24291 2.5 01-JUN-2028 0.000% MBSFGOLD 15YR FGJ24400 3.0 01-JUN-2028 0.000% MBSFGOLD 15YR FGJ24619 2.5 01-JUN-2028 0.000% MBSFGOLD 15YR FGJ25400 3.0 01-SEP-2028 0.000% MBSFGOLD 15YR FGJ25576 2.5 01-SEP-2028 0.000% MBSFGOLD 15YR FGJ25759 2.0 01-AUG-2028 0.000% MBSFGOLD 15YR FGJ25777 2.0 01-SEP-2028 0.000% MBSFGOLD 15YR FGJ25793 2.5 01-SEP-2028 0.000% MBSFGOLD 15YR FGJ26100 3.0 01-OCT-2028 0.000% MBSFGOLD 15YR FGJ26144 3.5 01-OCT-2023 0.000% MBSFGOLD 15YR FGJ26255 3.0 01-NOV-2028 0.000% MBSFGOLD 15YR FGJ26553 2.0 01-DEC-2028 0.000% MBSFGOLD 15YR FGJ26566 3.5 01-NOV-2023 0.000% MBSFGOLD 15YR FGJ26571 3.5 01-DEC-2028 0.000% MBSFGOLD 15YR FGJ26604 3.5 01-DEC-2028 0.000% MBSFGOLD 15YR FGJ27887 3.0 01-APR-2029 0.000% MBSFGOLD 15YR FGJ28005 3.0 01-APR-2029 0.000% MBSFGOLD 15YR FGJ28142 3.0 01-MAY-2029 0.000% MBSFGOLD 15YR FGJ28150 3.0 01-MAY-2029 0.000% MBSFGOLD 15YR FGJ28430 3.5 01-JUN-2029 0.000% MBSFGOLD 15YR FGJ28544 3.0 01-JUN-2029 0.000% MBSFGOLD 15YR FGJ28739 2.5 01-JUL-2029 0.000% MBSFGOLD 15YR FGJ28823 2.5 01-JUL-2029 0.000% MBSFGOLD 15YR FGJ29072 2.5 01-AUG-2029 0.000% MBSFGOLD 15YR FGJ29087 2.5 01-AUG-2029 0.000% MBSFGOLD 15YR FGJ29143 3.5 01-AUG-2029 0.000% MBSFGOLD 15YR FGJ29231 3.0 01-JUL-2029 0.000% MBSFGOLD 15YR FGJ29374 3.5 01-SEP-2029 0.000% MBSFGOLD 15YR FGJ29563 3.5 01-OCT-2029 0.000% MBSFGOLD 15YR FGJ29580 3.5 01-OCT-2029 0.000% MBSFGOLD 15YR FGJ29639 2.5 01-OCT-2029 0.000% MBSFGOLD 15YR FGJ29662 3.0 01-OCT-2029 0.000% MBSFGOLD 15YR FGJ29932 3.0 01-NOV-2029 0.000% MBSFGOLD 15YR FGJ30143 2.5 01-DEC-2029 0.000% MBSFGOLD 15YR FGJ30275 3.0 01-JAN-2030 0.000% MBSFGOLD 15YR FGJ30284 3.5 01-NOV-2029 0.000% MBSFGOLD 15YR FGJ30303 3.5 01-JAN-2030 0.000% MBSFGOLD 15YR FGJ30475 3.0 01-NOV-2029 0.000% MBSFGOLD 15YR FGJ30525 2.5 01-JAN-2030 0.000% MBSFGOLD 15YR FGJ30723 3.5 01-FEB-2030 0.000% MBS

FGOLD 15YR FGJ30777 2.5 01-FEB-2030 0.000% MBSFGOLD 15YR FGJ30807 2.5 01-FEB-2030 0.000% MBSFGOLD 15YR FGJ30876 3.0 01-MAR-2030 0.000% MBSFGOLD 15YR FGJ31064 3.0 01-MAR-2030 0.000% MBSFGOLD 15YR FGJ31090 3.0 01-MAR-2030 0.000% MBSFGOLD 15YR FGJ31162 3.0 01-MAR-2030 0.000% MBSFGOLD 15YR FGJ31177 2.5 01-APR-2030 0.000% MBSFGOLD 15YR FGJ31296 2.5 01-APR-2030 0.000% MBSFGOLD 15YR FGJ31314 2.5 01-APR-2030 0.000% MBSFGOLD 15YR FGJ31336 2.5 01-APR-2030 0.000% MBSFGOLD 15YR FGJ31448 2.5 01-APR-2030 0.000% MBSFGOLD 15YR FGJ31468 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31489 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31551 3.0 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31552 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31571 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31673 2.5 01-JUN-2030 0.000% MBSFGOLD 15YR FGJ31700 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31704 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31755 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31759 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31837 3.0 01-JUN-2030 0.000% MBSFGOLD 15YR FGJ31839 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR FGJ31841 2.5 01-JUN-2030 0.000% MBSFGOLD 15YR FGJ31894 2.5 01-JUN-2030 0.000% MBSFGOLD 15YR FGJ31905 3.0 01-JUN-2030 0.000% MBSFGOLD 15YR FGJ31920 3.0 01-JUN-2030 0.000% MBSFGOLD 15YR FGJ32039 2.5 01-JUL-2030 0.000% MBSFGOLD 15YR FGJ32074 3.5 01-JUN-2030 0.000% MBSFGOLD 15YR FGJ32286 2.5 01-JUL-2030 0.000% MBSFGOLD 15YR FGJ32385 3.0 01-AUG-2030 0.000% MBSFGOLD 15YR FGJ32593 2.5 01-AUG-2030 0.000% MBSFGOLD 15YR FGJ32693 3.0 01-SEP-2030 0.000% MBSFGOLD 15YR FGJ32698 2.5 01-AUG-2030 0.000% MBSFGOLD 15YR FGJ32800 3.0 01-OCT-2030 0.000% MBSFGOLD 15YR FGJ32850 2.5 01-SEP-2030 0.000% MBSFGOLD 15YR FGJ33279 3.0 01-NOV-2030 0.000% MBSFGOLD 15YR FGJ33383 2.5 01-DEC-2030 0.000% MBSFGOLD 15YR FGJ33476 2.5 01-JAN-2031 0.000% MBSFGOLD 15YR FGJ33481 2.5 01-JAN-2031 0.000% MBSFGOLD 15YR FGJ33844 3.0 01-MAR-2031 0.000% MBSFGOLD 15YR FGJ33960 3.0 01-MAR-2031 0.000% MBSFGOLD 15YR FGJ33974 2.5 01-APR-2031 0.000% MBSFGOLD 15YR FGJ34627 3.0 01-JUN-2031 0.000% MBSFGOLD 15YR FGJ34647 3.0 01-JUN-2031 0.000% MBSFGOLD 15YR FGJ34708 2.5 01-JUN-2031 0.000% MBSFGOLD 15YR FGJ34727 3.0 01-JUL-2031 0.000% MBSFGOLD 15YR FGJ35107 2.5 01-AUG-2031 0.000% MBSFGOLD 15YR FGJ35336 2.5 01-SEP-2031 0.000% MBSFGOLD 15YR FGJ35416 2.5 01-OCT-2031 0.000% MBSFGOLD 15YR FGJ35522 2.5 01-OCT-2031 0.000% MBSFGOLD 15YR FGJ35571 2.5 01-OCT-2031 0.000% MBSFGOLD 15YR FGJ35741 2.5 01-NOV-2031 0.000% MBSFGOLD 15YR FGJ35863 2.5 01-DEC-2031 0.000% MBSFGOLD 15YR FGJ35914 3.0 01-DEC-2031 0.000% MBS

FGOLD 15YR FGJ35957 2.5 01-DEC-2031 0.001% MBSFGOLD 15YR FGJ36033 3.5 01-MAY-2031 0.000% MBSFGOLD 15YR FGJ36113 3.5 01-JAN-2032 0.000% MBSFGOLD 15YR FGJ36177 3.0 01-JAN-2032 0.000% MBSFGOLD 15YR FGJ36230 3.5 01-JAN-2032 0.000% MBSFGOLD 15YR FGJ36410 3.0 01-FEB-2032 0.000% MBSFGOLD 15YR FGJ36484 3.0 01-MAR-2032 0.000% MBSFGOLD 15YR FGJ36623 3.5 01-MAR-2032 0.000% MBSFGOLD 15YR FGJ36652 3.0 01-MAR-2032 0.000% MBSFGOLD 15YR FGJ36720 3.5 01-APR-2032 0.000% MBSFGOLD 15YR FGJ36773 3.5 01-APR-2032 0.000% MBSFGOLD 15YR FGJ36851 3.5 01-MAY-2032 0.000% MBSFGOLD 15YR FGJ36869 3.5 01-APR-2032 0.000% MBSFGOLD 15YR FGJ37043 3.5 01-MAY-2032 0.000% MBSFGOLD 15YR FGJ37056 3.5 01-MAY-2032 0.000% MBSFGOLD 15YR FGJ37148 3.5 01-JUN-2032 0.000% MBSFGOLD 15YR FGJ37224 3.5 01-JUN-2032 0.000% MBSFGOLD 15YR FGJ37235 3.5 01-JUN-2032 0.000% MBSFGOLD 15YR FGJ37267 3.0 01-JUL-2032 0.000% MBSFGOLD 15YR FGJ37290 3.5 01-JUL-2032 0.000% MBSFGOLD 15YR FGJ37325 2.5 01-JUL-2032 0.000% MBSFGOLD 15YR FGJ37391 3.5 01-JUL-2032 0.000% MBSFGOLD 15YR FGJ37394 2.5 01-AUG-2032 0.000% MBSFGOLD 15YR FGJ37526 3.5 01-SEP-2032 0.000% MBSFGOLD 15YR FGJ37585 3.0 01-SEP-2032 0.000% MBSFGOLD 15YR FGJ37625 2.5 01-SEP-2032 0.000% MBSFGOLD 15YR FGJ37634 2.5 01-SEP-2032 0.000% MBSFGOLD 15YR FGJ37738 3.0 01-OCT-2032 0.000% MBSFGOLD 15YR FGJ37838 2.5 01-NOV-2032 0.000% MBSFGOLD 15YR FGJ37903 3.0 01-NOV-2032 0.000% MBSFGOLD 15YR FGJ37949 3.0 01-NOV-2032 0.000% MBSFGOLD 15YR FGJ37960 3.0 01-NOV-2032 0.000% MBSFGOLD 15YR FGJ37984 3.0 01-NOV-2032 0.000% MBSFGOLD 15YR FGJ38004 3.0 01-JAN-2033 0.000% MBSFGOLD 15YR FGJ38053 3.0 01-DEC-2032 0.000% MBSFGOLD 15YR FGJ38058 3.0 01-NOV-2032 0.000% MBSFGOLD 15YR FGJ38064 3.0 01-NOV-2032 0.000% MBSFGOLD 15YR FGJ38111 3.0 01-DEC-2032 0.000% MBSFGOLD 15YR FGJ38120 3.0 01-DEC-2032 0.000% MBSFGOLD 15YR FGJ38157 3.0 01-SEP-2032 0.000% MBSFGOLD 15YR FGJ38220 3.0 01-DEC-2032 0.000% MBSFGOLD 15YR FGJ38251 3.0 01-JAN-2033 0.000% MBSFGOLD 15YR FGJ38266 3.0 01-JAN-2033 0.000% MBSFGOLD 15YR FGJ38270 2.5 01-JAN-2033 0.000% MBSFGOLD 15YR FGJ38290 3.5 01-JAN-2028 0.000% MBSFGOLD 15YR FGJ38319 3.5 01-JAN-2033 0.000% MBSFGOLD 15YR FGJ38350 3.0 01-JAN-2033 0.000% MBSFGOLD 15YR FGJ38489 3.5 01-FEB-2033 0.000% MBSFGOLD 15YR FGJ38587 3.5 01-JAN-2033 0.000% MBSFGOLD 15YR FGJ38595 3.0 01-FEB-2033 0.000% MBSFGOLD 15YR FGJ38728 3.5 01-MAR-2033 0.000% MBSFGOLD 15YR FGJ38741 3.5 01-MAR-2033 0.000% MBSFGOLD 15YR FGJ39133 3.5 01-JUN-2033 0.000% MBSFGOLD 15YR FGJ39248 3.5 01-JUL-2033 0.000% MBSFGOLD 15YR FGJ39428 3.0 01-AUG-2033 0.000% MBS

FGOLD 15YR FGJ39605 3.5 01-SEP-2033 0.000% MBSFGOLD 15YR FGJ39859 3.0 01-NOV-2033 0.000% MBSFGOLD 15YR GIANT FGG12522 5.0 01-FEB-2022 0.000% MBSFGOLD 15YR GIANT FGG12524 5.5 01-JAN-2022 0.000% MBSFGOLD 15YR GIANT FGG12638 5.0 01-APR-2022 0.000% MBSFGOLD 15YR GIANT FGG12649 5.5 01-MAY-2022 0.000% MBSFGOLD 15YR GIANT FGG12798 5.0 01-SEP-2022 0.000% MBSFGOLD 15YR GIANT FGG12868 5.0 01-NOV-2022 0.000% MBSFGOLD 15YR GIANT FGG12966 5.5 01-JAN-2023 0.000% MBSFGOLD 15YR GIANT FGG12979 4.5 01-APR-2022 0.000% MBSFGOLD 15YR GIANT FGG13077 5.5 01-APR-2023 0.000% MBSFGOLD 15YR GIANT FGG13124 6.0 01-DEC-2022 0.000% MBSFGOLD 15YR GIANT FGG13136 4.5 01-MAY-2023 0.000% MBSFGOLD 15YR GIANT FGG13137 4.5 01-MAY-2023 0.000% MBSFGOLD 15YR GIANT FGG13171 4.5 01-JUN-2023 0.000% MBSFGOLD 15YR GIANT FGG13174 5.0 01-JUN-2023 0.000% MBSFGOLD 15YR GIANT FGG13182 5.5 01-APR-2023 0.000% MBSFGOLD 15YR GIANT FGG13202 5.0 01-JUL-2023 0.000% MBSFGOLD 15YR GIANT FGG13210 5.0 01-NOV-2022 0.000% MBSFGOLD 15YR GIANT FGG13232 5.0 01-JUN-2023 0.000% MBSFGOLD 15YR GIANT FGG13240 5.0 01-AUG-2023 0.000% MBSFGOLD 15YR GIANT FGG13321 4.0 01-APR-2023 0.000% MBSFGOLD 15YR GIANT FGG13328 6.0 01-NOV-2022 0.000% MBSFGOLD 15YR GIANT FGG13379 5.0 01-DEC-2023 0.000% MBSFGOLD 15YR GIANT FGG13429 4.5 01-JAN-2024 0.000% MBSFGOLD 15YR GIANT FGG13442 5.0 01-JAN-2024 0.000% MBSFGOLD 15YR GIANT FGG13596 4.0 01-JUL-2024 0.000% MBSFGOLD 15YR GIANT FGG13599 4.0 01-JUN-2024 0.000% MBSFGOLD 15YR GIANT FGG13629 4.5 01-AUG-2024 0.000% MBSFGOLD 15YR GIANT FGG13644 5.0 01-JUL-2024 0.000% MBSFGOLD 15YR GIANT FGG13651 4.0 01-AUG-2024 0.000% MBSFGOLD 15YR GIANT FGG13652 4.5 01-SEP-2024 0.000% MBSFGOLD 15YR GIANT FGG13682 4.5 01-NOV-2024 0.000% MBSFGOLD 15YR GIANT FGG13688 4.5 01-OCT-2024 0.000% MBSFGOLD 15YR GIANT FGG13689 5.0 01-OCT-2024 0.000% MBSFGOLD 15YR GIANT FGG13694 4.5 01-NOV-2024 0.000% MBSFGOLD 15YR GIANT FGG13708 4.0 01-DEC-2024 0.000% MBSFGOLD 15YR GIANT FGG13748 5.0 01-DEC-2024 0.000% MBSFGOLD 15YR GIANT FGG13854 4.0 01-JUL-2025 0.000% MBSFGOLD 15YR GIANT FGG13868 4.5 01-JUL-2025 0.000% MBSFGOLD 15YR GIANT FGG13870 5.0 01-JUN-2025 0.000% MBSFGOLD 15YR GIANT FGG13885 4.5 01-AUG-2025 0.000% MBSFGOLD 15YR GIANT FGG13897 4.5 01-AUG-2025 0.000% MBSFGOLD 15YR GIANT FGG13900 5.0 01-DEC-2024 0.000% MBSFGOLD 15YR GIANT FGG13924 4.0 01-OCT-2025 0.000% MBSFGOLD 15YR GIANT FGG13992 3.5 01-NOV-2025 0.000% MBSFGOLD 15YR GIANT FGG14005 4.0 01-OCT-2025 0.000% MBSFGOLD 15YR GIANT FGG14116 3.5 01-APR-2026 0.000% MBSFGOLD 15YR GIANT FGG14197 3.5 01-JUL-2026 0.000% MBSFGOLD 15YR GIANT FGG14258 3.5 01-JUN-2026 0.000% MBSFGOLD 15YR GIANT FGG14384 4.5 01-MAY-2023 0.000% MBSFGOLD 15YR GIANT FGG14408 5.0 01-JUN-2026 0.000% MBSFGOLD 15YR GIANT FGG14417 3.0 01-JAN-2027 0.000% MBSFGOLD 15YR GIANT FGG14450 3.5 01-OCT-2026 0.000% MBSFGOLD 15YR GIANT FGG14497 3.0 01-JUN-2027 0.000% MBS

FGOLD 15YR GIANT FGG14505 5.0 01-JUN-2026 0.000% MBSFGOLD 15YR GIANT FGG14628 3.0 01-SEP-2027 0.000% MBSFGOLD 15YR GIANT FGG14676 4.5 01-SEP-2026 0.000% MBSFGOLD 15YR GIANT FGG14748 3.0 01-APR-2028 0.000% MBSFGOLD 15YR GIANT FGG14792 3.0 01-JUN-2028 0.000% MBSFGOLD 15YR GIANT FGG14862 3.5 01-AUG-2023 0.000% MBSFGOLD 15YR GIANT FGG14868 2.5 01-JUN-2028 0.000% MBSFGOLD 15YR GIANT FGG14903 3.5 01-OCT-2023 0.000% MBSFGOLD 15YR GIANT FGG14972 5.5 01-JUL-2024 0.000% MBSFGOLD 15YR GIANT FGG14980 4.0 01-JUN-2025 0.000% MBSFGOLD 15YR GIANT FGG15144 2.5 01-JUL-2029 0.000% MBSFGOLD 15YR GIANT FGG15222 4.0 01-OCT-2025 0.000% MBSFGOLD 15YR GIANT FGG15252 3.0 01-DEC-2029 0.000% MBSFGOLD 15YR GIANT FGG15284 3.0 01-FEB-2030 0.000% MBSFGOLD 15YR GIANT FGG15355 2.5 01-APR-2030 0.000% MBSFGOLD 15YR GIANT FGG15446 3.0 01-MAY-2030 0.000% MBSFGOLD 15YR GIANT FGG15639 3.0 01-SEP-2028 0.000% MBSFGOLD 15YR GIANT FGG15684 2.5 01-DEC-2025 0.000% MBSFGOLD 15YR GIANT FGG15742 3.0 01-OCT-2028 0.000% MBSFGOLD 15YR GIANT FGG15897 2.5 01-SEP-2031 0.000% MBSFGOLD 15YR GIANT FGG15927 3.0 01-JUL-2028 0.000% MBSFGOLD 15YR GIANT FGG16015 3.0 01-JAN-2032 0.000% MBSFGOLD 15YR GIANT FGG16093 3.0 01-FEB-2032 0.000% MBSFGOLD 15YR GIANT FGG16135 3.0 01-MAR-2032 0.000% MBSFGOLD 15YR GIANT FGG16193 3.0 01-JAN-2029 0.000% MBSFGOLD 15YR GIANT FGG16198 2.5 01-JAN-2032 0.002% MBSFGOLD 15YR GIANT FGG16207 3.5 01-JUL-2032 0.000% MBSFGOLD 15YR GIANT FGG16238 3.5 01-MAY-2031 0.000% MBSFGOLD 15YR GIANT FGG16255 2.5 01-JUL-2032 0.000% MBSFGOLD 15YR GIANT FGG16350 2.5 01-OCT-2032 0.000% MBSFGOLD 15YR GIANT FGG16352 2.5 01-SEP-2032 0.000% MBSFGOLD 15YR GIANT FGG16401 3.0 01-JAN-2033 0.000% MBSFGOLD 15YR GIANT FGG16407 2.5 01-JAN-2033 0.000% MBSFGOLD 15YR GIANT FGG16408 2.5 01-JAN-2033 0.000% MBSFGOLD 15YR GIANT FGG16409 2.5 01-JAN-2033 0.000% MBSFGOLD 15YR GIANT FGG16507 3.0 01-AUG-2032 0.000% MBSFGOLD 15YR GIANT FGG16568 2.5 01-APR-2033 0.000% MBSFGOLD 15YR GIANT FGG16595 2.5 01-DEC-2032 0.000% MBSFGOLD 15YR GIANT FGG16599 3.0 01-JUL-2033 0.000% MBSFGOLD 15YR GIANT FGG16618 2.5 01-JAN-2030 0.001% MBSFGOLD 15YR GIANT FGG16634 3.0 01-OCT-2031 0.000% MBSFGOLD 15YR GIANT FGG16823 4.0 01-NOV-2033 0.000% MBSFGOLD 15YR GIANT FGG16850 2.5 01-SEP-2032 0.000% MBSFGOLD 15YR GIANT FGG18305 4.0 01-APR-2024 0.000% MBSFGOLD 15YR GIANT FGG18308 4.0 01-MAY-2024 0.000% MBSFGOLD 15YR GIANT FGG18317 4.5 01-JUL-2024 0.000% MBSFGOLD 15YR GIANT FGG18324 4.0 01-SEP-2024 0.000% MBSFGOLD 15YR GIANT FGG18339 4.0 01-FEB-2025 0.000% MBSFGOLD 15YR GIANT FGG18360 4.0 01-AUG-2025 0.000% MBSFGOLD 15YR GIANT FGG18366 3.5 01-OCT-2025 0.000% MBSFGOLD 15YR GIANT FGG18379 4.0 01-FEB-2026 0.000% MBSFGOLD 15YR GIANT FGG18381 4.0 01-MAR-2026 0.000% MBSFGOLD 15YR GIANT FGG18396 3.5 01-JUL-2026 0.000% MBSFGOLD 15YR GIANT FGG18398 3.5 01-AUG-2026 0.000% MBSFGOLD 15YR GIANT FGG18421 3.5 01-JAN-2027 0.000% MBS

FGOLD 15YR GIANT FGG18423 3.0 01-FEB-2027 0.000% MBSFGOLD 15YR GIANT FGG18426 3.5 01-FEB-2027 0.000% MBSFGOLD 15YR GIANT FGG18434 3.0 01-MAY-2027 0.000% MBSFGOLD 15YR GIANT FGG18438 2.5 01-JUN-2027 0.000% MBSFGOLD 15YR GIANT FGG18441 2.5 01-AUG-2027 0.000% MBSFGOLD 15YR GIANT FGG18461 2.5 01-APR-2028 0.000% MBSFGOLD 15YR GIANT FGG18465 2.5 01-MAY-2028 0.000% MBSFGOLD 15YR GIANT FGG18466 2.0 01-MAY-2028 0.000% MBSFGOLD 15YR GIANT FGG18470 2.5 01-JUN-2028 0.000% MBSFGOLD 15YR GIANT FGG18480 2.0 01-SEP-2028 0.000% MBSFGOLD 15YR GIANT FGG18484 3.0 01-OCT-2028 0.000% MBSFGOLD 15YR GIANT FGG18503 3.5 01-FEB-2029 0.000% MBSFGOLD 15YR GIANT FGG18506 3.5 01-MAR-2029 0.000% MBSFGOLD 15YR GIANT FGG18508 3.0 01-APR-2029 0.000% MBSFGOLD 15YR GIANT FGG18512 3.0 01-MAY-2029 0.000% MBSFGOLD 15YR GIANT FGG18516 3.5 01-JUN-2029 0.000% MBSFGOLD 15YR GIANT FGG18518 3.0 01-JUL-2029 0.000% MBSFGOLD 15YR GIANT FGG18519 3.5 01-JUL-2029 0.000% MBSFGOLD 15YR GIANT FGG18525 3.5 01-SEP-2029 0.000% MBSFGOLD 15YR GIANT FGG18527 3.0 01-OCT-2029 0.000% MBSFGOLD 15YR GIANT FGG18531 3.0 01-NOV-2029 0.000% MBSFGOLD 15YR GIANT FGG18534 3.0 01-DEC-2029 0.000% MBSFGOLD 15YR GIANT FGG18539 2.0 01-JAN-2030 0.000% MBSFGOLD 15YR GIANT FGG18540 2.5 01-FEB-2030 0.000% MBSFGOLD 15YR GIANT FGG18544 2.5 01-MAR-2030 0.000% MBSFGOLD 15YR GIANT FGG18549 2.5 01-APR-2030 0.000% MBSFGOLD 15YR GIANT FGG18552 3.0 01-MAY-2030 0.000% MBSFGOLD 15YR GIANT FGG18553 2.5 01-MAY-2030 0.000% MBSFGOLD 15YR GIANT FGG18556 2.5 01-JUN-2030 0.001% MBSFGOLD 15YR GIANT FGG18557 3.0 01-JUN-2030 0.000% MBSFGOLD 15YR GIANT FGG18560 2.5 01-JUL-2030 0.000% MBSFGOLD 15YR GIANT FGG18561 3.0 01-JUL-2030 0.000% MBSFGOLD 15YR GIANT FGG18564 2.5 01-AUG-2030 0.000% MBSFGOLD 15YR GIANT FGG18568 2.5 01-SEP-2030 0.000% MBSFGOLD 15YR GIANT FGG18569 3.0 01-SEP-2030 0.000% MBSFGOLD 15YR GIANT FGG18570 3.5 01-SEP-2030 0.000% MBSFGOLD 15YR GIANT FGG18571 2.5 01-OCT-2030 0.000% MBSFGOLD 15YR GIANT FGG18575 3.0 01-NOV-2030 0.000% MBSFGOLD 15YR GIANT FGG18578 3.0 01-DEC-2030 0.000% MBSFGOLD 15YR GIANT FGG18587 3.0 01-FEB-2031 0.000% MBSFGOLD 15YR GIANT FGG18592 3.0 01-MAR-2031 0.000% MBSFGOLD 15YR GIANT FGG18601 3.0 01-MAY-2031 0.001% MBSFGOLD 15YR GIANT FGG18605 3.0 01-JUN-2031 0.000% MBSFGOLD 15YR GIANT FGG18612 3.0 01-SEP-2031 0.000% MBSFGOLD 15YR GIANT FGG18614 2.5 01-OCT-2031 0.000% MBSFGOLD 15YR GIANT FGG18619 2.5 01-NOV-2031 0.000% MBSFGOLD 15YR GIANT FGG18622 2.5 01-DEC-2031 0.000% MBSFGOLD 15YR GIANT FGG18626 2.5 01-JAN-2032 0.000% MBSFGOLD 15YR GIANT FGG18631 2.5 01-FEB-2032 0.000% MBSFGOLD 15YR GIANT FGG18654 2.5 01-AUG-2032 0.000% MBSFGOLD 15YR GIANT FGG18659 3.0 01-SEP-2032 0.000% MBSFGOLD 15YR GIANT FGG18662 2.5 01-OCT-2032 0.000% MBSFGOLD 15YR GIANT FGG18665 2.5 01-NOV-2032 0.001% MBSFGOLD 15YR GIANT FGG18669 2.5 01-DEC-2032 0.000% MBSFGOLD 15YR GIANT FGG18677 3.0 01-FEB-2033 0.000% MBS

FGOLD 15YR GIANT FGG18681 3.0 01-MAR-2033 0.000% MBSFGOLD 15YR GIANT FGG18683 2.5 01-APR-2033 0.000% MBSFGOLD 15YR GIANT FGG18693 4.0 01-MAY-2033 0.000% MBSFGOLD 15YR GIANT FGG18721 4.0 01-JAN-2034 0.000% MBSFGOLD 15YR GIANT FGG18741 2.5 01-JUN-2034 0.000% MBSFGOLD 20YR FGC91324 4.5 01-AUG-2030 0.000% MBSFGOLD 20YR FGC91982 3.5 01-MAR-2038 0.001% MBSFGOLD 20YR FGC91999 3.5 01-JUN-2038 0.001% MBSFGOLD 20YR GIANT FGG30267 5.0 01-AUG-2025 0.000% MBSFGOLD 20YR GIANT FGG30642 3.0 01-MAY-2033 0.000% MBSFGOLD 20YR GIANT FGG30646 3.0 01-MAY-2033 0.000% MBSFGOLD 20YR GIANT FGG30758 3.5 01-MAY-2035 0.001% MBSFGOLD 20YR GIANT FGG31087 4.0 01-JUL-2038 0.000% MBSFGOLD 30YR FGA10363 5.0 01-JUN-2033 0.000% MBSFGOLD 30YR FGA10444 5.0 01-JUN-2033 0.000% MBSFGOLD 30YR FGA11195 5.5 01-JUL-2033 0.000% MBSFGOLD 30YR FGA11227 5.5 01-JUL-2033 0.000% MBSFGOLD 30YR FGA11745 4.5 01-AUG-2033 0.000% MBSFGOLD 30YR FGA11796 5.5 01-AUG-2033 0.000% MBSFGOLD 30YR FGA12118 5.0 01-AUG-2033 0.000% MBSFGOLD 30YR FGA12546 5.0 01-AUG-2033 0.000% MBSFGOLD 30YR FGA12997 5.0 01-SEP-2033 0.000% MBSFGOLD 30YR FGA13481 6.0 01-SEP-2033 0.000% MBSFGOLD 30YR FGA13587 5.5 01-SEP-2033 0.000% MBSFGOLD 30YR FGA13802 5.0 01-SEP-2033 0.000% MBSFGOLD 30YR FGA13973 5.5 01-OCT-2033 0.000% MBSFGOLD 30YR FGA14176 6.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGA14334 5.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGA14376 5.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGA14396 5.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGA14446 5.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGA14528 5.5 01-OCT-2033 0.000% MBSFGOLD 30YR FGA14637 5.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGA15184 6.0 01-NOV-2033 0.000% MBSFGOLD 30YR FGA15188 5.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGA15484 6.0 01-NOV-2033 0.000% MBSFGOLD 30YR FGA15639 5.5 01-NOV-2033 0.000% MBSFGOLD 30YR FGA16185 5.0 01-NOV-2033 0.000% MBSFGOLD 30YR FGA16688 6.0 01-NOV-2033 0.000% MBSFGOLD 30YR FGA16934 5.0 01-NOV-2033 0.000% MBSFGOLD 30YR FGA17577 5.5 01-JAN-2034 0.000% MBSFGOLD 30YR FGA17578 5.5 01-JAN-2034 0.000% MBSFGOLD 30YR FGA17666 5.5 01-JAN-2034 0.000% MBSFGOLD 30YR FGA17796 6.5 01-DEC-2033 0.000% MBSFGOLD 30YR FGA17851 5.5 01-JAN-2034 0.000% MBSFGOLD 30YR FGA17988 5.5 01-JAN-2034 0.000% MBSFGOLD 30YR FGA19754 5.5 01-MAR-2034 0.000% MBSFGOLD 30YR FGA20111 6.0 01-OCT-2031 0.000% MBSFGOLD 30YR FGA20151 4.5 01-MAR-2034 0.000% MBSFGOLD 30YR FGA20187 5.0 01-MAR-2034 0.000% MBSFGOLD 30YR FGA20196 5.0 01-APR-2034 0.000% MBSFGOLD 30YR FGA20860 4.5 01-APR-2034 0.000% MBSFGOLD 30YR FGA21793 5.0 01-MAY-2034 0.000% MBSFGOLD 30YR FGA21883 5.0 01-MAY-2034 0.000% MBSFGOLD 30YR FGA22224 5.0 01-MAY-2034 0.000% MBS

FGOLD 30YR FGA22273 5.0 01-MAY-2034 0.000% MBSFGOLD 30YR FGA22382 5.0 01-MAY-2034 0.000% MBSFGOLD 30YR FGA23101 4.5 01-MAY-2034 0.000% MBSFGOLD 30YR FGA23164 5.0 01-JUN-2034 0.000% MBSFGOLD 30YR FGA23276 5.0 01-MAR-2034 0.000% MBSFGOLD 30YR FGA23561 5.0 01-JUN-2034 0.000% MBSFGOLD 30YR FGA23630 5.0 01-JUN-2034 0.000% MBSFGOLD 30YR FGA23640 5.0 01-JUN-2034 0.000% MBSFGOLD 30YR FGA24467 6.5 01-JUL-2034 0.000% MBSFGOLD 30YR FGA24542 6.0 01-JUL-2034 0.000% MBSFGOLD 30YR FGA24611 4.5 01-JUN-2034 0.000% MBSFGOLD 30YR FGA24720 5.5 01-JUL-2034 0.000% MBSFGOLD 30YR FGA24831 6.0 01-JUL-2034 0.000% MBSFGOLD 30YR FGA25473 6.0 01-AUG-2034 0.000% MBSFGOLD 30YR FGA25773 6.0 01-AUG-2034 0.000% MBSFGOLD 30YR FGA25832 6.0 01-AUG-2034 0.000% MBSFGOLD 30YR FGA25931 5.5 01-AUG-2034 0.000% MBSFGOLD 30YR FGA27208 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27308 6.0 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27392 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27471 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27495 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27579 5.5 01-NOV-2034 0.000% MBSFGOLD 30YR FGA27880 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27881 6.0 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27911 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27916 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA27920 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA28468 5.5 01-DEC-2034 0.000% MBSFGOLD 30YR FGA29073 5.0 01-DEC-2034 0.000% MBSFGOLD 30YR FGA29504 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR FGA29564 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR FGA29660 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR FGA29665 5.0 01-JAN-2035 0.000% MBSFGOLD 30YR FGA29678 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR FGA29828 5.0 01-FEB-2035 0.000% MBSFGOLD 30YR FGA30207 5.0 01-DEC-2034 0.000% MBSFGOLD 30YR FGA30333 5.5 01-DEC-2034 0.000% MBSFGOLD 30YR FGA30334 5.5 01-DEC-2034 0.000% MBSFGOLD 30YR FGA31014 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR FGA31504 5.5 01-FEB-2035 0.000% MBSFGOLD 30YR FGA32368 5.0 01-APR-2035 0.000% MBSFGOLD 30YR FGA32383 5.5 01-APR-2035 0.000% MBSFGOLD 30YR FGA32950 5.5 01-MAY-2035 0.000% MBSFGOLD 30YR FGA33037 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR FGA33669 5.5 01-MAR-2035 0.000% MBSFGOLD 30YR FGA33899 5.5 01-MAR-2035 0.000% MBSFGOLD 30YR FGA34499 5.5 01-APR-2035 0.000% MBSFGOLD 30YR FGA34982 5.5 01-MAY-2035 0.000% MBSFGOLD 30YR FGA34988 5.0 01-JUN-2035 0.000% MBSFGOLD 30YR FGA35260 5.5 01-JUN-2035 0.000% MBSFGOLD 30YR FGA36341 4.5 01-AUG-2035 0.000% MBSFGOLD 30YR FGA36407 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR FGA36627 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR FGA36654 5.0 01-AUG-2035 0.000% MBS

FGOLD 30YR FGA36679 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR FGA36962 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR FGA36971 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR FGA37175 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR FGA37565 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR FGA37707 5.5 01-SEP-2035 0.000% MBSFGOLD 30YR FGA37876 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR FGA38713 6.5 01-JAN-2035 0.000% MBSFGOLD 30YR FGA38809 6.0 01-MAY-2035 0.000% MBSFGOLD 30YR FGA38971 5.0 01-FEB-2030 0.000% MBSFGOLD 30YR FGA39045 5.5 01-MAY-2035 0.000% MBSFGOLD 30YR FGA39093 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39197 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39302 5.5 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39480 6.0 01-JAN-2036 0.000% MBSFGOLD 30YR FGA39542 5.5 01-OCT-2035 0.000% MBSFGOLD 30YR FGA39555 5.5 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39584 5.5 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39688 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39714 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39811 4.5 01-NOV-2035 0.000% MBSFGOLD 30YR FGA39892 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA40010 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA40032 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR FGA40359 5.5 01-DEC-2035 0.000% MBSFGOLD 30YR FGA40536 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR FGA40733 5.5 01-DEC-2035 0.000% MBSFGOLD 30YR FGA41130 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR FGA41219 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR FGA41301 4.5 01-JAN-2036 0.000% MBSFGOLD 30YR FGA41571 5.0 01-JAN-2036 0.000% MBSFGOLD 30YR FGA41864 5.0 01-JAN-2036 0.000% MBSFGOLD 30YR FGA42040 5.5 01-JAN-2036 0.000% MBSFGOLD 30YR FGA42301 5.5 01-FEB-2036 0.000% MBSFGOLD 30YR FGA42669 6.0 01-FEB-2036 0.000% MBSFGOLD 30YR FGA42908 6.0 01-FEB-2036 0.000% MBSFGOLD 30YR FGA42918 5.5 01-FEB-2036 0.000% MBSFGOLD 30YR FGA43373 5.5 01-FEB-2036 0.000% MBSFGOLD 30YR FGA43555 5.0 01-MAR-2036 0.000% MBSFGOLD 30YR FGA43579 5.5 01-MAR-2036 0.000% MBSFGOLD 30YR FGA43602 5.5 01-MAR-2036 0.000% MBSFGOLD 30YR FGA43941 5.5 01-MAR-2036 0.000% MBSFGOLD 30YR FGA43947 6.5 01-FEB-2036 0.000% MBSFGOLD 30YR FGA45093 5.5 01-MAY-2035 0.000% MBSFGOLD 30YR FGA45370 6.0 01-JUN-2035 0.000% MBSFGOLD 30YR FGA45623 5.5 01-JUN-2035 0.000% MBSFGOLD 30YR FGA46025 5.0 01-JUL-2035 0.000% MBSFGOLD 30YR FGA46092 5.0 01-JUL-2035 0.000% MBSFGOLD 30YR FGA46238 6.0 01-JUL-2035 0.000% MBSFGOLD 30YR FGA46506 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR FGA46588 6.0 01-AUG-2034 0.000% MBSFGOLD 30YR FGA46675 4.5 01-AUG-2035 0.000% MBSFGOLD 30YR FGA46680 6.5 01-AUG-2035 0.000% MBSFGOLD 30YR FGA46751 5.5 01-AUG-2035 0.000% MBSFGOLD 30YR FGA46987 5.5 01-JUL-2035 0.000% MBS

FGOLD 30YR FGA46989 6.5 01-AUG-2031 0.000% MBSFGOLD 30YR FGA47033 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR FGA47039 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR FGA47056 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR FGA47209 4.5 01-OCT-2035 0.000% MBSFGOLD 30YR FGA47273 5.5 01-OCT-2035 0.000% MBSFGOLD 30YR FGA47333 5.0 01-OCT-2035 0.000% MBSFGOLD 30YR FGA47367 5.0 01-OCT-2035 0.000% MBSFGOLD 30YR FGA47403 5.0 01-OCT-2035 0.000% MBSFGOLD 30YR FGA47597 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA47598 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA47752 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR FGA47917 5.5 01-DEC-2035 0.000% MBSFGOLD 30YR FGA48045 6.0 01-DEC-2035 0.000% MBSFGOLD 30YR FGA48060 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR FGA48966 5.5 01-MAY-2036 0.000% MBSFGOLD 30YR FGA49344 6.0 01-JUN-2036 0.000% MBSFGOLD 30YR FGA49349 6.5 01-JUN-2036 0.000% MBSFGOLD 30YR FGA50618 6.0 01-JUL-2036 0.000% MBSFGOLD 30YR FGA50770 6.0 01-JUL-2036 0.000% MBSFGOLD 30YR FGA51143 5.5 01-AUG-2036 0.000% MBSFGOLD 30YR FGA51418 6.0 01-AUG-2036 0.000% MBSFGOLD 30YR FGA51726 6.0 01-AUG-2036 0.000% MBSFGOLD 30YR FGA52051 6.0 01-SEP-2036 0.000% MBSFGOLD 30YR FGA52166 6.5 01-SEP-2036 0.000% MBSFGOLD 30YR FGA52422 5.5 01-SEP-2036 0.000% MBSFGOLD 30YR FGA53035 6.5 01-OCT-2036 0.000% MBSFGOLD 30YR FGA53847 5.5 01-NOV-2036 0.000% MBSFGOLD 30YR FGA53909 7.0 01-NOV-2036 0.000% MBSFGOLD 30YR FGA53911 5.5 01-NOV-2036 0.000% MBSFGOLD 30YR FGA54651 5.5 01-JUN-2036 0.000% MBSFGOLD 30YR FGA54665 6.0 01-MAY-2036 0.000% MBSFGOLD 30YR FGA55539 5.5 01-DEC-2036 0.000% MBSFGOLD 30YR FGA55815 6.0 01-DEC-2036 0.000% MBSFGOLD 30YR FGA56081 6.0 01-JAN-2037 0.000% MBSFGOLD 30YR FGA56440 5.0 01-JAN-2037 0.000% MBSFGOLD 30YR FGA56735 5.5 01-JAN-2037 0.000% MBSFGOLD 30YR FGA56768 6.0 01-JAN-2037 0.000% MBSFGOLD 30YR FGA57060 5.5 01-FEB-2037 0.000% MBSFGOLD 30YR FGA57210 5.5 01-FEB-2037 0.000% MBSFGOLD 30YR FGA57561 5.5 01-FEB-2037 0.000% MBSFGOLD 30YR FGA58133 6.0 01-MAR-2037 0.000% MBSFGOLD 30YR FGA60114 5.5 01-MAY-2037 0.000% MBSFGOLD 30YR FGA60379 5.5 01-MAY-2037 0.000% MBSFGOLD 30YR FGA61160 6.5 01-SEP-2036 0.000% MBSFGOLD 30YR FGA61164 5.0 01-APR-2036 0.000% MBSFGOLD 30YR FGA61176 5.5 01-JUN-2036 0.000% MBSFGOLD 30YR FGA61224 6.0 01-DEC-2036 0.000% MBSFGOLD 30YR FGA61466 6.0 01-MAR-2037 0.000% MBSFGOLD 30YR FGA61557 5.0 01-OCT-2036 0.000% MBSFGOLD 30YR FGA62725 6.0 01-JUL-2037 0.000% MBSFGOLD 30YR FGA63162 6.0 01-JUL-2037 0.000% MBSFGOLD 30YR FGA63533 5.5 01-JUL-2037 0.000% MBSFGOLD 30YR FGA63865 6.0 01-AUG-2037 0.000% MBSFGOLD 30YR FGA63982 6.0 01-AUG-2037 0.000% MBS

FGOLD 30YR FGA64158 6.0 01-AUG-2037 0.000% MBSFGOLD 30YR FGA65579 6.0 01-SEP-2037 0.000% MBSFGOLD 30YR FGA66000 6.0 01-SEP-2037 0.000% MBSFGOLD 30YR FGA66074 6.0 01-AUG-2037 0.000% MBSFGOLD 30YR FGA66120 6.0 01-SEP-2037 0.000% MBSFGOLD 30YR FGA66347 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR FGA66667 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR FGA66825 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR FGA66843 6.5 01-OCT-2037 0.000% MBSFGOLD 30YR FGA66890 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR FGA67602 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR FGA68546 5.5 01-NOV-2037 0.000% MBSFGOLD 30YR FGA68586 6.0 01-NOV-2037 0.000% MBSFGOLD 30YR FGA69277 6.0 01-DEC-2037 0.000% MBSFGOLD 30YR FGA69312 6.5 01-DEC-2037 0.000% MBSFGOLD 30YR FGA69654 6.0 01-DEC-2037 0.000% MBSFGOLD 30YR FGA70435 6.0 01-SEP-2037 0.000% MBSFGOLD 30YR FGA70436 6.5 01-AUG-2037 0.000% MBSFGOLD 30YR FGA70486 5.5 01-DEC-2037 0.000% MBSFGOLD 30YR FGA70591 5.5 01-DEC-2037 0.000% MBSFGOLD 30YR FGA70688 6.0 01-DEC-2037 0.000% MBSFGOLD 30YR FGA71422 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR FGA71526 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR FGA71823 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR FGA71925 5.0 01-JAN-2038 0.000% MBSFGOLD 30YR FGA72128 6.5 01-JAN-2038 0.000% MBSFGOLD 30YR FGA72246 6.5 01-FEB-2038 0.000% MBSFGOLD 30YR FGA73172 5.0 01-FEB-2038 0.000% MBSFGOLD 30YR FGA73409 5.0 01-FEB-2038 0.000% MBSFGOLD 30YR FGA73463 6.5 01-DEC-2037 0.000% MBSFGOLD 30YR FGA75216 5.0 01-APR-2038 0.000% MBSFGOLD 30YR FGA75230 5.0 01-APR-2038 0.000% MBSFGOLD 30YR FGA75627 5.0 01-APR-2038 0.000% MBSFGOLD 30YR FGA75835 5.5 01-APR-2038 0.000% MBSFGOLD 30YR FGA76260 5.5 01-APR-2038 0.000% MBSFGOLD 30YR FGA76335 5.0 01-APR-2038 0.000% MBSFGOLD 30YR FGA76467 6.0 01-APR-2038 0.000% MBSFGOLD 30YR FGA76939 5.5 01-MAY-2038 0.000% MBSFGOLD 30YR FGA76951 5.5 01-JUN-2038 0.000% MBSFGOLD 30YR FGA76997 5.0 01-MAY-2038 0.000% MBSFGOLD 30YR FGA77191 5.5 01-MAY-2038 0.000% MBSFGOLD 30YR FGA77192 5.5 01-MAY-2038 0.000% MBSFGOLD 30YR FGA77622 5.5 01-JUN-2038 0.000% MBSFGOLD 30YR FGA77808 5.5 01-MAY-2038 0.000% MBSFGOLD 30YR FGA78147 5.5 01-JUN-2038 0.000% MBSFGOLD 30YR FGA78368 5.5 01-MAY-2035 0.000% MBSFGOLD 30YR FGA78369 5.5 01-MAY-2036 0.000% MBSFGOLD 30YR FGA78492 6.0 01-JUN-2038 0.000% MBSFGOLD 30YR FGA78691 5.5 01-JUN-2038 0.000% MBSFGOLD 30YR FGA78836 5.5 01-JUN-2038 0.000% MBSFGOLD 30YR FGA78935 5.5 01-MAY-2036 0.000% MBSFGOLD 30YR FGA79076 5.5 01-JUL-2038 0.000% MBSFGOLD 30YR FGA79093 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR FGA79256 5.5 01-MAY-2036 0.000% MBSFGOLD 30YR FGA79570 5.5 01-JUL-2038 0.000% MBS

FGOLD 30YR FGA79947 6.0 01-AUG-2038 0.000% MBSFGOLD 30YR FGA80388 6.0 01-DEC-2036 0.000% MBSFGOLD 30YR FGA80791 6.5 01-AUG-2038 0.000% MBSFGOLD 30YR FGA81046 6.0 01-AUG-2038 0.000% MBSFGOLD 30YR FGA81111 5.5 01-AUG-2038 0.000% MBSFGOLD 30YR FGA81724 6.0 01-SEP-2038 0.000% MBSFGOLD 30YR FGA81893 7.0 01-SEP-2038 0.000% MBSFGOLD 30YR FGA82330 6.0 01-OCT-2038 0.000% MBSFGOLD 30YR FGA82429 5.5 01-OCT-2038 0.000% MBSFGOLD 30YR FGA82481 6.5 01-OCT-2038 0.000% MBSFGOLD 30YR FGA82516 5.5 01-OCT-2038 0.000% MBSFGOLD 30YR FGA82656 5.5 01-OCT-2038 0.000% MBSFGOLD 30YR FGA82813 5.5 01-NOV-2038 0.000% MBSFGOLD 30YR FGA82899 5.5 01-NOV-2038 0.000% MBSFGOLD 30YR FGA82915 5.5 01-NOV-2038 0.000% MBSFGOLD 30YR FGA83048 5.5 01-NOV-2038 0.000% MBSFGOLD 30YR FGA83368 5.5 01-DEC-2038 0.000% MBSFGOLD 30YR FGA83667 5.5 01-DEC-2038 0.000% MBSFGOLD 30YR FGA83725 5.0 01-SEP-2033 0.000% MBSFGOLD 30YR FGA84092 6.5 01-JAN-2039 0.000% MBSFGOLD 30YR FGA84162 6.0 01-JAN-2039 0.000% MBSFGOLD 30YR FGA84259 5.5 01-JAN-2039 0.000% MBSFGOLD 30YR FGA84360 4.5 01-FEB-2039 0.000% MBSFGOLD 30YR FGA84382 5.5 01-FEB-2039 0.000% MBSFGOLD 30YR FGA84485 4.5 01-FEB-2039 0.000% MBSFGOLD 30YR FGA84598 4.5 01-FEB-2039 0.000% MBSFGOLD 30YR FGA84694 4.5 01-FEB-2039 0.000% MBSFGOLD 30YR FGA84705 6.0 01-FEB-2039 0.000% MBSFGOLD 30YR FGA84912 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR FGA85007 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR FGA85036 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR FGA85070 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR FGA85074 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR FGA85122 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR FGA85225 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR FGA85287 4.5 01-APR-2039 0.000% MBSFGOLD 30YR FGA85328 4.0 01-APR-2039 0.000% MBSFGOLD 30YR FGA85551 4.5 01-APR-2039 0.000% MBSFGOLD 30YR FGA85589 4.0 01-APR-2039 0.000% MBSFGOLD 30YR FGA85605 4.5 01-APR-2039 0.000% MBSFGOLD 30YR FGA85677 4.0 01-APR-2039 0.000% MBSFGOLD 30YR FGA85678 4.5 01-APR-2039 0.000% MBSFGOLD 30YR FGA85727 5.5 01-APR-2039 0.000% MBSFGOLD 30YR FGA85746 4.0 01-APR-2039 0.000% MBSFGOLD 30YR FGA85828 4.0 01-APR-2039 0.000% MBSFGOLD 30YR FGA85829 4.5 01-APR-2039 0.000% MBSFGOLD 30YR FGA85998 5.5 01-MAY-2039 0.000% MBSFGOLD 30YR FGA86051 5.5 01-FEB-2039 0.000% MBSFGOLD 30YR FGA86143 5.0 01-MAY-2039 0.000% MBSFGOLD 30YR FGA86313 5.0 01-MAY-2039 0.000% MBSFGOLD 30YR FGA86315 4.5 01-MAY-2039 0.000% MBSFGOLD 30YR FGA86344 4.5 01-MAY-2039 0.000% MBSFGOLD 30YR FGA86521 4.5 01-MAY-2039 0.000% MBSFGOLD 30YR FGA86583 5.5 01-FEB-2034 0.000% MBSFGOLD 30YR FGA86736 4.0 01-JUN-2039 0.000% MBS

FGOLD 30YR FGA86954 4.0 01-JUN-2039 0.000% MBSFGOLD 30YR FGA86957 5.5 01-JUN-2039 0.000% MBSFGOLD 30YR FGA86968 4.5 01-JUN-2039 0.000% MBSFGOLD 30YR FGA87168 4.0 01-JUL-2039 0.000% MBSFGOLD 30YR FGA87280 4.0 01-JUL-2039 0.000% MBSFGOLD 30YR FGA87286 4.0 01-JUL-2039 0.000% MBSFGOLD 30YR FGA87290 4.5 01-JUL-2039 0.000% MBSFGOLD 30YR FGA87307 4.5 01-JUL-2039 0.000% MBSFGOLD 30YR FGA87377 4.5 01-JUL-2039 0.000% MBSFGOLD 30YR FGA87434 5.0 01-JUL-2039 0.000% MBSFGOLD 30YR FGA87715 4.5 01-AUG-2039 0.000% MBSFGOLD 30YR FGA87786 4.5 01-AUG-2039 0.000% MBSFGOLD 30YR FGA87823 4.5 01-AUG-2039 0.000% MBSFGOLD 30YR FGA87877 5.0 01-AUG-2039 0.000% MBSFGOLD 30YR FGA87881 4.5 01-AUG-2039 0.000% MBSFGOLD 30YR FGA88146 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR FGA88355 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR FGA88484 5.5 01-SEP-2039 0.000% MBSFGOLD 30YR FGA88520 4.0 01-SEP-2039 0.000% MBSFGOLD 30YR FGA88839 5.0 01-JUN-2037 0.000% MBSFGOLD 30YR FGA88924 5.0 01-SEP-2039 0.000% MBSFGOLD 30YR FGA88946 4.0 01-SEP-2039 0.000% MBSFGOLD 30YR FGA88954 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR FGA88991 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR FGA89068 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR FGA89174 4.5 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89243 5.0 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89290 5.0 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89300 5.0 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89331 4.5 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89360 4.0 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89385 4.5 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89419 4.5 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89425 5.0 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89429 4.0 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89430 4.5 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89485 4.5 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89500 4.5 01-OCT-2039 0.000% MBSFGOLD 30YR FGA89577 5.5 01-NOV-2039 0.000% MBSFGOLD 30YR FGA89729 4.0 01-NOV-2039 0.000% MBSFGOLD 30YR FGA89899 4.5 01-NOV-2039 0.000% MBSFGOLD 30YR FGA89941 4.5 01-NOV-2039 0.000% MBSFGOLD 30YR FGA90016 4.0 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90017 4.0 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90030 4.5 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90070 5.0 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90106 5.0 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90181 5.0 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90253 4.0 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90278 4.5 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90282 4.5 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90377 4.5 01-DEC-2039 0.000% MBSFGOLD 30YR FGA90509 4.5 01-JAN-2040 0.000% MBSFGOLD 30YR FGA90606 5.0 01-JAN-2040 0.000% MBSFGOLD 30YR FGA90664 4.0 01-JAN-2040 0.000% MBS

FGOLD 30YR FGA90700 4.5 01-JAN-2040 0.000% MBSFGOLD 30YR FGA90737 5.0 01-JAN-2040 0.000% MBSFGOLD 30YR FGA90763 4.5 01-JAN-2040 0.000% MBSFGOLD 30YR FGA90798 5.0 01-JAN-2040 0.000% MBSFGOLD 30YR FGA90884 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA90974 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA90986 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91016 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91101 4.0 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91147 5.0 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91160 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91161 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91165 5.0 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91180 5.0 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91186 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91281 5.0 01-MAR-2040 0.000% MBSFGOLD 30YR FGA91287 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGA91292 5.0 01-MAR-2040 0.000% MBSFGOLD 30YR FGA91367 5.0 01-MAR-2040 0.000% MBSFGOLD 30YR FGA91410 4.0 01-MAR-2040 0.000% MBSFGOLD 30YR FGA91440 5.0 01-MAR-2040 0.000% MBSFGOLD 30YR FGA91698 4.5 01-MAR-2040 0.000% MBSFGOLD 30YR FGA91744 5.0 01-APR-2040 0.000% MBSFGOLD 30YR FGA91942 4.5 01-APR-2040 0.000% MBSFGOLD 30YR FGA91943 4.5 01-APR-2040 0.000% MBSFGOLD 30YR FGA91947 5.0 01-APR-2040 0.000% MBSFGOLD 30YR FGA92020 4.5 01-MAY-2040 0.000% MBSFGOLD 30YR FGA92115 4.5 01-MAY-2040 0.000% MBSFGOLD 30YR FGA92208 4.5 01-MAY-2040 0.000% MBSFGOLD 30YR FGA92455 4.5 01-JUN-2040 0.000% MBSFGOLD 30YR FGA92478 4.5 01-JUN-2040 0.000% MBSFGOLD 30YR FGA92762 4.5 01-JUN-2040 0.000% MBSFGOLD 30YR FGA92787 5.0 01-JUN-2040 0.000% MBSFGOLD 30YR FGA92988 5.0 01-JUL-2040 0.000% MBSFGOLD 30YR FGA93101 5.0 01-JUL-2040 0.000% MBSFGOLD 30YR FGA93150 5.0 01-JUL-2040 0.000% MBSFGOLD 30YR FGA93217 4.5 01-JUL-2040 0.000% MBSFGOLD 30YR FGA93244 5.0 01-AUG-2040 0.000% MBSFGOLD 30YR FGA93300 5.0 01-AUG-2040 0.000% MBSFGOLD 30YR FGA93323 5.0 01-JUL-2040 0.000% MBSFGOLD 30YR FGA93353 5.0 01-AUG-2040 0.000% MBSFGOLD 30YR FGA93463 5.0 01-AUG-2040 0.000% MBSFGOLD 30YR FGA93505 4.5 01-AUG-2040 0.000% MBSFGOLD 30YR FGA93625 5.0 01-AUG-2040 0.000% MBSFGOLD 30YR FGA93666 4.0 01-SEP-2040 0.000% MBSFGOLD 30YR FGA93795 5.0 01-SEP-2040 0.000% MBSFGOLD 30YR FGA93990 4.0 01-SEP-2040 0.000% MBSFGOLD 30YR FGA93995 4.5 01-SEP-2040 0.000% MBSFGOLD 30YR FGA93996 4.5 01-SEP-2040 0.000% MBSFGOLD 30YR FGA94028 4.5 01-SEP-2040 0.000% MBSFGOLD 30YR FGA94054 4.0 01-OCT-2040 0.000% MBSFGOLD 30YR FGA94197 4.0 01-OCT-2040 0.000% MBSFGOLD 30YR FGA94288 4.0 01-OCT-2040 0.000% MBSFGOLD 30YR FGA94289 4.0 01-OCT-2040 0.000% MBSFGOLD 30YR FGA94422 4.0 01-OCT-2040 0.000% MBS

FGOLD 30YR FGA94484 4.0 01-OCT-2040 0.000% MBSFGOLD 30YR FGA95221 4.5 01-NOV-2040 0.000% MBSFGOLD 30YR FGA95406 4.0 01-DEC-2040 0.000% MBSFGOLD 30YR FGA95803 4.0 01-DEC-2040 0.000% MBSFGOLD 30YR FGA95825 4.0 01-DEC-2040 0.000% MBSFGOLD 30YR FGA95960 4.0 01-DEC-2040 0.000% MBSFGOLD 30YR FGA96184 4.0 01-JAN-2041 0.000% MBSFGOLD 30YR FGA96366 4.5 01-JAN-2041 0.000% MBSFGOLD 30YR FGA96388 4.5 01-JAN-2041 0.000% MBSFGOLD 30YR FGA96616 5.0 01-FEB-2041 0.000% MBSFGOLD 30YR FGA96630 4.5 01-FEB-2041 0.000% MBSFGOLD 30YR FGA96651 4.0 01-FEB-2041 0.000% MBSFGOLD 30YR FGA96970 4.0 01-FEB-2041 0.000% MBSFGOLD 30YR FGA97043 4.5 01-FEB-2041 0.000% MBSFGOLD 30YR FGA97047 4.5 01-FEB-2041 0.000% MBSFGOLD 30YR FGA97052 5.0 01-FEB-2041 0.000% MBSFGOLD 30YR FGA97243 3.5 01-FEB-2041 0.000% MBSFGOLD 30YR FGA97334 5.0 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97479 4.5 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97494 4.5 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97541 4.5 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97563 4.5 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97620 4.5 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97631 5.5 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97789 4.5 01-MAR-2041 0.000% MBSFGOLD 30YR FGA97891 4.0 01-APR-2041 0.000% MBSFGOLD 30YR FGC00096 8.5 01-FEB-2022 0.000% MBSFGOLD 30YR FGC00098 8.0 01-FEB-2022 0.000% MBSFGOLD 30YR FGC00119 7.5 01-MAY-2022 0.000% MBSFGOLD 30YR FGC00143 8.0 01-AUG-2022 0.000% MBSFGOLD 30YR FGC00180 8.0 01-NOV-2022 0.000% MBSFGOLD 30YR FGC00224 7.5 01-JAN-2023 0.000% MBSFGOLD 30YR FGC00255 7.0 01-SEP-2023 0.000% MBSFGOLD 30YR FGC00308 7.5 01-JAN-2024 0.000% MBSFGOLD 30YR FGC00342 8.0 01-APR-2024 0.000% MBSFGOLD 30YR FGC00353 8.5 01-JUN-2024 0.000% MBSFGOLD 30YR FGC00396 9.0 01-APR-2025 0.000% MBSFGOLD 30YR FGC00403 8.0 01-MAY-2025 0.000% MBSFGOLD 30YR FGC00427 8.0 01-OCT-2025 0.000% MBSFGOLD 30YR FGC00443 6.5 01-JAN-2026 0.000% MBSFGOLD 30YR FGC00449 7.0 01-MAR-2026 0.000% MBSFGOLD 30YR FGC00450 7.5 01-MAR-2026 0.000% MBSFGOLD 30YR FGC00454 7.5 01-APR-2026 0.000% MBSFGOLD 30YR FGC00479 8.0 01-OCT-2026 0.000% MBSFGOLD 30YR FGC00483 8.0 01-NOV-2026 0.000% MBSFGOLD 30YR FGC00495 7.0 01-JAN-2027 0.000% MBSFGOLD 30YR FGC00503 6.5 01-MAR-2027 0.000% MBSFGOLD 30YR FGC00504 7.0 01-MAR-2027 0.000% MBSFGOLD 30YR FGC00505 8.0 01-MAR-2027 0.000% MBSFGOLD 30YR FGC00509 7.5 01-APR-2027 0.000% MBSFGOLD 30YR FGC00525 8.0 01-JUN-2027 0.000% MBSFGOLD 30YR FGC00550 7.5 01-SEP-2027 0.000% MBSFGOLD 30YR FGC00551 8.0 01-SEP-2027 0.000% MBSFGOLD 30YR FGC00553 7.0 01-SEP-2027 0.000% MBSFGOLD 30YR FGC00557 7.0 01-OCT-2027 0.000% MBS

FGOLD 30YR FGC00562 7.0 01-NOV-2027 0.000% MBSFGOLD 30YR FGC00569 8.0 01-NOV-2027 0.000% MBSFGOLD 30YR FGC00597 7.5 01-MAR-2028 0.000% MBSFGOLD 30YR FGC00602 6.0 01-FEB-2028 0.000% MBSFGOLD 30YR FGC00604 6.0 01-APR-2028 0.000% MBSFGOLD 30YR FGC00610 6.5 01-MAY-2028 0.000% MBSFGOLD 30YR FGC00626 6.0 01-JUN-2028 0.000% MBSFGOLD 30YR FGC00631 6.5 01-JUL-2028 0.000% MBSFGOLD 30YR FGC00632 7.0 01-JUL-2028 0.000% MBSFGOLD 30YR FGC00636 7.5 01-JUL-2028 0.000% MBSFGOLD 30YR FGC00647 6.5 01-SEP-2028 0.000% MBSFGOLD 30YR FGC00678 7.0 01-NOV-2028 0.000% MBSFGOLD 30YR FGC00680 6.0 01-NOV-2028 0.000% MBSFGOLD 30YR FGC00689 6.5 01-DEC-2028 0.000% MBSFGOLD 30YR FGC00690 6.0 01-DEC-2028 0.000% MBSFGOLD 30YR FGC00701 6.5 01-JAN-2029 0.000% MBSFGOLD 30YR FGC00712 6.5 01-FEB-2029 0.000% MBSFGOLD 30YR FGC00730 6.0 01-MAR-2029 0.000% MBSFGOLD 30YR FGC00731 6.5 01-MAR-2029 0.000% MBSFGOLD 30YR FGC00732 7.0 01-MAR-2029 0.000% MBSFGOLD 30YR FGC00738 5.5 01-FEB-2029 0.000% MBSFGOLD 30YR FGC00742 6.5 01-APR-2029 0.000% MBSFGOLD 30YR FGC00760 6.5 01-MAY-2029 0.000% MBSFGOLD 30YR FGC00778 7.0 01-JUN-2029 0.000% MBSFGOLD 30YR FGC00781 6.5 01-APR-2029 0.000% MBSFGOLD 30YR FGC00785 6.5 01-JUN-2029 0.000% MBSFGOLD 30YR FGC00835 6.5 01-JUL-2029 0.000% MBSFGOLD 30YR FGC00854 7.5 01-JUL-2029 0.000% MBSFGOLD 30YR FGC00860 7.0 01-SEP-2029 0.000% MBSFGOLD 30YR FGC00872 6.0 01-SEP-2029 0.000% MBSFGOLD 30YR FGC00874 7.0 01-OCT-2029 0.000% MBSFGOLD 30YR FGC00879 8.0 01-OCT-2029 0.000% MBSFGOLD 30YR FGC00887 8.0 01-NOV-2029 0.000% MBSFGOLD 30YR FGC00901 8.0 01-DEC-2029 0.000% MBSFGOLD 30YR FGC00910 7.5 01-JAN-2030 0.000% MBSFGOLD 30YR FGC00911 8.0 01-JAN-2030 0.000% MBSFGOLD 30YR FGC00920 7.0 01-FEB-2030 0.000% MBSFGOLD 30YR FGC00933 7.5 01-MAR-2030 0.000% MBSFGOLD 30YR FGC00986 7.0 01-MAY-2030 0.000% MBSFGOLD 30YR FGC00987 7.5 01-MAY-2030 0.000% MBSFGOLD 30YR FGC01009 7.5 01-JUN-2030 0.000% MBSFGOLD 30YR FGC01024 7.5 01-JUL-2030 0.000% MBSFGOLD 30YR FGC01025 8.0 01-JUL-2030 0.000% MBSFGOLD 30YR FGC01026 8.5 01-JUL-2030 0.000% MBSFGOLD 30YR FGC01033 7.5 01-AUG-2030 0.000% MBSFGOLD 30YR FGC01079 7.5 01-OCT-2030 0.000% MBSFGOLD 30YR FGC01131 6.5 01-JAN-2031 0.000% MBSFGOLD 30YR FGC01166 6.0 01-APR-2031 0.000% MBSFGOLD 30YR FGC01172 6.5 01-MAY-2031 0.000% MBSFGOLD 30YR FGC01184 6.5 01-JUN-2031 0.000% MBSFGOLD 30YR FGC01186 6.0 01-JUN-2031 0.000% MBSFGOLD 30YR FGC01197 6.5 01-JUL-2031 0.000% MBSFGOLD 30YR FGC01210 6.5 01-AUG-2031 0.000% MBSFGOLD 30YR FGC01211 7.0 01-AUG-2031 0.000% MBSFGOLD 30YR FGC01215 5.5 01-JUL-2031 0.000% MBS

FGOLD 30YR FGC01220 6.5 01-SEP-2031 0.000% MBSFGOLD 30YR FGC01252 6.5 01-NOV-2031 0.000% MBSFGOLD 30YR FGC01283 5.5 01-NOV-2031 0.000% MBSFGOLD 30YR FGC01286 6.0 01-JAN-2032 0.000% MBSFGOLD 30YR FGC01291 7.0 01-DEC-2031 0.000% MBSFGOLD 30YR FGC01292 6.0 01-FEB-2032 0.000% MBSFGOLD 30YR FGC01297 6.5 01-FEB-2032 0.000% MBSFGOLD 30YR FGC01310 6.5 01-MAR-2032 0.000% MBSFGOLD 30YR FGC01316 6.0 01-MAR-2032 0.000% MBSFGOLD 30YR FGC01333 5.5 01-FEB-2032 0.000% MBSFGOLD 30YR FGC01351 6.5 01-MAY-2032 0.000% MBSFGOLD 30YR FGC01367 7.0 01-MAY-2032 0.000% MBSFGOLD 30YR FGC01371 7.0 01-JUN-2032 0.000% MBSFGOLD 30YR FGC01385 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR FGC01394 7.0 01-AUG-2032 0.000% MBSFGOLD 30YR FGC01410 6.0 01-OCT-2032 0.000% MBSFGOLD 30YR FGC01411 5.5 01-SEP-2032 0.000% MBSFGOLD 30YR FGC01416 7.0 01-SEP-2032 0.000% MBSFGOLD 30YR FGC01418 5.5 01-OCT-2032 0.000% MBSFGOLD 30YR FGC01428 5.5 01-NOV-2032 0.000% MBSFGOLD 30YR FGC01435 6.0 01-DEC-2032 0.000% MBSFGOLD 30YR FGC01436 5.5 01-DEC-2032 0.000% MBSFGOLD 30YR FGC01443 5.5 01-JAN-2033 0.000% MBSFGOLD 30YR FGC01444 6.0 01-JAN-2033 0.000% MBSFGOLD 30YR FGC01458 7.0 01-NOV-2032 0.000% MBSFGOLD 30YR FGC01501 5.5 01-MAR-2033 0.000% MBSFGOLD 30YR FGC01511 6.0 01-MAR-2033 0.000% MBSFGOLD 30YR FGC01549 6.0 01-APR-2033 0.000% MBSFGOLD 30YR FGC01552 5.5 01-MAY-2033 0.000% MBSFGOLD 30YR FGC01573 5.5 01-JUN-2033 0.000% MBSFGOLD 30YR FGC01574 5.0 01-JUN-2033 0.000% MBSFGOLD 30YR FGC01598 5.0 01-AUG-2033 0.000% MBSFGOLD 30YR FGC01649 5.5 01-OCT-2033 0.000% MBSFGOLD 30YR FGC01672 6.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGC01673 5.0 01-NOV-2033 0.000% MBSFGOLD 30YR FGC01676 6.0 01-NOV-2033 0.000% MBSFGOLD 30YR FGC01725 5.5 01-DEC-2033 0.000% MBSFGOLD 30YR FGC01736 7.0 01-OCT-2033 0.000% MBSFGOLD 30YR FGC01754 5.5 01-JAN-2034 0.000% MBSFGOLD 30YR FGC01839 5.0 01-MAY-2034 0.000% MBSFGOLD 30YR FGC01841 6.0 01-MAY-2034 0.000% MBSFGOLD 30YR FGC01844 4.5 01-APR-2034 0.000% MBSFGOLD 30YR FGC01848 6.0 01-JUN-2034 0.000% MBSFGOLD 30YR FGC01851 6.5 01-APR-2034 0.000% MBSFGOLD 30YR FGC02551 6.0 01-JUN-2036 0.000% MBSFGOLD 30YR FGC03404 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR FGC03457 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR FGC03458 5.0 01-FEB-2040 0.000% MBSFGOLD 30YR FGC03468 4.0 01-MAY-2040 0.000% MBSFGOLD 30YR FGC03469 4.5 01-MAY-2040 0.000% MBSFGOLD 30YR FGC03475 6.0 01-APR-2040 0.000% MBSFGOLD 30YR FGC03487 5.0 01-JUL-2040 0.000% MBSFGOLD 30YR FGC03490 4.5 01-AUG-2040 0.000% MBSFGOLD 30YR FGC03491 5.0 01-AUG-2040 0.000% MBSFGOLD 30YR FGC03518 5.0 01-SEP-2040 0.000% MBS

FGOLD 30YR FGC03628 5.0 01-NOV-2040 0.000% MBSFGOLD 30YR FGC03680 5.0 01-AUG-2041 0.000% MBSFGOLD 30YR FGC03721 3.5 01-OCT-2041 0.000% MBSFGOLD 30YR FGC03730 4.0 01-JAN-2042 0.000% MBSFGOLD 30YR FGC03755 4.0 01-MAR-2042 0.000% MBSFGOLD 30YR FGC03786 3.5 01-MAR-2042 0.000% MBSFGOLD 30YR FGC03792 3.5 01-APR-2042 0.000% MBSFGOLD 30YR FGC03813 3.5 01-APR-2042 0.000% MBSFGOLD 30YR FGC03821 3.5 01-APR-2042 0.000% MBSFGOLD 30YR FGC03831 4.5 01-MAR-2042 0.000% MBSFGOLD 30YR FGC03920 3.5 01-MAY-2042 0.000% MBSFGOLD 30YR FGC04034 3.5 01-JUN-2042 0.000% MBSFGOLD 30YR FGC04038 3.5 01-JUN-2042 0.000% MBSFGOLD 30YR FGC04240 3.5 01-SEP-2042 0.000% MBSFGOLD 30YR FGC04422 3.0 01-DEC-2042 0.000% MBSFGOLD 30YR FGC04444 3.0 01-JAN-2043 0.000% MBSFGOLD 30YR FGC04446 3.0 01-JAN-2043 0.000% MBSFGOLD 30YR FGC04482 3.0 01-FEB-2043 0.000% MBSFGOLD 30YR FGC04530 4.0 01-NOV-2041 0.000% MBSFGOLD 30YR FGC09007 3.5 01-AUG-2042 0.000% MBSFGOLD 30YR FGC09012 3.5 01-SEP-2042 0.000% MBSFGOLD 30YR FGC09020 3.5 01-NOV-2042 0.000% MBSFGOLD 30YR FGC09027 3.0 01-FEB-2043 0.000% MBSFGOLD 30YR FGC09029 3.0 01-MAR-2043 0.000% MBSFGOLD 30YR FGC09031 2.5 01-FEB-2043 0.000% MBSFGOLD 30YR FGC09044 3.5 01-JUL-2043 0.000% MBSFGOLD 30YR FGC09051 4.5 01-NOV-2043 0.000% MBSFGOLD 30YR FGC09063 4.0 01-SEP-2044 0.000% MBSFGOLD 30YR FGC09070 4.0 01-DEC-2044 0.000% MBSFGOLD 30YR FGC10698 6.0 01-JUN-2028 0.000% MBSFGOLD 30YR FGC11470 6.5 01-JUN-2028 0.000% MBSFGOLD 30YR FGC11874 6.0 01-JUL-2028 0.000% MBSFGOLD 30YR FGC14321 6.5 01-SEP-2028 0.000% MBSFGOLD 30YR FGC15365 6.5 01-SEP-2028 0.000% MBSFGOLD 30YR FGC15410 6.5 01-OCT-2028 0.000% MBSFGOLD 30YR FGC15589 7.0 01-OCT-2028 0.000% MBSFGOLD 30YR FGC16770 6.5 01-OCT-2028 0.000% MBSFGOLD 30YR FGC16778 6.5 01-OCT-2028 0.000% MBSFGOLD 30YR FGC18419 7.0 01-DEC-2028 0.000% MBSFGOLD 30YR FGC18457 6.0 01-DEC-2028 0.000% MBSFGOLD 30YR FGC19598 6.5 01-DEC-2028 0.000% MBSFGOLD 30YR FGC19923 6.0 01-JAN-2029 0.000% MBSFGOLD 30YR FGC20463 6.0 01-JAN-2029 0.000% MBSFGOLD 30YR FGC20621 6.5 01-JAN-2029 0.000% MBSFGOLD 30YR FGC21005 6.0 01-JAN-2029 0.000% MBSFGOLD 30YR FGC21127 6.0 01-JAN-2029 0.000% MBSFGOLD 30YR FGC21994 6.0 01-FEB-2029 0.000% MBSFGOLD 30YR FGC22464 6.0 01-FEB-2029 0.000% MBSFGOLD 30YR FGC23191 6.0 01-MAR-2029 0.000% MBSFGOLD 30YR FGC23776 6.0 01-MAR-2029 0.000% MBSFGOLD 30YR FGC25337 6.5 01-APR-2029 0.000% MBSFGOLD 30YR FGC25422 5.5 01-APR-2029 0.000% MBSFGOLD 30YR FGC25613 6.5 01-APR-2029 0.000% MBSFGOLD 30YR FGC25765 6.5 01-MAY-2029 0.000% MBSFGOLD 30YR FGC26474 6.5 01-MAY-2029 0.000% MBS

FGOLD 30YR FGC26902 6.5 01-MAY-2029 0.000% MBSFGOLD 30YR FGC27046 6.0 01-MAY-2029 0.000% MBSFGOLD 30YR FGC27906 6.0 01-JUN-2029 0.000% MBSFGOLD 30YR FGC28227 6.5 01-JUN-2029 0.000% MBSFGOLD 30YR FGC28427 6.0 01-JUL-2029 0.000% MBSFGOLD 30YR FGC28783 7.0 01-JUL-2029 0.000% MBSFGOLD 30YR FGC29175 6.5 01-JUL-2029 0.000% MBSFGOLD 30YR FGC29215 6.0 01-JUL-2029 0.000% MBSFGOLD 30YR FGC29244 7.0 01-JUL-2029 0.000% MBSFGOLD 30YR FGC29245 6.5 01-JUL-2029 0.000% MBSFGOLD 30YR FGC29246 6.5 01-AUG-2029 0.000% MBSFGOLD 30YR FGC29284 7.0 01-JUL-2029 0.000% MBSFGOLD 30YR FGC29919 6.5 01-AUG-2029 0.000% MBSFGOLD 30YR FGC31430 6.5 01-SEP-2029 0.000% MBSFGOLD 30YR FGC35377 7.0 01-JAN-2030 0.000% MBSFGOLD 30YR FGC35512 7.5 01-JAN-2030 0.000% MBSFGOLD 30YR FGC37237 8.0 01-MAR-2030 0.000% MBSFGOLD 30YR FGC38898 6.5 01-MAR-2029 0.000% MBSFGOLD 30YR FGC41711 7.5 01-AUG-2030 0.000% MBSFGOLD 30YR FGC41887 7.5 01-SEP-2030 0.000% MBSFGOLD 30YR FGC42961 6.0 01-MAY-2029 0.000% MBSFGOLD 30YR FGC44964 7.5 01-NOV-2030 0.000% MBSFGOLD 30YR FGC45720 7.5 01-DEC-2030 0.000% MBSFGOLD 30YR FGC46037 7.0 01-DEC-2030 0.000% MBSFGOLD 30YR FGC46068 7.0 01-DEC-2030 0.000% MBSFGOLD 30YR FGC46909 7.5 01-OCT-2030 0.000% MBSFGOLD 30YR FGC48590 6.5 01-MAR-2031 0.000% MBSFGOLD 30YR FGC51333 7.0 01-MAY-2031 0.000% MBSFGOLD 30YR FGC51495 6.5 01-MAY-2031 0.000% MBSFGOLD 30YR FGC52174 7.0 01-MAY-2031 0.000% MBSFGOLD 30YR FGC52790 6.5 01-APR-2029 0.000% MBSFGOLD 30YR FGC53260 6.5 01-JUN-2031 0.000% MBSFGOLD 30YR FGC53578 8.0 01-JUN-2031 0.000% MBSFGOLD 30YR FGC53683 6.0 01-JUN-2031 0.000% MBSFGOLD 30YR FGC53880 6.0 01-DEC-2030 0.000% MBSFGOLD 30YR FGC54114 6.5 01-JUL-2031 0.000% MBSFGOLD 30YR FGC55393 7.0 01-JUL-2031 0.000% MBSFGOLD 30YR FGC55996 7.0 01-JAN-2031 0.000% MBSFGOLD 30YR FGC56128 6.0 01-AUG-2031 0.000% MBSFGOLD 30YR FGC56966 6.5 01-AUG-2031 0.000% MBSFGOLD 30YR FGC57751 7.5 01-SEP-2031 0.000% MBSFGOLD 30YR FGC58215 6.5 01-SEP-2031 0.000% MBSFGOLD 30YR FGC58804 6.5 01-OCT-2031 0.000% MBSFGOLD 30YR FGC61765 6.5 01-DEC-2031 0.000% MBSFGOLD 30YR FGC61792 7.0 01-DEC-2031 0.000% MBSFGOLD 30YR FGC61827 6.0 01-DEC-2031 0.000% MBSFGOLD 30YR FGC62298 5.5 01-JAN-2032 0.000% MBSFGOLD 30YR FGC62762 6.0 01-JAN-2032 0.000% MBSFGOLD 30YR FGC62771 7.5 01-JAN-2032 0.000% MBSFGOLD 30YR FGC62846 6.0 01-JAN-2032 0.000% MBSFGOLD 30YR FGC62923 6.5 01-JAN-2032 0.000% MBSFGOLD 30YR FGC63087 6.0 01-JAN-2032 0.000% MBSFGOLD 30YR FGC63581 6.0 01-FEB-2032 0.000% MBSFGOLD 30YR FGC63677 6.0 01-FEB-2032 0.000% MBSFGOLD 30YR FGC63678 6.0 01-FEB-2032 0.000% MBS

FGOLD 30YR FGC64126 7.0 01-FEB-2032 0.000% MBSFGOLD 30YR FGC64451 6.5 01-MAR-2032 0.000% MBSFGOLD 30YR FGC64473 6.0 01-MAR-2032 0.000% MBSFGOLD 30YR FGC64502 6.0 01-MAR-2032 0.000% MBSFGOLD 30YR FGC64672 6.5 01-MAR-2032 0.000% MBSFGOLD 30YR FGC64809 6.5 01-FEB-2032 0.000% MBSFGOLD 30YR FGC64936 6.5 01-MAR-2032 0.000% MBSFGOLD 30YR FGC64952 6.0 01-MAR-2032 0.000% MBSFGOLD 30YR FGC65082 6.5 01-MAR-2032 0.000% MBSFGOLD 30YR FGC65090 6.5 01-MAR-2032 0.000% MBSFGOLD 30YR FGC65188 6.0 01-APR-2032 0.000% MBSFGOLD 30YR FGC65527 6.5 01-APR-2032 0.000% MBSFGOLD 30YR FGC65848 6.5 01-APR-2032 0.000% MBSFGOLD 30YR FGC67192 7.0 01-MAY-2032 0.000% MBSFGOLD 30YR FGC68290 7.0 01-JUN-2032 0.000% MBSFGOLD 30YR FGC69598 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR FGC69782 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR FGC70067 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR FGC70077 5.5 01-SEP-2032 0.000% MBSFGOLD 30YR FGC70151 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR FGC70220 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR FGC70373 6.5 01-SEP-2032 0.000% MBSFGOLD 30YR FGC70533 6.5 01-FEB-2029 0.000% MBSFGOLD 30YR FGC70698 6.0 01-SEP-2032 0.000% MBSFGOLD 30YR FGC70868 5.5 01-SEP-2032 0.000% MBSFGOLD 30YR FGC71288 5.5 01-SEP-2032 0.000% MBSFGOLD 30YR FGC72127 6.0 01-OCT-2032 0.000% MBSFGOLD 30YR FGC72543 5.5 01-OCT-2032 0.000% MBSFGOLD 30YR FGC72911 6.0 01-NOV-2032 0.000% MBSFGOLD 30YR FGC73043 6.0 01-NOV-2032 0.000% MBSFGOLD 30YR FGC73076 6.0 01-NOV-2032 0.000% MBSFGOLD 30YR FGC73943 6.0 01-DEC-2032 0.000% MBSFGOLD 30YR FGC74360 6.0 01-DEC-2032 0.000% MBSFGOLD 30YR FGC74673 6.5 01-DEC-2032 0.000% MBSFGOLD 30YR FGC75042 6.0 01-DEC-2032 0.000% MBSFGOLD 30YR FGC75125 6.0 01-DEC-2032 0.000% MBSFGOLD 30YR FGC75331 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR FGC75361 5.5 01-DEC-2032 0.000% MBSFGOLD 30YR FGC75399 6.0 01-JAN-2033 0.000% MBSFGOLD 30YR FGC75679 5.5 01-JAN-2033 0.000% MBSFGOLD 30YR FGC76456 6.0 01-FEB-2033 0.000% MBSFGOLD 30YR FGC77285 6.0 01-MAR-2033 0.000% MBSFGOLD 30YR FGC77372 6.0 01-MAR-2033 0.000% MBSFGOLD 30YR FGC78013 5.5 01-APR-2033 0.000% MBSFGOLD 30YR FGC78237 5.5 01-APR-2033 0.000% MBSFGOLD 30YR FGC78238 5.5 01-APR-2033 0.000% MBSFGOLD 30YR FGC78589 5.0 01-APR-2033 0.000% MBSFGOLD 30YR FGC78633 5.5 01-APR-2033 0.000% MBSFGOLD 30YR FGC78991 6.0 01-MAY-2033 0.000% MBSFGOLD 30YR FGC80028 7.0 01-APR-2023 0.000% MBSFGOLD 30YR FGC80047 7.0 01-JUL-2023 0.000% MBSFGOLD 30YR FGC80112 7.0 01-FEB-2024 0.000% MBSFGOLD 30YR FGC80137 6.5 01-APR-2024 0.000% MBSFGOLD 30YR FGC80157 7.0 01-MAY-2024 0.000% MBSFGOLD 30YR FGC80159 6.5 01-JUN-2024 0.000% MBS

FGOLD 30YR FGC80161 7.5 01-JUN-2024 0.000% MBSFGOLD 30YR FGC80239 8.5 01-NOV-2024 0.000% MBSFGOLD 30YR FGC80252 8.5 01-JAN-2025 0.000% MBSFGOLD 30YR FGC80285 8.5 01-MAR-2025 0.000% MBSFGOLD 30YR FGC80304 8.5 01-JUN-2025 0.000% MBSFGOLD 30YR FGC80313 8.0 01-MAY-2025 0.000% MBSFGOLD 30YR FGC80355 8.5 01-SEP-2025 0.000% MBSFGOLD 30YR FGC80373 7.5 01-JAN-2026 0.000% MBSFGOLD 30YR FGC80389 6.0 01-FEB-2026 0.000% MBSFGOLD 30YR FGC80391 7.0 01-MAR-2026 0.000% MBSFGOLD 30YR FGC80435 7.5 01-OCT-2026 0.000% MBSFGOLD 30YR FGC80436 8.0 01-OCT-2026 0.000% MBSFGOLD 30YR FGC80445 8.0 01-NOV-2026 0.000% MBSFGOLD 30YR FGC80453 7.5 01-DEC-2026 0.000% MBSFGOLD 30YR FGD21271 8.0 01-JUL-2022 0.000% MBSFGOLD 30YR FGD27759 8.0 01-DEC-2022 0.000% MBSFGOLD 30YR FGD32389 7.5 01-APR-2023 0.000% MBSFGOLD 30YR FGD37701 7.0 01-JUL-2023 0.000% MBSFGOLD 30YR FGD50469 6.5 01-MAR-2024 0.000% MBSFGOLD 30YR FGD52395 7.0 01-MAY-2024 0.000% MBSFGOLD 30YR FGD52991 7.5 01-MAY-2024 0.000% MBSFGOLD 30YR FGD55229 6.5 01-JUL-2024 0.000% MBSFGOLD 30YR FGD62099 8.5 01-MAR-2025 0.000% MBSFGOLD 30YR FGD63790 8.0 01-OCT-2025 0.000% MBSFGOLD 30YR FGD65170 8.0 01-NOV-2025 0.000% MBSFGOLD 30YR FGD65347 7.5 01-NOV-2025 0.000% MBSFGOLD 30YR FGD66218 6.5 01-DEC-2025 0.000% MBSFGOLD 30YR FGD67183 7.5 01-JAN-2026 0.000% MBSFGOLD 30YR FGD67573 7.5 01-JAN-2026 0.000% MBSFGOLD 30YR FGD69139 6.5 01-MAR-2026 0.000% MBSFGOLD 30YR FGD69366 7.0 01-MAR-2026 0.000% MBSFGOLD 30YR FGD69933 6.5 01-APR-2026 0.000% MBSFGOLD 30YR FGD71261 7.5 01-MAY-2026 0.000% MBSFGOLD 30YR FGD77650 7.5 01-JAN-2027 0.000% MBSFGOLD 30YR FGD78053 7.0 01-FEB-2027 0.000% MBSFGOLD 30YR FGD79625 7.5 01-APR-2027 0.000% MBSFGOLD 30YR FGD80146 7.0 01-MAY-2027 0.000% MBSFGOLD 30YR FGD88811 6.0 01-APR-2028 0.000% MBSFGOLD 30YR FGD88850 6.5 01-APR-2028 0.000% MBSFGOLD 30YR FGQ03049 4.5 01-AUG-2041 0.000% MBSFGOLD 30YR GIANT FGG00050 7.5 01-FEB-2022 0.000% MBSFGOLD 30YR GIANT FGG00221 8.0 01-MAY-2024 0.000% MBSFGOLD 30YR GIANT FGG00226 8.5 01-MAR-2023 0.000% MBSFGOLD 30YR GIANT FGG00248 7.0 01-JUL-2024 0.000% MBSFGOLD 30YR GIANT FGG00326 9.0 01-MAR-2024 0.000% MBSFGOLD 30YR GIANT FGG00367 10.0 01-APR-2025 0.000% MBSFGOLD 30YR GIANT FGG00410 6.0 01-OCT-2025 0.000% MBSFGOLD 30YR GIANT FGG00423 9.0 01-OCT-2025 0.000% MBSFGOLD 30YR GIANT FGG00424 6.0 01-NOV-2025 0.000% MBSFGOLD 30YR GIANT FGG00436 9.5 01-JUN-2025 0.000% MBSFGOLD 30YR GIANT FGG00438 7.0 01-DEC-2025 0.000% MBSFGOLD 30YR GIANT FGG00447 6.5 01-FEB-2026 0.000% MBSFGOLD 30YR GIANT FGG00454 6.5 01-FEB-2026 0.000% MBSFGOLD 30YR GIANT FGG00487 7.0 01-JUN-2026 0.000% MBSFGOLD 30YR GIANT FGG00556 8.0 01-SEP-2026 0.000% MBS

FGOLD 30YR GIANT FGG00587 6.0 01-AUG-2026 0.000% MBSFGOLD 30YR GIANT FGG00651 6.5 01-SEP-2024 0.000% MBSFGOLD 30YR GIANT FGG00699 7.0 01-APR-2027 0.000% MBSFGOLD 30YR GIANT FGG00708 8.0 01-MAY-2027 0.000% MBSFGOLD 30YR GIANT FGG00739 7.5 01-JUN-2027 0.000% MBSFGOLD 30YR GIANT FGG00752 7.5 01-AUG-2027 0.000% MBSFGOLD 30YR GIANT FGG00815 7.0 01-DEC-2027 0.000% MBSFGOLD 30YR GIANT FGG00824 8.0 01-DEC-2023 0.000% MBSFGOLD 30YR GIANT FGG00825 7.0 01-DEC-2027 0.000% MBSFGOLD 30YR GIANT FGG00848 7.0 01-DEC-2026 0.000% MBSFGOLD 30YR GIANT FGG00854 7.5 01-DEC-2027 0.000% MBSFGOLD 30YR GIANT FGG00920 7.0 01-MAY-2028 0.000% MBSFGOLD 30YR GIANT FGG00950 6.0 01-JUN-2028 0.000% MBSFGOLD 30YR GIANT FGG00996 7.5 01-NOV-2028 0.000% MBSFGOLD 30YR GIANT FGG01038 6.5 01-JUN-2029 0.000% MBSFGOLD 30YR GIANT FGG01044 7.0 01-JUN-2029 0.000% MBSFGOLD 30YR GIANT FGG01078 6.5 01-SEP-2029 0.000% MBSFGOLD 30YR GIANT FGG01097 7.5 01-DEC-2029 0.000% MBSFGOLD 30YR GIANT FGG01155 6.5 01-AUG-2030 0.000% MBSFGOLD 30YR GIANT FGG01158 7.5 01-JAN-2031 0.000% MBSFGOLD 30YR GIANT FGG01168 7.0 01-JAN-2031 0.000% MBSFGOLD 30YR GIANT FGG01183 7.0 01-FEB-2031 0.000% MBSFGOLD 30YR GIANT FGG01186 7.5 01-FEB-2031 0.000% MBSFGOLD 30YR GIANT FGG01216 6.0 01-MAR-2031 0.000% MBSFGOLD 30YR GIANT FGG01311 7.0 01-SEP-2031 0.000% MBSFGOLD 30YR GIANT FGG01346 6.0 01-JAN-2032 0.000% MBSFGOLD 30YR GIANT FGG01350 5.5 01-DEC-2031 0.000% MBSFGOLD 30YR GIANT FGG01374 7.0 01-MAR-2032 0.000% MBSFGOLD 30YR GIANT FGG01433 6.5 01-JUL-2032 0.000% MBSFGOLD 30YR GIANT FGG01442 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR GIANT FGG01443 6.5 01-AUG-2032 0.000% MBSFGOLD 30YR GIANT FGG01449 7.0 01-JUL-2032 0.000% MBSFGOLD 30YR GIANT FGG01469 5.5 01-DEC-2032 0.000% MBSFGOLD 30YR GIANT FGG01477 6.0 01-DEC-2032 0.000% MBSFGOLD 30YR GIANT FGG01486 6.5 01-NOV-2032 0.000% MBSFGOLD 30YR GIANT FGG01513 6.0 01-MAR-2033 0.000% MBSFGOLD 30YR GIANT FGG01563 5.5 01-JUN-2033 0.000% MBSFGOLD 30YR GIANT FGG01564 6.0 01-APR-2033 0.000% MBSFGOLD 30YR GIANT FGG01584 5.0 01-AUG-2033 0.000% MBSFGOLD 30YR GIANT FGG01589 5.0 01-SEP-2033 0.000% MBSFGOLD 30YR GIANT FGG01611 4.0 01-SEP-2033 0.000% MBSFGOLD 30YR GIANT FGG01644 5.5 01-FEB-2034 0.000% MBSFGOLD 30YR GIANT FGG01665 5.5 01-MAR-2034 0.000% MBSFGOLD 30YR GIANT FGG01704 5.5 01-JUL-2033 0.000% MBSFGOLD 30YR GIANT FGG01734 6.5 01-SEP-2034 0.000% MBSFGOLD 30YR GIANT FGG01740 5.5 01-DEC-2034 0.000% MBSFGOLD 30YR GIANT FGG01749 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR GIANT FGG01766 6.5 01-OCT-2032 0.000% MBSFGOLD 30YR GIANT FGG01769 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR GIANT FGG01770 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR GIANT FGG01771 5.5 01-FEB-2035 0.000% MBSFGOLD 30YR GIANT FGG01772 5.0 01-FEB-2035 0.000% MBSFGOLD 30YR GIANT FGG01798 5.5 01-DEC-2032 0.000% MBSFGOLD 30YR GIANT FGG01810 5.5 01-MAY-2035 0.000% MBSFGOLD 30YR GIANT FGG01818 5.0 01-MAY-2035 0.000% MBS

FGOLD 30YR GIANT FGG01820 5.5 01-JUN-2035 0.000% MBSFGOLD 30YR GIANT FGG01823 6.0 01-MAY-2035 0.000% MBSFGOLD 30YR GIANT FGG01837 5.0 01-JUL-2035 0.000% MBSFGOLD 30YR GIANT FGG01838 5.0 01-JUL-2035 0.000% MBSFGOLD 30YR GIANT FGG01840 5.0 01-JUL-2035 0.000% MBSFGOLD 30YR GIANT FGG01842 4.5 01-JUN-2035 0.000% MBSFGOLD 30YR GIANT FGG01843 6.0 01-JUN-2035 0.000% MBSFGOLD 30YR GIANT FGG01846 5.5 01-JUN-2035 0.000% MBSFGOLD 30YR GIANT FGG01854 5.5 01-JUN-2035 0.000% MBSFGOLD 30YR GIANT FGG01863 6.0 01-JUL-2035 0.000% MBSFGOLD 30YR GIANT FGG01864 5.0 01-JAN-2034 0.000% MBSFGOLD 30YR GIANT FGG01865 5.0 01-SEP-2033 0.000% MBSFGOLD 30YR GIANT FGG01882 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR GIANT FGG01883 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR GIANT FGG01890 4.5 01-OCT-2035 0.000% MBSFGOLD 30YR GIANT FGG01931 5.5 01-OCT-2035 0.000% MBSFGOLD 30YR GIANT FGG01939 5.5 01-APR-2032 0.000% MBSFGOLD 30YR GIANT FGG01959 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR GIANT FGG01974 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR GIANT FGG01994 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR GIANT FGG02010 5.5 01-JAN-2036 0.000% MBSFGOLD 30YR GIANT FGG02055 5.5 01-FEB-2036 0.000% MBSFGOLD 30YR GIANT FGG02069 5.5 01-MAR-2036 0.000% MBSFGOLD 30YR GIANT FGG02109 6.0 01-MAR-2036 0.000% MBSFGOLD 30YR GIANT FGG02162 5.5 01-MAY-2036 0.000% MBSFGOLD 30YR GIANT FGG02252 5.5 01-JUL-2036 0.000% MBSFGOLD 30YR GIANT FGG02253 5.5 01-JUL-2036 0.000% MBSFGOLD 30YR GIANT FGG02301 5.0 01-JUL-2036 0.000% MBSFGOLD 30YR GIANT FGG02306 4.5 01-AUG-2035 0.000% MBSFGOLD 30YR GIANT FGG02307 5.0 01-AUG-2036 0.000% MBSFGOLD 30YR GIANT FGG02380 6.5 01-OCT-2036 0.000% MBSFGOLD 30YR GIANT FGG02381 6.0 01-NOV-2036 0.000% MBSFGOLD 30YR GIANT FGG02390 6.0 01-SEP-2036 0.000% MBSFGOLD 30YR GIANT FGG02391 6.0 01-NOV-2036 0.000% MBSFGOLD 30YR GIANT FGG02397 7.0 01-NOV-2036 0.000% MBSFGOLD 30YR GIANT FGG02460 5.5 01-DEC-2036 0.000% MBSFGOLD 30YR GIANT FGG02462 6.0 01-DEC-2036 0.000% MBSFGOLD 30YR GIANT FGG02475 5.0 01-NOV-2036 0.000% MBSFGOLD 30YR GIANT FGG02538 7.0 01-DEC-2036 0.000% MBSFGOLD 30YR GIANT FGG02540 5.0 01-NOV-2034 0.000% MBSFGOLD 30YR GIANT FGG02566 4.5 01-AUG-2036 0.000% MBSFGOLD 30YR GIANT FGG02611 6.0 01-FEB-2037 0.000% MBSFGOLD 30YR GIANT FGG02620 5.5 01-FEB-2037 0.000% MBSFGOLD 30YR GIANT FGG02667 5.0 01-JAN-2037 0.000% MBSFGOLD 30YR GIANT FGG02699 6.0 01-FEB-2037 0.000% MBSFGOLD 30YR GIANT FGG02740 5.5 01-MAR-2036 0.000% MBSFGOLD 30YR GIANT FGG02741 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR GIANT FGG02750 6.0 01-AUG-2035 0.000% MBSFGOLD 30YR GIANT FGG02781 5.5 01-APR-2037 0.000% MBSFGOLD 30YR GIANT FGG02784 5.5 01-MAR-2037 0.000% MBSFGOLD 30YR GIANT FGG02869 5.0 01-NOV-2035 0.000% MBSFGOLD 30YR GIANT FGG02939 5.5 01-MAY-2037 0.000% MBSFGOLD 30YR GIANT FGG02988 6.0 01-MAY-2037 0.000% MBSFGOLD 30YR GIANT FGG02996 6.0 01-MAY-2037 0.000% MBSFGOLD 30YR GIANT FGG03037 5.5 01-JUL-2037 0.000% MBS

FGOLD 30YR GIANT FGG03054 5.0 01-JUN-2037 0.000% MBSFGOLD 30YR GIANT FGG03061 5.5 01-MAY-2037 0.000% MBSFGOLD 30YR GIANT FGG03067 5.5 01-DEC-2034 0.000% MBSFGOLD 30YR GIANT FGG03092 5.5 01-JUL-2037 0.000% MBSFGOLD 30YR GIANT FGG03111 5.5 01-MAY-2037 0.000% MBSFGOLD 30YR GIANT FGG03117 6.5 01-NOV-2036 0.000% MBSFGOLD 30YR GIANT FGG03202 5.5 01-SEP-2037 0.000% MBSFGOLD 30YR GIANT FGG03205 5.5 01-JUL-2035 0.000% MBSFGOLD 30YR GIANT FGG03290 5.5 01-AUG-2036 0.000% MBSFGOLD 30YR GIANT FGG03400 5.5 01-MAR-2037 0.000% MBSFGOLD 30YR GIANT FGG03432 5.5 01-NOV-2037 0.000% MBSFGOLD 30YR GIANT FGG03449 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR GIANT FGG03493 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR GIANT FGG03548 5.0 01-JUN-2036 0.000% MBSFGOLD 30YR GIANT FGG03550 6.0 01-NOV-2037 0.000% MBSFGOLD 30YR GIANT FGG03616 6.0 01-DEC-2037 0.000% MBSFGOLD 30YR GIANT FGG03620 6.5 01-OCT-2037 0.000% MBSFGOLD 30YR GIANT FGG03680 5.5 01-NOV-2035 0.000% MBSFGOLD 30YR GIANT FGG03689 5.0 01-JUN-2036 0.000% MBSFGOLD 30YR GIANT FGG03695 5.5 01-NOV-2037 0.000% MBSFGOLD 30YR GIANT FGG03696 5.5 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03697 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03732 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03737 6.5 01-NOV-2037 0.000% MBSFGOLD 30YR GIANT FGG03776 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03781 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03812 5.5 01-FEB-2038 0.000% MBSFGOLD 30YR GIANT FGG03819 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03826 6.0 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03843 6.5 01-FEB-2038 0.000% MBSFGOLD 30YR GIANT FGG03854 5.0 01-FEB-2038 0.000% MBSFGOLD 30YR GIANT FGG03904 5.5 01-JUL-2036 0.000% MBSFGOLD 30YR GIANT FGG03914 6.5 01-FEB-2038 0.000% MBSFGOLD 30YR GIANT FGG03927 5.5 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG03931 6.0 01-FEB-2038 0.000% MBSFGOLD 30YR GIANT FGG03943 5.5 01-FEB-2038 0.000% MBSFGOLD 30YR GIANT FGG03978 5.0 01-MAR-2038 0.000% MBSFGOLD 30YR GIANT FGG04162 5.5 01-APR-2038 0.000% MBSFGOLD 30YR GIANT FGG04212 6.0 01-NOV-2037 0.000% MBSFGOLD 30YR GIANT FGG04214 5.5 01-MAY-2038 0.000% MBSFGOLD 30YR GIANT FGG04222 5.5 01-APR-2038 0.000% MBSFGOLD 30YR GIANT FGG04319 5.5 01-APR-2038 0.000% MBSFGOLD 30YR GIANT FGG04331 5.0 01-FEB-2037 0.000% MBSFGOLD 30YR GIANT FGG04346 6.0 01-MAY-2038 0.000% MBSFGOLD 30YR GIANT FGG04367 5.0 01-JUN-2038 0.000% MBSFGOLD 30YR GIANT FGG04443 6.5 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04476 4.5 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04540 6.0 01-AUG-2038 0.000% MBSFGOLD 30YR GIANT FGG04567 5.5 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04573 5.5 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04576 6.0 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG04601 5.5 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04610 6.0 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04647 5.5 01-JUN-2038 0.000% MBSFGOLD 30YR GIANT FGG04688 5.5 01-SEP-2038 0.000% MBS

FGOLD 30YR GIANT FGG04691 5.0 01-JUN-2038 0.000% MBSFGOLD 30YR GIANT FGG04697 5.5 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG04699 5.0 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG04723 5.0 01-MAR-2038 0.000% MBSFGOLD 30YR GIANT FGG04781 6.0 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04814 5.5 01-OCT-2038 0.000% MBSFGOLD 30YR GIANT FGG04815 5.0 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG04816 5.0 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG04817 5.0 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG04845 6.0 01-MAY-2036 0.000% MBSFGOLD 30YR GIANT FGG04877 6.0 01-OCT-2038 0.000% MBSFGOLD 30YR GIANT FGG04891 5.5 01-JAN-2038 0.000% MBSFGOLD 30YR GIANT FGG04913 5.0 01-MAR-2038 0.000% MBSFGOLD 30YR GIANT FGG04936 6.0 01-NOV-2038 0.000% MBSFGOLD 30YR GIANT FGG04942 6.0 01-JUL-2038 0.000% MBSFGOLD 30YR GIANT FGG04951 5.0 01-NOV-2038 0.000% MBSFGOLD 30YR GIANT FGG04983 6.5 01-DEC-2038 0.000% MBSFGOLD 30YR GIANT FGG04986 5.5 01-NOV-2037 0.000% MBSFGOLD 30YR GIANT FGG05027 6.0 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG05030 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR GIANT FGG05073 5.5 01-JAN-2039 0.000% MBSFGOLD 30YR GIANT FGG05081 4.5 01-OCT-2038 0.000% MBSFGOLD 30YR GIANT FGG05122 5.5 01-JAN-2039 0.000% MBSFGOLD 30YR GIANT FGG05124 6.0 01-DEC-2038 0.000% MBSFGOLD 30YR GIANT FGG05132 5.0 01-DEC-2038 0.000% MBSFGOLD 30YR GIANT FGG05142 5.5 01-DEC-2035 0.000% MBSFGOLD 30YR GIANT FGG05163 5.5 01-FEB-2039 0.000% MBSFGOLD 30YR GIANT FGG05167 4.5 01-FEB-2039 0.000% MBSFGOLD 30YR GIANT FGG05175 4.5 01-FEB-2039 0.000% MBSFGOLD 30YR GIANT FGG05205 5.0 01-JAN-2039 0.000% MBSFGOLD 30YR GIANT FGG05240 5.0 01-MAR-2038 0.000% MBSFGOLD 30YR GIANT FGG05253 5.0 01-FEB-2039 0.000% MBSFGOLD 30YR GIANT FGG05254 5.0 01-JAN-2037 0.000% MBSFGOLD 30YR GIANT FGG05255 5.0 01-DEC-2038 0.000% MBSFGOLD 30YR GIANT FGG05267 5.5 01-DEC-2038 0.000% MBSFGOLD 30YR GIANT FGG05283 5.5 01-JAN-2039 0.000% MBSFGOLD 30YR GIANT FGG05286 4.5 01-FEB-2039 0.000% MBSFGOLD 30YR GIANT FGG05299 4.5 01-JUN-2038 0.000% MBSFGOLD 30YR GIANT FGG05326 5.0 01-FEB-2038 0.000% MBSFGOLD 30YR GIANT FGG05342 5.0 01-JAN-2039 0.000% MBSFGOLD 30YR GIANT FGG05354 5.0 01-MAR-2039 0.000% MBSFGOLD 30YR GIANT FGG05397 4.5 01-APR-2039 0.000% MBSFGOLD 30YR GIANT FGG05399 5.0 01-MAY-2034 0.000% MBSFGOLD 30YR GIANT FGG05411 6.5 01-JAN-2039 0.000% MBSFGOLD 30YR GIANT FGG05428 5.0 01-DEC-2033 0.000% MBSFGOLD 30YR GIANT FGG05447 4.5 01-MAY-2039 0.000% MBSFGOLD 30YR GIANT FGG05457 4.5 01-MAY-2039 0.000% MBSFGOLD 30YR GIANT FGG05462 4.5 01-JUN-2039 0.000% MBSFGOLD 30YR GIANT FGG05467 6.0 01-JUN-2034 0.000% MBSFGOLD 30YR GIANT FGG05507 5.0 01-FEB-2039 0.000% MBSFGOLD 30YR GIANT FGG05535 4.5 01-JUL-2039 0.000% MBSFGOLD 30YR GIANT FGG05641 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR GIANT FGG05661 5.0 01-SEP-2039 0.000% MBSFGOLD 30YR GIANT FGG05671 5.5 01-AUG-2038 0.000% MBSFGOLD 30YR GIANT FGG05684 5.5 01-OCT-2039 0.000% MBS

FGOLD 30YR GIANT FGG05695 4.5 01-NOV-2039 0.000% MBSFGOLD 30YR GIANT FGG05774 5.0 01-JAN-2040 0.000% MBSFGOLD 30YR GIANT FGG05779 6.0 01-OCT-2036 0.000% MBSFGOLD 30YR GIANT FGG05795 4.5 01-FEB-2040 0.000% MBSFGOLD 30YR GIANT FGG05798 5.5 01-JAN-2040 0.000% MBSFGOLD 30YR GIANT FGG05813 6.0 01-DEC-2039 0.000% MBSFGOLD 30YR GIANT FGG05814 5.5 01-JAN-2039 0.000% MBSFGOLD 30YR GIANT FGG05832 5.0 01-MAR-2040 0.000% MBSFGOLD 30YR GIANT FGG05849 4.5 01-MAY-2040 0.000% MBSFGOLD 30YR GIANT FGG05852 5.5 01-MAR-2039 0.000% MBSFGOLD 30YR GIANT FGG05860 5.5 01-FEB-2040 0.000% MBSFGOLD 30YR GIANT FGG05897 4.5 01-MAY-2040 0.000% MBSFGOLD 30YR GIANT FGG05925 4.5 01-JUL-2040 0.000% MBSFGOLD 30YR GIANT FGG05931 4.5 01-JUL-2040 0.000% MBSFGOLD 30YR GIANT FGG05958 5.0 01-AUG-2040 0.000% MBSFGOLD 30YR GIANT FGG05964 4.5 01-AUG-2040 0.000% MBSFGOLD 30YR GIANT FGG05982 4.5 01-SEP-2040 0.000% MBSFGOLD 30YR GIANT FGG05984 4.5 01-AUG-2040 0.000% MBSFGOLD 30YR GIANT FGG06020 5.5 01-DEC-2039 0.000% MBSFGOLD 30YR GIANT FGG06024 4.5 01-AUG-2040 0.000% MBSFGOLD 30YR GIANT FGG06025 4.5 01-SEP-2040 0.000% MBSFGOLD 30YR GIANT FGG06031 5.5 01-MAR-2040 0.000% MBSFGOLD 30YR GIANT FGG06069 5.0 01-APR-2034 0.000% MBSFGOLD 30YR GIANT FGG06070 5.0 01-JAN-2036 0.000% MBSFGOLD 30YR GIANT FGG06087 5.0 01-SEP-2040 0.000% MBSFGOLD 30YR GIANT FGG06170 6.0 01-OCT-2036 0.000% MBSFGOLD 30YR GIANT FGG06172 5.5 01-DEC-2038 0.000% MBSFGOLD 30YR GIANT FGG06197 4.0 01-DEC-2040 0.000% MBSFGOLD 30YR GIANT FGG06214 6.0 01-MAY-2037 0.000% MBSFGOLD 30YR GIANT FGG06231 4.0 01-DEC-2040 0.000% MBSFGOLD 30YR GIANT FGG06239 4.0 01-FEB-2041 0.000% MBSFGOLD 30YR GIANT FGG06387 6.0 01-NOV-2039 0.000% MBSFGOLD 30YR GIANT FGG06406 4.5 01-FEB-2041 0.000% MBSFGOLD 30YR GIANT FGG06429 5.5 01-JAN-2037 0.000% MBSFGOLD 30YR GIANT FGG06473 5.0 01-MAY-2041 0.000% MBSFGOLD 30YR GIANT FGG06481 4.5 01-JUN-2041 0.000% MBSFGOLD 30YR GIANT FGG06581 4.5 01-MAY-2041 0.000% MBSFGOLD 30YR GIANT FGG06615 4.0 01-JUN-2041 0.000% MBSFGOLD 30YR GIANT FGG06669 6.5 01-SEP-2039 0.000% MBSFGOLD 30YR GIANT FGG06694 5.5 01-JUN-2040 0.000% MBSFGOLD 30YR GIANT FGG06727 5.5 01-JAN-2037 0.000% MBSFGOLD 30YR GIANT FGG06747 4.5 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG06766 5.0 01-SEP-2041 0.000% MBSFGOLD 30YR GIANT FGG06774 4.5 01-JUN-2041 0.000% MBSFGOLD 30YR GIANT FGG06791 4.0 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG06798 5.5 01-JUL-2036 0.000% MBSFGOLD 30YR GIANT FGG06800 4.0 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG06834 4.0 01-DEC-2041 0.000% MBSFGOLD 30YR GIANT FGG06857 5.5 01-NOV-2039 0.000% MBSFGOLD 30YR GIANT FGG06870 5.0 01-JAN-2037 0.000% MBSFGOLD 30YR GIANT FGG06875 5.5 01-DEC-2038 0.000% MBSFGOLD 30YR GIANT FGG06883 5.0 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG06920 4.5 01-MAY-2041 0.000% MBSFGOLD 30YR GIANT FGG07001 3.5 01-APR-2042 0.000% MBSFGOLD 30YR GIANT FGG07020 5.0 01-NOV-2036 0.000% MBS

FGOLD 30YR GIANT FGG07068 5.0 01-JUL-2041 0.000% MBSFGOLD 30YR GIANT FGG07077 6.0 01-SEP-2038 0.000% MBSFGOLD 30YR GIANT FGG07109 5.0 01-AUG-2039 0.000% MBSFGOLD 30YR GIANT FGG07195 4.5 01-MAR-2042 0.000% MBSFGOLD 30YR GIANT FGG07209 4.5 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG07219 5.0 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG07306 3.0 01-FEB-2043 0.000% MBSFGOLD 30YR GIANT FGG07339 2.5 01-APR-2043 0.000% MBSFGOLD 30YR GIANT FGG07397 2.5 01-JUN-2043 0.000% MBSFGOLD 30YR GIANT FGG07429 3.5 01-JUN-2043 0.000% MBSFGOLD 30YR GIANT FGG07445 2.5 01-JUL-2043 0.000% MBSFGOLD 30YR GIANT FGG07479 4.0 01-FEB-2041 0.000% MBSFGOLD 30YR GIANT FGG07513 5.0 01-JUL-2041 0.000% MBSFGOLD 30YR GIANT FGG07523 3.5 01-SEP-2043 0.000% MBSFGOLD 30YR GIANT FGG07573 5.5 01-MAY-2040 0.000% MBSFGOLD 30YR GIANT FGG07589 5.5 01-JUN-2041 0.000% MBSFGOLD 30YR GIANT FGG07601 3.0 01-JUL-2043 0.000% MBSFGOLD 30YR GIANT FGG07612 4.5 01-DEC-2043 0.000% MBSFGOLD 30YR GIANT FGG07642 5.0 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG07686 4.5 01-MAR-2044 0.000% MBSFGOLD 30YR GIANT FGG07872 4.5 01-JUL-2044 0.000% MBSFGOLD 30YR GIANT FGG07925 4.0 01-FEB-2045 0.000% MBSFGOLD 30YR GIANT FGG07946 4.0 01-JUL-2044 0.000% MBSFGOLD 30YR GIANT FGG07961 3.5 01-MAR-2045 0.000% MBSFGOLD 30YR GIANT FGG07972 4.5 01-OCT-2044 0.000% MBSFGOLD 30YR GIANT FGG08002 5.5 01-JUL-2034 0.000% MBSFGOLD 30YR GIANT FGG08006 6.0 01-AUG-2034 0.000% MBSFGOLD 30YR GIANT FGG08010 5.5 01-SEP-2034 0.000% MBSFGOLD 30YR GIANT FGG08012 6.5 01-SEP-2034 0.000% MBSFGOLD 30YR GIANT FGG08015 5.5 01-OCT-2034 0.000% MBSFGOLD 30YR GIANT FGG08016 6.0 01-OCT-2034 0.000% MBSFGOLD 30YR GIANT FGG08021 5.5 01-NOV-2034 0.000% MBSFGOLD 30YR GIANT FGG08026 5.0 01-DEC-2034 0.000% MBSFGOLD 30YR GIANT FGG08027 5.5 01-DEC-2034 0.000% MBSFGOLD 30YR GIANT FGG08028 6.0 01-DEC-2034 0.000% MBSFGOLD 30YR GIANT FGG08036 5.5 01-JAN-2035 0.000% MBSFGOLD 30YR GIANT FGG08046 5.5 01-MAR-2035 0.000% MBSFGOLD 30YR GIANT FGG08062 5.0 01-JUN-2035 0.000% MBSFGOLD 30YR GIANT FGG08063 6.0 01-JUN-2035 0.000% MBSFGOLD 30YR GIANT FGG08064 6.5 01-APR-2035 0.000% MBSFGOLD 30YR GIANT FGG08067 5.0 01-JUL-2035 0.000% MBSFGOLD 30YR GIANT FGG08069 6.0 01-JUL-2035 0.000% MBSFGOLD 30YR GIANT FGG08072 5.0 01-AUG-2035 0.000% MBSFGOLD 30YR GIANT FGG08073 5.5 01-AUG-2035 0.000% MBSFGOLD 30YR GIANT FGG08079 5.0 01-SEP-2035 0.000% MBSFGOLD 30YR GIANT FGG08080 5.5 01-SEP-2035 0.000% MBSFGOLD 30YR GIANT FGG08081 6.0 01-SEP-2035 0.000% MBSFGOLD 30YR GIANT FGG08085 5.0 01-OCT-2035 0.000% MBSFGOLD 30YR GIANT FGG08086 5.5 01-OCT-2035 0.000% MBSFGOLD 30YR GIANT FGG08099 5.0 01-DEC-2035 0.000% MBSFGOLD 30YR GIANT FGG08101 6.0 01-DEC-2035 0.000% MBSFGOLD 30YR GIANT FGG08105 5.5 01-JAN-2036 0.000% MBSFGOLD 30YR GIANT FGG08106 6.0 01-JAN-2036 0.000% MBSFGOLD 30YR GIANT FGG08116 5.5 01-MAR-2036 0.000% MBSFGOLD 30YR GIANT FGG08122 5.5 01-APR-2036 0.000% MBS

FGOLD 30YR GIANT FGG08129 6.0 01-MAY-2036 0.000% MBSFGOLD 30YR GIANT FGG08147 6.5 01-AUG-2036 0.000% MBSFGOLD 30YR GIANT FGG08160 5.5 01-NOV-2036 0.000% MBSFGOLD 30YR GIANT FGG08167 5.5 01-DEC-2036 0.000% MBSFGOLD 30YR GIANT FGG08227 6.0 01-OCT-2037 0.000% MBSFGOLD 30YR GIANT FGG08237 6.0 01-DEC-2037 0.000% MBSFGOLD 30YR GIANT FGG08263 5.5 01-APR-2038 0.000% MBSFGOLD 30YR GIANT FGG08269 5.5 01-MAY-2038 0.000% MBSFGOLD 30YR GIANT FGG08276 6.0 01-JUN-2038 0.000% MBSFGOLD 30YR GIANT FGG08300 5.5 01-NOV-2038 0.000% MBSFGOLD 30YR GIANT FGG08332 4.5 01-MAR-2039 0.000% MBSFGOLD 30YR GIANT FGG08340 4.5 01-APR-2039 0.000% MBSFGOLD 30YR GIANT FGG08344 4.5 01-MAY-2039 0.000% MBSFGOLD 30YR GIANT FGG08347 4.5 01-JUN-2039 0.000% MBSFGOLD 30YR GIANT FGG08348 5.0 01-JUN-2039 0.000% MBSFGOLD 30YR GIANT FGG08353 4.5 01-JUL-2039 0.000% MBSFGOLD 30YR GIANT FGG08360 4.0 01-AUG-2039 0.000% MBSFGOLD 30YR GIANT FGG08364 4.5 01-SEP-2039 0.000% MBSFGOLD 30YR GIANT FGG08369 5.0 01-OCT-2039 0.000% MBSFGOLD 30YR GIANT FGG08372 4.5 01-NOV-2039 0.000% MBSFGOLD 30YR GIANT FGG08390 5.0 01-FEB-2040 0.000% MBSFGOLD 30YR GIANT FGG08393 5.0 01-MAR-2040 0.000% MBSFGOLD 30YR GIANT FGG08416 4.5 01-AUG-2040 0.000% MBSFGOLD 30YR GIANT FGG08422 4.5 01-OCT-2040 0.000% MBSFGOLD 30YR GIANT FGG08435 4.5 01-FEB-2041 0.000% MBSFGOLD 30YR GIANT FGG08447 4.5 01-MAY-2041 0.000% MBSFGOLD 30YR GIANT FGG08454 4.5 01-JUL-2041 0.000% MBSFGOLD 30YR GIANT FGG08455 4.0 01-JUL-2041 0.000% MBSFGOLD 30YR GIANT FGG08463 4.0 01-OCT-2041 0.000% MBSFGOLD 30YR GIANT FGG08465 4.0 01-NOV-2041 0.000% MBSFGOLD 30YR GIANT FGG08473 3.5 01-JAN-2042 0.000% MBSFGOLD 30YR GIANT FGG08474 4.0 01-JAN-2042 0.000% MBSFGOLD 30YR GIANT FGG08479 3.5 01-MAR-2042 0.000% MBSFGOLD 30YR GIANT FGG08483 4.0 01-MAR-2042 0.000% MBSFGOLD 30YR GIANT FGG08484 3.0 01-MAR-2042 0.000% MBSFGOLD 30YR GIANT FGG08519 2.5 01-FEB-2043 0.000% MBSFGOLD 30YR GIANT FGG08524 3.0 01-MAR-2043 0.000% MBSFGOLD 30YR GIANT FGG08526 2.5 01-MAR-2043 0.000% MBSFGOLD 30YR GIANT FGG08528 3.0 01-APR-2043 0.000% MBSFGOLD 30YR GIANT FGG08534 3.0 01-JUN-2043 0.000% MBSFGOLD 30YR GIANT FGG08544 3.0 01-SEP-2043 0.000% MBSFGOLD 30YR GIANT FGG08552 4.5 01-OCT-2043 0.000% MBSFGOLD 30YR GIANT FGG08558 4.0 01-NOV-2043 0.000% MBSFGOLD 30YR GIANT FGG08562 3.5 01-JAN-2044 0.000% MBSFGOLD 30YR GIANT FGG08573 4.0 01-FEB-2044 0.000% MBSFGOLD 30YR GIANT FGG08578 4.5 01-MAR-2044 0.000% MBSFGOLD 30YR GIANT FGG08595 4.0 01-JUL-2044 0.000% MBSFGOLD 30YR GIANT FGG08596 4.5 01-JUL-2044 0.000% MBSFGOLD 30YR GIANT FGG08599 3.5 01-AUG-2044 0.000% MBSFGOLD 30YR GIANT FGG08600 4.5 01-AUG-2044 0.000% MBSFGOLD 30YR GIANT FGG08601 4.0 01-AUG-2044 0.000% MBSFGOLD 30YR GIANT FGG08607 4.5 01-SEP-2044 0.000% MBSFGOLD 30YR GIANT FGG08609 3.5 01-OCT-2044 0.001% MBSFGOLD 30YR GIANT FGG08617 4.5 01-NOV-2044 0.000% MBSFGOLD 30YR GIANT FGG08622 3.0 01-JAN-2045 0.000% MBS

FGOLD 30YR GIANT FGG08625 4.5 01-JAN-2045 0.000% MBSFGOLD 30YR GIANT FGG08628 4.0 01-FEB-2045 0.000% MBSFGOLD 30YR GIANT FGG08631 3.0 01-MAR-2045 0.000% MBSFGOLD 30YR GIANT FGG08632 3.5 01-MAR-2045 0.000% MBSFGOLD 30YR GIANT FGG08635 3.0 01-APR-2045 0.002% MBSFGOLD 30YR GIANT FGG08636 3.5 01-APR-2045 0.000% MBSFGOLD 30YR GIANT FGG08638 2.5 01-APR-2045 0.000% MBSFGOLD 30YR GIANT FGG08640 3.0 01-MAY-2045 0.000% MBSFGOLD 30YR GIANT FGG08641 3.5 01-MAY-2045 0.000% MBSFGOLD 30YR GIANT FGG08655 4.0 01-JUL-2045 0.000% MBSFGOLD 30YR GIANT FGG08658 3.0 01-AUG-2045 0.000% MBSFGOLD 30YR GIANT FGG08659 3.5 01-AUG-2045 0.000% MBSFGOLD 30YR GIANT FGG08669 4.0 01-SEP-2045 0.000% MBSFGOLD 30YR GIANT FGG08670 3.0 01-OCT-2045 0.000% MBSFGOLD 30YR GIANT FGG08676 3.5 01-NOV-2045 0.000% MBSFGOLD 30YR GIANT FGG08680 3.0 01-DEC-2045 0.001% MBSFGOLD 30YR GIANT FGG08681 3.5 01-DEC-2045 0.000% MBSFGOLD 30YR GIANT FGG08686 3.0 01-JAN-2046 0.000% MBSFGOLD 30YR GIANT FGG08687 3.5 01-JAN-2046 0.000% MBSFGOLD 30YR GIANT FGG08693 3.5 01-MAR-2046 0.000% MBSFGOLD 30YR GIANT FGG08697 3.0 01-MAR-2046 0.002% MBSFGOLD 30YR GIANT FGG08698 3.5 01-MAR-2046 0.000% MBSFGOLD 30YR GIANT FGG08701 3.0 01-APR-2046 0.000% MBSFGOLD 30YR GIANT FGG08702 3.5 01-APR-2046 0.000% MBSFGOLD 30YR GIANT FGG08704 4.5 01-APR-2046 0.000% MBSFGOLD 30YR GIANT FGG08705 3.0 01-MAY-2046 0.000% MBSFGOLD 30YR GIANT FGG08707 4.0 01-MAY-2046 0.000% MBSFGOLD 30YR GIANT FGG08708 4.5 01-MAY-2046 0.000% MBSFGOLD 30YR GIANT FGG08711 3.5 01-JUN-2046 0.000% MBSFGOLD 30YR GIANT FGG08715 3.0 01-AUG-2046 0.001% MBSFGOLD 30YR GIANT FGG08720 4.5 01-AUG-2046 0.000% MBSFGOLD 30YR GIANT FGG08721 3.0 01-SEP-2046 0.000% MBSFGOLD 30YR GIANT FGG08722 3.5 01-SEP-2046 0.000% MBSFGOLD 30YR GIANT FGG08723 4.0 01-SEP-2046 0.000% MBSFGOLD 30YR GIANT FGG08726 3.0 01-OCT-2046 0.000% MBSFGOLD 30YR GIANT FGG08727 3.5 01-OCT-2046 0.000% MBSFGOLD 30YR GIANT FGG08731 2.5 01-NOV-2046 0.000% MBSFGOLD 30YR GIANT FGG08732 3.0 01-NOV-2046 0.001% MBSFGOLD 30YR GIANT FGG08734 4.0 01-NOV-2046 0.002% MBSFGOLD 30YR GIANT FGG08737 3.0 01-DEC-2046 0.004% MBSFGOLD 30YR GIANT FGG08738 3.5 01-DEC-2046 0.000% MBSFGOLD 30YR GIANT FGG08740 2.5 01-DEC-2046 0.000% MBSFGOLD 30YR GIANT FGG08741 3.0 01-JAN-2047 0.001% MBSFGOLD 30YR GIANT FGG08742 3.5 01-JAN-2047 0.000% MBSFGOLD 30YR GIANT FGG08746 2.5 01-JAN-2047 0.000% MBSFGOLD 30YR GIANT FGG08747 3.0 01-FEB-2047 0.003% MBSFGOLD 30YR GIANT FGG08748 3.5 01-FEB-2047 0.001% MBSFGOLD 30YR GIANT FGG08749 4.0 01-FEB-2047 0.000% MBSFGOLD 30YR GIANT FGG08750 3.0 01-MAR-2047 0.000% MBSFGOLD 30YR GIANT FGG08751 3.5 01-MAR-2047 0.001% MBSFGOLD 30YR GIANT FGG08755 2.5 01-FEB-2047 0.000% MBSFGOLD 30YR GIANT FGG08757 3.5 01-APR-2047 0.000% MBSFGOLD 30YR GIANT FGG08761 3.5 01-MAY-2047 0.000% MBSFGOLD 30YR GIANT FGG08763 2.5 01-MAR-2047 0.000% MBSFGOLD 30YR GIANT FGG08766 3.5 01-JUN-2047 0.000% MBS

FGOLD 30YR GIANT FGG08767 4.0 01-JUN-2047 0.000% MBSFGOLD 30YR GIANT FGG08770 3.5 01-JUL-2047 0.000% MBSFGOLD 30YR GIANT FGG08771 4.0 01-JUL-2047 0.000% MBSFGOLD 30YR GIANT FGG08775 4.0 01-AUG-2047 0.000% MBSFGOLD 30YR GIANT FGG08779 3.5 01-SEP-2047 0.001% MBSFGOLD 30YR GIANT FGG08780 4.0 01-SEP-2047 0.000% MBSFGOLD 30YR GIANT FGG08784 3.5 01-OCT-2047 0.000% MBSFGOLD 30YR GIANT FGG08785 4.0 01-OCT-2047 0.000% MBSFGOLD 30YR GIANT FGG08788 3.5 01-NOV-2047 0.000% MBSFGOLD 30YR GIANT FGG08792 3.5 01-DEC-2047 0.000% MBSFGOLD 30YR GIANT FGG08793 4.0 01-DEC-2047 0.000% MBSFGOLD 30YR GIANT FGG08801 4.0 01-FEB-2048 0.000% MBSFGOLD 30YR GIANT FGG08804 3.5 01-MAR-2048 0.001% MBSFGOLD 30YR GIANT FGG08813 3.5 01-MAY-2048 0.000% MBSFGOLD 30YR GIANT FGG08815 5.0 01-MAR-2048 0.000% MBSFGOLD 30YR GIANT FGG08817 4.0 01-JUN-2048 0.000% MBSFGOLD 30YR GIANT FGG08821 5.0 01-MAY-2048 0.000% MBSFGOLD 30YR GIANT FGG08829 3.0 01-JUL-2048 0.000% MBSFGOLD 30YR GIANT FGG08831 4.0 01-JUL-2048 0.000% MBSFGOLD 30YR GIANT FGG08833 5.0 01-JUN-2048 0.000% MBSFGOLD 30YR GIANT FGG08837 4.5 01-AUG-2048 0.000% MBSFGOLD 30YR GIANT FGG08842 4.0 01-SEP-2048 0.000% MBSFGOLD 30YR GIANT FGG08844 5.0 01-SEP-2048 0.000% MBSFGOLD 30YR GIANT FGG08847 4.0 01-NOV-2048 0.000% MBSFGOLD 30YR GIANT FGG08860 3.0 01-NOV-2048 0.000% MBSFGOLD 30YR GIANT FGG08864 5.0 01-FEB-2049 0.000% MBSFH 10/1 12M Libor ARM 10/1 FH2B1384 2.468 01-MAY-2043 0.000% ARMFH 10/1 12M Libor ARM 10/1 FH2B1569 2.381 01-AUG-2043 0.000% ARMFH 10/1 12M Libor ARM 10/1 FH848760 2.959 01-MAY-2042 0.000% ARMFH 10/1 1Y CMT ARM 10/1 FH781117 2.375 01-DEC-2033 0.000% ARMFH 5/1 12M LIBOR ARM 5/1 FH1B7810 2.025 01-NOV-2040 0.000% ARMFH 5/1 12M LIBOR ARM 5/1 FH1Q1106 2.084 01-DEC-2038 0.000% ARMFH 5/1 12M Libor ARM 5/1 FH1B7764 2.15 01-NOV-2040 0.000% ARMFH 5/1 12M Libor ARM 5/1 FH1B8793 2.13 01-SEP-2041 0.000% ARMFH 5/1 12M Libor ARM 5/1 FH2B0108 2.15 01-JAN-2042 0.000% ARMFH 5/1 12M Libor ARM 5/1 FH2B1381 1.745 01-JUN-2043 0.000% ARMFH 5/1 12M Libor ARM 5/1 FH848558 1.989 01-AUG-2041 0.000% ARMFH 7/1 12M Libor ARM 7/1 FH1B7692 2.16 01-NOV-2040 0.000% ARMFH 7/1 12M Libor ARM 7/1 FH1B8478 2.14 01-JUL-2041 0.000% ARMFH 7/1 12M Libor ARM 7/1 FH848633 2.145 01-NOV-2041 0.000% ARMFHLK_15-20-A2 2.438 25-FEB-2036 0.007% CMBSFHLK_74-5-A2 1.657 25-SEP-2054 0.011% CMBSFHLMC 15YR UMBS FRQN0041 3.0 01-JUN-2034 0.000% MBSFHLMC 15YR UMBS FRQN0101 3.0 01-JUN-2034 0.000% MBSFHLMC 15YR UMBS FRQN0105 3.0 01-JUN-2034 0.000% MBSFHLMC 15YR UMBS FRQN0167 3.5 01-JUL-2034 0.000% MBSFHLMC 15YR UMBS FRQN0212 4.0 01-JUL-2034 0.000% MBSFHLMC 15YR UMBS FRQN0234 3.0 01-JUL-2034 0.000% MBSFHLMC 15YR UMBS FRQN0262 3.0 01-JUL-2034 0.000% MBSFHLMC 15YR UMBS FRQN0376 4.5 01-AUG-2034 0.000% MBSFHLMC 15YR UMBS FRQN0401 3.0 01-AUG-2034 0.000% MBSFHLMC 15YR UMBS FRQN0405 3.0 01-AUG-2034 0.000% MBSFHLMC 15YR UMBS FRQN0490 3.0 01-SEP-2034 0.000% MBSFHLMC 15YR UMBS FRQN0564 3.0 01-SEP-2034 0.000% MBSFHLMC 15YR UMBS FRQN0678 3.0 01-OCT-2034 0.000% MBS

FHLMC 15YR UMBS FRQN0688 3.0 01-DEC-2032 0.000% MBSFHLMC 15YR UMBS FRQN0703 4.0 01-OCT-2034 0.000% MBSFHLMC 15YR UMBS FRQN0704 3.0 01-SEP-2034 0.000% MBSFHLMC 15YR UMBS FRQN0757 3.0 01-OCT-2034 0.000% MBSFHLMC 15YR UMBS FRQN0911 3.0 01-NOV-2034 0.000% MBSFHLMC 15YR UMBS FRQN0946 3.0 01-NOV-2034 0.000% MBSFHLMC 15YR UMBS FRQN0958 3.5 01-NOV-2034 0.000% MBSFHLMC 15YR UMBS FRQN1005 2.5 01-NOV-2034 0.000% MBSFHLMC 15YR UMBS FRQN1027 3.5 01-NOV-2034 0.000% MBSFHLMC 15YR UMBS FRQN1058 3.5 01-NOV-2034 0.000% MBSFHLMC 15YR UMBS FRQN1147 3.5 01-DEC-2034 0.000% MBSFHLMC 15YR UMBS FRQN1286 2.5 01-DEC-2034 0.000% MBSFHLMC 15YR UMBS FRQN1319 3.5 01-JAN-2035 0.000% MBSFHLMC 15YR UMBS FRQN1391 3.0 01-JAN-2035 0.000% MBSFHLMC 15YR UMBS FRQN1409 2.5 01-JAN-2035 0.000% MBSFHLMC 15YR UMBS FRQN1497 3.0 01-FEB-2035 0.000% MBSFHLMC 15YR UMBS FRQN1561 3.5 01-FEB-2035 0.000% MBSFHLMC 15YR UMBS FRQN1627 3.0 01-FEB-2035 0.000% MBSFHLMC 15YR UMBS FRQN1690 3.5 01-FEB-2035 0.000% MBSFHLMC 15YR UMBS FRQN1712 3.0 01-MAR-2035 0.000% MBSFHLMC 15YR UMBS FRQN1794 2.5 01-MAR-2035 0.001% MBSFHLMC 15YR UMBS FRQN1878 3.0 01-MAR-2035 0.000% MBSFHLMC 15YR UMBS FRQN1879 3.0 01-MAR-2035 0.000% MBSFHLMC 15YR UMBS FRQN1885 3.0 01-MAR-2035 0.000% MBSFHLMC 15YR UMBS FRQN2084 3.0 01-APR-2035 0.000% MBSFHLMC 15YR UMBS FRQN2262 3.0 01-MAY-2035 0.000% MBSFHLMC 15YR UMBS FRQN2399 2.5 01-JUN-2035 0.000% MBSFHLMC 15YR UMBS FRQN2424 2.5 01-JUN-2035 0.000% MBSFHLMC 15YR UMBS FRQN2495 3.0 01-JUN-2035 0.000% MBSFHLMC 15YR UMBS FRQN2575 3.0 01-JUN-2035 0.000% MBSFHLMC 15YR UMBS FRQN2583 3.0 01-JUN-2035 0.000% MBSFHLMC 15YR UMBS FRQN2632 2.5 01-JUN-2035 0.000% MBSFHLMC 15YR UMBS FRQN2634 3.0 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRQN2855 2.5 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRQN2857 3.0 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRQN2886 3.0 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRQN2890 3.5 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRQN2893 3.0 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRQN2949 2.0 01-AUG-2035 0.000% MBSFHLMC 15YR UMBS FRQN2971 2.5 01-AUG-2035 0.000% MBSFHLMC 15YR UMBS FRQN3031 3.0 01-AUG-2035 0.000% MBSFHLMC 15YR UMBS FRQN3083 3.0 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRQN3085 2.5 01-AUG-2035 0.000% MBSFHLMC 15YR UMBS FRQN3196 2.5 01-AUG-2035 0.000% MBSFHLMC 15YR UMBS FRQN3227 2.5 01-AUG-2035 0.000% MBSFHLMC 15YR UMBS FRQN3229 2.5 01-SEP-2035 0.000% MBSFHLMC 15YR UMBS FRQN3346 2.0 01-SEP-2035 0.000% MBSFHLMC 15YR UMBS FRQN3388 2.5 01-SEP-2035 0.000% MBSFHLMC 15YR UMBS FRQN3404 2.5 01-SEP-2035 0.000% MBSFHLMC 15YR UMBS FRQN3564 2.5 01-SEP-2035 0.000% MBSFHLMC 15YR UMBS FRQN3643 3.0 01-OCT-2035 0.000% MBSFHLMC 15YR UMBS FRQN3699 2.5 01-OCT-2035 0.000% MBSFHLMC 15YR UMBS FRQN3700 2.5 01-OCT-2035 0.000% MBSFHLMC 15YR UMBS FRQN3827 3.0 01-OCT-2035 0.000% MBSFHLMC 15YR UMBS FRQN3903 2.5 01-NOV-2035 0.000% MBS

FHLMC 15YR UMBS FRQN3974 2.0 01-NOV-2035 0.000% MBSFHLMC 15YR UMBS FRQN4098 2.5 01-NOV-2035 0.000% MBSFHLMC 15YR UMBS FRQN4150 1.5 01-NOV-2035 0.000% MBSFHLMC 15YR UMBS FRQN4389 1.5 01-DEC-2035 0.000% MBSFHLMC 15YR UMBS FRQN4395 2.0 01-DEC-2035 0.000% MBSFHLMC 15YR UMBS FRQN4475 2.5 01-DEC-2035 0.000% MBSFHLMC 15YR UMBS FRQN4493 2.0 01-DEC-2035 0.001% MBSFHLMC 15YR UMBS FRQN4548 2.0 01-DEC-2035 0.001% MBSFHLMC 15YR UMBS FRQN4692 2.5 01-DEC-2035 0.000% MBSFHLMC 15YR UMBS FRQN4959 2.0 01-JAN-2036 0.000% MBSFHLMC 15YR UMBS FRQN4991 2.0 01-JAN-2036 0.001% MBSFHLMC 15YR UMBS FRQN5353 2.5 01-JAN-2036 0.000% MBSFHLMC 15YR UMBS FRQN5354 2.5 01-JAN-2036 0.000% MBSFHLMC 15YR UMBS FRQN5466 2.0 01-MAR-2036 0.000% MBSFHLMC 15YR UMBS FRQN5828 2.0 01-APR-2036 0.000% MBSFHLMC 15YR UMBS FRQN6540 2.0 01-MAY-2036 0.000% MBSFHLMC 15YR UMBS FRQN6935 2.0 01-JUL-2036 0.000% MBSFHLMC 15YR UMBS FRQN7382 2.0 01-AUG-2036 0.001% MBSFHLMC 15YR UMBS FRQN7393 2.0 01-AUG-2036 0.000% MBSFHLMC 15YR UMBS FRQN8113 1.5 01-OCT-2036 0.000% MBSFHLMC 15YR UMBS FRRC1103 4.5 01-AUG-2034 0.000% MBSFHLMC 15YR UMBS FRRC1376 3.0 01-NOV-2031 0.000% MBSFHLMC 15YR UMBS FRRC1508 2.5 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRRC1519 3.0 01-JUL-2035 0.000% MBSFHLMC 15YR UMBS FRRC1598 2.0 01-OCT-2035 0.003% MBSFHLMC 15YR UMBS FRRC1607 2.5 01-SEP-2035 0.001% MBSFHLMC 15YR UMBS FRRC1826 2.0 01-FEB-2036 0.000% MBSFHLMC 15YR UMBS FRRC1887 2.0 01-MAR-2036 0.003% MBSFHLMC 15YR UMBS FRRC1906 3.5 01-FEB-2036 0.000% MBSFHLMC 15YR UMBS FRRC2009 2.0 01-MAY-2036 0.002% MBSFHLMC 15YR UMBS FRRC2045 2.0 01-JUN-2036 0.003% MBSFHLMC 15YR UMBS FRRC2055 3.0 01-MAY-2036 0.000% MBSFHLMC 15YR UMBS FRRC2104 2.0 01-JUL-2036 0.000% MBSFHLMC 15YR UMBS FRRC2370 2.0 01-NOV-2036 0.002% MBSFHLMC 15YR UMBS FRRC2404 2.0 01-JAN-2037 0.003% MBSFHLMC 15YR UMBS MIRROR FRZA3707 3.0 01-APR-2029 0.000% MBSFHLMC 15YR UMBS MIRROR FRZA3960 2.5 01-APR-2033 0.000% MBSFHLMC 15YR UMBS MIRROR FRZA6417 3.5 01-MAR-2034 0.000% MBSFHLMC 15YR UMBS MIRROR FRZA6442 3.5 01-APR-2034 0.000% MBSFHLMC 15YR UMBS MIRROR FRZA6443 3.5 01-MAR-2034 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK4162 3.0 01-MAY-2027 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK6627 3.5 01-MAY-2029 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK6693 3.0 01-JUN-2029 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK7554 3.0 01-JUL-2030 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK7596 3.0 01-MAY-2029 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK7759 2.5 01-OCT-2030 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8002 3.0 01-APR-2031 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8169 3.5 01-JUL-2031 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8270 3.0 01-SEP-2031 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8515 3.0 01-JAN-2032 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8598 3.5 01-MAR-2032 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8652 3.5 01-APR-2032 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8693 3.0 01-APR-2032 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8698 4.0 01-MAY-2032 0.000% MBSFHLMC 15YR UMBS MIRROR FRZK8761 3.5 01-JUN-2032 0.000% MBS

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FHLMC 30YR UMBS FRQA0059 3.5 01-JUN-2049 0.000% MBSFHLMC 30YR UMBS FRQA0443 4.0 01-FEB-2049 0.000% MBSFHLMC 30YR UMBS FRQA0504 3.5 01-JUN-2049 0.000% MBSFHLMC 30YR UMBS FRQA0527 3.5 01-JUN-2049 0.001% MBSFHLMC 30YR UMBS FRQA0599 3.5 01-JUL-2049 0.001% MBSFHLMC 30YR UMBS FRQA0709 4.0 01-JUL-2049 0.000% MBSFHLMC 30YR UMBS FRQA0916 4.0 01-JUL-2049 0.000% MBSFHLMC 30YR UMBS FRQA1159 4.0 01-JUL-2049 0.000% MBSFHLMC 30YR UMBS FRQA1522 4.0 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRQA1531 3.0 01-JUL-2049 0.000% MBSFHLMC 30YR UMBS FRQA1532 3.5 01-JUL-2049 0.000% MBSFHLMC 30YR UMBS FRQA1580 3.0 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRQA2117 3.5 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRQA2226 3.0 01-JUL-2046 0.002% MBSFHLMC 30YR UMBS FRQA2237 3.0 01-JUL-2046 0.003% MBSFHLMC 30YR UMBS FRQA2252 3.5 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRQA2262 3.5 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS FRQA2424 3.0 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS FRQA2465 5.0 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRQA2485 4.5 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS FRQA2593 3.0 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS FRQA2782 4.5 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRQA2929 5.0 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS FRQA3162 3.0 01-OCT-2049 0.001% MBSFHLMC 30YR UMBS FRQA3334 3.0 01-OCT-2049 0.001% MBSFHLMC 30YR UMBS FRQA3443 3.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRQA3717 3.5 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS FRQA3728 3.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRQA3754 5.0 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRQA3948 5.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRQA4057 3.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRQA4111 3.0 01-NOV-2049 0.000% MBSFHLMC 30YR UMBS FRQA4124 3.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRQA4670 5.0 01-NOV-2049 0.000% MBSFHLMC 30YR UMBS FRQA4746 5.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRQA4970 3.0 01-NOV-2049 0.000% MBSFHLMC 30YR UMBS FRQA4971 3.5 01-DEC-2049 0.000% MBSFHLMC 30YR UMBS FRQA5000 3.5 01-NOV-2049 0.000% MBSFHLMC 30YR UMBS FRQA5111 3.5 01-NOV-2049 0.001% MBSFHLMC 30YR UMBS FRQA5397 3.0 01-NOV-2049 0.000% MBSFHLMC 30YR UMBS FRQA5779 3.5 01-JAN-2050 0.000% MBSFHLMC 30YR UMBS FRQA6227 3.5 01-JAN-2050 0.000% MBSFHLMC 30YR UMBS FRQA6462 3.0 01-JAN-2050 0.000% MBSFHLMC 30YR UMBS FRQA6595 3.0 01-JAN-2050 0.000% MBSFHLMC 30YR UMBS FRQA6604 4.0 01-JAN-2050 0.000% MBSFHLMC 30YR UMBS FRQA6724 3.5 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA6728 4.0 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA6755 3.0 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA6764 3.5 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA6797 3.5 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA6882 4.5 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA6986 4.5 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA7402 4.5 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA7410 3.0 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS FRQA7878 3.5 01-MAR-2050 0.000% MBS

FHLMC 30YR UMBS FRQA7915 4.0 01-MAR-2050 0.000% MBSFHLMC 30YR UMBS FRQA7919 4.5 01-MAR-2050 0.000% MBSFHLMC 30YR UMBS FRQA7943 3.5 01-MAR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8189 4.0 01-MAR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8377 2.5 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8542 4.0 01-MAR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8641 2.5 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8709 4.0 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8711 4.0 01-MAR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8887 4.0 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8898 3.5 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8951 3.5 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRQA8965 3.0 01-APR-2050 0.001% MBSFHLMC 30YR UMBS FRQA9113 3.0 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRQA9289 3.0 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRQA9345 3.0 01-MAY-2050 0.001% MBSFHLMC 30YR UMBS FRQA9415 3.5 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRQA9421 3.5 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRQA9489 2.5 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRQA9540 3.5 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRQA9564 5.0 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRQA9625 3.5 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRQB0116 3.5 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0117 4.0 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0390 3.0 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0557 3.5 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0613 3.0 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0616 3.0 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0675 3.0 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0691 3.5 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB0767 4.0 01-JUL-2050 0.000% MBSFHLMC 30YR UMBS FRQB0886 3.0 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRQB1365 3.5 01-JUL-2050 0.000% MBSFHLMC 30YR UMBS FRQB1518 3.5 01-JUL-2050 0.000% MBSFHLMC 30YR UMBS FRQB1543 2.5 01-JUL-2050 0.001% MBSFHLMC 30YR UMBS FRQB1564 3.0 01-JUL-2050 0.000% MBSFHLMC 30YR UMBS FRQB1994 3.0 01-AUG-2050 0.000% MBSFHLMC 30YR UMBS FRQB2300 3.0 01-AUG-2050 0.001% MBSFHLMC 30YR UMBS FRQB2326 3.0 01-AUG-2050 0.001% MBSFHLMC 30YR UMBS FRQB2964 2.5 01-SEP-2050 0.001% MBSFHLMC 30YR UMBS FRQB3061 2.5 01-AUG-2050 0.000% MBSFHLMC 30YR UMBS FRQB3228 3.0 01-SEP-2050 0.000% MBSFHLMC 30YR UMBS FRQB3451 2.5 01-AUG-2050 0.000% MBSFHLMC 30YR UMBS FRQB3541 2.5 01-SEP-2050 0.001% MBSFHLMC 30YR UMBS FRQB3552 2.5 01-SEP-2050 0.000% MBSFHLMC 30YR UMBS FRQB3695 2.5 01-SEP-2050 0.001% MBSFHLMC 30YR UMBS FRQB3813 3.5 01-JUL-2050 0.000% MBSFHLMC 30YR UMBS FRQB3970 2.5 01-OCT-2050 0.001% MBSFHLMC 30YR UMBS FRQB4133 2.5 01-OCT-2050 0.000% MBSFHLMC 30YR UMBS FRQB4152 4.5 01-OCT-2050 0.000% MBSFHLMC 30YR UMBS FRQB4329 2.0 01-OCT-2050 0.001% MBSFHLMC 30YR UMBS FRQB4341 3.0 01-OCT-2050 0.000% MBSFHLMC 30YR UMBS FRQB4342 3.0 01-OCT-2050 0.000% MBSFHLMC 30YR UMBS FRQB4550 2.5 01-OCT-2050 0.001% MBSFHLMC 30YR UMBS FRQB4567 2.0 01-OCT-2050 0.000% MBS

FHLMC 30YR UMBS FRQB4825 2.0 01-OCT-2050 0.000% MBSFHLMC 30YR UMBS FRQB5016 2.5 01-NOV-2050 0.001% MBSFHLMC 30YR UMBS FRQB5020 2.5 01-NOV-2050 0.000% MBSFHLMC 30YR UMBS FRQB5594 3.0 01-NOV-2050 0.000% MBSFHLMC 30YR UMBS FRQB5729 2.0 01-NOV-2050 0.000% MBSFHLMC 30YR UMBS FRQB5807 2.0 01-OCT-2050 0.000% MBSFHLMC 30YR UMBS FRQB5869 2.5 01-NOV-2050 0.001% MBSFHLMC 30YR UMBS FRQB5902 3.0 01-DEC-2050 0.001% MBSFHLMC 30YR UMBS FRQB5910 2.0 01-DEC-2050 0.001% MBSFHLMC 30YR UMBS FRQB5914 2.5 01-DEC-2050 0.001% MBSFHLMC 30YR UMBS FRQB6100 2.0 01-DEC-2050 0.000% MBSFHLMC 30YR UMBS FRQB6148 2.5 01-NOV-2050 0.000% MBSFHLMC 30YR UMBS FRQB6211 3.0 01-DEC-2050 0.000% MBSFHLMC 30YR UMBS FRQB6516 2.0 01-DEC-2050 0.000% MBSFHLMC 30YR UMBS FRQB6593 3.0 01-DEC-2050 0.000% MBSFHLMC 30YR UMBS FRQB7243 2.0 01-JAN-2051 0.000% MBSFHLMC 30YR UMBS FRQB7922 2.5 01-JAN-2051 0.000% MBSFHLMC 30YR UMBS FRQB8549 2.0 01-FEB-2051 0.004% MBSFHLMC 30YR UMBS FRQB9018 2.0 01-FEB-2051 0.006% MBSFHLMC 30YR UMBS FRQB9057 2.0 01-FEB-2051 0.001% MBSFHLMC 30YR UMBS FRQB9104 2.0 01-FEB-2051 0.003% MBSFHLMC 30YR UMBS FRQB9147 2.0 01-MAR-2051 0.000% MBSFHLMC 30YR UMBS FRQC0136 3.0 01-MAR-2051 0.001% MBSFHLMC 30YR UMBS FRQC1416 2.0 01-MAY-2051 0.001% MBSFHLMC 30YR UMBS FRQC2070 2.0 01-MAY-2051 0.002% MBSFHLMC 30YR UMBS FRQC2426 2.5 01-MAY-2051 0.000% MBSFHLMC 30YR UMBS FRQC2530 2.0 01-JUN-2051 0.000% MBSFHLMC 30YR UMBS FRQC2923 2.0 01-JUN-2051 0.001% MBSFHLMC 30YR UMBS FRQC3469 2.5 01-JUL-2051 0.000% MBSFHLMC 30YR UMBS FRQC3652 3.0 01-JUL-2051 0.000% MBSFHLMC 30YR UMBS FRQC4572 2.0 01-JUL-2051 0.000% MBSFHLMC 30YR UMBS FRQC4810 2.5 01-AUG-2051 0.000% MBSFHLMC 30YR UMBS FRQC5025 3.5 01-AUG-2051 0.000% MBSFHLMC 30YR UMBS FRQC5053 2.5 01-AUG-2051 0.001% MBSFHLMC 30YR UMBS FRQC5128 2.0 01-AUG-2051 0.000% MBSFHLMC 30YR UMBS FRQC5662 3.5 01-AUG-2051 0.000% MBSFHLMC 30YR UMBS FRQC5814 3.0 01-AUG-2051 0.001% MBSFHLMC 30YR UMBS FRQC5815 2.0 01-JUL-2051 0.000% MBSFHLMC 30YR UMBS FRQC5820 2.0 01-JUL-2051 0.000% MBSFHLMC 30YR UMBS FRQC5823 2.0 01-JUL-2051 0.001% MBSFHLMC 30YR UMBS FRQC5954 2.5 01-AUG-2051 0.002% MBSFHLMC 30YR UMBS FRQC7901 2.0 01-SEP-2051 0.001% MBSFHLMC 30YR UMBS FRQC8366 3.0 01-OCT-2051 0.000% MBSFHLMC 30YR UMBS FRQC8900 2.0 01-OCT-2051 0.000% MBSFHLMC 30YR UMBS FRQC8972 2.0 01-OCT-2051 0.000% MBSFHLMC 30YR UMBS FRQC8978 2.0 01-OCT-2051 0.000% MBSFHLMC 30YR UMBS FRQC9342 2.0 01-OCT-2051 0.000% MBSFHLMC 30YR UMBS FRQC9473 3.5 01-OCT-2051 0.000% MBSFHLMC 30YR UMBS FRQC9582 2.0 01-OCT-2051 0.000% MBSFHLMC 30YR UMBS FRQD1140 2.5 01-NOV-2051 0.001% MBSFHLMC 30YR UMBS FRRA1087 4.5 01-JUL-2049 0.000% MBSFHLMC 30YR UMBS FRRA1107 3.5 01-JUL-2049 0.001% MBSFHLMC 30YR UMBS FRRA1109 3.5 01-JUL-2049 0.000% MBSFHLMC 30YR UMBS FRRA1188 4.5 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRRA1219 3.5 01-AUG-2049 0.000% MBS

FHLMC 30YR UMBS FRRA1220 3.5 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS FRRA1358 4.5 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS FRRA1460 3.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRRA1496 3.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS FRRA1996 3.5 01-JAN-2050 0.001% MBSFHLMC 30YR UMBS FRRA2457 3.0 01-APR-2050 0.000% MBSFHLMC 30YR UMBS FRRA2471 3.5 01-APR-2050 0.001% MBSFHLMC 30YR UMBS FRRA2650 3.0 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRRA2655 4.0 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRRA2656 4.0 01-MAY-2050 0.000% MBSFHLMC 30YR UMBS FRRA2882 2.5 01-JUN-2050 0.000% MBSFHLMC 30YR UMBS FRRA2976 2.5 01-JUL-2050 0.001% MBSFHLMC 30YR UMBS FRRA3022 2.5 01-JUN-2050 0.002% MBSFHLMC 30YR UMBS FRRA3174 3.0 01-JUL-2050 0.001% MBSFHLMC 30YR UMBS FRRA3197 3.0 01-AUG-2050 0.001% MBSFHLMC 30YR UMBS FRRA3382 3.0 01-AUG-2050 0.002% MBSFHLMC 30YR UMBS FRRA3524 2.0 01-SEP-2050 0.000% MBSFHLMC 30YR UMBS FRRA3587 4.0 01-SEP-2050 0.001% MBSFHLMC 30YR UMBS FRRA3588 3.5 01-SEP-2050 0.002% MBSFHLMC 30YR UMBS FRRA3591 3.5 01-SEP-2050 0.000% MBSFHLMC 30YR UMBS FRRA3592 3.5 01-SEP-2050 0.004% MBSFHLMC 30YR UMBS FRRA3723 2.0 01-OCT-2050 0.001% MBSFHLMC 30YR UMBS FRRA3833 4.0 01-OCT-2050 0.000% MBSFHLMC 30YR UMBS FRRA3882 2.0 01-NOV-2050 0.000% MBSFHLMC 30YR UMBS FRRA3932 2.5 01-NOV-2050 0.003% MBSFHLMC 30YR UMBS FRRA3934 2.5 01-NOV-2050 0.002% MBSFHLMC 30YR UMBS FRRA3935 2.5 01-NOV-2050 0.003% MBSFHLMC 30YR UMBS FRRA3987 2.5 01-NOV-2050 0.001% MBSFHLMC 30YR UMBS FRRA4071 2.5 01-DEC-2050 0.000% MBSFHLMC 30YR UMBS FRRA4245 2.0 01-DEC-2050 0.001% MBSFHLMC 30YR UMBS FRRA4250 2.0 01-DEC-2050 0.004% MBSFHLMC 30YR UMBS FRRA4268 2.0 01-JAN-2051 0.001% MBSFHLMC 30YR UMBS FRRA4351 2.5 01-JAN-2051 0.002% MBSFHLMC 30YR UMBS FRRA4410 2.5 01-JAN-2051 0.001% MBSFHLMC 30YR UMBS FRRA4411 2.5 01-JAN-2051 0.005% MBSFHLMC 30YR UMBS FRRA4493 2.0 01-FEB-2051 0.009% MBSFHLMC 30YR UMBS FRRA4652 2.0 01-FEB-2051 0.003% MBSFHLMC 30YR UMBS FRRA4718 2.0 01-MAR-2051 0.001% MBSFHLMC 30YR UMBS FRRA4727 2.0 01-MAR-2051 0.005% MBSFHLMC 30YR UMBS FRRA4737 2.0 01-MAR-2051 0.002% MBSFHLMC 30YR UMBS FRRA5155 2.0 01-MAY-2051 0.000% MBSFHLMC 30YR UMBS FRRA5373 2.0 01-JUN-2051 0.001% MBSFHLMC 30YR UMBS FRRA5398 2.0 01-JUL-2051 0.004% MBSFHLMC 30YR UMBS FRRA5436 2.0 01-JUN-2051 0.005% MBSFHLMC 30YR UMBS FRRA5695 2.5 01-JUL-2051 0.000% MBSFHLMC 30YR UMBS FRRA6085 2.0 01-OCT-2051 0.003% MBSFHLMC 30YR UMBS FRRA6091 2.0 01-OCT-2051 0.003% MBSFHLMC 30YR UMBS FRRA6094 2.5 01-OCT-2051 0.006% MBSFHLMC 30YR UMBS FRRA6140 2.0 01-OCT-2051 0.004% MBSFHLMC 30YR UMBS FRRA6188 2.0 01-NOV-2051 0.002% MBSFHLMC 30YR UMBS FRRA6216 2.0 01-NOV-2051 0.003% MBSFHLMC 30YR UMBS FRRA6234 2.0 01-NOV-2051 0.003% MBSFHLMC 30YR UMBS FRRA6236 2.0 01-NOV-2051 0.003% MBSFHLMC 30YR UMBS FRSD0500 3.0 01-AUG-2050 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA1067 4.0 01-SEP-2040 0.000% MBS

FHLMC 30YR UMBS MIRROR FRZA1331 3.5 01-JUN-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA1334 3.5 01-JUL-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA1337 3.5 01-AUG-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA1356 2.5 01-FEB-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA1382 4.0 01-DEC-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4193 3.0 01-APR-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4640 4.0 01-APR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4690 3.0 01-AUG-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4718 3.0 01-OCT-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4761 3.0 01-DEC-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4785 3.0 01-DEC-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4802 3.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA4909 3.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA5053 4.0 01-OCT-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA5261 3.5 01-JAN-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA5382 4.0 01-MAY-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA5433 3.5 01-JUN-2048 0.001% MBSFHLMC 30YR UMBS MIRROR FRZA5552 3.5 01-JUL-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA5559 5.0 01-JUL-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA5639 5.0 01-AUG-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA5785 4.5 01-OCT-2048 0.001% MBSFHLMC 30YR UMBS MIRROR FRZA5940 4.5 01-NOV-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6035 3.5 01-SEP-2041 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6052 3.5 01-MAY-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6139 4.5 01-DEC-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6140 4.5 01-DEC-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6146 4.5 01-DEC-2048 0.002% MBSFHLMC 30YR UMBS MIRROR FRZA6265 4.5 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6269 4.5 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6531 4.5 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6681 4.0 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA6950 4.0 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA7009 4.5 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZA7011 3.5 01-JUN-2049 0.001% MBSFHLMC 30YR UMBS MIRROR FRZA7017 3.5 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI0523 5.0 01-AUG-2033 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI2294 5.0 01-JUL-2034 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI2840 5.0 01-DEC-2034 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI4568 5.0 01-AUG-2035 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI7523 4.5 01-MAY-2038 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI8789 4.5 01-MAY-2039 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI9550 4.5 01-DEC-2039 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI9654 4.5 01-JAN-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZI9751 4.5 01-FEB-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ0479 4.5 01-SEP-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ0684 4.0 01-NOV-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ0843 4.0 01-DEC-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ0913 4.0 01-DEC-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ0919 4.5 01-DEC-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ1180 4.0 01-FEB-2041 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ1241 4.0 01-FEB-2041 0.000% MBSFHLMC 30YR UMBS MIRROR FRZJ1289 5.0 01-MAR-2041 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL1234 4.5 01-APR-2041 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL1618 5.0 01-JUN-2041 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL2613 4.0 01-JAN-2042 0.000% MBS

FHLMC 30YR UMBS MIRROR FRZL3000 3.5 01-APR-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3077 4.0 01-MAY-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3238 3.5 01-JUN-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3241 3.5 01-JUN-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3270 4.0 01-JUL-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3417 3.5 01-AUG-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3598 3.5 01-JUL-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3639 3.0 01-SEP-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3696 3.0 01-SEP-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3757 3.5 01-SEP-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL3987 3.5 01-OCT-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL4261 3.0 01-NOV-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL4384 3.5 01-NOV-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL4503 3.0 01-DEC-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL4507 3.5 01-DEC-2042 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL4768 3.0 01-JAN-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL5495 3.0 01-APR-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL6539 3.0 01-JUL-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL6841 3.0 01-AUG-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL7658 4.0 01-JAN-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL8147 5.0 01-JUN-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL8192 4.0 01-JUN-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL8210 4.0 01-JUN-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL8672 3.5 01-NOV-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9304 3.0 01-MAR-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9344 4.0 01-APR-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9416 3.0 01-APR-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9638 3.5 01-JUN-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9688 3.5 01-JUN-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9868 3.5 01-JUL-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9881 3.0 01-JUL-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZL9898 3.5 01-JUL-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0087 3.5 01-SEP-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0180 4.0 01-SEP-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0245 4.0 01-SEP-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0622 4.0 01-DEC-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0697 3.5 01-JAN-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0776 4.0 01-FEB-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0793 4.0 01-FEB-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0832 4.0 01-MAR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0839 4.0 01-MAR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM0958 4.0 01-MAR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1002 4.0 01-APR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1026 3.5 01-APR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1168 3.5 01-MAY-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1169 3.5 01-MAY-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1180 4.0 01-APR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1219 3.0 01-JUN-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1244 4.0 01-JUN-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1276 3.0 01-JUN-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1348 3.0 01-JUL-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1462 3.5 01-JUL-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1564 3.0 01-AUG-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1632 4.0 01-SEP-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1753 3.0 01-SEP-2046 0.000% MBS

FHLMC 30YR UMBS MIRROR FRZM1779 3.0 01-SEP-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1822 3.0 01-OCT-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1990 3.0 01-NOV-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM1992 3.0 01-NOV-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2027 3.0 01-NOV-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2089 3.0 01-NOV-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2278 3.0 01-DEC-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2285 3.0 01-DEC-2046 0.001% MBSFHLMC 30YR UMBS MIRROR FRZM2318 4.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2339 3.5 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2341 3.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2361 3.5 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2441 3.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2463 4.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2472 3.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2479 4.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2523 3.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2525 3.0 01-DEC-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2532 4.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2601 4.0 01-FEB-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2661 3.5 01-FEB-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2721 3.0 01-FEB-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2850 3.0 01-MAR-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM2924 4.0 01-APR-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3272 4.0 01-MAY-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3388 4.5 01-JUN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3423 4.0 01-JUN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3712 4.5 01-JUL-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3734 4.0 01-JUL-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3771 3.5 01-JUL-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3846 3.5 01-JUL-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM3881 4.0 01-AUG-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4050 3.5 01-AUG-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4208 4.0 01-SEP-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4216 4.5 01-SEP-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4249 3.5 01-SEP-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4367 3.5 01-OCT-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4377 4.5 01-OCT-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4428 3.5 01-OCT-2047 0.001% MBSFHLMC 30YR UMBS MIRROR FRZM4487 3.5 01-OCT-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4613 3.0 01-NOV-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4723 3.5 01-NOV-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM4795 4.0 01-NOV-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5028 4.0 01-DEC-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5057 4.0 01-DEC-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5204 3.5 01-DEC-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5226 3.5 01-DEC-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5415 3.5 01-JAN-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5437 3.0 01-JAN-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5490 4.5 01-FEB-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5504 4.0 01-JAN-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5511 4.0 01-FEB-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM5908 3.5 01-MAR-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM6796 5.0 01-JUN-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM6981 4.5 01-JUN-2048 0.000% MBS

FHLMC 30YR UMBS MIRROR FRZM8371 3.5 01-SEP-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZM8695 4.5 01-OCT-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2214 4.5 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2429 4.0 01-DEC-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2589 4.0 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2799 4.5 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2812 3.5 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2817 5.0 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2830 4.5 01-JAN-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN2932 4.5 01-FEB-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN3016 3.5 01-OCT-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN3058 4.0 01-FEB-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN3080 4.5 01-FEB-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN3432 4.0 01-FEB-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN3452 4.5 01-FEB-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN4050 4.0 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN4205 4.0 01-MAR-2049 0.001% MBSFHLMC 30YR UMBS MIRROR FRZN4247 4.5 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN4270 4.5 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN4356 4.5 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN4795 4.5 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN4886 4.0 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5002 3.0 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5003 4.0 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5023 3.0 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5043 3.5 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5108 3.0 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5730 3.5 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5877 3.5 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5914 3.0 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5918 3.0 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN5922 3.0 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZN6286 3.0 01-MAY-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS2645 5.0 01-MAY-2034 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS2721 4.0 01-JUL-2039 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS2798 4.0 01-NOV-2039 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS3094 4.0 01-DEC-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS3213 4.0 01-DEC-2040 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS3399 5.0 01-NOV-2041 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS3792 2.5 01-JUL-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS3861 4.0 01-NOV-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4016 4.5 01-JUN-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4036 3.5 01-APR-2044 0.001% MBSFHLMC 30YR UMBS MIRROR FRZS4063 4.5 01-JUL-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4080 3.0 01-JUN-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4108 4.5 01-OCT-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4516 3.5 01-APR-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4567 4.0 01-MAY-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4642 3.5 01-DEC-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4674 2.5 01-JUN-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4675 2.5 01-AUG-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4677 3.0 01-SEP-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4678 3.5 01-SEP-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4682 3.0 01-OCT-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4688 3.0 01-NOV-2046 0.001% MBS

FHLMC 30YR UMBS MIRROR FRZS4693 3.0 01-DEC-2046 0.003% MBSFHLMC 30YR UMBS MIRROR FRZS4697 3.0 01-JAN-2047 0.001% MBSFHLMC 30YR UMBS MIRROR FRZS4703 3.0 01-FEB-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4706 3.0 01-MAR-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4708 4.0 01-MAR-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4712 3.0 01-APR-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4720 4.5 01-MAY-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4724 4.5 01-JUN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4728 4.5 01-JUL-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4730 3.5 01-AUG-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4736 4.0 01-SEP-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4739 3.5 01-OCT-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4740 4.0 01-OCT-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4745 4.5 01-NOV-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4746 3.0 01-DEC-2047 0.001% MBSFHLMC 30YR UMBS MIRROR FRZS4747 3.5 01-DEC-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS4760 4.0 01-MAR-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9409 3.5 01-JUN-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9471 4.0 01-DEC-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9472 4.0 01-FEB-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9495 3.5 01-OCT-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9506 3.5 01-OCT-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9618 3.5 01-MAR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9656 4.5 01-FEB-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9709 4.5 01-APR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9723 3.5 01-MAY-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9770 4.0 01-APR-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9783 3.0 01-APR-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9813 3.0 01-SEP-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9817 3.5 01-SEP-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9834 4.0 01-FEB-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9954 4.0 01-JUL-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9956 3.5 01-DEC-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZS9993 4.0 01-APR-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0107 3.5 01-DEC-2043 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0177 4.0 01-SEP-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0230 3.0 01-NOV-2046 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0238 4.0 01-APR-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0240 3.5 01-JAN-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0247 4.5 01-OCT-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0254 3.5 01-SEP-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0298 4.0 01-APR-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0384 4.0 01-JUN-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0451 4.5 01-JUL-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0491 3.0 01-MAR-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0499 4.0 01-AUG-2048 0.002% MBSFHLMC 30YR UMBS MIRROR FRZT0530 4.0 01-JAN-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0534 3.5 01-DEC-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0538 3.5 01-MAR-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT0789 4.0 01-OCT-2048 0.003% MBSFHLMC 30YR UMBS MIRROR FRZT1322 5.0 01-NOV-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT1474 3.5 01-JAN-2044 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT1502 3.5 01-NOV-2048 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT1514 4.0 01-FEB-2045 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT1762 3.0 01-DEC-2046 0.000% MBS

FHLMC 30YR UMBS MIRROR FRZT1778 4.5 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT1827 3.0 01-JUL-2047 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT1846 4.0 01-DEC-2048 0.001% MBSFHLMC 30YR UMBS MIRROR FRZT1858 4.5 01-APR-2049 0.000% MBSFHLMC 30YR UMBS MIRROR FRZT1949 5.0 01-MAR-2049 0.000% MBSFHLMC 30YR UMBS SUPER FRSD0076 3.0 01-SEP-2048 0.000% MBSFHLMC 30YR UMBS SUPER FRSD0093 5.0 01-OCT-2049 0.000% MBSFHLMC 30YR UMBS SUPER FRSD0115 3.5 01-MAR-2048 0.001% MBSFHLMC 30YR UMBS SUPER FRSD0164 3.5 01-DEC-2049 0.000% MBSFHLMC 30YR UMBS SUPER FRSD0190 4.5 01-DEC-2049 0.001% MBSFHLMC 30YR UMBS SUPER FRSD0260 3.0 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS SUPER FRSD0314 3.0 01-MAR-2050 0.000% MBSFHLMC 30YR UMBS SUPER FRSD0514 2.0 01-OCT-2050 0.002% MBSFHLMC 30YR UMBS SUPER FRSD0593 3.0 01-MAY-2051 0.003% MBSFHLMC 30YR UMBS SUPER FRSD7504 3.5 01-AUG-2049 0.000% MBSFHLMC 30YR UMBS SUPER FRSD7506 4.0 01-SEP-2049 0.000% MBSFHLMC 30YR UMBS SUPER FRSD7512 3.0 01-FEB-2050 0.000% MBSFHLMC 30YR UMBS SUPER FRSD7521 2.5 01-JUL-2050 0.002% MBSFHLMC 30YR UMBS SUPER FRSD7523 2.5 01-AUG-2050 0.001% MBSFHLMC 30YR UMBS SUPER FRSD7525 2.5 01-OCT-2050 0.001% MBSFHLMC 30YR UMBS SUPER FRSD7537 2.0 01-MAR-2051 0.004% MBSFHLMC 30YR UMBS SUPER FRSD8034 5.0 01-NOV-2049 0.000% MBSFHLMC 30YR UMBS SUPER FRSD8059 4.5 01-APR-2050 0.000% MBSFHLMC 30YR UMBS SUPER FRSD8140 2.0 01-APR-2051 0.017% MBSFHLMC 30YR UMBS SUPER FRSD8146 2.0 01-MAY-2051 0.037% MBSFHLMC 30YR UMBS SUPER FRSD8155 2.0 01-JUL-2051 0.001% MBSFHLMC 30YR UMBS SUPER FRSD8156 2.5 01-JUN-2051 0.000% MBSFHLMC 30YR UMBS SUPER FRSD8161 2.5 01-AUG-2051 0.000% MBSFHLMC 30YR UMBS SUPER FRSD8177 2.0 01-NOV-2051 0.002% MBSFHLMC 30YR UMBS SUPER FRSD8179 3.0 01-OCT-2051 0.002% MBSFHLMC 30YR UMBS SUPER FRSD8182 2.0 01-NOV-2051 0.011% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60545 2.5 01-JUL-2029 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60571 4.0 01-NOV-2028 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60640 3.0 01-SEP-2029 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60772 2.5 01-MAR-2030 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60773 2.5 01-MAR-2030 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60875 3.0 01-JUL-2030 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60883 3.0 01-JUN-2030 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60885 2.5 01-JUL-2030 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60916 3.0 01-AUG-2030 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV60963 3.0 01-SEP-2030 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV61035 3.0 01-JAN-2031 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV61321 2.5 01-OCT-2031 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV61427 2.5 01-DEC-2031 0.000% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV61548 2.5 01-FEB-2032 0.001% MBSFHLMC GOLD 15YR CASH ISSUANCE FGV61921 2.5 01-FEB-2033 0.000% MBSFHLMC GOLD 15YR LTV >105 FGU40888 2.5 01-JUL-2028 0.000% MBSFHLMC GOLD 15YR LTV >105 FGU49055 3.0 01-JUN-2030 0.000% MBSFHLMC GOLD 15YR REVERSE REMIC GIAN REVERSE FGZ50008 4.0 01-JAN-2025 0.000% MBSFHLMC GOLD 20YR LTV >125 FGU80727 4.0 01-NOV-2034 0.000% MBSFHLMC GOLD 20YR FGK90535 3.0 01-MAY-2033 0.000% MBSFHLMC GOLD 20YR LTV >105 FGU50829 2.5 01-AUG-2033 0.000% MBSFHLMC GOLD 30YR - JUMBO-CONFORMING FGT65458 3.5 01-FEB-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV80002 2.5 01-APR-2043 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV80552 4.0 01-FEB-2041 0.000% MBS

FHLMC GOLD 30YR CASH ISSUANCE FGV80553 4.0 01-JUN-2040 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV80589 4.5 01-OCT-2043 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV80634 4.5 01-SEP-2043 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV80642 4.5 01-NOV-2043 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV81044 2.5 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV81065 4.5 01-MAR-2044 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV81130 4.0 01-APR-2044 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV81169 3.0 01-APR-2044 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV81788 4.5 01-AUG-2045 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV81871 4.5 01-SEP-2045 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV81964 3.0 01-NOV-2045 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82006 4.5 01-OCT-2045 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82126 3.5 01-DEC-2045 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82174 3.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82224 4.0 01-FEB-2046 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82366 4.5 01-MAR-2045 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82435 4.0 01-MAY-2046 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82467 3.0 01-JUN-2046 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82617 3.5 01-SEP-2046 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82781 3.0 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV82949 3.0 01-FEB-2047 0.002% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV83270 3.5 01-JUL-2047 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV83592 3.5 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV83596 4.0 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV83598 3.5 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV83826 4.0 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV83909 4.0 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV84183 4.0 01-APR-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV84237 3.5 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV84411 3.5 01-JUN-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV84893 4.5 01-NOV-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV85044 4.0 01-DEC-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV85082 4.5 01-DEC-2048 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV85139 4.5 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV85166 4.0 01-FEB-2049 0.002% MBSFHLMC GOLD 30YR CASH ISSUANCE FGV85279 3.5 01-APR-2049 0.000% MBSFHLMC GOLD 30YR FGQ00095 4.5 01-APR-2041 0.000% MBSFHLMC GOLD 30YR FGQ00232 4.5 01-APR-2041 0.000% MBSFHLMC GOLD 30YR FGQ00236 5.0 01-APR-2041 0.000% MBSFHLMC GOLD 30YR FGQ00280 4.0 01-APR-2041 0.000% MBSFHLMC GOLD 30YR FGQ00285 4.5 01-APR-2041 0.000% MBSFHLMC GOLD 30YR FGQ00543 4.5 01-MAY-2041 0.000% MBSFHLMC GOLD 30YR FGQ00876 4.5 01-MAY-2041 0.000% MBSFHLMC GOLD 30YR FGQ01051 4.5 01-MAY-2041 0.000% MBSFHLMC GOLD 30YR FGQ01216 4.5 01-JUN-2041 0.000% MBSFHLMC GOLD 30YR FGQ01237 4.5 01-JUL-2041 0.000% MBSFHLMC GOLD 30YR FGQ01249 4.5 01-JUN-2041 0.000% MBSFHLMC GOLD 30YR FGQ01437 4.5 01-JUN-2041 0.000% MBSFHLMC GOLD 30YR FGQ01510 4.5 01-JUN-2041 0.000% MBSFHLMC GOLD 30YR FGQ01798 4.5 01-JUL-2041 0.000% MBSFHLMC GOLD 30YR FGQ02173 4.5 01-JUL-2041 0.000% MBSFHLMC GOLD 30YR FGQ02385 4.5 01-JUL-2041 0.000% MBSFHLMC GOLD 30YR FGQ02625 4.0 01-AUG-2041 0.000% MBSFHLMC GOLD 30YR FGQ02640 4.5 01-AUG-2041 0.000% MBSFHLMC GOLD 30YR FGQ02659 4.0 01-AUG-2041 0.000% MBS

FHLMC GOLD 30YR FGQ02662 4.5 01-AUG-2041 0.000% MBSFHLMC GOLD 30YR FGQ02746 4.5 01-AUG-2041 0.000% MBSFHLMC GOLD 30YR FGQ02849 4.5 01-AUG-2041 0.000% MBSFHLMC GOLD 30YR FGQ03338 4.0 01-SEP-2041 0.000% MBSFHLMC GOLD 30YR FGQ03341 4.0 01-SEP-2041 0.000% MBSFHLMC GOLD 30YR FGQ03506 4.0 01-SEP-2041 0.000% MBSFHLMC GOLD 30YR FGQ04096 4.0 01-OCT-2041 0.000% MBSFHLMC GOLD 30YR FGQ04127 4.0 01-OCT-2041 0.000% MBSFHLMC GOLD 30YR FGQ04338 4.0 01-NOV-2041 0.000% MBSFHLMC GOLD 30YR FGQ04409 5.0 01-NOV-2041 0.000% MBSFHLMC GOLD 30YR FGQ04461 4.0 01-NOV-2041 0.000% MBSFHLMC GOLD 30YR FGQ04602 4.5 01-NOV-2041 0.000% MBSFHLMC GOLD 30YR FGQ04649 3.5 01-NOV-2041 0.000% MBSFHLMC GOLD 30YR FGQ04651 4.0 01-NOV-2041 0.000% MBSFHLMC GOLD 30YR FGQ04837 4.0 01-NOV-2041 0.000% MBSFHLMC GOLD 30YR FGQ05035 4.0 01-DEC-2041 0.000% MBSFHLMC GOLD 30YR FGQ05710 4.5 01-JAN-2042 0.000% MBSFHLMC GOLD 30YR FGQ05883 4.0 01-JAN-2042 0.000% MBSFHLMC GOLD 30YR FGQ06062 3.5 01-FEB-2042 0.000% MBSFHLMC GOLD 30YR FGQ06257 3.5 01-FEB-2042 0.000% MBSFHLMC GOLD 30YR FGQ06263 4.0 01-FEB-2042 0.001% MBSFHLMC GOLD 30YR FGQ06628 3.5 01-MAR-2042 0.000% MBSFHLMC GOLD 30YR FGQ07479 3.5 01-APR-2042 0.000% MBSFHLMC GOLD 30YR FGQ08012 3.5 01-APR-2042 0.000% MBSFHLMC GOLD 30YR FGQ08122 4.0 01-MAY-2042 0.000% MBSFHLMC GOLD 30YR FGQ08239 3.5 01-MAY-2042 0.000% MBSFHLMC GOLD 30YR FGQ08998 3.5 01-JUN-2042 0.000% MBSFHLMC GOLD 30YR FGQ09000 3.5 01-JUN-2042 0.000% MBSFHLMC GOLD 30YR FGQ09342 3.5 01-JUN-2042 0.000% MBSFHLMC GOLD 30YR FGQ09520 4.0 01-JUL-2042 0.000% MBSFHLMC GOLD 30YR FGQ09824 4.0 01-AUG-2042 0.000% MBSFHLMC GOLD 30YR FGQ09949 3.0 01-AUG-2042 0.000% MBSFHLMC GOLD 30YR FGQ11505 3.5 01-OCT-2042 0.000% MBSFHLMC GOLD 30YR FGQ11595 3.5 01-OCT-2042 0.000% MBSFHLMC GOLD 30YR FGQ12051 3.5 01-OCT-2042 0.000% MBSFHLMC GOLD 30YR FGQ12052 3.5 01-OCT-2042 0.000% MBSFHLMC GOLD 30YR FGQ12544 3.0 01-OCT-2042 0.000% MBSFHLMC GOLD 30YR FGQ12934 3.0 01-NOV-2042 0.000% MBSFHLMC GOLD 30YR FGQ13743 3.0 01-NOV-2042 0.001% MBSFHLMC GOLD 30YR FGQ14324 3.0 01-JAN-2043 0.000% MBSFHLMC GOLD 30YR FGQ14344 3.0 01-JAN-2043 0.000% MBSFHLMC GOLD 30YR FGQ14402 3.0 01-DEC-2042 0.000% MBSFHLMC GOLD 30YR FGQ14426 3.0 01-JAN-2043 0.000% MBSFHLMC GOLD 30YR FGQ14670 3.5 01-JAN-2043 0.000% MBSFHLMC GOLD 30YR FGQ14683 2.5 01-JAN-2043 0.000% MBSFHLMC GOLD 30YR FGQ15769 3.0 01-FEB-2043 0.000% MBSFHLMC GOLD 30YR FGQ15847 3.5 01-FEB-2043 0.000% MBSFHLMC GOLD 30YR FGQ15886 3.0 01-FEB-2043 0.000% MBSFHLMC GOLD 30YR FGQ16018 3.5 01-FEB-2043 0.000% MBSFHLMC GOLD 30YR FGQ16914 4.0 01-APR-2043 0.000% MBSFHLMC GOLD 30YR FGQ17589 3.5 01-APR-2043 0.000% MBSFHLMC GOLD 30YR FGQ17903 3.0 01-MAY-2043 0.000% MBSFHLMC GOLD 30YR FGQ18643 3.0 01-MAY-2043 0.000% MBSFHLMC GOLD 30YR FGQ19116 3.0 01-JUN-2043 0.000% MBSFHLMC GOLD 30YR FGQ19217 3.0 01-JUN-2043 0.000% MBS

FHLMC GOLD 30YR FGQ19354 3.5 01-JUN-2043 0.000% MBSFHLMC GOLD 30YR FGQ19485 3.0 01-JUN-2043 0.000% MBSFHLMC GOLD 30YR FGQ19754 3.0 01-JUL-2043 0.000% MBSFHLMC GOLD 30YR FGQ19909 3.0 01-JUL-2043 0.000% MBSFHLMC GOLD 30YR FGQ20332 3.5 01-JUL-2043 0.000% MBSFHLMC GOLD 30YR FGQ20428 3.0 01-JUL-2043 0.000% MBSFHLMC GOLD 30YR FGQ20540 3.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ20699 3.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ20707 4.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ20773 4.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ20790 3.0 01-JUL-2043 0.000% MBSFHLMC GOLD 30YR FGQ20856 3.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ20860 3.5 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ20988 3.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ21050 3.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ21083 3.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ21426 3.0 01-SEP-2043 0.000% MBSFHLMC GOLD 30YR FGQ21491 3.0 01-SEP-2043 0.000% MBSFHLMC GOLD 30YR FGQ21509 4.5 01-SEP-2043 0.000% MBSFHLMC GOLD 30YR FGQ21646 3.0 01-SEP-2043 0.000% MBSFHLMC GOLD 30YR FGQ22164 4.5 01-OCT-2043 0.000% MBSFHLMC GOLD 30YR FGQ22340 4.5 01-OCT-2043 0.000% MBSFHLMC GOLD 30YR FGQ22519 3.0 01-AUG-2043 0.000% MBSFHLMC GOLD 30YR FGQ22602 4.0 01-OCT-2043 0.000% MBSFHLMC GOLD 30YR FGQ22646 4.5 01-NOV-2043 0.000% MBSFHLMC GOLD 30YR FGQ22848 4.5 01-NOV-2043 0.000% MBSFHLMC GOLD 30YR FGQ22855 4.5 01-NOV-2043 0.000% MBSFHLMC GOLD 30YR FGQ23101 4.5 01-NOV-2043 0.000% MBSFHLMC GOLD 30YR FGQ23375 4.5 01-NOV-2043 0.000% MBSFHLMC GOLD 30YR FGQ23461 4.5 01-NOV-2043 0.000% MBSFHLMC GOLD 30YR FGQ23781 4.0 01-DEC-2043 0.000% MBSFHLMC GOLD 30YR FGQ24269 4.0 01-JAN-2044 0.000% MBSFHLMC GOLD 30YR FGQ24425 4.0 01-JAN-2044 0.000% MBSFHLMC GOLD 30YR FGQ24483 4.5 01-JAN-2044 0.000% MBSFHLMC GOLD 30YR FGQ24824 4.0 01-FEB-2044 0.000% MBSFHLMC GOLD 30YR FGQ24894 4.5 01-FEB-2044 0.000% MBSFHLMC GOLD 30YR FGQ24900 4.0 01-FEB-2044 0.000% MBSFHLMC GOLD 30YR FGQ24919 4.5 01-FEB-2044 0.000% MBSFHLMC GOLD 30YR FGQ25094 4.5 01-MAR-2044 0.000% MBSFHLMC GOLD 30YR FGQ25285 4.5 01-MAR-2044 0.000% MBSFHLMC GOLD 30YR FGQ25329 4.0 01-MAR-2044 0.000% MBSFHLMC GOLD 30YR FGQ25331 4.5 01-MAR-2044 0.000% MBSFHLMC GOLD 30YR FGQ25420 4.5 01-MAR-2044 0.000% MBSFHLMC GOLD 30YR FGQ25599 5.0 01-APR-2044 0.000% MBSFHLMC GOLD 30YR FGQ25849 4.5 01-APR-2044 0.000% MBSFHLMC GOLD 30YR FGQ25977 4.5 01-MAY-2044 0.000% MBSFHLMC GOLD 30YR FGQ26048 4.0 01-MAY-2044 0.000% MBSFHLMC GOLD 30YR FGQ26119 4.5 01-MAY-2044 0.000% MBSFHLMC GOLD 30YR FGQ26319 4.0 01-MAY-2044 0.000% MBSFHLMC GOLD 30YR FGQ26358 4.0 01-MAY-2044 0.000% MBSFHLMC GOLD 30YR FGQ26424 4.5 01-MAY-2044 0.000% MBSFHLMC GOLD 30YR FGQ26662 4.5 01-JUN-2044 0.000% MBSFHLMC GOLD 30YR FGQ26721 4.0 01-JUN-2044 0.000% MBSFHLMC GOLD 30YR FGQ26793 4.0 01-JUN-2044 0.000% MBSFHLMC GOLD 30YR FGQ26821 4.0 01-JUN-2044 0.000% MBS

FHLMC GOLD 30YR FGQ26874 4.5 01-JUN-2044 0.000% MBSFHLMC GOLD 30YR FGQ26923 4.0 01-JUN-2044 0.000% MBSFHLMC GOLD 30YR FGQ26974 4.0 01-JUL-2044 0.000% MBSFHLMC GOLD 30YR FGQ27069 4.5 01-JUL-2044 0.000% MBSFHLMC GOLD 30YR FGQ27083 4.0 01-JUL-2044 0.000% MBSFHLMC GOLD 30YR FGQ27185 4.0 01-JUL-2044 0.000% MBSFHLMC GOLD 30YR FGQ27298 4.0 01-JUL-2044 0.000% MBSFHLMC GOLD 30YR FGQ27456 4.0 01-JUL-2044 0.000% MBSFHLMC GOLD 30YR FGQ27594 4.0 01-AUG-2044 0.000% MBSFHLMC GOLD 30YR FGQ27957 4.5 01-AUG-2044 0.000% MBSFHLMC GOLD 30YR FGQ28007 4.5 01-AUG-2044 0.000% MBSFHLMC GOLD 30YR FGQ28202 4.5 01-DEC-2043 0.000% MBSFHLMC GOLD 30YR FGQ28286 4.5 01-SEP-2044 0.000% MBSFHLMC GOLD 30YR FGQ28756 4.0 01-SEP-2044 0.000% MBSFHLMC GOLD 30YR FGQ29260 4.0 01-OCT-2044 0.000% MBSFHLMC GOLD 30YR FGQ29268 3.5 01-OCT-2044 0.000% MBSFHLMC GOLD 30YR FGQ29416 4.0 01-NOV-2044 0.000% MBSFHLMC GOLD 30YR FGQ29548 4.0 01-NOV-2044 0.000% MBSFHLMC GOLD 30YR FGQ29797 3.5 01-NOV-2044 0.000% MBSFHLMC GOLD 30YR FGQ29922 4.5 01-NOV-2044 0.000% MBSFHLMC GOLD 30YR FGQ29956 3.5 01-NOV-2044 0.000% MBSFHLMC GOLD 30YR FGQ30350 3.5 01-DEC-2044 0.000% MBSFHLMC GOLD 30YR FGQ30470 4.0 01-DEC-2044 0.000% MBSFHLMC GOLD 30YR FGQ30496 4.5 01-DEC-2044 0.000% MBSFHLMC GOLD 30YR FGQ30544 4.0 01-JAN-2045 0.000% MBSFHLMC GOLD 30YR FGQ30833 4.0 01-JAN-2045 0.000% MBSFHLMC GOLD 30YR FGQ31256 3.5 01-FEB-2045 0.000% MBSFHLMC GOLD 30YR FGQ31296 3.5 01-FEB-2045 0.000% MBSFHLMC GOLD 30YR FGQ31390 3.0 01-FEB-2045 0.000% MBSFHLMC GOLD 30YR FGQ32434 4.0 01-APR-2045 0.000% MBSFHLMC GOLD 30YR FGQ32660 3.0 01-APR-2045 0.000% MBSFHLMC GOLD 30YR FGQ32753 3.0 01-MAR-2045 0.000% MBSFHLMC GOLD 30YR FGQ32857 3.0 01-APR-2045 0.000% MBSFHLMC GOLD 30YR FGQ33363 3.0 01-MAY-2045 0.000% MBSFHLMC GOLD 30YR FGQ33402 3.0 01-MAY-2045 0.000% MBSFHLMC GOLD 30YR FGQ33544 3.0 01-MAY-2045 0.000% MBSFHLMC GOLD 30YR FGQ33842 4.0 01-JUN-2045 0.000% MBSFHLMC GOLD 30YR FGQ33852 3.5 01-JUN-2045 0.000% MBSFHLMC GOLD 30YR FGQ33871 3.0 01-JUN-2045 0.000% MBSFHLMC GOLD 30YR FGQ34119 3.0 01-JUN-2045 0.000% MBSFHLMC GOLD 30YR FGQ34275 4.5 01-JUN-2045 0.000% MBSFHLMC GOLD 30YR FGQ34298 5.5 01-JAN-2040 0.000% MBSFHLMC GOLD 30YR FGQ34429 4.0 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR FGQ34551 3.0 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR FGQ34877 4.5 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR FGQ34972 4.5 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR FGQ34973 2.5 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR FGQ35342 3.0 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR FGQ35369 3.0 01-AUG-2045 0.000% MBSFHLMC GOLD 30YR FGQ35420 3.5 01-AUG-2045 0.001% MBSFHLMC GOLD 30YR FGQ35468 4.0 01-AUG-2045 0.000% MBSFHLMC GOLD 30YR FGQ35614 3.5 01-AUG-2045 0.000% MBSFHLMC GOLD 30YR FGQ35882 3.5 01-SEP-2045 0.000% MBSFHLMC GOLD 30YR FGQ35887 4.0 01-SEP-2045 0.000% MBSFHLMC GOLD 30YR FGQ35977 4.0 01-SEP-2045 0.000% MBS

FHLMC GOLD 30YR FGQ36314 4.5 01-SEP-2045 0.000% MBSFHLMC GOLD 30YR FGQ36569 4.0 01-OCT-2045 0.000% MBSFHLMC GOLD 30YR FGQ36718 4.0 01-OCT-2045 0.000% MBSFHLMC GOLD 30YR FGQ36995 4.0 01-OCT-2045 0.000% MBSFHLMC GOLD 30YR FGQ37098 4.0 01-NOV-2045 0.000% MBSFHLMC GOLD 30YR FGQ37172 4.0 01-NOV-2045 0.000% MBSFHLMC GOLD 30YR FGQ37430 3.5 01-NOV-2045 0.000% MBSFHLMC GOLD 30YR FGQ37592 4.0 01-DEC-2045 0.000% MBSFHLMC GOLD 30YR FGQ37633 4.5 01-NOV-2045 0.000% MBSFHLMC GOLD 30YR FGQ37812 3.0 01-DEC-2045 0.000% MBSFHLMC GOLD 30YR FGQ38039 3.5 01-DEC-2045 0.000% MBSFHLMC GOLD 30YR FGQ38085 4.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ38199 3.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ38215 4.0 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ38233 3.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ38294 4.0 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ38373 3.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ38376 3.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ38783 4.0 01-FEB-2046 0.000% MBSFHLMC GOLD 30YR FGQ38853 3.0 01-FEB-2046 0.000% MBSFHLMC GOLD 30YR FGQ38856 3.0 01-FEB-2046 0.000% MBSFHLMC GOLD 30YR FGQ39124 4.0 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39163 3.5 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39359 3.5 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39364 3.5 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39434 3.5 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39440 4.0 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39632 2.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR FGQ39758 3.0 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39784 3.5 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ39815 4.0 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ40074 4.0 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR FGQ40075 3.0 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ40097 4.5 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ40121 3.0 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ40231 3.5 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ40244 3.5 01-APR-2046 0.000% MBSFHLMC GOLD 30YR FGQ40495 3.5 01-MAY-2046 0.001% MBSFHLMC GOLD 30YR FGQ40718 3.5 01-MAY-2046 0.000% MBSFHLMC GOLD 30YR FGQ40727 4.5 01-MAY-2046 0.000% MBSFHLMC GOLD 30YR FGQ40728 4.5 01-MAY-2046 0.000% MBSFHLMC GOLD 30YR FGQ40815 3.5 01-JUN-2046 0.000% MBSFHLMC GOLD 30YR FGQ41211 3.5 01-JUN-2046 0.001% MBSFHLMC GOLD 30YR FGQ41303 4.0 01-JUN-2046 0.000% MBSFHLMC GOLD 30YR FGQ41407 3.5 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR FGQ41422 4.0 01-JUN-2046 0.000% MBSFHLMC GOLD 30YR FGQ41489 3.0 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR FGQ41491 3.5 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR FGQ41654 3.0 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR FGQ41890 3.5 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR FGQ41903 3.5 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR FGQ42115 3.5 01-JUN-2046 0.000% MBSFHLMC GOLD 30YR FGQ42203 3.5 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR FGQ42259 3.0 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR FGQ42296 3.0 01-AUG-2046 0.000% MBS

FHLMC GOLD 30YR FGQ42393 3.5 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR FGQ42573 3.0 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR FGQ42593 3.0 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR FGQ42596 3.5 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR FGQ42680 4.0 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR FGQ42941 3.0 01-SEP-2046 0.000% MBSFHLMC GOLD 30YR FGQ43141 3.5 01-SEP-2046 0.000% MBSFHLMC GOLD 30YR FGQ43413 3.0 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR FGQ43573 5.0 01-NOV-2036 0.000% MBSFHLMC GOLD 30YR FGQ43608 3.0 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR FGQ43732 3.0 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR FGQ43734 3.0 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR FGQ43933 3.5 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR FGQ44033 3.0 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44035 3.0 01-OCT-2046 0.001% MBSFHLMC GOLD 30YR FGQ44066 3.0 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44119 3.5 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44223 3.5 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44334 3.0 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44452 3.0 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44473 3.5 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44485 3.0 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44628 3.5 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ44784 3.5 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR FGQ44876 3.0 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR FGQ44942 3.0 01-NOV-2046 0.000% MBSFHLMC GOLD 30YR FGQ45024 3.5 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR FGQ45094 3.0 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR FGQ45097 3.5 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR FGQ45252 3.0 01-JAN-2047 0.000% MBSFHLMC GOLD 30YR FGQ45985 4.5 01-FEB-2047 0.000% MBSFHLMC GOLD 30YR FGQ46046 3.5 01-FEB-2047 0.000% MBSFHLMC GOLD 30YR FGQ46283 4.0 01-FEB-2047 0.000% MBSFHLMC GOLD 30YR FGQ46439 2.5 01-JAN-2047 0.000% MBSFHLMC GOLD 30YR FGQ46881 5.0 01-MAR-2047 0.000% MBSFHLMC GOLD 30YR FGQ46884 5.0 01-MAR-2047 0.000% MBSFHLMC GOLD 30YR FGQ47484 3.5 01-APR-2047 0.000% MBSFHLMC GOLD 30YR FGQ47592 3.5 01-APR-2047 0.000% MBSFHLMC GOLD 30YR FGQ47719 4.0 01-APR-2047 0.000% MBSFHLMC GOLD 30YR FGQ47778 4.5 01-APR-2047 0.000% MBSFHLMC GOLD 30YR FGQ48098 3.5 01-MAY-2047 0.000% MBSFHLMC GOLD 30YR FGQ48233 5.0 01-MAY-2047 0.000% MBSFHLMC GOLD 30YR FGQ48237 4.5 01-MAY-2047 0.000% MBSFHLMC GOLD 30YR FGQ48365 4.5 01-JUN-2047 0.000% MBSFHLMC GOLD 30YR FGQ48414 4.5 01-JUN-2047 0.000% MBSFHLMC GOLD 30YR FGQ48747 4.0 01-JUN-2047 0.000% MBSFHLMC GOLD 30YR FGQ49097 4.5 01-JUN-2047 0.000% MBSFHLMC GOLD 30YR FGQ49364 3.0 01-JUL-2047 0.000% MBSFHLMC GOLD 30YR FGQ49487 5.0 01-JUL-2047 0.000% MBSFHLMC GOLD 30YR FGQ49598 4.0 01-JUL-2047 0.000% MBSFHLMC GOLD 30YR FGQ49764 4.0 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ49917 3.5 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ50117 3.5 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ50123 4.0 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ50135 3.5 01-AUG-2047 0.000% MBS

FHLMC GOLD 30YR FGQ50277 4.0 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ50335 3.5 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ50368 4.5 01-SEP-2047 0.000% MBSFHLMC GOLD 30YR FGQ50370 4.5 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ50400 4.5 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR FGQ50589 3.5 01-SEP-2047 0.000% MBSFHLMC GOLD 30YR FGQ50962 3.5 01-SEP-2047 0.000% MBSFHLMC GOLD 30YR FGQ50983 3.5 01-SEP-2047 0.000% MBSFHLMC GOLD 30YR FGQ51109 3.5 01-OCT-2047 0.000% MBSFHLMC GOLD 30YR FGQ51334 4.0 01-OCT-2047 0.000% MBSFHLMC GOLD 30YR FGQ51837 4.0 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR FGQ51948 3.5 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR FGQ52075 4.0 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR FGQ52163 4.0 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR FGQ52189 3.5 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR FGQ52304 3.0 01-NOV-2047 0.000% MBSFHLMC GOLD 30YR FGQ52489 4.0 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ52660 4.0 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ52847 3.5 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ53146 3.5 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ53204 3.5 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ53208 3.5 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ53293 3.5 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ53295 3.0 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR FGQ53523 4.0 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR FGQ53526 4.0 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR FGQ53535 3.5 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR FGQ53695 3.5 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR FGQ53801 3.0 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR FGQ53832 3.5 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR FGQ54036 3.5 01-FEB-2048 0.000% MBSFHLMC GOLD 30YR FGQ54334 3.5 01-FEB-2048 0.000% MBSFHLMC GOLD 30YR FGQ54459 4.0 01-FEB-2048 0.000% MBSFHLMC GOLD 30YR FGQ54460 4.0 01-FEB-2048 0.000% MBSFHLMC GOLD 30YR FGQ54552 3.5 01-MAR-2048 0.000% MBSFHLMC GOLD 30YR FGQ54608 3.5 01-MAR-2048 0.000% MBSFHLMC GOLD 30YR FGQ54727 3.5 01-MAR-2048 0.000% MBSFHLMC GOLD 30YR FGQ54890 5.0 01-MAR-2048 0.000% MBSFHLMC GOLD 30YR FGQ55288 3.5 01-APR-2048 0.000% MBSFHLMC GOLD 30YR FGQ55401 5.0 01-APR-2048 0.000% MBSFHLMC GOLD 30YR FGQ55523 4.0 01-APR-2048 0.000% MBSFHLMC GOLD 30YR FGQ55538 4.0 01-APR-2048 0.000% MBSFHLMC GOLD 30YR FGQ55574 4.0 01-APR-2048 0.000% MBSFHLMC GOLD 30YR FGQ55860 4.0 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR FGQ55865 4.5 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR FGQ55915 4.0 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR FGQ55997 4.0 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR FGQ56255 4.5 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR FGQ56369 3.5 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR FGQ56472 4.5 01-JUN-2048 0.000% MBSFHLMC GOLD 30YR FGQ56473 4.5 01-JUN-2048 0.000% MBSFHLMC GOLD 30YR FGQ56492 5.0 01-JUN-2048 0.000% MBSFHLMC GOLD 30YR FGQ56617 4.0 01-JUN-2048 0.000% MBSFHLMC GOLD 30YR FGQ56620 4.5 01-JUN-2048 0.000% MBSFHLMC GOLD 30YR FGQ56808 4.0 01-JUN-2048 0.000% MBS

FHLMC GOLD 30YR FGQ56964 4.0 01-JUN-2048 0.000% MBSFHLMC GOLD 30YR FGQ57009 4.5 01-JUL-2048 0.000% MBSFHLMC GOLD 30YR FGQ57401 4.5 01-JUL-2048 0.000% MBSFHLMC GOLD 30YR FGQ57402 4.5 01-JUL-2048 0.000% MBSFHLMC GOLD 30YR FGQ57433 4.0 01-JUL-2048 0.000% MBSFHLMC GOLD 30YR FGQ57584 4.0 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR FGQ57960 4.5 01-AUG-2048 0.000% MBSFHLMC GOLD 30YR FGQ58055 5.0 01-AUG-2048 0.000% MBSFHLMC GOLD 30YR FGQ58267 5.0 01-SEP-2048 0.000% MBSFHLMC GOLD 30YR FGQ58637 4.0 01-SEP-2048 0.000% MBSFHLMC GOLD 30YR FGQ58717 4.0 01-SEP-2048 0.000% MBSFHLMC GOLD 30YR FGQ58750 4.0 01-SEP-2048 0.000% MBSFHLMC GOLD 30YR FGQ58862 5.0 01-OCT-2048 0.000% MBSFHLMC GOLD 30YR FGQ59253 4.0 01-OCT-2048 0.001% MBSFHLMC GOLD 30YR FGQ59259 5.0 01-OCT-2048 0.000% MBSFHLMC GOLD 30YR FGQ59368 4.5 01-NOV-2048 0.000% MBSFHLMC GOLD 30YR FGQ59393 3.0 01-OCT-2048 0.000% MBSFHLMC GOLD 30YR FGQ59488 5.0 01-NOV-2048 0.000% MBSFHLMC GOLD 30YR FGQ59493 4.5 01-NOV-2048 0.000% MBSFHLMC GOLD 30YR FGQ60114 4.0 01-NOV-2048 0.000% MBSFHLMC GOLD 30YR FGQ60451 4.5 01-DEC-2048 0.000% MBSFHLMC GOLD 30YR FGQ60637 4.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ60643 5.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ60719 5.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ60849 4.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ60920 5.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ60951 4.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ61029 4.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ61085 4.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ61184 4.0 01-JAN-2049 0.000% MBSFHLMC GOLD 30YR FGQ61473 4.0 01-FEB-2049 0.000% MBSFHLMC GOLD 30YR FGQ61516 3.5 01-APR-2048 0.000% MBSFHLMC GOLD 30YR FGQ61605 4.5 01-FEB-2049 0.000% MBSFHLMC GOLD 30YR FGQ61625 4.0 01-FEB-2049 0.000% MBSFHLMC GOLD 30YR FGQ61641 4.5 01-FEB-2049 0.000% MBSFHLMC GOLD 30YR FGQ61856 4.0 01-MAR-2049 0.000% MBSFHLMC GOLD 30YR FGQ61857 4.5 01-MAR-2049 0.000% MBSFHLMC GOLD 30YR FGQ62102 5.0 01-FEB-2049 0.000% MBSFHLMC GOLD 30YR FGQ62320 4.5 01-MAR-2049 0.000% MBSFHLMC GOLD 30YR FGQ62321 4.5 01-MAR-2049 0.000% MBSFHLMC GOLD 30YR FGQ62514 4.0 01-MAR-2049 0.000% MBSFHLMC GOLD 30YR FGQ62698 4.0 01-APR-2049 0.000% MBSFHLMC GOLD 30YR FGQ62879 5.0 01-APR-2049 0.000% MBSFHLMC GOLD 30YR FGQ62984 3.5 01-APR-2049 0.000% MBSFHLMC GOLD 30YR FGQ63311 4.0 01-MAY-2049 0.000% MBSFHLMC GOLD 30YR FGQ63808 3.5 01-MAY-2049 0.000% MBSFHLMC GOLD 30YR FGQ63935 3.5 01-JUN-2049 0.000% MBSFHLMC GOLD 30YR GIANT FGG60037 3.0 01-OCT-2043 0.000% MBSFHLMC GOLD 30YR GIANT FGG60148 4.5 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR GIANT FGG60187 3.0 01-AUG-2045 0.000% MBSFHLMC GOLD 30YR GIANT FGG60201 4.5 01-DEC-2044 0.000% MBSFHLMC GOLD 30YR GIANT FGG60243 5.5 01-JUN-2041 0.000% MBSFHLMC GOLD 30YR GIANT FGG60342 4.5 01-MAY-2042 0.000% MBSFHLMC GOLD 30YR GIANT FGG60362 4.0 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60400 4.5 01-JAN-2045 0.000% MBS

FHLMC GOLD 30YR GIANT FGG60459 6.0 01-JUL-2040 0.000% MBSFHLMC GOLD 30YR GIANT FGG60480 4.5 01-NOV-2045 0.000% MBSFHLMC GOLD 30YR GIANT FGG60581 3.5 01-MAY-2046 0.001% MBSFHLMC GOLD 30YR GIANT FGG60582 3.5 01-MAY-2046 0.001% MBSFHLMC GOLD 30YR GIANT FGG60616 5.5 01-DEC-2039 0.000% MBSFHLMC GOLD 30YR GIANT FGG60661 4.0 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60711 4.5 01-JUL-2045 0.000% MBSFHLMC GOLD 30YR GIANT FGG60713 3.5 01-SEP-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60722 3.0 01-OCT-2046 0.002% MBSFHLMC GOLD 30YR GIANT FGG60724 3.0 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60733 4.5 01-SEP-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60735 4.5 01-JUN-2046 0.001% MBSFHLMC GOLD 30YR GIANT FGG60752 4.5 01-MAR-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60820 4.0 01-APR-2045 0.001% MBSFHLMC GOLD 30YR GIANT FGG60842 3.0 01-JAN-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG60847 4.0 01-JAN-2045 0.000% MBSFHLMC GOLD 30YR GIANT FGG60863 3.0 01-FEB-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG60871 4.5 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60901 4.0 01-JUL-2044 0.000% MBSFHLMC GOLD 30YR GIANT FGG60919 4.5 01-SEP-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60931 3.0 01-FEB-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG60988 3.0 01-MAY-2047 0.002% MBSFHLMC GOLD 30YR GIANT FGG60989 3.0 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG60990 3.0 01-APR-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG61084 3.0 01-FEB-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG61195 3.5 01-AUG-2044 0.000% MBSFHLMC GOLD 30YR GIANT FGG61198 3.5 01-SEP-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG61208 3.5 01-DEC-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG61231 3.5 01-SEP-2044 0.000% MBSFHLMC GOLD 30YR GIANT FGG61237 3.5 01-AUG-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG61255 3.0 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG61257 3.0 01-NOV-2046 0.001% MBSFHLMC GOLD 30YR GIANT FGG61276 4.0 01-APR-2044 0.000% MBSFHLMC GOLD 30YR GIANT FGG61282 3.0 01-JAN-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61295 3.5 01-SEP-2047 0.001% MBSFHLMC GOLD 30YR GIANT FGG61298 4.0 01-FEB-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61323 3.0 01-SEP-2046 0.001% MBSFHLMC GOLD 30YR GIANT FGG61339 3.0 01-AUG-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG61347 3.0 01-FEB-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61365 4.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG61372 3.5 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61390 3.0 01-JUN-2047 0.001% MBSFHLMC GOLD 30YR GIANT FGG61409 3.5 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61417 3.5 01-MAY-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61470 3.5 01-AUG-2045 0.001% MBSFHLMC GOLD 30YR GIANT FGG61557 4.0 01-FEB-2045 0.001% MBSFHLMC GOLD 30YR GIANT FGG61572 3.5 01-JAN-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG61622 3.0 01-OCT-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG61645 4.0 01-OCT-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61764 4.0 01-DEC-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG61791 4.0 01-JUL-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG61808 3.0 01-JUL-2047 0.001% MBSFHLMC GOLD 30YR GIANT FGG61814 3.5 01-SEP-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG61815 4.0 01-OCT-2046 0.000% MBSFHLMC GOLD 30YR GIANT FGG61862 3.5 01-DEC-2046 0.000% MBS

FHLMC GOLD 30YR GIANT FGG61890 4.0 01-FEB-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG61929 3.5 01-MAR-2048 0.000% MBSFHLMC GOLD 30YR GIANT FGG67702 4.0 01-JAN-2047 0.000% MBSFHLMC GOLD 30YR GIANT FGG67712 4.0 01-JUN-2048 0.001% MBSFHLMC GOLD 30YR GIANT FGG67713 4.0 01-JUN-2048 0.001% MBSFHLMC GOLD 30YR GIANT FGG67716 4.5 01-OCT-2048 0.001% MBSFHLMC GOLD 30YR REVERSE REMIC GIAN REVERSE FGZ40025 6.0 01-NOV-2036 0.000% MBSFHLMC_1518-A2 1.86 25-OCT-2035 0.009% CMBSFHLMC_20-K1516-A 1.721 25-MAY-2035 0.006% CMBSFHLMC_K036-A2 3.527 25-OCT-2023 0.012% CMBSFHLMC_K102-A1 2.184 25-MAY-2029 0.004% CMBSFHLMC_K102-A2 2.537 25-OCT-2029 0.007% CMBSFHLMC_K114-A2 1.366 25-JUN-2030 0.014% CMBSFHLMC_K735-A2 2.862 25-MAY-2026 0.007% CMBSFHMS K-131-A2 1.853 25-JUL-2031 0.011% CMBSFHMS K-1521-A2 2.184 25-AUG-2036 0.007% CMBSFHMS K067-A1 2.895 25-MAR-2027 0.003% CMBSFHMS K152-A1 2.83 25-MAY-2030 0.004% CMBSFHMS-K-1511-A2 3.47 25-MAR-2031 0.004% CMBSFHMS-K091-A2 3.505 25-MAR-2029 0.026% CMBSFHMSK_1510-A2 3.718 25-JAN-2031 0.001% CMBSFHMS_13-K031-A2 3.3 25-APR-2023 0.007% CMBSFHMS_15-K048-A1 2.689 25-DEC-2024 0.001% CMBSFHMS_16-K058-A-1 2.34 25-JUL-2026 0.004% CMBSFHMS_17-K064-A-1 2.891 25-OCT-2026 0.003% CMBSFHMS_18_K157-A2 3.99 25-MAY-2033 0.004% CMBSFHMS_K-107-A2 1.639 25-JAN-2030 0.011% CMBSFHMS_K-1512-A3 3.059 25-APR-2034 0.006% CMBSFHMS_K-1513-A3 2.797 25-AUG-2034 0.004% CMBSFHMS_K-1514-A2 2.859 25-OCT-2034 0.004% CMBSFHMS_K-1517-A2 1.716 25-JUL-2035 0.002% CMBSFHMS_K029-A2 3.314586 25-FEB-2023 0.004% CMBSFHMS_K032-A2 3.31 25-MAY-2023 0.001% CMBSFHMS_K033-A2 3.06 25-JUL-2023 0.007% CMBSFHMS_K034-A2 3.531 25-JUL-2023 0.008% CMBSFHMS_K035-A2 3.458 25-AUG-2023 0.001% CMBSFHMS_K037-A2 3.49 25-JAN-2024 0.011% CMBSFHMS_K038-A2 3.389 25-MAR-2024 0.002% CMBSFHMS_K039-A2 3.303 25-JUL-2024 0.001% CMBSFHMS_K040-A2 3.241 25-SEP-2024 0.004% CMBSFHMS_K041-A2 3.171 25-OCT-2024 0.005% CMBSFHMS_K043-A2 3.062 25-DEC-2024 0.004% CMBSFHMS_K044-A2 2.811 25-JAN-2025 0.014% CMBSFHMS_K046-A2 3.205 25-MAR-2025 0.005% CMBSFHMS_K049-A2 3.01 25-JUL-2025 0.014% CMBSFHMS_K050-A2 3.334 25-AUG-2025 0.013% CMBSFHMS_K051-A2 3.308 25-SEP-2025 0.010% CMBSFHMS_K052-A2 3.151 25-NOV-2025 0.003% CMBSFHMS_K053-A2 2.995 25-DEC-2025 0.008% CMBSFHMS_K054-A2 2.745 25-JAN-2026 0.003% CMBSFHMS_K055-A2 2.673 25-MAR-2026 0.006% CMBSFHMS_K056-A1 2.2 25-JUL-2025 0.004% CMBSFHMS_K056-A2 2.525 25-MAY-2026 0.006% CMBSFHMS_K057-A1 2.206 25-JUN-2025 0.002% CMBSFHMS_K057-A2 2.57 25-JUL-2026 0.006% CMBS

FHMS_K058-A2 2.653 25-AUG-2026 0.006% CMBSFHMS_K059-A2 3.12 25-SEP-2026 0.012% CMBSFHMS_K060-A2 3.3 25-OCT-2026 0.011% CMBSFHMS_K061-A1 3.005 25-AUG-2026 0.002% CMBSFHMS_K061-A2 3.347 25-NOV-2026 0.005% CMBSFHMS_K062-A2 3.413 25-DEC-2026 0.004% CMBSFHMS_K063-A2 3.43 25-JAN-2027 0.005% CMBSFHMS_K064-A2 3.224 25-MAR-2027 0.001% CMBSFHMS_K065-A1 2.864 25-OCT-2026 0.007% CMBSFHMS_K065-A2 3.243 25-APR-2027 0.010% CMBSFHMS_K066-A2 3.117 25-JUN-2027 0.006% CMBSFHMS_K067-A2 3.194 25-JUL-2027 0.006% CMBSFHMS_K068-A2 3.244 25-AUG-2027 0.004% CMBSFHMS_K069-A2 3.187 25-SEP-2027 0.011% CMBSFHMS_K070-A1 3.026 25-APR-2027 0.006% CMBSFHMS_K070-A2 3.303 25-NOV-2027 0.021% CMBSFHMS_K071-A2 3.286 25-NOV-2027 0.006% CMBSFHMS_K072-A2 3.444 25-DEC-2027 0.013% CMBSFHMS_K073-A2 3.35 25-JAN-2028 0.017% CMBSFHMS_K074-A1 3.6 25-SEP-2027 0.003% CMBSFHMS_K074-A2 3.6 25-JAN-2028 0.016% CMBSFHMS_K075-A2 3.65 25-FEB-2028 0.004% CMBSFHMS_K076-A1 3.725 25-DEC-2027 0.004% CMBSFHMS_K076-A2 3.9 25-APR-2028 0.014% CMBSFHMS_K077-A2 3.85 25-MAY-2028 0.004% CMBSFHMS_K078-A2 3.854 25-JUN-2028 0.004% CMBSFHMS_K079-A2 3.926 25-JUN-2028 0.008% CMBSFHMS_K080-A2 3.926 25-JUL-2028 0.003% CMBSFHMS_K081-A2 3.9 25-AUG-2028 0.006% CMBSFHMS_K082-A2 3.92 25-SEP-2028 0.008% CMBSFHMS_K083-A2 4.05 25-SEP-2028 0.005% CMBSFHMS_K084-A2 3.78 25-OCT-2028 0.004% CMBSFHMS_K085-A2 4.06 25-OCT-2028 0.004% CMBSFHMS_K086-A2 3.859 25-NOV-2028 0.007% CMBSFHMS_K087-A2 3.771 25-DEC-2028 0.018% CMBSFHMS_K088-A2 3.69 25-JAN-2029 0.008% CMBSFHMS_K088_A1 3.481 25-SEP-2028 0.001% CMBSFHMS_K089-A1 3.344 25-OCT-2028 0.012% CMBSFHMS_K089-A2 3.563 25-JAN-2029 0.010% CMBSFHMS_K090-A2 3.422 25-FEB-2029 0.010% CMBSFHMS_K092-A2 3.298 25-APR-2029 0.012% CMBSFHMS_K094-A2 2.903 25-JUN-2029 0.005% CMBSFHMS_K095-A2 2.785 25-JUN-2029 0.008% CMBSFHMS_K096-A2 2.519 25-JUL-2029 0.005% CMBSFHMS_K098-A2 2.425 25-AUG-2029 0.002% CMBSFHMS_K099-A2 2.595 25-SEP-2029 0.009% CMBSFHMS_K100-A2 2.673 25-SEP-2029 0.004% CMBSFHMS_K101-A2 2.524 25-OCT-2029 0.001% CMBSFHMS_K103-A2 2.651 25-NOV-2029 0.010% CMBSFHMS_K104-A2 25-JAN-2030 0.007% CMBSFHMS_K105-A2 1.872 25-JAN-2030 0.012% CMBSFHMS_K106-A1 1.783 25-OCT-2029 0.016% CMBSFHMS_K106-A2 2.069 25-JAN-2030 0.013% CMBSFHMS_K108-A2 1.517 25-MAR-2030 0.014% CMBSFHMS_K110-A1 1.016 25-JUN-2053 0.003% CMBS

FHMS_K110-A2 1.477 25-APR-2030 0.016% CMBSFHMS_K111-A2 1.35 25-MAY-2030 0.005% CMBSFHMS_K115-A2 1.383 25-JUN-2030 0.003% CMBSFHMS_K116-A2 1.378 25-JUL-2030 0.007% CMBSFHMS_K117-A2 1.406 25-AUG-2030 0.005% CMBSFHMS_K118-A1 0.788 25-MAR-2030 0.007% CMBSFHMS_K118-A2 1.493 25-SEP-2030 0.009% CMBSFHMS_K119-A2 1.566 25-SEP-2030 0.010% CMBSFHMS_K120-A2 1.5 25-OCT-2030 0.014% CMBSFHMS_K121-A2 1.547 25-OCT-2030 0.005% CMBSFHMS_K123-A2 1.621 01-DEC-2030 0.002% CMBSFHMS_K124-A2 1.658 25-DEC-2030 0.008% CMBSFHMS_K125-A2 1.846 25-JAN-2031 0.014% CMBSFHMS_K126-A2 2.074 25-JAN-2031 0.014% CMBSFHMS_K127-A2 2.108 25-JAN-2031 0.027% CMBSFHMS_K128-A2 2.02 25-MAR-2031 0.014% CMBSFHMS_K130-A2 1.723 25-JUN-2031 0.009% CMBSFHMS_K133-A2 2.096 25-SEP-2031 0.004% CMBSFHMS_K135-A1 1.606 25-OCT-2054 0.004% CMBSFHMS_K135-A2 2.154 25-OCT-2031 0.010% CMBSFHMS_K1502-A2 3.08 25-JAN-2031 0.001% CMBSFHMS_K1510-A3 3.794 25-JAN-2034 0.002% CMBSFHMS_K1512-A2 2.988 25-MAY-2031 0.005% CMBSFHMS_K153-A3 3.117 25-OCT-2031 0.002% CMBSFHMS_K154-A2 3.424 25-APR-2032 0.006% CMBSFHMS_K154-A3 3.459 25-NOV-2032 0.005% CMBSFHMS_K155-A1 3.75 25-NOV-2029 0.002% CMBSFHMS_K159 -A1 3.95 25-DEC-2029 0.006% CMBSFHMS_K159-A2 3.95 25-NOV-2030 0.003% CMBSFHMS_K159-A3 3.95 25-NOV-2033 0.008% CMBSFHMS_K723-A2 2.454 25-AUG-2023 0.002% CMBSFHMS_K725-A2 3.002 25-JAN-2024 0.004% CMBSFHMS_K727-A2 2.946 25-JUL-2024 0.004% CMBSFHMS_K728-A2 3.064 25-AUG-2024 0.007% CMBSFHMS_K730-A2 3.59 25-JAN-2025 0.007% CMBSFHMS_K731-A2 3.6 25-FEB-2025 0.004% CMBSFHMS_K733-A2 3.75 25-AUG-2025 0.004% CMBSFHMS_K734-A2 3.208 25-FEB-2026 0.009% CMBSFHMS_K737-AM 2.097 25-OCT-2026 0.001% CMBSFHMS_K739-A2 1.336 25-SEP-2027 0.008% CMBSFHMS_K740-A2 1.47 25-SEP-2027 0.007% CMBSFHMS_K741-A2 1.603 25-DEC-2027 0.004% CMBSFHMS_K742-A2 1.76 25-MAR-2028 0.009% CMBSFHMS_K742-AM 1.369 25-APR-2028 0.005% CMBSFHMS_KS03-A4 3.161 25-MAY-2025 0.004% CMBSFIAT CHRYSLER AUTOMOBILES NV 3.375 07-JUL-2023 Reg-S (SENIOR) 0.002% BNDFIAT CHRYSLER AUTOMOBILES NV 3.75 29-MAR-2024 Reg-S (SENIOR) 0.001% BNDFIBERHOME TELECOMMUNICATION TECHNO A 0.000% EQUITYFIBERHOME TELECOMMUNICATION TECHNO A 0.000% EQUITYFIBRA UNO ADMINISTRACION REIT SA REIT 0.002% EQUITYFIDELITY NATIONAL FINANCIAL INC A 0.004% EQUITYFIDELITY NATIONAL INFORMATION SERV 0.011% EQUITYFIDELITY NATIONAL INFORMATION SERV 1.0 03-DEC-2028 (SENIOR) 0.001% BNDFIDELITY NATIONAL INFORMATION SERV 1.1 15-JUL-2024 (SENIOR) 0.001% BNDFIDELITY NATIONAL INFORMATION SERV 1.15 01-MAR-2026 (SENIOR) 0.001% BND

FIDELITY NATIONAL INFORMATION SERV 1.5 21-MAY-2027 (SENIOR) 0.002% BNDFIDELITY NATIONAL INFORMATION SERV 1.65 01-MAR-2028 (SENIOR) 0.001% BNDFIDELITY NATIONAL INFORMATION SERV 2.0 21-MAY-2030 (SENIOR) 0.001% BNDFIDELITY NATIONAL INFORMATION SERV 2.25 01-MAR-2031 (SENIOR) 0.001% BNDFIDELITY NATIONAL INFORMATION SERV 3.1 01-MAR-2041 (SENIOR) 0.001% BNDFIFTH THIRD BANCORP 0.008% EQUITYFIFTH THIRD BANCORP 2.375 28-JAN-2025 (SENIOR) 0.001% BNDFIFTH THIRD BANCORP 2.55 05-MAY-2027 (SENIOR) 0.001% BNDFIFTH THIRD BANCORP T2 8.25 01-MAR-2038 (SUB) 0.002% BNDFIFTH THIRD BANK 3.95 28-JUL-2025 (SENIOR) 0.001% BNDFIFTH THIRD BANK T2 3.85 15-MAR-2026 (SUB) 0.001% BNDFIH MOBILE LTD 0.000% EQUITYFILA HOLDINGS CORP 0.000% EQUITYFINANCIAL STREET HOLDINGS LTD A A 0.000% EQUITYFINECOBANK BANCA FINECO 0.001% EQUITYFINNING INTERNATIONAL INC 0.000% EQUITYFIRMENICH PRODUCTIONS PARTICIPATIO 1.75 30-APR-2030 Reg-S (SENIOR) 0.001% BNDFIRST ABU DHABI BANK 0.011% EQUITYFIRST ABU DHABI BANK PJSC 0.125 16-FEB-2026 Reg-S (SENIOR) 0.001% BNDFIRST CAPITAL REALTY REAL ESTATE I 0.000% EQUITYFIRST CAPITAL SECURITIES LTD A A 0.000% EQUITYFIRST CAPITAL SECURITIES LTD A A 0.000% EQUITYFIRST DATA CORP CLASS A A 0.001% EQUITYFIRST FINANCIAL HOLDING LTD 0.008% EQUITYFIRST PACIFIC LTD 0.000% EQUITYFIRST QUANTUM MINERALS LTD 0.002% EQUITYFIRST REPUBLIC BANK 0.004% EQUITYFIRSTENERGY CORP 0.006% EQUITYFIRSTRAND LTD 0.010% EQUITYFIRSTSERVICE SUBORDINATE VOTING CO 0.000% EQUITYFISERV INC 0.006% EQUITYFISERV INC 1.125 01-JUL-2027 (SENIOR) 0.000% BNDFISERV INC 1.625 01-JUL-2030 (SENIOR) 0.001% BNDFISERV INC 2.25 01-JUN-2027 (SENIOR) 0.001% BNDFISERV INC 2.65 01-JUN-2030 (SENIOR) 0.001% BNDFISERV INC 3.2 01-JUL-2026 (SENIOR) 0.002% BNDFISERV INC 3.5 01-JUL-2029 (SENIOR) 0.003% BNDFISERV INC 3.85 01-JUN-2025 (SENIOR) 0.001% BNDFISERV INC 4.2 01-OCT-2028 (SENIOR) 0.001% BNDFISERV INC 4.4 01-JUL-2049 0.002% BNDFISHER AND PAYKEL HEALTHCARE CORPO 0.010% EQUITYFISHER AND PAYKEL HEALTHCARE CORPO 0.001% EQUITYFIT HON TENG LTD 0.000% EQUITYFIVERR INTERNATIONAL LTD 0.000% EQUITYFLAT GLASS GROUP LTD A A 0.000% EQUITYFLAT GLASS GROUP LTD H H 0.002% EQUITYFLEETCOR TECHNOLOGIES INC 0.002% EQUITYFLETCHER BUILDING LTD 0.000% EQUITYFLETCHER BUILDING LTD 0.254% EQUITYFLEX LTD 0.000% EQUITYFLEX LTD 3.75 01-FEB-2026 (SENIOR) 0.016% BNDFLEX LTD 4.875 12-MAY-2030 (SENIOR) 0.017% BNDFLEXTRONICS INTERNATIONAL LTD. 4.75 15-JUN-2025 (SENIOR) 0.016% BNDFLIGHT CENTRE TRAVEL GROUP LTD 0.007% EQUITYFLIR SYSTEMS INC 0.000% EQUITY

FLORIDA POWER & LIGHT CO 2.85 01-APR-2025 (SECURED) 0.001% BNDFLORIDA POWER & LIGHT CO 3.15 01-OCT-2049 0.001% BNDFLORIDA POWER & LIGHT CO 3.95 01-MAR-2048 (SECURED) 0.001% BNDFLORIDA POWER & LIGHT CO MORT 2.875 04-DEC-2051 (SECURED) 0.001% BNDFLORIDA POWER CORPORATION MORT 6.4 15-JUN-2038 (SECURED) 0.001% BNDFLOWSERVE CORP 0.000% EQUITYFLUOR CORP 0.000% EQUITYFLUTTER ENTERTAINMENT PLC 0.001% EQUITYFLUTTER ENTERTAINMENT PLC 0.004% EQUITYFLUVIUS SYSTEM OPERATOR CVBA 2.875 07-MAY-2029 Reg-S (SENIOR) 0.001% BNDFMC CORP 0.003% EQUITYFN / OTHER ARM / FN254549 6.0 01-DEC-2032 0.000% MBSFN 5/1 12M Libor ARM 5/1 FNAI4027 2.0 01-AUG-2041 0.000% ARMFN 5/1 12M Libor ARM 5/1 FNAJ2379 2.065 01-OCT-2041 0.000% ARMFN 5/1 12M Libor ARM 5/1 FNAK0714 2.238 01-FEB-2042 0.000% ARMFN 5/1 12M Libor ARM 5/1 FNAL0034 2.179 01-DEC-2038 0.000% ARMFN 7/1 12M Libor ARM 7/1 FNAJ1249 2.065 01-SEP-2041 0.000% ARMFN 7/1 12M Libor ARM 7/1 FNAP1961 1.945 01-AUG-2042 0.000% ARMFN 7/1 12M Libor ARM 7/1 FNAT4250 1.785 01-JUN-2043 0.000% ARMFNMA 30YR FN725232 5.0 01-MAR-2034 0.000% MBSFNMA 30YR FN888890 6.5 01-OCT-2037 0.000% MBSFNMA 10YR FNAB4464 3.0 01-FEB-2022 0.000% MBSFNMA 10YR FNAB5610 2.5 01-JUL-2022 0.000% MBSFNMA 10YR FNAB9394 2.5 01-MAY-2023 0.000% MBSFNMA 10YR FNAQ7880 3.0 01-DEC-2022 0.000% MBSFNMA 10YR FNAY0551 3.0 01-JUL-2022 0.000% MBSFNMA 10YR FNMA1014 3.0 01-MAR-2022 0.000% MBSFNMA 10YR FNMA1181 3.0 01-SEP-2022 0.000% MBSFNMA 10YR FNMA2208 2.5 01-MAR-2025 0.000% MBSFNMA 10YR FNMA2635 2.0 01-MAY-2026 0.000% MBSFNMA 10YR FNMA3130 2.5 01-SEP-2027 0.000% MBSFNMA 10YR FNMA3555 3.0 01-NOV-2028 0.000% MBSFNMA 10YR FNMA3583 3.0 01-JAN-2029 0.000% MBSFNMA 15YR FN256836 4.5 01-JUL-2022 0.000% MBSFNMA 15YR FN257233 4.5 01-JUN-2023 0.000% MBSFNMA 15YR FN257550 5.0 01-JAN-2024 0.000% MBSFNMA 15YR FN257564 4.5 01-JAN-2024 0.000% MBSFNMA 15YR FN888594 6.0 01-AUG-2022 0.000% MBSFNMA 15YR FN889323 5.5 01-NOV-2022 0.000% MBSFNMA 15YR FN890112 4.0 01-APR-2024 0.000% MBSFNMA 15YR FN890134 4.0 01-MAR-2022 0.000% MBSFNMA 15YR FN890215 3.5 01-AUG-2025 0.000% MBSFNMA 15YR FN890263 4.0 01-NOV-2025 0.000% MBSFNMA 15YR FN890612 3.0 01-JUL-2029 0.000% MBSFNMA 15YR FN890790 3.0 01-AUG-2032 0.000% MBSFNMA 15YR FN896856 5.5 01-MAR-2022 0.000% MBSFNMA 15YR FN896861 5.5 01-MAR-2022 0.000% MBSFNMA 15YR FN909793 6.0 01-MAR-2022 0.000% MBSFNMA 15YR FN914464 5.0 01-MAR-2022 0.000% MBSFNMA 15YR FN928345 5.5 01-MAY-2022 0.000% MBSFNMA 15YR FN929281 4.0 01-APR-2023 0.000% MBSFNMA 15YR FN929584 5.0 01-JUN-2023 0.000% MBSFNMA 15YR FN929674 5.0 01-JUN-2023 0.000% MBSFNMA 15YR FN929710 5.0 01-JUL-2023 0.000% MBSFNMA 15YR FN930626 4.0 01-FEB-2024 0.000% MBS

FNMA 15YR FN930627 4.0 01-FEB-2024 0.000% MBSFNMA 15YR FN931739 4.0 01-AUG-2024 0.000% MBSFNMA 15YR FN931740 4.0 01-AUG-2024 0.000% MBSFNMA 15YR FN931743 4.5 01-AUG-2024 0.000% MBSFNMA 15YR FN932117 4.0 01-NOV-2024 0.000% MBSFNMA 15YR FN932438 4.0 01-JAN-2025 0.000% MBSFNMA 15YR FN932681 4.0 01-APR-2025 0.000% MBSFNMA 15YR FN932842 3.5 01-DEC-2025 0.000% MBSFNMA 15YR FN933900 5.5 01-APR-2023 0.000% MBSFNMA 15YR FN934500 5.0 01-OCT-2023 0.000% MBSFNMA 15YR FN934826 4.5 01-APR-2024 0.000% MBSFNMA 15YR FN935692 4.5 01-NOV-2024 0.000% MBSFNMA 15YR FN935750 4.5 01-OCT-2024 0.000% MBSFNMA 15YR FN935795 4.5 01-DEC-2024 0.000% MBSFNMA 15YR FN947936 5.5 01-NOV-2022 0.000% MBSFNMA 15YR FN949585 4.5 01-AUG-2022 0.000% MBSFNMA 15YR FN962435 4.0 01-APR-2023 0.000% MBSFNMA 15YR FN962913 4.5 01-MAY-2023 0.000% MBSFNMA 15YR FN963178 5.0 01-MAY-2023 0.000% MBSFNMA 15YR FN964293 5.0 01-JUL-2023 0.000% MBSFNMA 15YR FN968649 5.0 01-JAN-2023 0.000% MBSFNMA 15YR FN970548 5.5 01-OCT-2023 0.000% MBSFNMA 15YR FN970737 5.0 01-NOV-2023 0.000% MBSFNMA 15YR FN972932 5.5 01-FEB-2023 0.000% MBSFNMA 15YR FN973707 4.5 01-APR-2023 0.000% MBSFNMA 15YR FN973992 5.0 01-FEB-2023 0.000% MBSFNMA 15YR FN974547 4.5 01-APR-2023 0.000% MBSFNMA 15YR FN981354 4.5 01-APR-2023 0.000% MBSFNMA 15YR FN981572 4.5 01-JUN-2023 0.000% MBSFNMA 15YR FN982291 4.0 01-JUN-2024 0.000% MBSFNMA 15YR FN982875 4.5 01-MAY-2023 0.000% MBSFNMA 15YR FN983355 5.0 01-AUG-2023 0.000% MBSFNMA 15YR FN983632 5.0 01-JUN-2023 0.000% MBSFNMA 15YR FN988193 5.5 01-NOV-2023 0.000% MBSFNMA 15YR FN990957 5.0 01-SEP-2023 0.000% MBSFNMA 15YR FN990959 5.0 01-SEP-2023 0.000% MBSFNMA 15YR FN991998 5.0 01-DEC-2023 0.000% MBSFNMA 15YR FN993230 4.0 01-JUL-2024 0.000% MBSFNMA 15YR FN994932 4.5 01-JUN-2023 0.000% MBSFNMA 15YR FN995430 5.5 01-SEP-2023 0.000% MBSFNMA 15YR FN995461 5.5 01-DEC-2023 0.000% MBSFNMA 15YR FN995749 4.0 01-JUN-2024 0.000% MBSFNMA 15YR FN995960 5.0 01-DEC-2023 0.000% MBSFNMA 15YR FNAA0723 4.5 01-FEB-2024 0.000% MBSFNMA 15YR FNAA1036 5.0 01-DEC-2023 0.000% MBSFNMA 15YR FNAA1560 4.5 01-MAR-2024 0.000% MBSFNMA 15YR FNAA2168 5.0 01-JAN-2024 0.000% MBSFNMA 15YR FNAA2463 4.5 01-FEB-2024 0.000% MBSFNMA 15YR FNAA2550 4.5 01-APR-2024 0.000% MBSFNMA 15YR FNAA3423 4.0 01-MAR-2024 0.000% MBSFNMA 15YR FNAA4315 4.0 01-APR-2024 0.000% MBSFNMA 15YR FNAA4622 4.0 01-MAY-2024 0.000% MBSFNMA 15YR FNAA5532 4.0 01-APR-2024 0.000% MBSFNMA 15YR FNAA5533 4.0 01-APR-2024 0.000% MBSFNMA 15YR FNAA5563 4.0 01-JUN-2024 0.000% MBS

FNMA 15YR FNAA6018 4.0 01-MAY-2024 0.000% MBSFNMA 15YR FNAA6832 4.0 01-MAY-2024 0.000% MBSFNMA 15YR FNAA7367 4.0 01-FEB-2022 0.000% MBSFNMA 15YR FNAA7750 4.0 01-JUN-2024 0.000% MBSFNMA 15YR FNAA9434 4.0 01-JUL-2024 0.000% MBSFNMA 15YR FNAA9508 4.0 01-JUL-2024 0.000% MBSFNMA 15YR FNAA9534 4.0 01-JUL-2024 0.000% MBSFNMA 15YR FNAA9780 4.0 01-JUL-2024 0.000% MBSFNMA 15YR FNAB0551 3.5 01-MAR-2023 0.000% MBSFNMA 15YR FNAB1496 3.5 01-SEP-2025 0.000% MBSFNMA 15YR FNAB1601 3.5 01-OCT-2025 0.000% MBSFNMA 15YR FNAB1933 3.0 01-DEC-2025 0.000% MBSFNMA 15YR FNAB1937 3.5 01-DEC-2025 0.000% MBSFNMA 15YR FNAB1941 3.5 01-DEC-2025 0.000% MBSFNMA 15YR FNAB2052 3.5 01-JAN-2026 0.000% MBSFNMA 15YR FNAB2126 3.0 01-JAN-2026 0.000% MBSFNMA 15YR FNAB2128 3.5 01-JAN-2026 0.000% MBSFNMA 15YR FNAB2518 4.0 01-MAR-2026 0.000% MBSFNMA 15YR FNAB2800 3.5 01-APR-2026 0.000% MBSFNMA 15YR FNAB3012 4.0 01-MAY-2026 0.000% MBSFNMA 15YR FNAB3407 3.5 01-AUG-2026 0.000% MBSFNMA 15YR FNAB3555 3.5 01-SEP-2026 0.000% MBSFNMA 15YR FNAB3860 3.0 01-NOV-2026 0.000% MBSFNMA 15YR FNAB3900 3.0 01-NOV-2026 0.000% MBSFNMA 15YR FNAB3955 2.5 01-NOV-2026 0.000% MBSFNMA 15YR FNAB4669 2.5 01-MAR-2027 0.000% MBSFNMA 15YR FNAB4723 2.5 01-MAR-2027 0.000% MBSFNMA 15YR FNAB4728 3.0 01-MAR-2027 0.000% MBSFNMA 15YR FNAB5631 3.0 01-JUL-2027 0.000% MBSFNMA 15YR FNAB5711 2.5 01-JUL-2027 0.000% MBSFNMA 15YR FNAB6337 2.5 01-OCT-2027 0.000% MBSFNMA 15YR FNAB6886 3.0 01-NOV-2027 0.000% MBSFNMA 15YR FNAB7829 2.5 01-FEB-2028 0.000% MBSFNMA 15YR FNAB8494 2.5 01-FEB-2028 0.000% MBSFNMA 15YR FNAB8541 2.5 01-MAR-2028 0.000% MBSFNMA 15YR FNAB8796 2.5 01-MAR-2028 0.000% MBSFNMA 15YR FNAB8890 3.0 01-APR-2028 0.000% MBSFNMA 15YR FNAB9171 2.5 01-APR-2028 0.000% MBSFNMA 15YR FNAB9227 3.0 01-MAY-2028 0.000% MBSFNMA 15YR FNAB9727 2.5 01-JUN-2028 0.000% MBSFNMA 15YR FNAB9728 2.5 01-JUN-2028 0.000% MBSFNMA 15YR FNAB9729 2.5 01-JUN-2028 0.000% MBSFNMA 15YR FNAC0109 4.0 01-AUG-2024 0.000% MBSFNMA 15YR FNAC0401 4.0 01-JUL-2024 0.000% MBSFNMA 15YR FNAC0454 4.0 01-NOV-2024 0.000% MBSFNMA 15YR FNAC0523 4.5 01-JUL-2024 0.000% MBSFNMA 15YR FNAC0559 4.0 01-OCT-2024 0.000% MBSFNMA 15YR FNAC0845 4.0 01-MAY-2025 0.000% MBSFNMA 15YR FNAC1696 4.5 01-AUG-2024 0.000% MBSFNMA 15YR FNAC1759 4.0 01-JUL-2024 0.000% MBSFNMA 15YR FNAC2669 4.0 01-OCT-2024 0.000% MBSFNMA 15YR FNAC2783 4.0 01-SEP-2024 0.000% MBSFNMA 15YR FNAC3879 4.5 01-DEC-2024 0.000% MBSFNMA 15YR FNAC5066 4.5 01-OCT-2024 0.000% MBSFNMA 15YR FNAC5481 4.5 01-NOV-2024 0.000% MBS

FNMA 15YR FNAC5669 4.5 01-OCT-2024 0.000% MBSFNMA 15YR FNAC6713 4.0 01-MAY-2025 0.000% MBSFNMA 15YR FNAC6788 4.0 01-DEC-2024 0.000% MBSFNMA 15YR FNAC6939 4.0 01-DEC-2024 0.000% MBSFNMA 15YR FNAC7924 4.5 01-APR-2025 0.000% MBSFNMA 15YR FNAC8682 4.0 01-FEB-2025 0.000% MBSFNMA 15YR FNAC9205 4.0 01-DEC-2024 0.000% MBSFNMA 15YR FNAC9897 4.5 01-APR-2025 0.000% MBSFNMA 15YR FNAD0244 4.5 01-OCT-2024 0.000% MBSFNMA 15YR FNAD0664 5.0 01-FEB-2024 0.000% MBSFNMA 15YR FNAD0890 6.0 01-MAY-2024 0.000% MBSFNMA 15YR FNAD1000 4.0 01-FEB-2025 0.000% MBSFNMA 15YR FNAD1021 4.5 01-FEB-2025 0.000% MBSFNMA 15YR FNAD1158 4.0 01-MAY-2025 0.000% MBSFNMA 15YR FNAD1268 4.5 01-JAN-2025 0.000% MBSFNMA 15YR FNAD1386 4.0 01-AUG-2025 0.000% MBSFNMA 15YR FNAD1538 4.0 01-MAR-2025 0.000% MBSFNMA 15YR FNAD1539 4.5 01-FEB-2025 0.000% MBSFNMA 15YR FNAD2507 4.0 01-APR-2025 0.000% MBSFNMA 15YR FNAD2509 4.5 01-APR-2025 0.000% MBSFNMA 15YR FNAD2947 4.5 01-FEB-2025 0.000% MBSFNMA 15YR FNAD3524 4.0 01-APR-2025 0.000% MBSFNMA 15YR FNAD3641 4.0 01-MAR-2025 0.000% MBSFNMA 15YR FNAD3970 4.0 01-JUN-2025 0.000% MBSFNMA 15YR FNAD4739 3.5 01-SEP-2025 0.000% MBSFNMA 15YR FNAD5139 4.0 01-MAR-2026 0.000% MBSFNMA 15YR FNAD5790 4.0 01-MAY-2025 0.000% MBSFNMA 15YR FNAD6388 4.0 01-MAY-2025 0.000% MBSFNMA 15YR FNAD6391 4.5 01-MAY-2025 0.000% MBSFNMA 15YR FNAD6392 4.5 01-MAY-2025 0.000% MBSFNMA 15YR FNAD6583 4.0 01-MAY-2025 0.000% MBSFNMA 15YR FNAD7077 4.5 01-JUN-2025 0.000% MBSFNMA 15YR FNAD7551 4.0 01-JUN-2025 0.000% MBSFNMA 15YR FNAD8198 4.0 01-SEP-2025 0.000% MBSFNMA 15YR FNAD8427 4.0 01-SEP-2025 0.000% MBSFNMA 15YR FNAD9144 3.5 01-AUG-2025 0.000% MBSFNMA 15YR FNAD9744 3.5 01-DEC-2025 0.000% MBSFNMA 15YR FNAD9751 3.5 01-DEC-2025 0.000% MBSFNMA 15YR FNAE0518 3.5 01-NOV-2025 0.000% MBSFNMA 15YR FNAE0879 4.0 01-NOV-2025 0.000% MBSFNMA 15YR FNAE0885 4.0 01-MAR-2022 0.000% MBSFNMA 15YR FNAE0988 4.0 01-SEP-2025 0.000% MBSFNMA 15YR FNAE0991 4.5 01-NOV-2022 0.000% MBSFNMA 15YR FNAE1173 4.0 01-JUL-2025 0.000% MBSFNMA 15YR FNAE1318 4.0 01-JUL-2025 0.000% MBSFNMA 15YR FNAE2428 4.0 01-AUG-2025 0.000% MBSFNMA 15YR FNAE2765 3.5 01-AUG-2026 0.000% MBSFNMA 15YR FNAE2836 3.5 01-OCT-2025 0.000% MBSFNMA 15YR FNAE5289 4.5 01-MAR-2024 0.000% MBSFNMA 15YR FNAE5487 3.5 01-OCT-2025 0.000% MBSFNMA 15YR FNAE5831 4.0 01-OCT-2025 0.000% MBSFNMA 15YR FNAE8047 3.5 01-NOV-2025 0.000% MBSFNMA 15YR FNAE8417 3.5 01-NOV-2025 0.000% MBSFNMA 15YR FNAE8705 3.0 01-NOV-2025 0.000% MBSFNMA 15YR FNAH0345 4.0 01-JAN-2026 0.000% MBS

FNMA 15YR FNAH0631 3.0 01-JAN-2026 0.000% MBSFNMA 15YR FNAH1305 4.0 01-JAN-2026 0.000% MBSFNMA 15YR FNAH2629 3.5 01-DEC-2025 0.000% MBSFNMA 15YR FNAH3431 3.5 01-JAN-2026 0.000% MBSFNMA 15YR FNAH5611 3.0 01-FEB-2026 0.000% MBSFNMA 15YR FNAH5800 3.5 01-FEB-2026 0.000% MBSFNMA 15YR FNAH6067 4.0 01-MAR-2026 0.000% MBSFNMA 15YR FNAH6500 3.5 01-MAR-2026 0.000% MBSFNMA 15YR FNAH6593 3.5 01-FEB-2026 0.000% MBSFNMA 15YR FNAH6827 4.0 01-MAR-2026 0.000% MBSFNMA 15YR FNAH7211 3.5 01-MAR-2026 0.000% MBSFNMA 15YR FNAH7249 3.5 01-MAR-2026 0.000% MBSFNMA 15YR FNAH7551 4.0 01-MAR-2026 0.000% MBSFNMA 15YR FNAH7831 3.5 01-APR-2026 0.000% MBSFNMA 15YR FNAH7925 4.0 01-AUG-2026 0.000% MBSFNMA 15YR FNAH7927 3.5 01-AUG-2026 0.000% MBSFNMA 15YR FNAH9377 3.5 01-APR-2026 0.000% MBSFNMA 15YR FNAI0527 3.5 01-APR-2026 0.000% MBSFNMA 15YR FNAI0606 3.5 01-MAY-2026 0.000% MBSFNMA 15YR FNAI2102 3.5 01-MAY-2026 0.000% MBSFNMA 15YR FNAI2578 4.0 01-MAY-2026 0.000% MBSFNMA 15YR FNAI2999 3.5 01-JUN-2026 0.000% MBSFNMA 15YR FNAI4748 4.0 01-JUL-2026 0.000% MBSFNMA 15YR FNAI4855 4.0 01-JUN-2026 0.000% MBSFNMA 15YR FNAI5529 4.0 01-JUN-2026 0.000% MBSFNMA 15YR FNAI6104 3.5 01-JUN-2026 0.000% MBSFNMA 15YR FNAI6174 3.0 01-JUL-2026 0.000% MBSFNMA 15YR FNAI6697 3.0 01-SEP-2026 0.000% MBSFNMA 15YR FNAI7410 3.5 01-SEP-2026 0.000% MBSFNMA 15YR FNAI7412 3.0 01-SEP-2026 0.000% MBSFNMA 15YR FNAI7890 3.5 01-JUL-2026 0.000% MBSFNMA 15YR FNAI9793 3.5 01-AUG-2026 0.000% MBSFNMA 15YR FNAJ1441 3.5 01-SEP-2026 0.000% MBSFNMA 15YR FNAJ1586 3.0 01-OCT-2026 0.000% MBSFNMA 15YR FNAJ1970 3.5 01-OCT-2026 0.000% MBSFNMA 15YR FNAJ4093 3.5 01-OCT-2026 0.000% MBSFNMA 15YR FNAJ5335 3.0 01-NOV-2026 0.000% MBSFNMA 15YR FNAJ5336 3.0 01-NOV-2026 0.000% MBSFNMA 15YR FNAJ7519 3.0 01-JAN-2027 0.000% MBSFNMA 15YR FNAJ7715 3.0 01-DEC-2026 0.000% MBSFNMA 15YR FNAJ7717 3.0 01-DEC-2026 0.000% MBSFNMA 15YR FNAJ8217 3.5 01-JAN-2027 0.000% MBSFNMA 15YR FNAJ9023 3.5 01-DEC-2026 0.000% MBSFNMA 15YR FNAJ9355 3.0 01-JAN-2027 0.000% MBSFNMA 15YR FNAK0005 3.5 01-JAN-2027 0.000% MBSFNMA 15YR FNAK0006 3.0 01-JAN-2027 0.000% MBSFNMA 15YR FNAK0968 3.0 01-FEB-2027 0.000% MBSFNMA 15YR FNAK2695 3.0 01-FEB-2027 0.000% MBSFNMA 15YR FNAK2940 3.0 01-APR-2027 0.000% MBSFNMA 15YR FNAK3906 3.0 01-MAR-2027 0.000% MBSFNMA 15YR FNAK4285 3.0 01-MAR-2027 0.000% MBSFNMA 15YR FNAK5511 3.0 01-MAR-2027 0.000% MBSFNMA 15YR FNAK6784 3.0 01-MAR-2027 0.000% MBSFNMA 15YR FNAK6792 4.0 01-MAR-2027 0.000% MBSFNMA 15YR FNAK7377 3.0 01-MAR-2027 0.000% MBS

FNMA 15YR FNAK7392 3.5 01-MAR-2027 0.000% MBSFNMA 15YR FNAK9045 3.0 01-APR-2027 0.000% MBSFNMA 15YR FNAL0253 4.0 01-MAR-2026 0.000% MBSFNMA 15YR FNAL0306 4.0 01-JUN-2026 0.000% MBSFNMA 15YR FNAL0656 5.0 01-DEC-2024 0.000% MBSFNMA 15YR FNAL0842 4.0 01-SEP-2026 0.000% MBSFNMA 15YR FNAL1260 5.5 01-JAN-2025 0.000% MBSFNMA 15YR FNAL1391 3.5 01-JAN-2027 0.000% MBSFNMA 15YR FNAL1495 4.0 01-SEP-2026 0.000% MBSFNMA 15YR FNAL1858 3.0 01-JUL-2027 0.000% MBSFNMA 15YR FNAL2195 5.5 01-MAY-2025 0.000% MBSFNMA 15YR FNAL2221 3.0 01-JUL-2027 0.000% MBSFNMA 15YR FNAL2222 3.0 01-AUG-2027 0.000% MBSFNMA 15YR FNAL2286 3.0 01-SEP-2027 0.000% MBSFNMA 15YR FNAL2740 3.0 01-JUL-2027 0.000% MBSFNMA 15YR FNAL2925 5.0 01-MAY-2025 0.000% MBSFNMA 15YR FNAL3254 3.5 01-APR-2027 0.000% MBSFNMA 15YR FNAL3615 3.5 01-DEC-2026 0.000% MBSFNMA 15YR FNAL4048 3.0 01-MAR-2028 0.000% MBSFNMA 15YR FNAL4191 3.5 01-JAN-2028 0.000% MBSFNMA 15YR FNAL4600 5.0 01-SEP-2025 0.000% MBSFNMA 15YR FNAL4911 3.0 01-OCT-2027 0.000% MBSFNMA 15YR FNAL5074 2.5 01-DEC-2028 0.000% MBSFNMA 15YR FNAL5742 3.5 01-JUL-2029 0.000% MBSFNMA 15YR FNAL5806 3.5 01-SEP-2029 0.000% MBSFNMA 15YR FNAL6161 3.5 01-DEC-2029 0.000% MBSFNMA 15YR FNAL6203 3.5 01-JUL-2028 0.000% MBSFNMA 15YR FNAL6226 2.5 01-JAN-2030 0.000% MBSFNMA 15YR FNAL6598 3.5 01-APR-2030 0.000% MBSFNMA 15YR FNAL6615 3.5 01-JUL-2027 0.000% MBSFNMA 15YR FNAL6713 4.5 01-JAN-2027 0.000% MBSFNMA 15YR FNAL6867 3.0 01-JUN-2030 0.000% MBSFNMA 15YR FNAL7328 4.5 01-OCT-2026 0.000% MBSFNMA 15YR FNAL7430 3.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAL7488 4.0 01-FEB-2029 0.000% MBSFNMA 15YR FNAL7688 3.5 01-NOV-2030 0.000% MBSFNMA 15YR FNAL7700 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNAL7964 3.5 01-FEB-2031 0.000% MBSFNMA 15YR FNAL7967 3.0 01-JUL-2030 0.000% MBSFNMA 15YR FNAL8060 3.0 01-FEB-2031 0.001% MBSFNMA 15YR FNAL8077 3.5 01-DEC-2029 0.000% MBSFNMA 15YR FNAL8561 3.5 01-JUN-2031 0.001% MBSFNMA 15YR FNAL8565 3.0 01-JUN-2031 0.000% MBSFNMA 15YR FNAL8566 3.0 01-JUN-2031 0.000% MBSFNMA 15YR FNAL8986 3.0 01-SEP-2031 0.000% MBSFNMA 15YR FNAL9065 3.0 01-SEP-2031 0.000% MBSFNMA 15YR FNAL9323 2.5 01-OCT-2031 0.000% MBSFNMA 15YR FNAL9372 2.5 01-NOV-2031 0.000% MBSFNMA 15YR FNAL9376 3.0 01-AUG-2031 0.000% MBSFNMA 15YR FNAL9378 3.0 01-SEP-2031 0.000% MBSFNMA 15YR FNAL9552 3.5 01-AUG-2031 0.000% MBSFNMA 15YR FNAL9585 3.5 01-JAN-2032 0.000% MBSFNMA 15YR FNAL9668 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNAL9710 3.0 01-APR-2029 0.000% MBSFNMA 15YR FNAL9740 3.0 01-FEB-2032 0.000% MBS

FNMA 15YR FNAL9786 3.0 01-JAN-2032 0.000% MBSFNMA 15YR FNAL9789 3.0 01-DEC-2031 0.000% MBSFNMA 15YR FNAL9867 3.0 01-FEB-2032 0.000% MBSFNMA 15YR FNAL9871 3.0 01-FEB-2032 0.000% MBSFNMA 15YR FNAL9872 3.0 01-FEB-2032 0.000% MBSFNMA 15YR FNAL9996 3.0 01-APR-2032 0.000% MBSFNMA 15YR FNAO4072 2.5 01-MAY-2027 0.000% MBSFNMA 15YR FNAO7976 3.0 01-JUN-2027 0.000% MBSFNMA 15YR FNAP0456 2.5 01-JUL-2027 0.000% MBSFNMA 15YR FNAQ0381 3.0 01-OCT-2027 0.000% MBSFNMA 15YR FNAQ2368 2.5 01-NOV-2027 0.000% MBSFNMA 15YR FNAQ2387 2.5 01-DEC-2027 0.000% MBSFNMA 15YR FNAQ5096 3.0 01-NOV-2027 0.000% MBSFNMA 15YR FNAQ5325 2.5 01-NOV-2027 0.000% MBSFNMA 15YR FNAQ7860 2.5 01-DEC-2027 0.000% MBSFNMA 15YR FNAQ8185 2.5 01-JAN-2028 0.000% MBSFNMA 15YR FNAQ8833 3.0 01-JAN-2028 0.000% MBSFNMA 15YR FNAR0628 3.0 01-JUN-2029 0.000% MBSFNMA 15YR FNAR3043 2.5 01-JAN-2028 0.000% MBSFNMA 15YR FNAR3939 3.0 01-MAR-2028 0.000% MBSFNMA 15YR FNAR5214 2.0 01-JAN-2029 0.000% MBSFNMA 15YR FNAR6882 2.5 01-FEB-2028 0.000% MBSFNMA 15YR FNAR9309 2.5 01-MAR-2028 0.000% MBSFNMA 15YR FNAS0061 3.0 01-AUG-2028 0.000% MBSFNMA 15YR FNAS0196 3.0 01-AUG-2028 0.000% MBSFNMA 15YR FNAS0289 2.5 01-AUG-2028 0.000% MBSFNMA 15YR FNAS0488 2.5 01-SEP-2028 0.000% MBSFNMA 15YR FNAS0490 2.5 01-SEP-2028 0.000% MBSFNMA 15YR FNAS0602 2.5 01-SEP-2028 0.000% MBSFNMA 15YR FNAS1058 2.0 01-NOV-2028 0.000% MBSFNMA 15YR FNAS1157 3.0 01-NOV-2028 0.000% MBSFNMA 15YR FNAS1199 3.0 01-DEC-2028 0.000% MBSFNMA 15YR FNAS1359 3.5 01-DEC-2028 0.000% MBSFNMA 15YR FNAS1746 3.0 01-FEB-2029 0.000% MBSFNMA 15YR FNAS1860 3.0 01-MAR-2029 0.000% MBSFNMA 15YR FNAS2227 3.0 01-APR-2029 0.000% MBSFNMA 15YR FNAS2312 3.0 01-MAY-2029 0.000% MBSFNMA 15YR FNAS2314 3.0 01-MAY-2029 0.000% MBSFNMA 15YR FNAS2467 3.0 01-MAY-2029 0.000% MBSFNMA 15YR FNAS2979 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAS3118 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAS3119 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAS3225 3.0 01-SEP-2029 0.000% MBSFNMA 15YR FNAS3348 2.5 01-SEP-2029 0.000% MBSFNMA 15YR FNAS3368 3.5 01-SEP-2029 0.000% MBSFNMA 15YR FNAS3463 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNAS3465 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNAS3517 3.5 01-OCT-2029 0.000% MBSFNMA 15YR FNAS3690 3.0 01-NOV-2029 0.000% MBSFNMA 15YR FNAS3832 3.0 01-NOV-2029 0.000% MBSFNMA 15YR FNAS4187 2.5 01-JAN-2030 0.000% MBSFNMA 15YR FNAS4207 3.0 01-DEC-2029 0.000% MBSFNMA 15YR FNAS4309 2.0 01-JAN-2030 0.000% MBSFNMA 15YR FNAS4312 2.5 01-JAN-2030 0.000% MBSFNMA 15YR FNAS4328 3.0 01-JAN-2030 0.000% MBS

FNMA 15YR FNAS4480 2.5 01-FEB-2030 0.000% MBSFNMA 15YR FNAS4485 2.5 01-FEB-2030 0.000% MBSFNMA 15YR FNAS4494 2.5 01-FEB-2030 0.000% MBSFNMA 15YR FNAS4505 3.0 01-FEB-2030 0.000% MBSFNMA 15YR FNAS4517 2.5 01-FEB-2030 0.000% MBSFNMA 15YR FNAS4679 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAS4680 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAS4713 2.5 01-APR-2030 0.000% MBSFNMA 15YR FNAS4766 2.5 01-APR-2030 0.000% MBSFNMA 15YR FNAS4866 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAS4876 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAS4891 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAS4936 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAS4941 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAS4945 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAS5088 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAS5278 2.5 01-JUN-2030 0.001% MBSFNMA 15YR FNAS5308 3.0 01-JUL-2030 0.000% MBSFNMA 15YR FNAS5324 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAS5355 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAS5358 3.0 01-JUL-2030 0.000% MBSFNMA 15YR FNAS5405 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAS5412 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAS5617 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAS5926 2.5 01-OCT-2030 0.000% MBSFNMA 15YR FNAS5970 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNAS6092 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNAS6120 3.0 01-NOV-2030 0.000% MBSFNMA 15YR FNAS6141 2.5 01-NOV-2030 0.000% MBSFNMA 15YR FNAS6148 2.5 01-NOV-2030 0.000% MBSFNMA 15YR FNAS6174 3.5 01-NOV-2030 0.000% MBSFNMA 15YR FNAS6413 2.5 01-JAN-2031 0.000% MBSFNMA 15YR FNAS6766 3.0 01-MAR-2031 0.000% MBSFNMA 15YR FNAS6767 3.0 01-MAR-2031 0.000% MBSFNMA 15YR FNAS6799 3.0 01-MAR-2031 0.000% MBSFNMA 15YR FNAS6874 2.5 01-MAR-2031 0.000% MBSFNMA 15YR FNAS6902 2.5 01-DEC-2030 0.000% MBSFNMA 15YR FNAS6919 3.5 01-MAR-2031 0.000% MBSFNMA 15YR FNAS7048 2.5 01-APR-2031 0.000% MBSFNMA 15YR FNAS7060 3.0 01-APR-2031 0.000% MBSFNMA 15YR FNAS7146 3.0 01-MAY-2031 0.000% MBSFNMA 15YR FNAS7285 3.5 01-MAY-2031 0.000% MBSFNMA 15YR FNAS7321 2.5 01-JUN-2031 0.000% MBSFNMA 15YR FNAS7440 2.5 01-JUN-2031 0.000% MBSFNMA 15YR FNAS7441 2.5 01-JUN-2031 0.000% MBSFNMA 15YR FNAS7444 2.5 01-JUN-2031 0.000% MBSFNMA 15YR FNAS7641 2.5 01-AUG-2031 0.000% MBSFNMA 15YR FNAS7712 3.0 01-AUG-2031 0.000% MBSFNMA 15YR FNAS7830 2.5 01-SEP-2031 0.000% MBSFNMA 15YR FNAS8018 3.0 01-SEP-2031 0.000% MBSFNMA 15YR FNAS8028 2.5 01-SEP-2031 0.000% MBSFNMA 15YR FNAS8038 2.5 01-OCT-2031 0.000% MBSFNMA 15YR FNAS8242 2.5 01-NOV-2031 0.000% MBSFNMA 15YR FNAS8244 2.5 01-NOV-2031 0.001% MBSFNMA 15YR FNAS8388 2.5 01-NOV-2031 0.000% MBS

FNMA 15YR FNAS8594 2.5 01-JAN-2032 0.001% MBSFNMA 15YR FNAS8597 2.5 01-JAN-2032 0.001% MBSFNMA 15YR FNAS8599 2.5 01-JAN-2032 0.000% MBSFNMA 15YR FNAS8609 3.0 01-JAN-2032 0.000% MBSFNMA 15YR FNAS8704 2.0 01-FEB-2032 0.000% MBSFNMA 15YR FNAS8743 2.5 01-FEB-2032 0.000% MBSFNMA 15YR FNAS8764 2.5 01-FEB-2032 0.000% MBSFNMA 15YR FNAS8767 3.0 01-FEB-2032 0.000% MBSFNMA 15YR FNAS9695 3.5 01-MAY-2032 0.000% MBSFNMA 15YR FNAT5008 3.0 01-MAY-2028 0.000% MBSFNMA 15YR FNAT5834 2.5 01-MAY-2028 0.000% MBSFNMA 15YR FNAT5836 2.5 01-MAY-2028 0.000% MBSFNMA 15YR FNAT6324 2.5 01-JUN-2028 0.000% MBSFNMA 15YR FNAT6807 2.5 01-OCT-2028 0.000% MBSFNMA 15YR FNAT8374 2.5 01-APR-2028 0.000% MBSFNMA 15YR FNAT9312 2.5 01-AUG-2028 0.000% MBSFNMA 15YR FNAT9721 3.5 01-APR-2032 0.000% MBSFNMA 15YR FNAU0517 2.5 01-JUL-2028 0.000% MBSFNMA 15YR FNAU0534 2.5 01-AUG-2028 0.000% MBSFNMA 15YR FNAU1834 3.0 01-AUG-2028 0.000% MBSFNMA 15YR FNAU2414 2.5 01-DEC-2029 0.000% MBSFNMA 15YR FNAU2437 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAU2439 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAU2451 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAU3122 2.5 01-MAY-2028 0.000% MBSFNMA 15YR FNAU3370 2.0 01-AUG-2028 0.000% MBSFNMA 15YR FNAU4601 2.5 01-AUG-2028 0.000% MBSFNMA 15YR FNAU4734 2.5 01-AUG-2028 0.000% MBSFNMA 15YR FNAU4846 2.5 01-AUG-2028 0.000% MBSFNMA 15YR FNAU5173 2.5 01-JUL-2028 0.000% MBSFNMA 15YR FNAU5472 3.0 01-FEB-2029 0.000% MBSFNMA 15YR FNAU5637 2.0 01-AUG-2028 0.000% MBSFNMA 15YR FNAU6165 2.5 01-SEP-2028 0.000% MBSFNMA 15YR FNAU6577 3.0 01-DEC-2028 0.000% MBSFNMA 15YR FNAU6679 3.0 01-SEP-2028 0.000% MBSFNMA 15YR FNAU7194 2.5 01-SEP-2028 0.000% MBSFNMA 15YR FNAU8087 2.5 01-SEP-2028 0.000% MBSFNMA 15YR FNAU9723 3.0 01-NOV-2029 0.000% MBSFNMA 15YR FNAU9735 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAU9738 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAV0200 3.5 01-OCT-2028 0.000% MBSFNMA 15YR FNAV0632 3.0 01-NOV-2028 0.000% MBSFNMA 15YR FNAV1676 4.0 01-JAN-2026 0.000% MBSFNMA 15YR FNAV1726 3.0 01-NOV-2028 0.000% MBSFNMA 15YR FNAV1821 3.5 01-DEC-2028 0.000% MBSFNMA 15YR FNAV2082 3.5 01-NOV-2028 0.000% MBSFNMA 15YR FNAV2320 3.0 01-DEC-2028 0.000% MBSFNMA 15YR FNAV2867 3.5 01-DEC-2028 0.000% MBSFNMA 15YR FNAV5063 3.0 01-FEB-2029 0.000% MBSFNMA 15YR FNAV5479 3.0 01-DEC-2028 0.000% MBSFNMA 15YR FNAV5991 3.0 01-DEC-2028 0.000% MBSFNMA 15YR FNAV6139 3.5 01-JAN-2029 0.000% MBSFNMA 15YR FNAV6368 3.5 01-JAN-2029 0.000% MBSFNMA 15YR FNAV6992 2.0 01-MAY-2029 0.000% MBSFNMA 15YR FNAV9229 3.5 01-MAR-2029 0.000% MBS

FNMA 15YR FNAV9342 3.0 01-MAR-2029 0.000% MBSFNMA 15YR FNAW1531 3.5 01-MAR-2029 0.000% MBSFNMA 15YR FNAW1786 2.5 01-SEP-2029 0.000% MBSFNMA 15YR FNAW1804 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNAW1805 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNAW2660 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAW4179 3.0 01-MAY-2029 0.000% MBSFNMA 15YR FNAW4513 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAW4518 3.0 01-SEP-2029 0.000% MBSFNMA 15YR FNAW5693 2.5 01-JUN-2029 0.000% MBSFNMA 15YR FNAW6462 3.0 01-JUL-2029 0.000% MBSFNMA 15YR FNAW6975 3.0 01-JUL-2029 0.000% MBSFNMA 15YR FNAW7383 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAW8295 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAW8318 3.0 01-SEP-2029 0.000% MBSFNMA 15YR FNAW9160 3.0 01-JUL-2029 0.000% MBSFNMA 15YR FNAX0078 3.5 01-AUG-2029 0.000% MBSFNMA 15YR FNAX0103 3.5 01-AUG-2029 0.000% MBSFNMA 15YR FNAX0134 3.5 01-SEP-2029 0.000% MBSFNMA 15YR FNAX0777 3.0 01-SEP-2029 0.000% MBSFNMA 15YR FNAX0932 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAX0947 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAX1030 3.0 01-SEP-2029 0.000% MBSFNMA 15YR FNAX1157 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNAX1556 2.5 01-FEB-2030 0.000% MBSFNMA 15YR FNAX2327 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNAX2509 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNAX2910 3.0 01-AUG-2029 0.000% MBSFNMA 15YR FNAX3037 3.0 01-SEP-2029 0.000% MBSFNMA 15YR FNAX3592 3.0 01-JUN-2027 0.000% MBSFNMA 15YR FNAX3719 3.5 01-JUL-2027 0.000% MBSFNMA 15YR FNAX4227 3.0 01-DEC-2029 0.000% MBSFNMA 15YR FNAX5113 3.0 01-NOV-2029 0.000% MBSFNMA 15YR FNAX5239 3.5 01-NOV-2029 0.000% MBSFNMA 15YR FNAX5482 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNAX6821 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAX7215 3.0 01-NOV-2029 0.000% MBSFNMA 15YR FNAX7219 3.5 01-NOV-2029 0.000% MBSFNMA 15YR FNAX7278 3.0 01-DEC-2029 0.000% MBSFNMA 15YR FNAX7526 3.0 01-NOV-2029 0.000% MBSFNMA 15YR FNAX7601 2.0 01-JAN-2030 0.000% MBSFNMA 15YR FNAX7835 3.0 01-NOV-2029 0.000% MBSFNMA 15YR FNAX8672 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAX9343 3.0 01-JAN-2030 0.000% MBSFNMA 15YR FNAX9537 2.5 01-FEB-2030 0.000% MBSFNMA 15YR FNAX9780 3.0 01-JAN-2030 0.000% MBSFNMA 15YR FNAX9811 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAX9956 3.5 01-DEC-2029 0.000% MBSFNMA 15YR FNAY0331 2.5 01-DEC-2029 0.000% MBSFNMA 15YR FNAY0599 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAY0791 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAY0945 2.5 01-APR-2030 0.000% MBSFNMA 15YR FNAY1167 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAY1891 2.5 01-JAN-2030 0.000% MBSFNMA 15YR FNAY2136 3.0 01-MAR-2030 0.000% MBS

FNMA 15YR FNAY2696 3.0 01-FEB-2030 0.000% MBSFNMA 15YR FNAY3292 2.5 01-APR-2030 0.000% MBSFNMA 15YR FNAY3409 2.5 01-APR-2030 0.000% MBSFNMA 15YR FNAY3540 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY4230 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY4323 3.0 01-FEB-2030 0.000% MBSFNMA 15YR FNAY4518 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY4811 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY4836 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY4998 2.5 01-MAR-2030 0.000% MBSFNMA 15YR FNAY5187 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY5194 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY5229 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY5403 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAY5443 3.0 01-MAR-2030 0.001% MBSFNMA 15YR FNAY6219 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY6220 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAY6439 2.5 01-APR-2030 0.000% MBSFNMA 15YR FNAY6537 2.5 01-APR-2030 0.000% MBSFNMA 15YR FNAY6638 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNAY6682 2.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY7543 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY7940 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY7943 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY7976 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY8207 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY8224 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY8238 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY8241 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY8281 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAY8284 3.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAY8347 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY8445 3.0 01-AUG-2030 0.000% MBSFNMA 15YR FNAY8515 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAY8653 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAY8806 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAY8807 3.0 01-JUN-2030 0.000% MBSFNMA 15YR FNAY8912 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY8913 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY9055 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY9092 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY9102 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY9589 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAY9591 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY9592 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY9601 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAY9602 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNAY9658 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAY9670 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAY9871 3.0 01-JUN-2030 0.000% MBSFNMA 15YR FNAY9928 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAY9973 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAZ0085 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ0093 2.5 01-OCT-2030 0.000% MBSFNMA 15YR FNAZ0154 2.5 01-JUN-2030 0.000% MBS

FNMA 15YR FNAZ0170 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ0193 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ0206 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ0950 3.0 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ0987 2.5 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ0990 3.0 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ1244 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ1283 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ1344 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAZ1386 3.0 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ1423 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAZ1433 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ1453 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ1476 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ1698 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAZ2169 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ2178 3.0 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ2261 2.5 01-JUN-2030 0.001% MBSFNMA 15YR FNAZ2277 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2295 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ2304 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ2328 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ2403 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2404 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2405 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2425 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2426 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2428 3.0 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2440 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2441 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2442 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2492 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2517 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ2707 3.0 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ2758 3.0 01-MAY-2030 0.000% MBSFNMA 15YR FNAZ2978 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ3005 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ3317 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNAZ3558 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ4235 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ4436 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNAZ4795 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNAZ4891 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ4895 3.0 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ4908 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ5024 2.5 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ5260 2.5 01-JUL-2030 0.000% MBSFNMA 15YR FNAZ5704 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ5800 2.5 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ6035 3.5 01-NOV-2030 0.000% MBSFNMA 15YR FNAZ6465 3.0 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ7270 3.0 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ7542 2.5 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ7991 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ8294 2.5 01-AUG-2030 0.000% MBS

FNMA 15YR FNAZ8850 3.0 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ8922 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNAZ8960 2.5 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ9198 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNAZ9397 2.5 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ9499 2.5 01-SEP-2030 0.000% MBSFNMA 15YR FNAZ9987 3.0 01-NOV-2030 0.000% MBSFNMA 15YR FNBA0966 3.0 01-OCT-2030 0.000% MBSFNMA 15YR FNBA0973 3.0 01-NOV-2030 0.000% MBSFNMA 15YR FNBA2186 3.0 01-NOV-2030 0.000% MBSFNMA 15YR FNBA2962 3.0 01-NOV-2030 0.000% MBSFNMA 15YR FNBA4773 3.0 01-JAN-2031 0.000% MBSFNMA 15YR FNBA4896 2.5 01-JUL-2031 0.000% MBSFNMA 15YR FNBA6960 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNBC0320 3.5 01-MAR-2031 0.000% MBSFNMA 15YR FNBC0578 2.5 01-DEC-2030 0.000% MBSFNMA 15YR FNBC0774 3.0 01-MAR-2031 0.000% MBSFNMA 15YR FNBC0914 3.0 01-MAY-2031 0.000% MBSFNMA 15YR FNBC0927 3.0 01-MAY-2031 0.000% MBSFNMA 15YR FNBC0970 2.5 01-JAN-2031 0.000% MBSFNMA 15YR FNBC1467 3.0 01-JUL-2031 0.000% MBSFNMA 15YR FNBC1831 2.5 01-APR-2031 0.000% MBSFNMA 15YR FNBC1873 2.5 01-JUN-2031 0.000% MBSFNMA 15YR FNBC2462 3.0 01-FEB-2031 0.000% MBSFNMA 15YR FNBC2737 2.5 01-MAY-2031 0.000% MBSFNMA 15YR FNBC2934 2.5 01-APR-2031 0.000% MBSFNMA 15YR FNBC3801 3.0 01-MAR-2031 0.000% MBSFNMA 15YR FNBC4054 3.5 01-APR-2031 0.000% MBSFNMA 15YR FNBC4409 3.0 01-MAR-2031 0.000% MBSFNMA 15YR FNBC4410 3.5 01-MAR-2031 0.000% MBSFNMA 15YR FNBC4430 3.0 01-APR-2031 0.000% MBSFNMA 15YR FNBC4777 2.5 01-OCT-2031 0.000% MBSFNMA 15YR FNBC4805 2.5 01-MAR-2031 0.000% MBSFNMA 15YR FNBC5310 3.0 01-MAR-2031 0.000% MBSFNMA 15YR FNBC5806 3.5 01-APR-2031 0.000% MBSFNMA 15YR FNBC5968 2.5 01-APR-2031 0.000% MBSFNMA 15YR FNBC6219 2.5 01-APR-2031 0.000% MBSFNMA 15YR FNBC7097 2.5 01-MAY-2031 0.000% MBSFNMA 15YR FNBC8844 2.5 01-MAY-2031 0.000% MBSFNMA 15YR FNBC9039 2.5 01-NOV-2031 0.000% MBSFNMA 15YR FNBC9821 3.0 01-SEP-2031 0.000% MBSFNMA 15YR FNBD0258 2.5 01-MAY-2031 0.000% MBSFNMA 15YR FNBD0466 3.5 01-JUL-2031 0.000% MBSFNMA 15YR FNBD0808 3.5 01-SEP-2031 0.000% MBSFNMA 15YR FNBD2213 3.5 01-AUG-2031 0.000% MBSFNMA 15YR FNBD3752 2.5 01-AUG-2031 0.000% MBSFNMA 15YR FNBD3884 2.5 01-AUG-2031 0.000% MBSFNMA 15YR FNBD4456 2.5 01-AUG-2031 0.000% MBSFNMA 15YR FNBD4495 3.0 01-OCT-2029 0.000% MBSFNMA 15YR FNBD5647 2.0 01-NOV-2031 0.000% MBSFNMA 15YR FNBD6207 2.5 01-SEP-2031 0.000% MBSFNMA 15YR FNBD7099 2.0 01-MAR-2032 0.000% MBSFNMA 15YR FNBD7300 3.0 01-SEP-2031 0.000% MBSFNMA 15YR FNBE0198 2.5 01-DEC-2031 0.000% MBSFNMA 15YR FNBE1775 2.0 01-JAN-2032 0.000% MBS

FNMA 15YR FNBE1995 3.5 01-APR-2032 0.000% MBSFNMA 15YR FNBE2486 2.0 01-JAN-2032 0.000% MBSFNMA 15YR FNBE2597 2.5 01-NOV-2032 0.000% MBSFNMA 15YR FNBE3171 2.5 01-FEB-2032 0.000% MBSFNMA 15YR FNBE3396 3.5 01-DEC-2031 0.000% MBSFNMA 15YR FNBE3716 3.5 01-JUN-2032 0.000% MBSFNMA 15YR FNBE4873 2.5 01-DEC-2031 0.000% MBSFNMA 15YR FNBE5587 2.5 01-DEC-2031 0.000% MBSFNMA 15YR FNBE5670 3.0 01-FEB-2032 0.000% MBSFNMA 15YR FNBE6226 3.5 01-FEB-2032 0.000% MBSFNMA 15YR FNBE6254 3.5 01-MAY-2032 0.000% MBSFNMA 15YR FNBE6257 3.5 01-MAY-2032 0.000% MBSFNMA 15YR FNBE7150 3.5 01-FEB-2032 0.000% MBSFNMA 15YR FNBE7426 2.5 01-APR-2032 0.000% MBSFNMA 15YR FNBE7498 2.5 01-FEB-2032 0.000% MBSFNMA 15YR FNBE7883 3.0 01-FEB-2032 0.000% MBSFNMA 15YR FNBE8297 3.5 01-APR-2032 0.000% MBSFNMA 15YR FNBE8694 3.5 01-JUL-2032 0.000% MBSFNMA 15YR FNBE9054 3.5 01-MAY-2032 0.000% MBSFNMA 15YR FNBE9999 3.5 01-APR-2032 0.000% MBSFNMA 15YR FNBH0149 3.5 01-MAR-2032 0.000% MBSFNMA 15YR FNBH0487 3.5 01-APR-2032 0.000% MBSFNMA 15YR FNBH0537 3.5 01-JUN-2032 0.000% MBSFNMA 15YR FNBH2550 2.5 01-NOV-2031 0.000% MBSFNMA 15YR FNBH2799 3.0 01-JUL-2032 0.000% MBSFNMA 15YR FNBH2995 3.0 01-JUL-2032 0.000% MBSFNMA 15YR FNBH3358 3.0 01-JUN-2032 0.000% MBSFNMA 15YR FNBH3421 3.5 01-JUL-2032 0.000% MBSFNMA 15YR FNBH3423 3.5 01-JUL-2032 0.000% MBSFNMA 15YR FNBH3425 4.0 01-JUL-2032 0.000% MBSFNMA 15YR FNBH4300 3.0 01-JUN-2032 0.000% MBSFNMA 15YR FNBH4541 2.5 01-OCT-2032 0.000% MBSFNMA 15YR FNBH5022 2.5 01-AUG-2032 0.000% MBSFNMA 15YR FNBH5261 3.5 01-JUL-2032 0.000% MBSFNMA 15YR FNBH6610 3.5 01-JUL-2032 0.000% MBSFNMA 15YR FNBH7081 2.5 01-DEC-2032 0.000% MBSFNMA 15YR FNBH7126 3.5 01-JUL-2032 0.000% MBSFNMA 15YR FNBH7705 3.0 01-JAN-2033 0.000% MBSFNMA 15YR FNBJ0439 3.0 01-OCT-2032 0.000% MBSFNMA 15YR FNBJ0958 2.5 01-NOV-2032 0.000% MBSFNMA 15YR FNBJ1619 3.5 01-NOV-2032 0.000% MBSFNMA 15YR FNBJ2059 3.5 01-NOV-2032 0.000% MBSFNMA 15YR FNBJ2975 3.0 01-NOV-2032 0.000% MBSFNMA 15YR FNBJ2990 2.5 01-JAN-2033 0.000% MBSFNMA 15YR FNBJ3742 2.5 01-DEC-2032 0.000% MBSFNMA 15YR FNBJ3944 2.5 01-JAN-2033 0.000% MBSFNMA 15YR FNBJ4362 2.0 01-NOV-2032 0.000% MBSFNMA 15YR FNBJ5673 2.5 01-JAN-2033 0.000% MBSFNMA 15YR FNBJ5864 2.5 01-DEC-2032 0.000% MBSFNMA 15YR FNBJ5972 4.0 01-AUG-2033 0.000% MBSFNMA 15YR FNBJ5987 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNBJ7768 3.5 01-APR-2034 0.000% MBSFNMA 15YR FNBJ9000 3.5 01-NOV-2033 0.000% MBSFNMA 15YR FNBJ9052 3.5 01-FEB-2033 0.000% MBSFNMA 15YR FNBK1982 3.5 01-MAR-2033 0.000% MBS

FNMA 15YR FNBK3233 3.5 01-MAR-2033 0.000% MBSFNMA 15YR FNBK7640 3.5 01-SEP-2033 0.000% MBSFNMA 15YR FNBK7799 4.0 01-JUL-2033 0.000% MBSFNMA 15YR FNBK9074 3.5 01-DEC-2033 0.000% MBSFNMA 15YR FNBK9389 4.0 01-AUG-2033 0.000% MBSFNMA 15YR FNBK9427 4.0 01-OCT-2033 0.000% MBSFNMA 15YR FNBM1007 2.5 01-MAR-2032 0.000% MBSFNMA 15YR FNBM1036 2.5 01-FEB-2032 0.001% MBSFNMA 15YR FNBM1225 3.0 01-APR-2032 0.000% MBSFNMA 15YR FNBM1228 3.0 01-MAY-2032 0.000% MBSFNMA 15YR FNBM1377 4.0 01-MAR-2027 0.000% MBSFNMA 15YR FNBM1423 2.5 01-MAY-2032 0.000% MBSFNMA 15YR FNBM1507 2.5 01-DEC-2029 0.000% MBSFNMA 15YR FNBM1595 2.5 01-MAR-2031 0.000% MBSFNMA 15YR FNBM1669 3.0 01-AUG-2032 0.000% MBSFNMA 15YR FNBM1790 3.0 01-DEC-2031 0.000% MBSFNMA 15YR FNBM1791 3.0 01-JUN-2032 0.000% MBSFNMA 15YR FNBM1888 2.5 01-OCT-2031 0.001% MBSFNMA 15YR FNBM1915 3.0 01-JUN-2032 0.000% MBSFNMA 15YR FNBM3172 3.5 01-JUN-2032 0.000% MBSFNMA 15YR FNBM3207 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNBM3269 2.5 01-APR-2032 0.000% MBSFNMA 15YR FNBM3365 2.5 01-JAN-2033 0.000% MBSFNMA 15YR FNBM3389 3.0 01-NOV-2032 0.000% MBSFNMA 15YR FNBM3422 3.5 01-DEC-2032 0.000% MBSFNMA 15YR FNBM3505 2.5 01-MAY-2032 0.002% MBSFNMA 15YR FNBM3538 3.0 01-JUL-2030 0.000% MBSFNMA 15YR FNBM3678 3.5 01-JAN-2033 0.000% MBSFNMA 15YR FNBM3681 2.5 01-MAY-2030 0.000% MBSFNMA 15YR FNBM3716 3.0 01-APR-2032 0.000% MBSFNMA 15YR FNBM3750 3.5 01-MAR-2033 0.000% MBSFNMA 15YR FNBM3793 2.5 01-FEB-2033 0.000% MBSFNMA 15YR FNBM3814 2.5 01-DEC-2031 0.000% MBSFNMA 15YR FNBM3860 2.5 01-JUN-2032 0.000% MBSFNMA 15YR FNBM3919 3.0 01-FEB-2033 0.000% MBSFNMA 15YR FNBM3955 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNBM3960 3.5 01-JUL-2031 0.000% MBSFNMA 15YR FNBM3977 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNBM4088 3.0 01-JUL-2033 0.000% MBSFNMA 15YR FNBM4129 3.5 01-JUL-2033 0.000% MBSFNMA 15YR FNBM4132 3.5 01-JUL-2033 0.000% MBSFNMA 15YR FNBM4299 3.0 01-MAR-2030 0.002% MBSFNMA 15YR FNBM4338 2.5 01-JAN-2033 0.000% MBSFNMA 15YR FNBM4386 2.5 01-AUG-2030 0.000% MBSFNMA 15YR FNBM4533 4.0 01-AUG-2027 0.000% MBSFNMA 15YR FNBM4624 3.0 01-FEB-2032 0.000% MBSFNMA 15YR FNBM5016 3.0 01-JAN-2031 0.000% MBSFNMA 15YR FNBM5017 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNBM5109 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNBM5167 3.5 01-SEP-2032 0.000% MBSFNMA 15YR FNBM5236 3.0 01-SEP-2032 0.000% MBSFNMA 15YR FNBM5237 3.0 01-MAY-2031 0.001% MBSFNMA 15YR FNBM5238 3.0 01-JUN-2031 0.000% MBSFNMA 15YR FNBM5304 3.0 01-SEP-2032 0.000% MBSFNMA 15YR FNBM5340 3.5 01-FEB-2034 0.000% MBS

FNMA 15YR FNBM5543 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNBM6021 3.5 01-MAY-2034 0.000% MBSFNMA 15YR FNBN0430 3.5 01-OCT-2033 0.000% MBSFNMA 15YR FNBN3184 3.0 01-JUN-2033 0.000% MBSFNMA 15YR FNBN4232 4.0 01-JAN-2034 0.000% MBSFNMA 15YR FNBN4807 3.5 01-JAN-2034 0.000% MBSFNMA 15YR FNBN4810 3.5 01-JAN-2034 0.000% MBSFNMA 15YR FNBN4818 3.5 01-FEB-2034 0.000% MBSFNMA 15YR FNBN4853 3.5 01-MAR-2034 0.000% MBSFNMA 15YR FNBN6425 3.5 01-MAY-2034 0.000% MBSFNMA 15YR FNBN6426 4.0 01-MAY-2034 0.000% MBSFNMA 15YR FNBN6656 3.5 01-MAY-2034 0.000% MBSFNMA 15YR FNBN8254 3.5 01-APR-2034 0.000% MBSFNMA 15YR FNBN8270 3.5 01-MAY-2034 0.000% MBSFNMA 15YR FNBN8559 3.5 01-APR-2034 0.000% MBSFNMA 15YR FNBN8579 3.5 01-MAY-2034 0.000% MBSFNMA 15YR FNBN8581 3.5 01-MAY-2034 0.000% MBSFNMA 15YR FNCA0052 2.0 01-JUL-2032 0.000% MBSFNMA 15YR FNCA0213 3.0 01-AUG-2032 0.000% MBSFNMA 15YR FNCA0422 2.5 01-SEP-2032 0.000% MBSFNMA 15YR FNCA0586 2.5 01-OCT-2032 0.000% MBSFNMA 15YR FNCA0789 3.5 01-NOV-2032 0.000% MBSFNMA 15YR FNCA0951 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNCA1106 3.5 01-DEC-2032 0.000% MBSFNMA 15YR FNCA1270 3.5 01-FEB-2033 0.000% MBSFNMA 15YR FNCA1629 3.5 01-APR-2033 0.000% MBSFNMA 15YR FNCA2871 3.0 01-JUN-2032 0.000% MBSFNMA 15YR FNCA2878 3.5 01-JAN-2034 0.000% MBSFNMA 15YR FNCA3011 4.5 01-JAN-2034 0.000% MBSFNMA 15YR FNCA3274 3.0 01-AUG-2032 0.000% MBSFNMA 15YR FNCA3430 3.5 01-APR-2034 0.000% MBSFNMA 15YR FNCA3439 3.5 01-APR-2034 0.000% MBSFNMA 15YR FNCA3593 3.5 01-MAY-2034 0.000% MBSFNMA 15YR FNFM2865 3.5 01-NOV-2034 0.000% MBSFNMA 15YR FNMA0324 4.0 01-FEB-2025 0.000% MBSFNMA 15YR FNMA0549 4.5 01-SEP-2025 0.000% MBSFNMA 15YR FNMA0596 4.0 01-DEC-2025 0.000% MBSFNMA 15YR FNMA0669 3.5 01-MAR-2026 0.000% MBSFNMA 15YR FNMA0721 4.5 01-APR-2026 0.000% MBSFNMA 15YR FNMA0770 3.5 01-JUN-2026 0.000% MBSFNMA 15YR FNMA0799 4.0 01-JUL-2026 0.000% MBSFNMA 15YR FNMA0954 3.5 01-JAN-2027 0.000% MBSFNMA 15YR FNMA0982 3.5 01-FEB-2027 0.000% MBSFNMA 15YR FNMA1035 3.0 01-APR-2027 0.000% MBSFNMA 15YR FNMA1082 3.0 01-JUN-2027 0.000% MBSFNMA 15YR FNMA1277 2.5 01-DEC-2027 0.000% MBSFNMA 15YR FNMA1488 2.5 01-JUL-2028 0.000% MBSFNMA 15YR FNMA1677 2.5 01-OCT-2028 0.000% MBSFNMA 15YR FNMA1947 2.5 01-MAY-2029 0.000% MBSFNMA 15YR FNMA2094 2.5 01-NOV-2029 0.000% MBSFNMA 15YR FNMA2128 2.5 01-DEC-2029 0.000% MBSFNMA 15YR FNMA2149 3.0 01-JAN-2030 0.000% MBSFNMA 15YR FNMA2220 3.0 01-MAR-2030 0.000% MBSFNMA 15YR FNMA2246 3.0 01-APR-2030 0.000% MBSFNMA 15YR FNMA2303 3.0 01-JUN-2030 0.000% MBS

FNMA 15YR FNMA2305 2.5 01-JUN-2030 0.000% MBSFNMA 15YR FNMA2331 3.0 01-JUL-2030 0.000% MBSFNMA 15YR FNMA2333 2.5 01-JUL-2030 0.001% MBSFNMA 15YR FNMA2427 2.5 01-OCT-2030 0.000% MBSFNMA 15YR FNMA2489 2.5 01-DEC-2030 0.000% MBSFNMA 15YR FNMA2498 3.0 01-JAN-2031 0.000% MBSFNMA 15YR FNMA2510 2.5 01-JAN-2031 0.000% MBSFNMA 15YR FNMA2715 3.0 01-AUG-2031 0.000% MBSFNMA 15YR FNMA2775 2.5 01-OCT-2031 0.000% MBSFNMA 15YR FNMA2830 2.5 01-DEC-2031 0.000% MBSFNMA 15YR FNMA2921 2.5 01-MAR-2032 0.000% MBSFNMA 15YR FNMA2964 3.0 01-APR-2032 0.000% MBSFNMA 15YR FNMA2972 3.5 01-APR-2032 0.000% MBSFNMA 15YR FNMA3017 4.0 01-APR-2032 0.000% MBSFNMA 15YR FNMA3024 2.0 01-APR-2032 0.000% MBSFNMA 15YR FNMA3063 4.0 01-JUN-2032 0.000% MBSFNMA 15YR FNMA3090 3.0 01-AUG-2032 0.000% MBSFNMA 15YR FNMA3125 3.0 01-SEP-2032 0.000% MBSFNMA 15YR FNMA3154 2.5 01-OCT-2032 0.000% MBSFNMA 15YR FNMA3155 3.0 01-OCT-2032 0.000% MBSFNMA 15YR FNMA3187 2.5 01-NOV-2032 0.000% MBSFNMA 15YR FNMA3188 3.0 01-NOV-2032 0.000% MBSFNMA 15YR FNMA3217 2.5 01-DEC-2032 0.000% MBSFNMA 15YR FNMA3218 3.0 01-DEC-2032 0.000% MBSFNMA 15YR FNMA3283 3.0 01-FEB-2033 0.000% MBSFNMA 15YR FNMA3312 3.0 01-MAR-2033 0.000% MBSFNMA 15YR FNMA3363 3.0 01-MAY-2033 0.000% MBSFNMA 15YR FNMA3372 4.0 01-MAY-2033 0.000% MBSFNMA 15YR FNMA3427 4.0 01-JUN-2033 0.000% MBSFNMA 15YR FNMA3463 4.0 01-SEP-2033 0.000% MBSFNMA 15YR FNMA3518 4.0 01-NOV-2033 0.000% MBSFNMA 15YR FNMA3554 4.5 01-DEC-2033 0.000% MBSFNMA 15YR FNMA3601 4.5 01-JAN-2034 0.000% MBSFNMA 15YR UMBS FNBJ5555 2.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBJ8391 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBJ8493 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBK2600 3.0 01-MAY-2035 0.000% MBSFNMA 15YR UMBS FNBK2997 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBN6903 2.5 01-FEB-2036 0.000% MBSFNMA 15YR UMBS FNBN7720 3.0 01-AUG-2034 0.000% MBSFNMA 15YR UMBS FNBN8982 2.5 01-FEB-2036 0.000% MBSFNMA 15YR UMBS FNBO0124 3.0 01-JUN-2034 0.000% MBSFNMA 15YR UMBS FNBO0126 3.5 01-JUN-2034 0.000% MBSFNMA 15YR UMBS FNBO0134 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO0136 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO0403 3.5 01-JUN-2034 0.000% MBSFNMA 15YR UMBS FNBO0426 4.0 01-JUN-2034 0.000% MBSFNMA 15YR UMBS FNBO1575 3.5 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO1576 3.5 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO1577 3.5 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO1649 3.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO1821 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO1937 3.5 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO1968 2.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO1969 3.0 01-OCT-2034 0.000% MBS

FNMA 15YR UMBS FNBO2159 2.5 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO2750 3.0 01-AUG-2034 0.000% MBSFNMA 15YR UMBS FNBO2787 3.0 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO2798 3.5 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO2905 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO3006 3.0 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO3153 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNBO3213 2.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO3226 3.0 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO3550 3.0 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBO3555 3.0 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBO4095 3.0 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO4493 3.5 01-AUG-2034 0.000% MBSFNMA 15YR UMBS FNBO4733 3.5 01-JAN-2034 0.000% MBSFNMA 15YR UMBS FNBO4945 3.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO4950 3.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO5074 3.0 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO5116 3.0 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO5125 3.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO5540 2.5 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO5649 3.0 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO5654 2.5 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO5659 2.5 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNBO5955 2.5 01-DEC-2034 0.000% MBSFNMA 15YR UMBS FNBO6044 2.0 01-FEB-2036 0.000% MBSFNMA 15YR UMBS FNBO6112 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO6116 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO6232 3.5 01-DEC-2034 0.000% MBSFNMA 15YR UMBS FNBO6251 2.5 01-DEC-2034 0.000% MBSFNMA 15YR UMBS FNBO6914 2.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO6918 2.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO6919 2.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNBO7120 3.0 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO7125 3.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO7167 2.5 01-DEC-2034 0.000% MBSFNMA 15YR UMBS FNBO7168 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO7169 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO7708 3.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO7715 3.5 01-DEC-2034 0.000% MBSFNMA 15YR UMBS FNBO7721 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO8723 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO8727 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO8729 3.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNBO9669 2.5 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBO9670 2.5 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBO9703 3.0 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBP0023 3.0 01-DEC-2034 0.000% MBSFNMA 15YR UMBS FNBP0139 2.5 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBP0140 3.0 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBP0665 3.5 01-MAR-2035 0.000% MBSFNMA 15YR UMBS FNBP0945 2.5 01-MAR-2035 0.000% MBSFNMA 15YR UMBS FNBP1172 2.5 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNBP1568 3.5 01-FEB-2035 0.000% MBSFNMA 15YR UMBS FNBP4161 3.0 01-APR-2035 0.000% MBSFNMA 15YR UMBS FNBP4311 2.0 01-JUN-2035 0.000% MBS

FNMA 15YR UMBS FNBP4475 3.0 01-MAR-2035 0.000% MBSFNMA 15YR UMBS FNBP4476 3.0 01-MAR-2035 0.000% MBSFNMA 15YR UMBS FNBP4551 3.5 01-MAY-2035 0.000% MBSFNMA 15YR UMBS FNBP5308 3.0 01-APR-2035 0.000% MBSFNMA 15YR UMBS FNBP5311 3.5 01-APR-2035 0.000% MBSFNMA 15YR UMBS FNBP6195 2.5 01-JUN-2035 0.000% MBSFNMA 15YR UMBS FNBP6490 3.0 01-JUL-2035 0.000% MBSFNMA 15YR UMBS FNBP6660 2.5 01-SEP-2035 0.000% MBSFNMA 15YR UMBS FNBP6940 2.5 01-MAY-2035 0.000% MBSFNMA 15YR UMBS FNBP7642 2.0 01-NOV-2035 0.000% MBSFNMA 15YR UMBS FNBP8135 3.0 01-JUL-2035 0.000% MBSFNMA 15YR UMBS FNBP8954 3.0 01-JUL-2035 0.000% MBSFNMA 15YR UMBS FNBP9033 2.5 01-JUL-2035 0.000% MBSFNMA 15YR UMBS FNBP9323 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBP9440 2.5 01-JUL-2035 0.000% MBSFNMA 15YR UMBS FNBP9443 3.0 01-JUL-2035 0.000% MBSFNMA 15YR UMBS FNBP9654 3.0 01-JUN-2035 0.000% MBSFNMA 15YR UMBS FNBP9774 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ0384 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ0596 2.5 01-NOV-2035 0.000% MBSFNMA 15YR UMBS FNBQ0656 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ0891 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ1042 2.0 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ1061 2.0 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ1127 2.0 01-OCT-2035 0.000% MBSFNMA 15YR UMBS FNBQ1143 2.5 01-OCT-2035 0.000% MBSFNMA 15YR UMBS FNBQ1218 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ1543 3.0 01-SEP-2035 0.000% MBSFNMA 15YR UMBS FNBQ1595 2.5 01-SEP-2035 0.000% MBSFNMA 15YR UMBS FNBQ2304 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ2619 2.0 01-OCT-2035 0.000% MBSFNMA 15YR UMBS FNBQ2956 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNBQ3284 2.0 01-JUN-2035 0.000% MBSFNMA 15YR UMBS FNBQ3455 2.5 01-SEP-2035 0.000% MBSFNMA 15YR UMBS FNBQ3500 2.5 01-OCT-2035 0.000% MBSFNMA 15YR UMBS FNBQ3645 2.0 01-OCT-2035 0.000% MBSFNMA 15YR UMBS FNBQ3897 2.5 01-SEP-2035 0.000% MBSFNMA 15YR UMBS FNBQ3985 2.0 01-SEP-2035 0.000% MBSFNMA 15YR UMBS FNBQ5271 3.5 01-OCT-2035 0.000% MBSFNMA 15YR UMBS FNBQ5785 2.0 01-NOV-2035 0.000% MBSFNMA 15YR UMBS FNBQ5919 1.5 01-NOV-2035 0.000% MBSFNMA 15YR UMBS FNBQ5953 2.0 01-NOV-2035 0.002% MBSFNMA 15YR UMBS FNBQ7281 2.0 01-DEC-2035 0.000% MBSFNMA 15YR UMBS FNBQ7634 2.0 01-NOV-2035 0.002% MBSFNMA 15YR UMBS FNBQ8098 2.5 01-FEB-2036 0.000% MBSFNMA 15YR UMBS FNBQ8185 1.5 01-OCT-2036 0.000% MBSFNMA 15YR UMBS FNBQ8415 1.5 01-DEC-2035 0.001% MBSFNMA 15YR UMBS FNBQ9132 2.0 01-DEC-2035 0.000% MBSFNMA 15YR UMBS FNBQ9186 2.0 01-DEC-2035 0.000% MBSFNMA 15YR UMBS FNBQ9210 2.0 01-JAN-2036 0.000% MBSFNMA 15YR UMBS FNBQ9730 2.0 01-JAN-2036 0.000% MBSFNMA 15YR UMBS FNBQ9741 2.5 01-JAN-2036 0.000% MBSFNMA 15YR UMBS FNBR0066 1.5 01-JAN-2036 0.000% MBSFNMA 15YR UMBS FNBR0565 2.5 01-DEC-2035 0.000% MBSFNMA 15YR UMBS FNBR1120 2.0 01-DEC-2035 0.001% MBS

FNMA 15YR UMBS FNBR3037 2.0 01-MAR-2036 0.000% MBSFNMA 15YR UMBS FNBR3594 2.0 01-DEC-2035 0.000% MBSFNMA 15YR UMBS FNBR6989 2.0 01-APR-2036 0.000% MBSFNMA 15YR UMBS FNBR9095 2.0 01-MAY-2036 0.000% MBSFNMA 15YR UMBS FNBR9118 2.0 01-MAY-2036 0.000% MBSFNMA 15YR UMBS FNBT1024 1.5 01-JUL-2036 0.000% MBSFNMA 15YR UMBS FNBT2835 2.0 01-AUG-2036 0.000% MBSFNMA 15YR UMBS FNBT2838 2.0 01-JUL-2036 0.000% MBSFNMA 15YR UMBS FNBT4408 1.5 01-SEP-2036 0.000% MBSFNMA 15YR UMBS FNBT5008 2.0 01-JUL-2036 0.000% MBSFNMA 15YR UMBS FNBT5009 2.0 01-JUL-2036 0.000% MBSFNMA 15YR UMBS FNBT5014 2.5 01-JUL-2036 0.000% MBSFNMA 15YR UMBS FNBT5016 3.0 01-JUL-2036 0.000% MBSFNMA 15YR UMBS FNBT5597 2.0 01-AUG-2036 0.000% MBSFNMA 15YR UMBS FNBT5610 2.0 01-AUG-2036 0.000% MBSFNMA 15YR UMBS FNBT7410 1.5 01-AUG-2036 0.000% MBSFNMA 15YR UMBS FNBU0782 1.5 01-SEP-2036 0.001% MBSFNMA 15YR UMBS FNBU2214 2.0 01-OCT-2036 0.000% MBSFNMA 15YR UMBS FNCA3780 4.5 01-JUN-2034 0.000% MBSFNMA 15YR UMBS FNCA3903 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNCA4451 2.5 01-FEB-2031 0.000% MBSFNMA 15YR UMBS FNCA4706 2.5 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNCA4901 3.5 01-DEC-2034 0.000% MBSFNMA 15YR UMBS FNCA5071 3.0 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNCA5086 3.5 01-APR-2033 0.000% MBSFNMA 15YR UMBS FNCA5269 2.5 01-FEB-2035 0.001% MBSFNMA 15YR UMBS FNCA5462 2.5 01-MAR-2035 0.001% MBSFNMA 15YR UMBS FNCA5472 3.0 01-MAR-2035 0.001% MBSFNMA 15YR UMBS FNCA5481 3.5 01-MAR-2035 0.000% MBSFNMA 15YR UMBS FNCA7162 2.0 01-SEP-2035 0.000% MBSFNMA 15YR UMBS FNCA7502 3.0 01-OCT-2035 0.000% MBSFNMA 15YR UMBS FNCA7854 2.5 01-MAY-2035 0.000% MBSFNMA 15YR UMBS FNCA7909 3.5 01-NOV-2035 0.000% MBSFNMA 15YR UMBS FNCA8382 2.0 01-DEC-2035 0.002% MBSFNMA 15YR UMBS FNCA8398 3.5 01-DEC-2035 0.000% MBSFNMA 15YR UMBS FNCA8690 2.0 01-JAN-2036 0.003% MBSFNMA 15YR UMBS FNCA8736 2.0 01-FEB-2036 0.003% MBSFNMA 15YR UMBS FNCA8789 2.0 01-FEB-2036 0.003% MBSFNMA 15YR UMBS FNCA8793 2.0 01-FEB-2036 0.002% MBSFNMA 15YR UMBS FNCA9078 3.0 01-SEP-2033 0.000% MBSFNMA 15YR UMBS FNCA9435 2.0 01-MAR-2036 0.002% MBSFNMA 15YR UMBS FNCA9475 2.0 01-MAR-2036 0.002% MBSFNMA 15YR UMBS FNCB0329 2.0 01-APR-2036 0.000% MBSFNMA 15YR UMBS FNCB1485 3.0 01-AUG-2036 0.000% MBSFNMA 15YR UMBS FNCB2222 1.5 01-NOV-2036 0.001% MBSFNMA 15YR UMBS FNMA3729 2.5 01-JUL-2034 0.000% MBSFNMA 15YR UMBS FNMA3737 2.5 01-AUG-2034 0.000% MBSFNMA 15YR UMBS FNMA3770 4.0 01-AUG-2034 0.000% MBSFNMA 15YR UMBS FNMA3825 4.0 01-OCT-2034 0.000% MBSFNMA 15YR UMBS FNMA3827 2.5 01-NOV-2034 0.001% MBSFNMA 15YR UMBS FNMA3828 3.0 01-NOV-2034 0.000% MBSFNMA 15YR UMBS FNMA3840 4.5 01-SEP-2034 0.000% MBSFNMA 15YR UMBS FNMA3896 2.5 01-JAN-2035 0.000% MBSFNMA 15YR UMBS FNMA3984 2.5 01-APR-2035 0.000% MBSFNMA 15YR UMBS FNMA4028 3.5 01-MAY-2035 0.000% MBS

FNMA 15YR UMBS FNMA4043 3.0 01-JUN-2035 0.000% MBSFNMA 15YR UMBS FNMA4044 3.5 01-JUN-2035 0.000% MBSFNMA 15YR UMBS FNMA4112 3.0 01-AUG-2035 0.000% MBSFNMA 15YR UMBS FNMA4359 1.5 01-MAY-2036 0.000% MBSFNMA 15YR UMBS FNMA4360 2.0 01-JUN-2036 0.003% MBSFNMA 15YR UMBS FNMA4361 2.5 01-JUN-2036 0.000% MBSFNMA 15YR UMBS FNMA4469 1.5 01-OCT-2036 0.000% MBSFNMA 15YR UMBS SUPER FNFM0023 2.5 01-OCT-2034 0.000% MBSFNMA 15YR UMBS SUPER FNFM1077 3.5 01-APR-2034 0.000% MBSFNMA 15YR UMBS SUPER FNFM1145 3.0 01-SEP-2032 0.000% MBSFNMA 15YR UMBS SUPER FNFM1161 2.5 01-JAN-2033 0.000% MBSFNMA 15YR UMBS SUPER FNFM1644 3.0 01-FEB-2034 0.001% MBSFNMA 15YR UMBS SUPER FNFM1661 2.5 01-JAN-2033 0.001% MBSFNMA 15YR UMBS SUPER FNFM1664 4.0 01-JUL-2032 0.000% MBSFNMA 15YR UMBS SUPER FNFM1905 3.0 01-NOV-2034 0.000% MBSFNMA 15YR UMBS SUPER FNFM2154 4.0 01-DEC-2033 0.000% MBSFNMA 15YR UMBS SUPER FNFM2401 3.5 01-NOV-2032 0.000% MBSFNMA 15YR UMBS SUPER FNFM2520 3.0 01-FEB-2035 0.000% MBSFNMA 15YR UMBS SUPER FNFM3340 3.5 01-MAY-2035 0.000% MBSFNMA 15YR UMBS SUPER FNFM3492 3.5 01-FEB-2035 0.000% MBSFNMA 15YR UMBS SUPER FNFM3615 3.0 01-JUL-2034 0.000% MBSFNMA 15YR UMBS SUPER FNFM3648 2.5 01-JUL-2035 0.001% MBSFNMA 15YR UMBS SUPER FNFM4090 2.5 01-AUG-2035 0.001% MBSFNMA 15YR UMBS SUPER FNFM4900 2.0 01-DEC-2035 0.000% MBSFNMA 15YR UMBS SUPER FNFM5205 2.0 01-DEC-2035 0.002% MBSFNMA 15YR UMBS SUPER FNFM5474 2.5 01-OCT-2035 0.001% MBSFNMA 15YR UMBS SUPER FNFM5908 2.0 01-FEB-2036 0.001% MBSFNMA 15YR UMBS SUPER FNFM6166 2.5 01-MAR-2036 0.000% MBSFNMA 15YR UMBS SUPER FNFM6190 2.5 01-AUG-2035 0.000% MBSFNMA 15YR UMBS SUPER FNFM7043 2.5 01-MAR-2036 0.000% MBSFNMA 15YR UMBS SUPER FNFM7117 2.5 01-APR-2036 0.000% MBSFNMA 15YR UMBS SUPER FNFM7245 4.0 01-NOV-2035 0.000% MBSFNMA 15YR UMBS SUPER FNFM9311 1.5 01-OCT-2036 0.000% MBSFNMA 15YR UMBS SUPER FNFM9321 2.0 01-NOV-2036 0.003% MBSFNMA 15YR UMBS SUPER FNFM9656 1.5 01-NOV-2036 0.001% MBSFNMA 15YR UMBS SUPER FNFM9702 2.0 01-DEC-2036 0.000% MBSFNMA 15YR UMBS SUPER FNFM9811 2.0 01-DEC-2036 0.002% MBSFNMA 20YR FNAB4476 4.0 01-FEB-2032 0.000% MBSFNMA 20YR FNAB9403 3.0 01-MAY-2033 0.000% MBSFNMA 20YR FNAH1515 4.0 01-DEC-2030 0.000% MBSFNMA 20YR FNAH3584 4.0 01-JAN-2031 0.000% MBSFNMA 20YR FNAL7043 3.5 01-JUN-2035 0.001% MBSFNMA 20YR FNAL7044 3.5 01-JUN-2035 0.000% MBSFNMA 20YR FNAO5120 3.5 01-JUN-2032 0.000% MBSFNMA 20YR FNAP9425 3.0 01-OCT-2032 0.000% MBSFNMA 20YR FNAS8773 3.0 01-FEB-2037 0.001% MBSFNMA 20YR FNAW3297 4.5 01-JUN-2034 0.000% MBSFNMA 20YR FNBD4501 3.0 01-JUN-2032 0.000% MBSFNMA 20YR FNBM1962 3.0 01-DEC-2036 0.000% MBSFNMA 20YR FNBM5309 3.0 01-DEC-2035 0.002% MBSFNMA 20YR FNMA0641 4.0 01-FEB-2031 0.000% MBSFNMA 20YR FNMA0844 4.5 01-AUG-2031 0.000% MBSFNMA 20YR FNMA0878 4.0 01-OCT-2031 0.000% MBSFNMA 20YR FNMA0949 3.5 01-JAN-2032 0.000% MBSFNMA 20YR FNMA2866 3.0 01-JAN-2037 0.001% MBS

FNMA 20YR FNMA3153 4.0 01-OCT-2037 0.002% MBSFNMA 20YR FNMA3243 3.5 01-JAN-2038 0.000% MBSFNMA 20YR FNMA3280 3.5 01-FEB-2038 0.000% MBSFNMA 20YR FNMA3389 4.0 01-JUN-2038 0.000% MBSFNMA 20YR FNMA3476 4.5 01-SEP-2038 0.001% MBSFNMA 30YR FN050553 8.0 01-APR-2022 0.000% MBSFNMA 30YR FN050748 7.5 01-JUN-2023 0.000% MBSFNMA 30YR FN050913 7.0 01-OCT-2023 0.000% MBSFNMA 30YR FN050946 6.5 01-DEC-2023 0.000% MBSFNMA 30YR FN050947 7.0 01-DEC-2023 0.000% MBSFNMA 30YR FN050965 6.5 01-JAN-2024 0.000% MBSFNMA 30YR FN050966 7.0 01-JAN-2024 0.000% MBSFNMA 30YR FN050992 6.5 01-MAR-2024 0.000% MBSFNMA 30YR FN050993 7.0 01-FEB-2024 0.000% MBSFNMA 30YR FN124422 7.5 01-AUG-2022 0.000% MBSFNMA 30YR FN124513 8.5 01-OCT-2022 0.000% MBSFNMA 30YR FN124560 8.0 01-NOV-2022 0.000% MBSFNMA 30YR FN124965 6.5 01-AUG-2023 0.000% MBSFNMA 30YR FN125177 7.5 01-NOV-2022 0.000% MBSFNMA 30YR FN125229 6.5 01-SEP-2023 0.000% MBSFNMA 30YR FN125234 7.0 01-SEP-2023 0.000% MBSFNMA 30YR FN125245 7.0 01-OCT-2023 0.000% MBSFNMA 30YR FN125481 7.5 01-APR-2027 0.000% MBSFNMA 30YR FN190063 8.0 01-OCT-2023 0.000% MBSFNMA 30YR FN190210 7.5 01-FEB-2023 0.000% MBSFNMA 30YR FN190250 7.0 01-OCT-2023 0.000% MBSFNMA 30YR FN190257 7.0 01-FEB-2024 0.000% MBSFNMA 30YR FN190260 7.5 01-APR-2024 0.000% MBSFNMA 30YR FN190273 7.0 01-AUG-2026 0.000% MBSFNMA 30YR FN190298 8.5 01-DEC-2025 0.000% MBSFNMA 30YR FN190312 6.5 01-APR-2031 0.000% MBSFNMA 30YR FN190315 6.0 01-NOV-2031 0.000% MBSFNMA 30YR FN190319 6.5 01-FEB-2032 0.000% MBSFNMA 30YR FN190320 7.0 01-APR-2032 0.000% MBSFNMA 30YR FN190344 6.0 01-DEC-2033 0.000% MBSFNMA 30YR FN190346 5.5 01-DEC-2033 0.000% MBSFNMA 30YR FN190354 5.5 01-DEC-2034 0.000% MBSFNMA 30YR FN190372 6.0 01-AUG-2036 0.000% MBSFNMA 30YR FN190375 5.5 01-NOV-2036 0.000% MBSFNMA 30YR FN190377 5.0 01-NOV-2036 0.000% MBSFNMA 30YR FN190379 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN190391 6.0 01-SEP-2038 0.000% MBSFNMA 30YR FN190396 4.5 01-JUN-2039 0.000% MBSFNMA 30YR FN190399 5.5 01-NOV-2039 0.000% MBSFNMA 30YR FN190404 4.5 01-MAY-2040 0.000% MBSFNMA 30YR FN190662 7.5 01-MAR-2024 0.000% MBSFNMA 30YR FN190743 7.5 01-APR-2024 0.000% MBSFNMA 30YR FN190797 7.5 01-MAY-2024 0.000% MBSFNMA 30YR FN220114 7.0 01-JUN-2023 0.000% MBSFNMA 30YR FN223214 7.0 01-JUL-2023 0.000% MBSFNMA 30YR FN236355 7.0 01-SEP-2023 0.000% MBSFNMA 30YR FN250004 6.5 01-APR-2024 0.000% MBSFNMA 30YR FN250060 7.5 01-JUN-2024 0.000% MBSFNMA 30YR FN250086 8.0 01-JUL-2024 0.000% MBSFNMA 30YR FN250126 7.5 01-AUG-2024 0.000% MBS

FNMA 30YR FN250143 7.5 01-SEP-2024 0.000% MBSFNMA 30YR FN250308 8.0 01-AUG-2025 0.000% MBSFNMA 30YR FN250328 7.0 01-JUL-2025 0.000% MBSFNMA 30YR FN250340 7.5 01-SEP-2025 0.000% MBSFNMA 30YR FN250345 7.0 01-SEP-2025 0.000% MBSFNMA 30YR FN250350 7.5 01-OCT-2025 0.000% MBSFNMA 30YR FN250359 7.0 01-OCT-2025 0.000% MBSFNMA 30YR FN250360 8.0 01-OCT-2025 0.000% MBSFNMA 30YR FN250410 7.5 01-DEC-2025 0.000% MBSFNMA 30YR FN250414 7.0 01-DEC-2025 0.000% MBSFNMA 30YR FN250460 7.0 01-FEB-2026 0.000% MBSFNMA 30YR FN250462 8.0 01-JAN-2026 0.000% MBSFNMA 30YR FN250511 6.5 01-MAR-2026 0.000% MBSFNMA 30YR FN250550 6.5 01-MAY-2026 0.000% MBSFNMA 30YR FN250551 7.0 01-MAY-2026 0.000% MBSFNMA 30YR FN250610 7.5 01-JUL-2026 0.000% MBSFNMA 30YR FN250641 7.5 01-AUG-2026 0.000% MBSFNMA 30YR FN250767 9.0 01-NOV-2026 0.000% MBSFNMA 30YR FN250875 6.5 01-MAR-2027 0.000% MBSFNMA 30YR FN250969 6.5 01-APR-2027 0.000% MBSFNMA 30YR FN251116 8.0 01-AUG-2027 0.000% MBSFNMA 30YR FN251142 9.0 01-JUN-2027 0.000% MBSFNMA 30YR FN251191 7.5 01-SEP-2027 0.000% MBSFNMA 30YR FN251298 7.5 01-NOV-2027 0.000% MBSFNMA 30YR FN251334 6.5 01-NOV-2027 0.000% MBSFNMA 30YR FN251569 7.0 01-MAR-2028 0.000% MBSFNMA 30YR FN251613 6.5 01-APR-2028 0.000% MBSFNMA 30YR FN252059 6.5 01-AUG-2028 0.000% MBSFNMA 30YR FN252111 6.5 01-SEP-2028 0.000% MBSFNMA 30YR FN252180 6.5 01-OCT-2028 0.000% MBSFNMA 30YR FN252212 6.5 01-JAN-2029 0.000% MBSFNMA 30YR FN252339 6.0 01-MAR-2029 0.000% MBSFNMA 30YR FN252340 6.0 01-APR-2029 0.000% MBSFNMA 30YR FN252342 6.5 01-APR-2029 0.000% MBSFNMA 30YR FN252438 6.0 01-MAY-2029 0.000% MBSFNMA 30YR FN252439 6.5 01-MAY-2029 0.000% MBSFNMA 30YR FN252498 7.0 01-JUN-2029 0.000% MBSFNMA 30YR FN252570 6.5 01-JUL-2029 0.000% MBSFNMA 30YR FN252646 7.0 01-AUG-2029 0.000% MBSFNMA 30YR FN252715 6.5 01-SEP-2029 0.000% MBSFNMA 30YR FN252717 7.5 01-SEP-2029 0.000% MBSFNMA 30YR FN252780 5.5 01-JUL-2029 0.000% MBSFNMA 30YR FN253184 8.0 01-APR-2030 0.000% MBSFNMA 30YR FN253346 7.5 01-JUN-2030 0.000% MBSFNMA 30YR FN253347 8.0 01-JUN-2030 0.000% MBSFNMA 30YR FN253642 7.0 01-FEB-2031 0.000% MBSFNMA 30YR FN253793 6.0 01-MAY-2031 0.000% MBSFNMA 30YR FN253796 7.5 01-MAY-2031 0.000% MBSFNMA 30YR FN253889 6.5 01-JUL-2031 0.000% MBSFNMA 30YR FN254007 6.5 01-OCT-2031 0.000% MBSFNMA 30YR FN254050 6.5 01-NOV-2031 0.000% MBSFNMA 30YR FN254143 5.5 01-DEC-2031 0.000% MBSFNMA 30YR FN254197 5.5 01-FEB-2032 0.000% MBSFNMA 30YR FN254198 6.0 01-FEB-2032 0.000% MBSFNMA 30YR FN254199 6.5 01-FEB-2032 0.000% MBS

FNMA 30YR FN254239 6.5 01-MAR-2032 0.000% MBSFNMA 30YR FN254379 7.0 01-JUL-2032 0.000% MBSFNMA 30YR FN254406 6.5 01-AUG-2032 0.000% MBSFNMA 30YR FN254416 7.5 01-JUL-2032 0.000% MBSFNMA 30YR FN254448 6.5 01-SEP-2032 0.000% MBSFNMA 30YR FN254514 5.5 01-NOV-2032 0.000% MBSFNMA 30YR FN254560 5.0 01-NOV-2032 0.000% MBSFNMA 30YR FN254692 5.5 01-MAR-2033 0.000% MBSFNMA 30YR FN254793 5.0 01-JUL-2033 0.000% MBSFNMA 30YR FN254868 5.0 01-SEP-2033 0.000% MBSFNMA 30YR FN254904 5.5 01-OCT-2033 0.000% MBSFNMA 30YR FN254905 6.0 01-OCT-2033 0.000% MBSFNMA 30YR FN254950 5.5 01-NOV-2033 0.000% MBSFNMA 30YR FN254984 6.0 01-DEC-2033 0.000% MBSFNMA 30YR FN255001 6.5 01-NOV-2033 0.000% MBSFNMA 30YR FN255073 5.5 01-FEB-2034 0.000% MBSFNMA 30YR FN255225 5.5 01-JUN-2034 0.000% MBSFNMA 30YR FN255269 5.5 01-JUL-2034 0.000% MBSFNMA 30YR FN255314 6.0 01-AUG-2034 0.000% MBSFNMA 30YR FN255412 6.0 01-OCT-2034 0.000% MBSFNMA 30YR FN255413 6.5 01-OCT-2034 0.000% MBSFNMA 30YR FN255458 5.5 01-NOV-2034 0.000% MBSFNMA 30YR FN255498 5.5 01-DEC-2034 0.000% MBSFNMA 30YR FN255552 6.5 01-NOV-2034 0.000% MBSFNMA 30YR FN255555 6.0 01-JAN-2035 0.000% MBSFNMA 30YR FN255580 5.5 01-FEB-2035 0.000% MBSFNMA 30YR FN255631 5.5 01-MAR-2035 0.000% MBSFNMA 30YR FN255671 5.5 01-APR-2035 0.000% MBSFNMA 30YR FN255770 5.5 01-JUL-2035 0.000% MBSFNMA 30YR FN255843 5.5 01-SEP-2035 0.000% MBSFNMA 30YR FN255895 4.5 01-SEP-2035 0.000% MBSFNMA 30YR FN255897 4.5 01-OCT-2035 0.000% MBSFNMA 30YR FN255898 5.0 01-OCT-2035 0.000% MBSFNMA 30YR FN255900 6.0 01-OCT-2035 0.000% MBSFNMA 30YR FN256022 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN256060 6.0 01-JAN-2036 0.000% MBSFNMA 30YR FN256101 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN256269 5.5 01-JUN-2036 0.000% MBSFNMA 30YR FN256360 7.0 01-AUG-2036 0.000% MBSFNMA 30YR FN256513 5.5 01-DEC-2036 0.000% MBSFNMA 30YR FN256514 6.0 01-DEC-2036 0.000% MBSFNMA 30YR FN256567 7.0 01-JAN-2037 0.000% MBSFNMA 30YR FN256635 5.0 01-MAR-2037 0.000% MBSFNMA 30YR FN256672 5.0 01-APR-2037 0.000% MBSFNMA 30YR FN256799 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN256843 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN256895 5.5 01-SEP-2037 0.000% MBSFNMA 30YR FN256960 6.5 01-NOV-2037 0.000% MBSFNMA 30YR FN257016 7.0 01-DEC-2037 0.000% MBSFNMA 30YR FN257041 5.5 01-JAN-2038 0.000% MBSFNMA 30YR FN257043 6.0 01-JAN-2038 0.000% MBSFNMA 30YR FN257161 5.5 01-APR-2038 0.000% MBSFNMA 30YR FN257198 7.0 01-MAY-2038 0.000% MBSFNMA 30YR FN257350 6.0 01-SEP-2038 0.000% MBSFNMA 30YR FN257549 7.0 01-JAN-2039 0.000% MBS

FNMA 30YR FN257571 4.5 01-FEB-2039 0.000% MBSFNMA 30YR FN257573 5.5 01-FEB-2039 0.000% MBSFNMA 30YR FN267519 6.5 01-JAN-2024 0.000% MBSFNMA 30YR FN267905 7.0 01-FEB-2024 0.000% MBSFNMA 30YR FN276471 7.0 01-MAR-2024 0.000% MBSFNMA 30YR FN280462 8.0 01-SEP-2024 0.000% MBSFNMA 30YR FN283813 7.0 01-MAY-2024 0.000% MBSFNMA 30YR FN289478 7.5 01-JUL-2024 0.000% MBSFNMA 30YR FN291511 7.5 01-AUG-2024 0.000% MBSFNMA 30YR FN295725 7.5 01-SEP-2024 0.000% MBSFNMA 30YR FN303020 7.0 01-OCT-2024 0.000% MBSFNMA 30YR FN303156 7.0 01-DEC-2023 0.000% MBSFNMA 30YR FN303178 6.0 01-DEC-2024 0.000% MBSFNMA 30YR FN303223 7.0 01-NOV-2024 0.000% MBSFNMA 30YR FN303456 6.5 01-AUG-2025 0.000% MBSFNMA 30YR FN303546 7.0 01-OCT-2025 0.000% MBSFNMA 30YR FN303551 8.0 01-OCT-2025 0.000% MBSFNMA 30YR FN303563 8.5 01-SEP-2025 0.000% MBSFNMA 30YR FN303712 7.0 01-FEB-2026 0.000% MBSFNMA 30YR FN303713 6.5 01-FEB-2026 0.000% MBSFNMA 30YR FN303780 7.0 01-MAR-2026 0.000% MBSFNMA 30YR FN303805 6.5 01-APR-2026 0.000% MBSFNMA 30YR FN303828 6.5 01-APR-2026 0.000% MBSFNMA 30YR FN303884 7.0 01-MAY-2026 0.000% MBSFNMA 30YR FN303890 7.0 01-MAY-2026 0.000% MBSFNMA 30YR FN303913 7.0 01-MAY-2026 0.000% MBSFNMA 30YR FN312283 8.5 01-JUN-2025 0.000% MBSFNMA 30YR FN313165 6.5 01-OCT-2024 0.000% MBSFNMA 30YR FN313208 6.5 01-DEC-2025 0.000% MBSFNMA 30YR FN313281 8.5 01-DEC-2026 0.000% MBSFNMA 30YR FN313345 7.0 01-FEB-2027 0.000% MBSFNMA 30YR FN313819 6.5 01-NOV-2027 0.000% MBSFNMA 30YR FN318732 7.0 01-AUG-2025 0.000% MBSFNMA 30YR FN320061 8.0 01-AUG-2025 0.000% MBSFNMA 30YR FN320080 7.0 01-AUG-2025 0.000% MBSFNMA 30YR FN323218 8.0 01-JUN-2028 0.000% MBSFNMA 30YR FN323380 6.5 01-OCT-2028 0.000% MBSFNMA 30YR FN323411 6.0 01-DEC-2028 0.000% MBSFNMA 30YR FN323412 6.5 01-DEC-2028 0.000% MBSFNMA 30YR FN323422 6.5 01-DEC-2028 0.000% MBSFNMA 30YR FN323455 6.0 01-DEC-2028 0.000% MBSFNMA 30YR FN323500 7.0 01-JAN-2029 0.000% MBSFNMA 30YR FN323551 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN323591 6.5 01-MAR-2029 0.000% MBSFNMA 30YR FN323704 7.0 01-MAY-2029 0.000% MBSFNMA 30YR FN323832 7.5 01-JUL-2029 0.000% MBSFNMA 30YR FN323835 6.5 01-MAY-2029 0.000% MBSFNMA 30YR FN323865 6.5 01-JUL-2029 0.000% MBSFNMA 30YR FN323866 6.5 01-AUG-2029 0.000% MBSFNMA 30YR FN323876 8.0 01-AUG-2029 0.000% MBSFNMA 30YR FN323979 6.5 01-APR-2029 0.000% MBSFNMA 30YR FN326687 7.5 01-NOV-2025 0.000% MBSFNMA 30YR FN327164 6.5 01-OCT-2025 0.000% MBSFNMA 30YR FN328940 8.0 01-DEC-2025 0.000% MBSFNMA 30YR FN329673 6.5 01-JAN-2026 0.000% MBS

FNMA 30YR FN330091 8.0 01-FEB-2023 0.000% MBSFNMA 30YR FN331705 6.5 01-FEB-2026 0.000% MBSFNMA 30YR FN331911 7.0 01-DEC-2025 0.000% MBSFNMA 30YR FN333940 6.5 01-JUN-2024 0.000% MBSFNMA 30YR FN335209 6.5 01-JAN-2026 0.000% MBSFNMA 30YR FN336399 7.0 01-FEB-2026 0.000% MBSFNMA 30YR FN336914 7.0 01-FEB-2026 0.000% MBSFNMA 30YR FN337321 7.0 01-FEB-2026 0.000% MBSFNMA 30YR FN337859 6.5 01-APR-2026 0.000% MBSFNMA 30YR FN338013 6.5 01-MAR-2026 0.000% MBSFNMA 30YR FN338467 7.5 01-MAY-2026 0.000% MBSFNMA 30YR FN339168 7.0 01-MAR-2026 0.000% MBSFNMA 30YR FN341465 7.0 01-MAY-2026 0.000% MBSFNMA 30YR FN343472 7.0 01-APR-2026 0.000% MBSFNMA 30YR FN346369 7.0 01-MAY-2026 0.000% MBSFNMA 30YR FN353309 7.5 01-DEC-2025 0.000% MBSFNMA 30YR FN353989 7.5 01-AUG-2026 0.000% MBSFNMA 30YR FN356286 8.0 01-SEP-2026 0.000% MBSFNMA 30YR FN357512 5.5 01-MAR-2034 0.000% MBSFNMA 30YR FN357759 5.0 01-MAY-2035 0.000% MBSFNMA 30YR FN357761 5.5 01-MAY-2035 0.000% MBSFNMA 30YR FN357797 5.5 01-JUN-2035 0.000% MBSFNMA 30YR FN366200 6.5 01-JUN-2026 0.000% MBSFNMA 30YR FN367643 6.5 01-SEP-2026 0.000% MBSFNMA 30YR FN368032 7.0 01-NOV-2026 0.000% MBSFNMA 30YR FN369145 6.5 01-MAY-2026 0.000% MBSFNMA 30YR FN370203 7.5 01-JAN-2027 0.000% MBSFNMA 30YR FN370370 7.5 01-JUL-2027 0.000% MBSFNMA 30YR FN374459 6.5 01-MAR-2027 0.000% MBSFNMA 30YR FN377532 7.0 01-APR-2027 0.000% MBSFNMA 30YR FN392420 7.0 01-SEP-2027 0.000% MBSFNMA 30YR FN393168 7.0 01-JUL-2027 0.000% MBSFNMA 30YR FN394764 6.5 01-JUN-2025 0.000% MBSFNMA 30YR FN395214 7.0 01-AUG-2027 0.000% MBSFNMA 30YR FN395815 7.0 01-NOV-2027 0.000% MBSFNMA 30YR FN397073 7.0 01-SEP-2027 0.000% MBSFNMA 30YR FN397170 6.5 01-DEC-2027 0.000% MBSFNMA 30YR FN398136 6.5 01-DEC-2027 0.000% MBSFNMA 30YR FN399003 6.5 01-SEP-2027 0.000% MBSFNMA 30YR FN403503 6.5 01-APR-2028 0.000% MBSFNMA 30YR FN408267 6.0 01-MAR-2028 0.000% MBSFNMA 30YR FN409044 6.5 01-DEC-2027 0.000% MBSFNMA 30YR FN409335 6.0 01-NOV-2028 0.000% MBSFNMA 30YR FN411038 7.0 01-APR-2028 0.000% MBSFNMA 30YR FN412143 6.5 01-JAN-2028 0.000% MBSFNMA 30YR FN412145 7.5 01-JAN-2028 0.000% MBSFNMA 30YR FN413578 7.5 01-JAN-2028 0.000% MBSFNMA 30YR FN416795 6.5 01-FEB-2028 0.000% MBSFNMA 30YR FN416870 6.5 01-AUG-2028 0.000% MBSFNMA 30YR FN417021 7.5 01-SEP-2025 0.000% MBSFNMA 30YR FN418124 6.0 01-APR-2028 0.000% MBSFNMA 30YR FN420615 7.0 01-DEC-2027 0.000% MBSFNMA 30YR FN420713 6.5 01-MAY-2028 0.000% MBSFNMA 30YR FN421421 7.0 01-APR-2028 0.000% MBSFNMA 30YR FN427573 6.5 01-MAY-2028 0.000% MBS

FNMA 30YR FN431083 7.0 01-JUL-2028 0.000% MBSFNMA 30YR FN432168 7.0 01-JUL-2028 0.000% MBSFNMA 30YR FN433469 6.5 01-AUG-2028 0.000% MBSFNMA 30YR FN434908 6.5 01-SEP-2028 0.000% MBSFNMA 30YR FN434952 7.0 01-JUL-2028 0.000% MBSFNMA 30YR FN437734 6.5 01-SEP-2028 0.000% MBSFNMA 30YR FN440148 6.5 01-AUG-2028 0.000% MBSFNMA 30YR FN442340 6.5 01-OCT-2028 0.000% MBSFNMA 30YR FN442622 6.5 01-NOV-2028 0.000% MBSFNMA 30YR FN443225 5.5 01-OCT-2028 0.000% MBSFNMA 30YR FN447350 6.5 01-NOV-2028 0.000% MBSFNMA 30YR FN447358 6.5 01-NOV-2028 0.000% MBSFNMA 30YR FN449303 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN450658 6.0 01-DEC-2028 0.000% MBSFNMA 30YR FN450815 6.5 01-NOV-2028 0.000% MBSFNMA 30YR FN450960 6.5 01-NOV-2028 0.000% MBSFNMA 30YR FN452026 6.5 01-NOV-2028 0.000% MBSFNMA 30YR FN452037 6.5 01-NOV-2028 0.000% MBSFNMA 30YR FN452191 5.5 01-DEC-2028 0.000% MBSFNMA 30YR FN452195 6.0 01-NOV-2028 0.000% MBSFNMA 30YR FN453672 6.5 01-JAN-2029 0.000% MBSFNMA 30YR FN455597 6.0 01-DEC-2028 0.000% MBSFNMA 30YR FN457148 6.5 01-FEB-2029 0.000% MBSFNMA 30YR FN459285 6.5 01-FEB-2029 0.000% MBSFNMA 30YR FN480950 6.5 01-MAR-2029 0.000% MBSFNMA 30YR FN481417 6.0 01-JAN-2029 0.000% MBSFNMA 30YR FN481483 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN481524 6.0 01-JAN-2029 0.000% MBSFNMA 30YR FN481551 6.0 01-JAN-2029 0.000% MBSFNMA 30YR FN481569 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN481589 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN481884 6.5 01-FEB-2029 0.000% MBSFNMA 30YR FN482402 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN484709 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN484726 6.0 01-MAR-2029 0.000% MBSFNMA 30YR FN484938 6.0 01-JUN-2029 0.000% MBSFNMA 30YR FN484975 6.5 01-JUN-2029 0.000% MBSFNMA 30YR FN485125 7.0 01-FEB-2029 0.000% MBSFNMA 30YR FN485270 6.5 01-FEB-2029 0.000% MBSFNMA 30YR FN485577 6.5 01-MAR-2029 0.000% MBSFNMA 30YR FN485989 6.0 01-FEB-2029 0.000% MBSFNMA 30YR FN486205 7.0 01-FEB-2029 0.000% MBSFNMA 30YR FN487969 6.5 01-APR-2029 0.000% MBSFNMA 30YR FN489431 6.0 01-MAR-2029 0.000% MBSFNMA 30YR FN490758 6.5 01-MAR-2029 0.000% MBSFNMA 30YR FN490782 6.5 01-MAR-2029 0.000% MBSFNMA 30YR FN492397 6.0 01-APR-2029 0.000% MBSFNMA 30YR FN494927 6.5 01-JUN-2029 0.000% MBSFNMA 30YR FN496031 6.5 01-SEP-2026 0.000% MBSFNMA 30YR FN496807 6.5 01-JUN-2029 0.000% MBSFNMA 30YR FN498019 7.5 01-AUG-2029 0.000% MBSFNMA 30YR FN500293 6.5 01-JUN-2029 0.000% MBSFNMA 30YR FN500683 6.5 01-JUN-2029 0.000% MBSFNMA 30YR FN501226 6.5 01-JUL-2029 0.000% MBSFNMA 30YR FN501297 6.0 01-JUN-2029 0.000% MBS

FNMA 30YR FN503917 8.0 01-JUL-2029 0.000% MBSFNMA 30YR FN504742 6.0 01-JUL-2029 0.000% MBSFNMA 30YR FN504759 8.0 01-JUL-2027 0.000% MBSFNMA 30YR FN505229 8.0 01-AUG-2029 0.000% MBSFNMA 30YR FN506146 7.0 01-AUG-2029 0.000% MBSFNMA 30YR FN506267 6.5 01-JUN-2029 0.000% MBSFNMA 30YR FN506482 6.5 01-JUL-2029 0.000% MBSFNMA 30YR FN506531 6.0 01-JUL-2029 0.000% MBSFNMA 30YR FN509437 7.0 01-OCT-2029 0.000% MBSFNMA 30YR FN509696 7.5 01-AUG-2029 0.000% MBSFNMA 30YR FN510487 7.0 01-AUG-2029 0.000% MBSFNMA 30YR FN510598 7.0 01-AUG-2029 0.000% MBSFNMA 30YR FN511426 8.0 01-AUG-2029 0.000% MBSFNMA 30YR FN511721 7.5 01-SEP-2029 0.000% MBSFNMA 30YR FN513612 7.5 01-SEP-2029 0.000% MBSFNMA 30YR FN517808 7.0 01-JAN-2030 0.000% MBSFNMA 30YR FN518567 7.5 01-OCT-2029 0.000% MBSFNMA 30YR FN520028 5.5 01-MAR-2028 0.000% MBSFNMA 30YR FN527245 6.5 01-NOV-2029 0.000% MBSFNMA 30YR FN535159 7.0 01-FEB-2030 0.000% MBSFNMA 30YR FN535332 8.5 01-APR-2030 0.000% MBSFNMA 30YR FN535336 7.0 01-FEB-2030 0.000% MBSFNMA 30YR FN535533 8.0 01-OCT-2030 0.000% MBSFNMA 30YR FN535714 7.5 01-JAN-2031 0.000% MBSFNMA 30YR FN535751 7.5 01-DEC-2030 0.000% MBSFNMA 30YR FN535811 6.5 01-APR-2031 0.000% MBSFNMA 30YR FN535823 6.5 01-APR-2031 0.000% MBSFNMA 30YR FN535902 6.0 01-MAY-2031 0.000% MBSFNMA 30YR FN535910 6.0 01-APR-2031 0.000% MBSFNMA 30YR FN535912 6.5 01-MAY-2031 0.000% MBSFNMA 30YR FN535932 6.0 01-MAY-2031 0.000% MBSFNMA 30YR FN535933 6.5 01-MAY-2031 0.000% MBSFNMA 30YR FN535982 7.5 01-MAY-2031 0.000% MBSFNMA 30YR FN535996 7.5 01-JUN-2031 0.000% MBSFNMA 30YR FN536934 7.5 01-MAY-2030 0.000% MBSFNMA 30YR FN543562 7.5 01-JUN-2030 0.000% MBSFNMA 30YR FN545079 6.5 01-MAY-2030 0.000% MBSFNMA 30YR FN545195 7.0 01-SEP-2031 0.000% MBSFNMA 30YR FN545274 6.0 01-NOV-2031 0.000% MBSFNMA 30YR FN545333 6.5 01-DEC-2031 0.000% MBSFNMA 30YR FN545341 6.5 01-DEC-2031 0.000% MBSFNMA 30YR FN545407 5.5 01-JAN-2032 0.000% MBSFNMA 30YR FN545482 7.0 01-MAR-2032 0.000% MBSFNMA 30YR FN545500 6.5 01-MAR-2032 0.000% MBSFNMA 30YR FN545556 7.0 01-APR-2032 0.000% MBSFNMA 30YR FN545605 7.0 01-MAY-2032 0.000% MBSFNMA 30YR FN545691 6.5 01-JUN-2032 0.000% MBSFNMA 30YR FN545710 7.0 01-MAY-2032 0.000% MBSFNMA 30YR FN545759 6.5 01-JUL-2032 0.000% MBSFNMA 30YR FN545760 6.5 01-JUL-2032 0.000% MBSFNMA 30YR FN545762 6.5 01-JUL-2032 0.000% MBSFNMA 30YR FN545812 6.5 01-AUG-2032 0.000% MBSFNMA 30YR FN545819 6.5 01-AUG-2032 0.000% MBSFNMA 30YR FN545891 6.5 01-JUL-2032 0.000% MBSFNMA 30YR FN545939 8.5 01-MAY-2032 0.000% MBS

FNMA 30YR FN545993 6.0 01-NOV-2032 0.000% MBSFNMA 30YR FN545994 7.0 01-OCT-2032 0.000% MBSFNMA 30YR FN545998 6.0 01-NOV-2032 0.000% MBSFNMA 30YR FN546321 8.5 01-MAR-2027 0.000% MBSFNMA 30YR FN547585 8.5 01-FEB-2028 0.000% MBSFNMA 30YR FN549246 7.0 01-NOV-2030 0.000% MBSFNMA 30YR FN553064 9.0 01-SEP-2030 0.000% MBSFNMA 30YR FN553553 7.0 01-SEP-2030 0.000% MBSFNMA 30YR FN555171 6.5 01-NOV-2032 0.000% MBSFNMA 30YR FN555254 6.5 01-JAN-2033 0.000% MBSFNMA 30YR FN555272 6.0 01-MAR-2033 0.000% MBSFNMA 30YR FN555285 6.0 01-MAR-2033 0.000% MBSFNMA 30YR FN555340 5.5 01-APR-2033 0.000% MBSFNMA 30YR FN555417 6.0 01-MAY-2033 0.000% MBSFNMA 30YR FN555421 5.0 01-MAY-2033 0.000% MBSFNMA 30YR FN555424 5.5 01-MAY-2033 0.000% MBSFNMA 30YR FN555430 5.0 01-MAY-2033 0.000% MBSFNMA 30YR FN555432 5.5 01-MAY-2033 0.000% MBSFNMA 30YR FN555523 5.5 01-JUN-2033 0.000% MBSFNMA 30YR FN555531 5.5 01-JUN-2033 0.000% MBSFNMA 30YR FN555591 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN555592 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN555677 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN555684 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN555783 4.5 01-OCT-2033 0.000% MBSFNMA 30YR FN555798 6.5 01-MAY-2033 0.000% MBSFNMA 30YR FN555800 5.5 01-OCT-2033 0.000% MBSFNMA 30YR FN555880 5.5 01-NOV-2033 0.000% MBSFNMA 30YR FN555967 5.5 01-NOV-2033 0.000% MBSFNMA 30YR FN557273 7.5 01-DEC-2030 0.000% MBSFNMA 30YR FN557976 6.5 01-OCT-2030 0.000% MBSFNMA 30YR FN560837 9.0 01-OCT-2030 0.000% MBSFNMA 30YR FN561742 7.5 01-DEC-2030 0.000% MBSFNMA 30YR FN561889 7.0 01-DEC-2030 0.000% MBSFNMA 30YR FN562180 6.5 01-DEC-2030 0.000% MBSFNMA 30YR FN564574 7.0 01-MAR-2031 0.000% MBSFNMA 30YR FN566690 6.0 01-APR-2030 0.000% MBSFNMA 30YR FN566818 6.5 01-MAY-2031 0.000% MBSFNMA 30YR FN569391 7.5 01-JUN-2031 0.000% MBSFNMA 30YR FN569972 7.5 01-MAR-2031 0.000% MBSFNMA 30YR FN571949 6.5 01-JUL-2031 0.000% MBSFNMA 30YR FN572165 6.5 01-JAN-2031 0.000% MBSFNMA 30YR FN572254 6.5 01-MAR-2031 0.000% MBSFNMA 30YR FN572981 6.5 01-MAY-2031 0.000% MBSFNMA 30YR FN575648 6.0 01-APR-2031 0.000% MBSFNMA 30YR FN578823 5.5 01-APR-2031 0.000% MBSFNMA 30YR FN580961 6.0 01-MAY-2031 0.000% MBSFNMA 30YR FN581669 6.5 01-JUL-2031 0.000% MBSFNMA 30YR FN585328 7.0 01-JUL-2029 0.000% MBSFNMA 30YR FN588938 6.5 01-JUN-2031 0.000% MBSFNMA 30YR FN589625 6.5 01-NOV-2024 0.000% MBSFNMA 30YR FN596126 6.5 01-NOV-2026 0.000% MBSFNMA 30YR FN596832 7.0 01-SEP-2031 0.000% MBSFNMA 30YR FN601838 6.5 01-AUG-2031 0.000% MBSFNMA 30YR FN602006 6.5 01-AUG-2031 0.000% MBS

FNMA 30YR FN602454 6.5 01-SEP-2031 0.000% MBSFNMA 30YR FN603505 6.5 01-JUL-2031 0.000% MBSFNMA 30YR FN604110 6.0 01-OCT-2031 0.000% MBSFNMA 30YR FN604557 6.5 01-DEC-2031 0.000% MBSFNMA 30YR FN607055 6.5 01-OCT-2031 0.000% MBSFNMA 30YR FN610645 6.5 01-OCT-2031 0.000% MBSFNMA 30YR FN610674 6.0 01-NOV-2031 0.000% MBSFNMA 30YR FN613026 6.5 01-MAY-2031 0.000% MBSFNMA 30YR FN613859 5.5 01-NOV-2031 0.000% MBSFNMA 30YR FN614985 6.5 01-DEC-2031 0.000% MBSFNMA 30YR FN615871 5.5 01-DEC-2031 0.000% MBSFNMA 30YR FN616402 5.5 01-DEC-2031 0.000% MBSFNMA 30YR FN617275 5.5 01-JAN-2032 0.000% MBSFNMA 30YR FN619809 7.0 01-NOV-2031 0.000% MBSFNMA 30YR FN622234 7.0 01-MAY-2032 0.000% MBSFNMA 30YR FN623127 5.5 01-JAN-2032 0.000% MBSFNMA 30YR FN623613 6.5 01-MAR-2032 0.000% MBSFNMA 30YR FN627117 6.5 01-FEB-2032 0.000% MBSFNMA 30YR FN628193 6.5 01-FEB-2032 0.000% MBSFNMA 30YR FN630212 6.0 01-MAR-2032 0.000% MBSFNMA 30YR FN630603 7.0 01-MAY-2032 0.000% MBSFNMA 30YR FN632248 7.0 01-APR-2032 0.000% MBSFNMA 30YR FN633869 6.0 01-MAR-2032 0.000% MBSFNMA 30YR FN635079 6.5 01-MAY-2032 0.000% MBSFNMA 30YR FN635811 8.0 01-APR-2032 0.000% MBSFNMA 30YR FN638023 6.5 01-APR-2032 0.000% MBSFNMA 30YR FN639345 5.5 01-FEB-2033 0.000% MBSFNMA 30YR FN641087 6.5 01-MAY-2032 0.000% MBSFNMA 30YR FN641336 7.0 01-APR-2032 0.000% MBSFNMA 30YR FN648004 6.5 01-JUN-2032 0.000% MBSFNMA 30YR FN650545 6.5 01-JUN-2032 0.000% MBSFNMA 30YR FN650719 6.5 01-JUL-2032 0.000% MBSFNMA 30YR FN651345 7.0 01-JUL-2032 0.000% MBSFNMA 30YR FN651896 6.5 01-AUG-2032 0.000% MBSFNMA 30YR FN651897 7.0 01-AUG-2032 0.000% MBSFNMA 30YR FN655681 6.5 01-AUG-2032 0.000% MBSFNMA 30YR FN656033 6.5 01-SEP-2032 0.000% MBSFNMA 30YR FN656650 6.5 01-MAY-2032 0.000% MBSFNMA 30YR FN656872 6.5 01-AUG-2032 0.000% MBSFNMA 30YR FN660694 6.0 01-NOV-2032 0.000% MBSFNMA 30YR FN665497 7.5 01-OCT-2032 0.000% MBSFNMA 30YR FN666426 5.5 01-NOV-2032 0.000% MBSFNMA 30YR FN667110 6.5 01-MAY-2032 0.000% MBSFNMA 30YR FN667384 5.5 01-NOV-2032 0.000% MBSFNMA 30YR FN667450 6.0 01-NOV-2032 0.000% MBSFNMA 30YR FN669662 6.5 01-MAY-2032 0.000% MBSFNMA 30YR FN672383 5.5 01-DEC-2032 0.000% MBSFNMA 30YR FN672436 6.5 01-SEP-2032 0.000% MBSFNMA 30YR FN672785 6.0 01-SEP-2032 0.000% MBSFNMA 30YR FN674550 6.0 01-DEC-2032 0.000% MBSFNMA 30YR FN674963 6.0 01-DEC-2032 0.000% MBSFNMA 30YR FN675643 5.5 01-JAN-2033 0.000% MBSFNMA 30YR FN676014 6.0 01-NOV-2032 0.000% MBSFNMA 30YR FN676122 5.5 01-DEC-2032 0.000% MBSFNMA 30YR FN678137 6.0 01-JAN-2033 0.000% MBS

FNMA 30YR FN678413 6.0 01-DEC-2032 0.000% MBSFNMA 30YR FN678415 7.0 01-DEC-2032 0.000% MBSFNMA 30YR FN678572 5.5 01-JAN-2033 0.000% MBSFNMA 30YR FN681087 6.0 01-JAN-2033 0.000% MBSFNMA 30YR FN681165 6.0 01-APR-2032 0.000% MBSFNMA 30YR FN683271 5.5 01-FEB-2033 0.000% MBSFNMA 30YR FN683387 5.5 01-FEB-2033 0.000% MBSFNMA 30YR FN685081 5.5 01-JUN-2034 0.000% MBSFNMA 30YR FN685366 6.0 01-FEB-2033 0.000% MBSFNMA 30YR FN685604 6.0 01-FEB-2033 0.000% MBSFNMA 30YR FN688072 6.0 01-MAR-2033 0.000% MBSFNMA 30YR FN688129 5.5 01-MAR-2033 0.000% MBSFNMA 30YR FN688314 5.5 01-MAR-2033 0.000% MBSFNMA 30YR FN689115 5.5 01-FEB-2033 0.000% MBSFNMA 30YR FN689629 5.5 01-FEB-2033 0.000% MBSFNMA 30YR FN692244 5.0 01-MAR-2033 0.000% MBSFNMA 30YR FN694306 5.5 01-MAR-2033 0.000% MBSFNMA 30YR FN694448 5.5 01-APR-2033 0.000% MBSFNMA 30YR FN694583 7.5 01-MAR-2033 0.000% MBSFNMA 30YR FN694760 5.5 01-APR-2033 0.000% MBSFNMA 30YR FN695005 5.5 01-APR-2033 0.000% MBSFNMA 30YR FN695156 5.5 01-MAR-2033 0.000% MBSFNMA 30YR FN702459 5.5 01-JUN-2033 0.000% MBSFNMA 30YR FN702916 5.5 01-MAY-2033 0.000% MBSFNMA 30YR FN703328 5.5 01-APR-2033 0.000% MBSFNMA 30YR FN704027 6.5 01-MAY-2033 0.000% MBSFNMA 30YR FN704756 6.5 01-MAR-2033 0.000% MBSFNMA 30YR FN705579 5.5 01-MAY-2033 0.000% MBSFNMA 30YR FN708908 5.5 01-JUN-2033 0.000% MBSFNMA 30YR FN708981 7.5 01-JUN-2033 0.000% MBSFNMA 30YR FN709307 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN710991 6.5 01-JUN-2033 0.000% MBSFNMA 30YR FN711533 5.0 01-JUN-2033 0.000% MBSFNMA 30YR FN711602 4.5 01-SEP-2033 0.000% MBSFNMA 30YR FN713560 5.5 01-APR-2033 0.000% MBSFNMA 30YR FN713947 5.5 01-MAY-2033 0.000% MBSFNMA 30YR FN713987 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN725027 5.0 01-NOV-2033 0.000% MBSFNMA 30YR FN725032 6.5 01-SEP-2033 0.000% MBSFNMA 30YR FN725162 6.0 01-FEB-2034 0.000% MBSFNMA 30YR FN725205 5.0 01-MAR-2034 0.000% MBSFNMA 30YR FN725206 5.5 01-FEB-2034 0.000% MBSFNMA 30YR FN725222 5.5 01-FEB-2034 0.000% MBSFNMA 30YR FN725228 6.0 01-MAR-2034 0.000% MBSFNMA 30YR FN725229 6.0 01-MAR-2034 0.000% MBSFNMA 30YR FN725231 5.0 01-FEB-2034 0.000% MBSFNMA 30YR FN725314 5.0 01-APR-2034 0.000% MBSFNMA 30YR FN725401 6.5 01-JAN-2034 0.000% MBSFNMA 30YR FN725418 6.5 01-MAY-2034 0.000% MBSFNMA 30YR FN725419 4.5 01-OCT-2033 0.000% MBSFNMA 30YR FN725420 6.5 01-MAR-2034 0.000% MBSFNMA 30YR FN725423 5.5 01-MAY-2034 0.000% MBSFNMA 30YR FN725425 5.5 01-APR-2034 0.000% MBSFNMA 30YR FN725690 6.0 01-AUG-2034 0.000% MBSFNMA 30YR FN725704 6.0 01-AUG-2034 0.000% MBS

FNMA 30YR FN725705 5.0 01-AUG-2034 0.000% MBSFNMA 30YR FN725762 6.0 01-AUG-2034 0.000% MBSFNMA 30YR FN725772 5.0 01-SEP-2034 0.000% MBSFNMA 30YR FN725773 5.5 01-SEP-2034 0.000% MBSFNMA 30YR FN725816 6.0 01-MAY-2034 0.000% MBSFNMA 30YR FN725863 6.0 01-OCT-2034 0.000% MBSFNMA 30YR FN725943 5.5 01-OCT-2034 0.000% MBSFNMA 30YR FN725946 5.5 01-NOV-2034 0.000% MBSFNMA 30YR FN726037 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN726106 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN726912 4.0 01-AUG-2033 0.000% MBSFNMA 30YR FN727051 5.5 01-SEP-2033 0.000% MBSFNMA 30YR FN727087 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN727098 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN727188 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN727191 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN727279 4.5 01-SEP-2033 0.000% MBSFNMA 30YR FN728720 5.0 01-JUL-2033 0.000% MBSFNMA 30YR FN728877 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN730007 5.5 01-JUL-2033 0.000% MBSFNMA 30YR FN730675 4.5 01-AUG-2033 0.000% MBSFNMA 30YR FN734438 4.5 01-AUG-2033 0.000% MBSFNMA 30YR FN734827 4.5 01-AUG-2033 0.000% MBSFNMA 30YR FN734830 4.5 01-AUG-2033 0.000% MBSFNMA 30YR FN735060 6.0 01-NOV-2034 0.000% MBSFNMA 30YR FN735061 6.0 01-NOV-2034 0.000% MBSFNMA 30YR FN735141 5.5 01-JAN-2035 0.000% MBSFNMA 30YR FN735214 6.5 01-SEP-2034 0.000% MBSFNMA 30YR FN735224 5.5 01-FEB-2035 0.000% MBSFNMA 30YR FN735288 5.0 01-MAR-2035 0.000% MBSFNMA 30YR FN735297 4.5 01-NOV-2028 0.000% MBSFNMA 30YR FN735403 5.0 01-APR-2035 0.000% MBSFNMA 30YR FN735500 5.5 01-MAY-2035 0.000% MBSFNMA 30YR FN735502 6.0 01-APR-2035 0.000% MBSFNMA 30YR FN735503 6.0 01-APR-2035 0.000% MBSFNMA 30YR FN735581 5.0 01-JUN-2035 0.000% MBSFNMA 30YR FN735582 6.5 01-APR-2035 0.000% MBSFNMA 30YR FN735649 6.0 01-DEC-2032 0.000% MBSFNMA 30YR FN735670 5.5 01-MAR-2035 0.000% MBSFNMA 30YR FN735676 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FN735746 6.0 01-JUL-2035 0.000% MBSFNMA 30YR FN735795 5.0 01-JUN-2035 0.000% MBSFNMA 30YR FN735843 5.5 01-AUG-2035 0.000% MBSFNMA 30YR FN735896 6.0 01-SEP-2035 0.000% MBSFNMA 30YR FN735897 5.5 01-OCT-2035 0.000% MBSFNMA 30YR FN735989 5.5 01-FEB-2035 0.000% MBSFNMA 30YR FN737697 5.5 01-AUG-2033 0.000% MBSFNMA 30YR FN737859 5.5 01-SEP-2033 0.000% MBSFNMA 30YR FN738582 7.0 01-OCT-2032 0.000% MBSFNMA 30YR FN738611 4.5 01-OCT-2033 0.000% MBSFNMA 30YR FN738660 7.5 01-APR-2024 0.000% MBSFNMA 30YR FN739821 5.0 01-SEP-2033 0.000% MBSFNMA 30YR FN740040 7.0 01-SEP-2033 0.000% MBSFNMA 30YR FN740309 5.5 01-OCT-2033 0.000% MBSFNMA 30YR FN740944 6.5 01-JUL-2033 0.000% MBS

FNMA 30YR FN741897 5.0 01-OCT-2033 0.000% MBSFNMA 30YR FN743381 7.0 01-AUG-2028 0.000% MBSFNMA 30YR FN743744 6.0 01-NOV-2033 0.000% MBSFNMA 30YR FN745000 6.0 01-OCT-2035 0.000% MBSFNMA 30YR FN745095 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN745140 5.0 01-NOV-2035 0.000% MBSFNMA 30YR FN745147 4.5 01-DEC-2035 0.000% MBSFNMA 30YR FN745148 5.0 01-JAN-2036 0.000% MBSFNMA 30YR FN745154 6.0 01-JAN-2036 0.000% MBSFNMA 30YR FN745275 5.0 01-FEB-2036 0.000% MBSFNMA 30YR FN745336 5.0 01-MAR-2036 0.000% MBSFNMA 30YR FN745347 6.0 01-MAR-2036 0.000% MBSFNMA 30YR FN745355 5.0 01-MAR-2036 0.000% MBSFNMA 30YR FN745398 6.0 01-JUN-2035 0.000% MBSFNMA 30YR FN745418 5.5 01-APR-2036 0.000% MBSFNMA 30YR FN745515 5.0 01-MAY-2036 0.000% MBSFNMA 30YR FN745516 5.5 01-MAY-2036 0.000% MBSFNMA 30YR FN745575 6.5 01-FEB-2036 0.000% MBSFNMA 30YR FN745578 6.5 01-FEB-2036 0.000% MBSFNMA 30YR FN745580 5.0 01-JUN-2036 0.000% MBSFNMA 30YR FN745640 6.0 01-JUN-2036 0.000% MBSFNMA 30YR FN745643 6.5 01-JUL-2036 0.000% MBSFNMA 30YR FN745664 6.5 01-JUL-2036 0.000% MBSFNMA 30YR FN745830 5.5 01-APR-2036 0.000% MBSFNMA 30YR FN745875 6.5 01-SEP-2036 0.000% MBSFNMA 30YR FN745876 6.5 01-SEP-2036 0.000% MBSFNMA 30YR FN745878 5.5 01-OCT-2036 0.000% MBSFNMA 30YR FN745948 6.5 01-OCT-2036 0.000% MBSFNMA 30YR FN745959 5.5 01-NOV-2036 0.000% MBSFNMA 30YR FN746580 5.5 01-OCT-2033 0.000% MBSFNMA 30YR FN750977 4.5 01-NOV-2033 0.000% MBSFNMA 30YR FN751282 5.5 01-MAR-2034 0.000% MBSFNMA 30YR FN752976 5.5 01-OCT-2033 0.000% MBSFNMA 30YR FN753098 6.0 01-DEC-2033 0.000% MBSFNMA 30YR FN753202 5.5 01-JAN-2034 0.000% MBSFNMA 30YR FN754909 5.5 01-SEP-2033 0.000% MBSFNMA 30YR FN755128 5.5 01-NOV-2033 0.000% MBSFNMA 30YR FN755585 5.5 01-OCT-2033 0.000% MBSFNMA 30YR FN755705 5.5 01-MAR-2034 0.000% MBSFNMA 30YR FN757037 5.5 01-MAY-2034 0.000% MBSFNMA 30YR FN757108 5.0 01-SEP-2033 0.000% MBSFNMA 30YR FN757832 5.5 01-JUN-2035 0.000% MBSFNMA 30YR FN763919 5.5 01-JAN-2034 0.000% MBSFNMA 30YR FN765080 5.5 01-JAN-2034 0.000% MBSFNMA 30YR FN768343 5.5 01-JAN-2034 0.000% MBSFNMA 30YR FN771195 6.0 01-APR-2034 0.000% MBSFNMA 30YR FN772377 4.5 01-MAY-2034 0.000% MBSFNMA 30YR FN773605 4.5 01-AUG-2034 0.000% MBSFNMA 30YR FN775254 6.0 01-MAY-2034 0.000% MBSFNMA 30YR FN775441 5.0 01-MAY-2034 0.000% MBSFNMA 30YR FN775734 4.5 01-MAY-2034 0.000% MBSFNMA 30YR FN776502 4.5 01-APR-2034 0.000% MBSFNMA 30YR FN776621 5.5 01-APR-2034 0.000% MBSFNMA 30YR FN776721 5.5 01-MAY-2034 0.000% MBSFNMA 30YR FN776738 4.5 01-MAY-2034 0.000% MBS

FNMA 30YR FN778141 5.0 01-MAY-2034 0.000% MBSFNMA 30YR FN778368 5.5 01-JUN-2034 0.000% MBSFNMA 30YR FN779526 5.5 01-JUN-2034 0.000% MBSFNMA 30YR FN780519 4.5 01-JUL-2034 0.000% MBSFNMA 30YR FN780573 5.5 01-JUL-2034 0.000% MBSFNMA 30YR FN781137 5.5 01-JUN-2034 0.000% MBSFNMA 30YR FN782244 5.5 01-JUL-2034 0.000% MBSFNMA 30YR FN783695 5.0 01-JUN-2034 0.000% MBSFNMA 30YR FN785164 5.0 01-JUL-2034 0.000% MBSFNMA 30YR FN785504 4.5 01-JUN-2034 0.000% MBSFNMA 30YR FN787122 5.0 01-MAY-2034 0.000% MBSFNMA 30YR FN793991 6.0 01-SEP-2034 0.000% MBSFNMA 30YR FN793993 6.0 01-SEP-2034 0.000% MBSFNMA 30YR FN794463 5.0 01-OCT-2034 0.000% MBSFNMA 30YR FN795410 6.5 01-SEP-2034 0.000% MBSFNMA 30YR FN796023 6.0 01-SEP-2034 0.000% MBSFNMA 30YR FN796148 5.0 01-OCT-2034 0.000% MBSFNMA 30YR FN796295 4.5 01-DEC-2034 0.000% MBSFNMA 30YR FN797635 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN797663 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN797808 5.0 01-APR-2035 0.000% MBSFNMA 30YR FN800104 6.0 01-DEC-2034 0.000% MBSFNMA 30YR FN800267 5.5 01-DEC-2034 0.000% MBSFNMA 30YR FN801322 5.0 01-OCT-2034 0.000% MBSFNMA 30YR FN801609 6.0 01-JUN-2032 0.000% MBSFNMA 30YR FN802089 5.5 01-NOV-2034 0.000% MBSFNMA 30YR FN804059 6.0 01-OCT-2034 0.000% MBSFNMA 30YR FN804373 5.0 01-DEC-2034 0.000% MBSFNMA 30YR FN807596 5.5 01-DEC-2034 0.000% MBSFNMA 30YR FN807671 4.5 01-DEC-2034 0.000% MBSFNMA 30YR FN807672 5.0 01-DEC-2034 0.000% MBSFNMA 30YR FN807979 4.5 01-JAN-2035 0.000% MBSFNMA 30YR FN808168 4.5 01-MAR-2035 0.000% MBSFNMA 30YR FN808273 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN809668 5.0 01-FEB-2035 0.000% MBSFNMA 30YR FN809944 5.0 01-MAR-2035 0.000% MBSFNMA 30YR FN811773 5.5 01-JAN-2035 0.000% MBSFNMA 30YR FN815065 5.5 01-APR-2035 0.000% MBSFNMA 30YR FN815420 4.5 01-FEB-2035 0.000% MBSFNMA 30YR FN815514 5.5 01-MAR-2035 0.000% MBSFNMA 30YR FN815519 5.5 01-MAR-2035 0.000% MBSFNMA 30YR FN815747 6.0 01-FEB-2035 0.000% MBSFNMA 30YR FN815859 5.5 01-FEB-2035 0.000% MBSFNMA 30YR FN816667 5.5 01-APR-2035 0.000% MBSFNMA 30YR FN816668 5.5 01-APR-2035 0.000% MBSFNMA 30YR FN817405 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN817629 5.5 01-NOV-2035 0.000% MBSFNMA 30YR FN818764 5.5 01-FEB-2035 0.000% MBSFNMA 30YR FN818769 6.0 01-FEB-2035 0.000% MBSFNMA 30YR FN819267 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN820341 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN821257 5.5 01-MAY-2035 0.000% MBSFNMA 30YR FN821318 5.5 01-MAY-2035 0.000% MBSFNMA 30YR FN821603 5.5 01-JUN-2035 0.000% MBSFNMA 30YR FN821868 6.0 01-JUN-2035 0.000% MBS

FNMA 30YR FN822425 5.5 01-JUN-2035 0.000% MBSFNMA 30YR FN822854 4.5 01-MAY-2035 0.000% MBSFNMA 30YR FN824162 5.0 01-APR-2035 0.000% MBSFNMA 30YR FN824163 5.5 01-APR-2035 0.000% MBSFNMA 30YR FN824591 5.0 01-MAY-2035 0.000% MBSFNMA 30YR FN824605 6.0 01-DEC-2034 0.000% MBSFNMA 30YR FN825278 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FN826305 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FN826424 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN826514 6.0 01-JUL-2035 0.000% MBSFNMA 30YR FN826716 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN827944 5.5 01-MAY-2035 0.000% MBSFNMA 30YR FN828346 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FN828523 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FN828682 5.5 01-JUL-2035 0.000% MBSFNMA 30YR FN829202 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FN829479 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN829672 5.5 01-AUG-2035 0.000% MBSFNMA 30YR FN830767 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN830785 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN831041 5.0 01-OCT-2035 0.000% MBSFNMA 30YR FN831443 5.0 01-APR-2036 0.000% MBSFNMA 30YR FN831547 6.0 01-MAY-2036 0.000% MBSFNMA 30YR FN831679 6.5 01-AUG-2036 0.000% MBSFNMA 30YR FN831806 6.5 01-OCT-2036 0.000% MBSFNMA 30YR FN831852 6.0 01-NOV-2036 0.000% MBSFNMA 30YR FN832225 4.5 01-JUL-2035 0.000% MBSFNMA 30YR FN832305 5.5 01-AUG-2035 0.000% MBSFNMA 30YR FN832348 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN832414 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FN832690 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN832776 5.5 01-SEP-2035 0.000% MBSFNMA 30YR FN833004 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN833039 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN833502 6.0 01-OCT-2035 0.000% MBSFNMA 30YR FN833707 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN835144 5.0 01-OCT-2035 0.000% MBSFNMA 30YR FN835178 5.5 01-SEP-2035 0.000% MBSFNMA 30YR FN835292 5.5 01-SEP-2035 0.000% MBSFNMA 30YR FN835298 5.5 01-OCT-2035 0.000% MBSFNMA 30YR FN835366 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN835441 5.0 01-AUG-2035 0.000% MBSFNMA 30YR FN835751 4.5 01-AUG-2035 0.000% MBSFNMA 30YR FN835760 4.5 01-SEP-2035 0.000% MBSFNMA 30YR FN837984 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN838047 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN838755 5.5 01-SEP-2035 0.000% MBSFNMA 30YR FN838792 5.5 01-AUG-2035 0.000% MBSFNMA 30YR FN839064 6.0 01-JAN-2036 0.000% MBSFNMA 30YR FN840957 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN842146 5.5 01-OCT-2035 0.000% MBSFNMA 30YR FN843340 5.5 01-OCT-2035 0.000% MBSFNMA 30YR FN843432 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN843952 5.0 01-NOV-2035 0.000% MBSFNMA 30YR FN844130 5.0 01-NOV-2035 0.000% MBS

FNMA 30YR FN844308 5.5 01-NOV-2035 0.000% MBSFNMA 30YR FN844415 5.5 01-OCT-2035 0.000% MBSFNMA 30YR FN844416 6.0 01-OCT-2035 0.000% MBSFNMA 30YR FN844445 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN845085 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN845096 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN845328 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN845382 6.5 01-JAN-2036 0.000% MBSFNMA 30YR FN846573 5.0 01-DEC-2035 0.000% MBSFNMA 30YR FN848066 5.5 01-OCT-2035 0.000% MBSFNMA 30YR FN848220 5.5 01-NOV-2035 0.000% MBSFNMA 30YR FN848349 5.0 01-NOV-2035 0.000% MBSFNMA 30YR FN848720 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN848838 5.5 01-JAN-2036 0.000% MBSFNMA 30YR FN849411 5.0 01-NOV-2035 0.000% MBSFNMA 30YR FN849412 5.5 01-NOV-2035 0.000% MBSFNMA 30YR FN850374 6.0 01-DEC-2035 0.000% MBSFNMA 30YR FN850501 6.0 01-DEC-2035 0.000% MBSFNMA 30YR FN850884 5.0 01-DEC-2035 0.000% MBSFNMA 30YR FN850886 5.5 01-DEC-2035 0.000% MBSFNMA 30YR FN850955 7.0 01-JAN-2036 0.000% MBSFNMA 30YR FN851336 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN851531 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN852514 5.5 01-JAN-2036 0.000% MBSFNMA 30YR FN852529 6.0 01-MAY-2036 0.000% MBSFNMA 30YR FN852628 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN864632 5.0 01-DEC-2035 0.000% MBSFNMA 30YR FN865237 6.5 01-FEB-2036 0.000% MBSFNMA 30YR FN865310 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN865433 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN867550 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN867601 5.5 01-FEB-2036 0.000% MBSFNMA 30YR FN867628 5.5 01-APR-2036 0.000% MBSFNMA 30YR FN868734 5.5 01-APR-2036 0.000% MBSFNMA 30YR FN868936 6.0 01-MAY-2036 0.000% MBSFNMA 30YR FN869841 5.0 01-APR-2036 0.000% MBSFNMA 30YR FN870028 6.5 01-MAY-2036 0.000% MBSFNMA 30YR FN870614 5.0 01-JUN-2036 0.000% MBSFNMA 30YR FN872454 5.0 01-MAY-2036 0.000% MBSFNMA 30YR FN872534 6.0 01-JUN-2036 0.000% MBSFNMA 30YR FN872758 6.0 01-JUN-2036 0.000% MBSFNMA 30YR FN872912 6.5 01-JUN-2036 0.000% MBSFNMA 30YR FN878169 6.5 01-AUG-2036 0.000% MBSFNMA 30YR FN878557 5.5 01-MAR-2036 0.000% MBSFNMA 30YR FN879514 5.0 01-MAR-2036 0.000% MBSFNMA 30YR FN880170 6.0 01-FEB-2036 0.000% MBSFNMA 30YR FN880939 6.0 01-MAY-2036 0.000% MBSFNMA 30YR FN882129 5.5 01-JUL-2036 0.000% MBSFNMA 30YR FN884081 5.0 01-JUN-2036 0.000% MBSFNMA 30YR FN886523 6.5 01-AUG-2036 0.000% MBSFNMA 30YR FN886904 6.5 01-SEP-2036 0.000% MBSFNMA 30YR FN887017 6.5 01-AUG-2036 0.000% MBSFNMA 30YR FN887638 6.0 01-JUL-2036 0.000% MBSFNMA 30YR FN887695 6.0 01-JUN-2036 0.000% MBSFNMA 30YR FN887723 7.0 01-JUL-2036 0.000% MBS

FNMA 30YR FN888030 5.5 01-DEC-2036 0.000% MBSFNMA 30YR FN888090 5.5 01-JAN-2037 0.000% MBSFNMA 30YR FN888120 5.0 01-OCT-2035 0.000% MBSFNMA 30YR FN888146 5.5 01-MAR-2035 0.000% MBSFNMA 30YR FN888209 5.5 01-MAY-2036 0.000% MBSFNMA 30YR FN888268 6.0 01-MAR-2037 0.000% MBSFNMA 30YR FN888279 4.5 01-JAN-2036 0.000% MBSFNMA 30YR FN888284 5.5 01-APR-2037 0.000% MBSFNMA 30YR FN888349 6.0 01-JUL-2035 0.000% MBSFNMA 30YR FN888352 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN888366 7.0 01-APR-2037 0.000% MBSFNMA 30YR FN888406 5.0 01-AUG-2036 0.000% MBSFNMA 30YR FN888413 6.0 01-JUN-2037 0.000% MBSFNMA 30YR FN888416 5.0 01-SEP-2035 0.000% MBSFNMA 30YR FN888469 6.5 01-JUL-2037 0.000% MBSFNMA 30YR FN888538 5.5 01-JAN-2037 0.000% MBSFNMA 30YR FN888567 5.5 01-DEC-2036 0.000% MBSFNMA 30YR FN888593 7.0 01-JUN-2037 0.000% MBSFNMA 30YR FN888602 6.5 01-AUG-2037 0.000% MBSFNMA 30YR FN888649 5.5 01-SEP-2036 0.000% MBSFNMA 30YR FN888657 5.5 01-FEB-2035 0.000% MBSFNMA 30YR FN888702 6.5 01-AUG-2037 0.000% MBSFNMA 30YR FN888743 6.0 01-JAN-2036 0.000% MBSFNMA 30YR FN888795 5.5 01-NOV-2036 0.000% MBSFNMA 30YR FN888816 5.5 01-MAR-2037 0.000% MBSFNMA 30YR FN888893 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN888960 5.5 01-OCT-2037 0.000% MBSFNMA 30YR FN888967 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN889040 5.0 01-JUN-2037 0.000% MBSFNMA 30YR FN889048 5.5 01-NOV-2037 0.000% MBSFNMA 30YR FN889072 6.5 01-DEC-2037 0.000% MBSFNMA 30YR FN889116 6.0 01-FEB-2038 0.000% MBSFNMA 30YR FN889118 5.5 01-APR-2036 0.000% MBSFNMA 30YR FN889168 6.5 01-AUG-2034 0.000% MBSFNMA 30YR FN889200 4.5 01-MAR-2038 0.000% MBSFNMA 30YR FN889201 4.5 01-JUL-2037 0.000% MBSFNMA 30YR FN889219 6.0 01-MAR-2038 0.000% MBSFNMA 30YR FN889224 5.5 01-JAN-2037 0.000% MBSFNMA 30YR FN889234 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN889241 6.5 01-MAR-2038 0.000% MBSFNMA 30YR FN889385 6.0 01-FEB-2038 0.000% MBSFNMA 30YR FN889396 6.0 01-FEB-2037 0.000% MBSFNMA 30YR FN889414 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN889425 6.0 01-MAR-2038 0.000% MBSFNMA 30YR FN889450 6.0 01-MAR-2038 0.000% MBSFNMA 30YR FN889452 5.5 01-MAY-2038 0.000% MBSFNMA 30YR FN889466 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN889495 6.5 01-MAR-2038 0.000% MBSFNMA 30YR FN889529 6.0 01-MAR-2038 0.000% MBSFNMA 30YR FN889551 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN889561 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN889572 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN889579 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN889582 5.0 01-DEC-2036 0.000% MBSFNMA 30YR FN889583 5.0 01-JUL-2036 0.000% MBS

FNMA 30YR FN889588 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN889624 5.5 01-MAY-2038 0.000% MBSFNMA 30YR FN889633 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN889641 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN889667 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN889685 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN889691 6.0 01-JUL-2038 0.000% MBSFNMA 30YR FN889692 5.5 01-MAY-2038 0.000% MBSFNMA 30YR FN889697 6.0 01-JUL-2038 0.000% MBSFNMA 30YR FN889719 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN889757 5.0 01-FEB-2038 0.000% MBSFNMA 30YR FN889852 5.5 01-MAY-2035 0.000% MBSFNMA 30YR FN889962 5.5 01-AUG-2038 0.000% MBSFNMA 30YR FN889963 6.0 01-MAR-2037 0.000% MBSFNMA 30YR FN889982 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN890006 5.5 01-SEP-2036 0.000% MBSFNMA 30YR FN890245 5.5 01-JUN-2040 0.000% MBSFNMA 30YR FN890261 6.0 01-DEC-2038 0.000% MBSFNMA 30YR FN890289 4.5 01-FEB-2041 0.000% MBSFNMA 30YR FN890300 6.0 01-OCT-2039 0.000% MBSFNMA 30YR FN890326 5.5 01-JAN-2040 0.000% MBSFNMA 30YR FN890381 3.5 01-OCT-2041 0.000% MBSFNMA 30YR FN890566 3.0 01-DEC-2043 0.000% MBSFNMA 30YR FN890596 5.5 01-SEP-2041 0.000% MBSFNMA 30YR FN890603 5.0 01-AUG-2041 0.000% MBSFNMA 30YR FN890607 5.0 01-AUG-2043 0.000% MBSFNMA 30YR FN890673 3.0 01-AUG-2047 0.000% MBSFNMA 30YR FN890728 4.5 01-JAN-2045 0.000% MBSFNMA 30YR FN890766 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FN890793 3.5 01-SEP-2047 0.000% MBSFNMA 30YR FN890824 4.0 01-MAR-2047 0.000% MBSFNMA 30YR FN890848 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FN893330 6.5 01-AUG-2036 0.000% MBSFNMA 30YR FN894097 6.0 01-OCT-2036 0.000% MBSFNMA 30YR FN894202 5.5 01-OCT-2036 0.000% MBSFNMA 30YR FN894385 6.5 01-OCT-2036 0.000% MBSFNMA 30YR FN894663 6.0 01-NOV-2036 0.000% MBSFNMA 30YR FN894681 5.5 01-NOV-2036 0.000% MBSFNMA 30YR FN897161 6.0 01-OCT-2036 0.000% MBSFNMA 30YR FN897232 6.0 01-OCT-2036 0.000% MBSFNMA 30YR FN898127 6.5 01-SEP-2036 0.000% MBSFNMA 30YR FN898832 5.5 01-NOV-2036 0.000% MBSFNMA 30YR FN899393 6.0 01-APR-2037 0.000% MBSFNMA 30YR FN899503 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN899685 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN899711 6.5 01-SEP-2037 0.000% MBSFNMA 30YR FN899742 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN901480 6.0 01-NOV-2036 0.000% MBSFNMA 30YR FN901895 6.5 01-SEP-2036 0.000% MBSFNMA 30YR FN902161 6.5 01-NOV-2036 0.000% MBSFNMA 30YR FN902564 6.0 01-NOV-2036 0.000% MBSFNMA 30YR FN902741 6.5 01-NOV-2036 0.000% MBSFNMA 30YR FN902746 6.0 01-NOV-2036 0.000% MBSFNMA 30YR FN902993 6.5 01-DEC-2036 0.000% MBSFNMA 30YR FN903132 6.0 01-OCT-2036 0.000% MBS

FNMA 30YR FN903779 6.0 01-NOV-2036 0.000% MBSFNMA 30YR FN903792 6.0 01-OCT-2036 0.000% MBSFNMA 30YR FN903981 6.0 01-NOV-2036 0.000% MBSFNMA 30YR FN904890 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN905141 5.5 01-FEB-2037 0.000% MBSFNMA 30YR FN905142 5.5 01-FEB-2037 0.000% MBSFNMA 30YR FN905590 6.5 01-DEC-2036 0.000% MBSFNMA 30YR FN905906 6.5 01-DEC-2036 0.000% MBSFNMA 30YR FN906271 5.5 01-JAN-2037 0.000% MBSFNMA 30YR FN906321 6.0 01-JAN-2037 0.000% MBSFNMA 30YR FN906488 5.0 01-FEB-2037 0.000% MBSFNMA 30YR FN907509 5.5 01-DEC-2036 0.000% MBSFNMA 30YR FN908854 6.5 01-DEC-2036 0.000% MBSFNMA 30YR FN908875 5.5 01-JAN-2037 0.000% MBSFNMA 30YR FN909364 5.5 01-FEB-2037 0.000% MBSFNMA 30YR FN909494 5.0 01-FEB-2037 0.000% MBSFNMA 30YR FN909525 5.5 01-FEB-2037 0.000% MBSFNMA 30YR FN909531 6.0 01-FEB-2037 0.000% MBSFNMA 30YR FN909800 6.0 01-FEB-2037 0.000% MBSFNMA 30YR FN909854 5.5 01-MAR-2037 0.000% MBSFNMA 30YR FN911368 5.0 01-FEB-2037 0.000% MBSFNMA 30YR FN912127 6.5 01-FEB-2037 0.000% MBSFNMA 30YR FN912397 6.0 01-FEB-2037 0.000% MBSFNMA 30YR FN912456 6.5 01-MAR-2037 0.000% MBSFNMA 30YR FN912750 7.0 01-APR-2037 0.000% MBSFNMA 30YR FN914803 5.5 01-APR-2037 0.000% MBSFNMA 30YR FN915635 6.0 01-JUN-2037 0.000% MBSFNMA 30YR FN916476 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN916833 5.5 01-APR-2037 0.000% MBSFNMA 30YR FN916909 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN916911 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN916932 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN916976 5.5 01-APR-2037 0.000% MBSFNMA 30YR FN917050 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN917075 7.0 01-MAY-2037 0.000% MBSFNMA 30YR FN917128 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN917129 6.0 01-JUN-2037 0.000% MBSFNMA 30YR FN917324 7.0 01-MAR-2037 0.000% MBSFNMA 30YR FN917947 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN918297 5.0 01-MAY-2037 0.000% MBSFNMA 30YR FN918544 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN918554 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN918715 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN918941 6.0 01-APR-2037 0.000% MBSFNMA 30YR FN919429 6.5 01-MAY-2038 0.000% MBSFNMA 30YR FN920077 5.5 01-DEC-2036 0.000% MBSFNMA 30YR FN922039 5.5 01-FEB-2037 0.000% MBSFNMA 30YR FN923398 7.0 01-JUN-2037 0.000% MBSFNMA 30YR FN924099 7.0 01-MAY-2037 0.000% MBSFNMA 30YR FN925062 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN925716 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN926027 6.5 01-JAN-2039 0.000% MBSFNMA 30YR FN926242 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FN928000 6.0 01-DEC-2036 0.000% MBSFNMA 30YR FN928075 6.0 01-FEB-2037 0.000% MBS

FNMA 30YR FN928296 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN928373 4.5 01-MAR-2036 0.000% MBSFNMA 30YR FN928379 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN928384 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN928475 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN928658 6.5 01-SEP-2037 0.000% MBSFNMA 30YR FN928735 6.5 01-OCT-2037 0.000% MBSFNMA 30YR FN928736 6.5 01-OCT-2037 0.000% MBSFNMA 30YR FN928895 5.5 01-DEC-2037 0.000% MBSFNMA 30YR FN928909 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN928913 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN928953 7.5 01-DEC-2037 0.000% MBSFNMA 30YR FN928999 5.5 01-DEC-2037 0.000% MBSFNMA 30YR FN929018 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN929188 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN929239 5.5 01-FEB-2038 0.000% MBSFNMA 30YR FN929301 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN929318 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN929451 5.5 01-MAY-2038 0.000% MBSFNMA 30YR FN929628 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN929831 5.5 01-AUG-2038 0.000% MBSFNMA 30YR FN929952 5.5 01-AUG-2036 0.000% MBSFNMA 30YR FN930039 5.5 01-OCT-2038 0.000% MBSFNMA 30YR FN930059 6.0 01-OCT-2038 0.000% MBSFNMA 30YR FN930172 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN930389 5.0 01-JAN-2039 0.000% MBSFNMA 30YR FN930563 5.0 01-FEB-2039 0.000% MBSFNMA 30YR FN930853 4.5 01-APR-2039 0.000% MBSFNMA 30YR FN930942 5.0 01-APR-2039 0.000% MBSFNMA 30YR FN931150 5.0 01-MAY-2039 0.000% MBSFNMA 30YR FN931830 5.5 01-AUG-2039 0.000% MBSFNMA 30YR FN931839 4.5 01-AUG-2039 0.000% MBSFNMA 30YR FN932260 5.0 01-DEC-2039 0.000% MBSFNMA 30YR FN932367 4.5 01-JAN-2040 0.000% MBSFNMA 30YR FN932493 4.5 01-FEB-2040 0.000% MBSFNMA 30YR FN932626 5.0 01-MAR-2040 0.000% MBSFNMA 30YR FN932850 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FN933015 6.0 01-OCT-2037 0.000% MBSFNMA 30YR FN933147 5.5 01-OCT-2037 0.000% MBSFNMA 30YR FN933167 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN933418 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN933738 4.5 01-APR-2038 0.000% MBSFNMA 30YR FN933796 5.5 01-MAY-2038 0.000% MBSFNMA 30YR FN933805 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN933806 5.0 01-MAY-2038 0.000% MBSFNMA 30YR FN933857 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN934136 5.5 01-SEP-2038 0.000% MBSFNMA 30YR FN934218 5.5 01-DEC-2038 0.000% MBSFNMA 30YR FN934427 6.0 01-SEP-2038 0.000% MBSFNMA 30YR FN934613 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN934628 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN935052 5.0 01-MAR-2039 0.000% MBSFNMA 30YR FN935086 6.5 01-MAR-2039 0.000% MBSFNMA 30YR FN935275 4.5 01-JUN-2039 0.000% MBSFNMA 30YR FN935581 4.0 01-OCT-2039 0.000% MBS

FNMA 30YR FN935955 5.0 01-AUG-2033 0.000% MBSFNMA 30YR FN936523 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN936548 6.0 01-APR-2037 0.000% MBSFNMA 30YR FN936566 5.5 01-MAY-2037 0.000% MBSFNMA 30YR FN936869 6.5 01-JUL-2037 0.000% MBSFNMA 30YR FN936893 6.5 01-AUG-2037 0.000% MBSFNMA 30YR FN937088 5.0 01-MAY-2037 0.000% MBSFNMA 30YR FN937346 6.5 01-JUN-2037 0.000% MBSFNMA 30YR FN937587 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN937672 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN938197 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN938198 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN938224 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN938471 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN939566 6.5 01-JUL-2037 0.000% MBSFNMA 30YR FN939607 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN939956 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN940764 5.5 01-JUN-2037 0.000% MBSFNMA 30YR FN940847 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN940907 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN940949 6.5 01-SEP-2037 0.000% MBSFNMA 30YR FN940955 6.0 01-OCT-2037 0.000% MBSFNMA 30YR FN941036 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN941075 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN941270 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN941288 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN942051 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN942053 6.5 01-JUL-2037 0.000% MBSFNMA 30YR FN942164 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN942165 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN942765 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN942957 6.5 01-AUG-2037 0.000% MBSFNMA 30YR FN943435 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN943604 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN943637 5.5 01-OCT-2037 0.000% MBSFNMA 30YR FN943809 7.0 01-JUN-2037 0.000% MBSFNMA 30YR FN943999 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN944145 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN944635 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN944636 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN944638 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN944639 6.0 01-JUL-2037 0.000% MBSFNMA 30YR FN944640 6.5 01-JUL-2037 0.000% MBSFNMA 30YR FN945629 5.5 01-JUL-2037 0.000% MBSFNMA 30YR FN945875 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN945938 7.0 01-SEP-2037 0.000% MBSFNMA 30YR FN946318 6.5 01-SEP-2037 0.000% MBSFNMA 30YR FN946833 6.0 01-SEP-2037 0.000% MBSFNMA 30YR FN948146 5.5 01-NOV-2037 0.000% MBSFNMA 30YR FN948590 6.5 01-AUG-2037 0.000% MBSFNMA 30YR FN948631 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN948690 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN949226 6.0 01-SEP-2037 0.000% MBSFNMA 30YR FN950301 6.5 01-AUG-2037 0.000% MBSFNMA 30YR FN950797 6.5 01-OCT-2037 0.000% MBS

FNMA 30YR FN950815 6.5 01-OCT-2037 0.000% MBSFNMA 30YR FN952204 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN952597 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN953579 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN954100 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN954900 6.5 01-NOV-2037 0.000% MBSFNMA 30YR FN954915 7.0 01-DEC-2037 0.000% MBSFNMA 30YR FN955214 6.5 01-DEC-2037 0.000% MBSFNMA 30YR FN955260 5.5 01-JAN-2038 0.000% MBSFNMA 30YR FN955769 6.0 01-OCT-2037 0.000% MBSFNMA 30YR FN956965 6.5 01-DEC-2037 0.000% MBSFNMA 30YR FN959604 6.5 01-NOV-2037 0.000% MBSFNMA 30YR FN959984 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN960131 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN960219 6.0 01-AUG-2037 0.000% MBSFNMA 30YR FN960392 5.5 01-DEC-2037 0.000% MBSFNMA 30YR FN960427 5.5 01-JAN-2038 0.000% MBSFNMA 30YR FN960638 6.0 01-JAN-2038 0.000% MBSFNMA 30YR FN960663 6.0 01-OCT-2037 0.000% MBSFNMA 30YR FN961498 5.0 01-FEB-2038 0.000% MBSFNMA 30YR FN961600 5.0 01-FEB-2038 0.000% MBSFNMA 30YR FN961881 5.0 01-MAR-2038 0.000% MBSFNMA 30YR FN961980 5.0 01-MAR-2038 0.000% MBSFNMA 30YR FN962066 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN962073 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN962129 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN962280 5.0 01-MAR-2038 0.000% MBSFNMA 30YR FN962344 5.5 01-MAR-2038 0.000% MBSFNMA 30YR FN962606 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN962874 5.0 01-MAY-2038 0.000% MBSFNMA 30YR FN963449 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN963538 5.0 01-JUN-2038 0.000% MBSFNMA 30YR FN963698 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN963737 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN963806 4.5 01-JUN-2038 0.000% MBSFNMA 30YR FN963887 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN963926 4.5 01-JUN-2038 0.000% MBSFNMA 30YR FN963958 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN964070 4.5 01-JUN-2038 0.000% MBSFNMA 30YR FN964398 6.0 01-JUL-2038 0.000% MBSFNMA 30YR FN964677 6.0 01-AUG-2038 0.000% MBSFNMA 30YR FN964778 6.0 01-AUG-2038 0.000% MBSFNMA 30YR FN964980 6.5 01-SEP-2038 0.000% MBSFNMA 30YR FN964983 6.0 01-SEP-2038 0.000% MBSFNMA 30YR FN965213 6.5 01-SEP-2038 0.000% MBSFNMA 30YR FN965536 6.0 01-JAN-2038 0.000% MBSFNMA 30YR FN965616 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN965621 6.0 01-JAN-2038 0.000% MBSFNMA 30YR FN965919 6.5 01-DEC-2037 0.000% MBSFNMA 30YR FN966326 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN966327 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN966333 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN966347 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN966492 5.5 01-JAN-2038 0.000% MBSFNMA 30YR FN966546 6.5 01-OCT-2037 0.000% MBS

FNMA 30YR FN967065 5.5 01-DEC-2037 0.000% MBSFNMA 30YR FN967071 6.0 01-DEC-2037 0.000% MBSFNMA 30YR FN967254 5.5 01-DEC-2037 0.000% MBSFNMA 30YR FN967265 6.0 01-NOV-2037 0.000% MBSFNMA 30YR FN967691 6.0 01-JAN-2038 0.000% MBSFNMA 30YR FN968073 5.5 01-JAN-2038 0.000% MBSFNMA 30YR FN968228 5.5 01-FEB-2038 0.000% MBSFNMA 30YR FN968976 5.5 01-JAN-2038 0.000% MBSFNMA 30YR FN969309 6.0 01-JAN-2038 0.000% MBSFNMA 30YR FN969726 6.5 01-JAN-2038 0.000% MBSFNMA 30YR FN969825 5.0 01-JAN-2038 0.000% MBSFNMA 30YR FN969840 5.0 01-MAR-2038 0.000% MBSFNMA 30YR FN969859 5.0 01-MAY-2038 0.000% MBSFNMA 30YR FN970128 5.0 01-MAR-2038 0.000% MBSFNMA 30YR FN970230 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN970298 6.5 01-FEB-2038 0.000% MBSFNMA 30YR FN970338 6.0 01-FEB-2038 0.000% MBSFNMA 30YR FN970809 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN970863 5.5 01-DEC-2038 0.000% MBSFNMA 30YR FN970866 5.5 01-DEC-2038 0.000% MBSFNMA 30YR FN971021 4.5 01-JAN-2039 0.000% MBSFNMA 30YR FN971036 4.5 01-FEB-2039 0.000% MBSFNMA 30YR FN971040 4.5 01-FEB-2039 0.000% MBSFNMA 30YR FN972302 6.5 01-FEB-2038 0.000% MBSFNMA 30YR FN972445 5.0 01-MAR-2038 0.000% MBSFNMA 30YR FN972597 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN973023 5.0 01-MAR-2038 0.000% MBSFNMA 30YR FN973141 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN973260 6.0 01-MAR-2038 0.000% MBSFNMA 30YR FN973437 6.0 01-FEB-2038 0.000% MBSFNMA 30YR FN973914 5.5 01-APR-2038 0.000% MBSFNMA 30YR FN974152 6.0 01-FEB-2038 0.000% MBSFNMA 30YR FN974321 6.0 01-JAN-2033 0.000% MBSFNMA 30YR FN974383 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN974385 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN974533 5.5 01-APR-2038 0.000% MBSFNMA 30YR FN974728 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN974965 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN975103 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN975375 5.0 01-JUN-2038 0.000% MBSFNMA 30YR FN975689 6.0 01-AUG-2038 0.000% MBSFNMA 30YR FN975775 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN976867 5.5 01-JAN-2035 0.000% MBSFNMA 30YR FN976963 5.5 01-FEB-2038 0.000% MBSFNMA 30YR FN977014 5.5 01-MAY-2038 0.000% MBSFNMA 30YR FN977077 5.5 01-DEC-2037 0.000% MBSFNMA 30YR FN981038 5.5 01-APR-2038 0.000% MBSFNMA 30YR FN981321 6.5 01-JUN-2038 0.000% MBSFNMA 30YR FN981531 4.5 01-MAY-2038 0.000% MBSFNMA 30YR FN981898 6.0 01-JUL-2038 0.000% MBSFNMA 30YR FN982016 4.5 01-APR-2038 0.000% MBSFNMA 30YR FN982033 5.0 01-APR-2038 0.000% MBSFNMA 30YR FN982039 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN983200 6.5 01-MAY-2038 0.000% MBSFNMA 30YR FN983284 5.5 01-MAY-2038 0.000% MBS

FNMA 30YR FN983314 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN983335 6.0 01-JUL-2038 0.000% MBSFNMA 30YR FN983447 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN983521 5.0 01-MAY-2038 0.000% MBSFNMA 30YR FN983662 5.0 01-JUL-2038 0.000% MBSFNMA 30YR FN983821 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN985105 5.0 01-JUL-2038 0.000% MBSFNMA 30YR FN985184 5.5 01-AUG-2038 0.000% MBSFNMA 30YR FN985516 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN985526 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN985559 5.5 01-JUN-2038 0.000% MBSFNMA 30YR FN985615 5.5 01-APR-2034 0.000% MBSFNMA 30YR FN985616 5.5 01-APR-2034 0.000% MBSFNMA 30YR FN985621 6.0 01-MAY-2034 0.000% MBSFNMA 30YR FN985766 6.0 01-SEP-2038 0.000% MBSFNMA 30YR FN985869 6.0 01-AUG-2038 0.000% MBSFNMA 30YR FN986118 5.5 01-OCT-2038 0.000% MBSFNMA 30YR FN986760 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN986767 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN986804 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN986949 5.5 01-JUL-2038 0.000% MBSFNMA 30YR FN987000 5.0 01-JUL-2038 0.000% MBSFNMA 30YR FN988027 5.5 01-AUG-2038 0.000% MBSFNMA 30YR FN988059 6.0 01-AUG-2038 0.000% MBSFNMA 30YR FN988579 6.0 01-AUG-2038 0.000% MBSFNMA 30YR FN988714 6.0 01-OCT-2038 0.000% MBSFNMA 30YR FN990080 6.0 01-AUG-2038 0.000% MBSFNMA 30YR FN990595 6.5 01-SEP-2038 0.000% MBSFNMA 30YR FN990740 6.0 01-SEP-2038 0.000% MBSFNMA 30YR FN991410 5.0 01-NOV-2038 0.000% MBSFNMA 30YR FN991518 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN991698 6.0 01-OCT-2038 0.000% MBSFNMA 30YR FN991727 7.0 01-DEC-2038 0.000% MBSFNMA 30YR FN991864 6.0 01-OCT-2038 0.000% MBSFNMA 30YR FN992036 6.0 01-OCT-2038 0.000% MBSFNMA 30YR FN992293 5.0 01-JAN-2039 0.000% MBSFNMA 30YR FN993057 5.0 01-DEC-2038 0.000% MBSFNMA 30YR FN993112 4.5 01-JAN-2039 0.000% MBSFNMA 30YR FN993203 4.5 01-JUN-2039 0.000% MBSFNMA 30YR FN993349 4.0 01-MAY-2039 0.000% MBSFNMA 30YR FN993739 6.0 01-SEP-2038 0.000% MBSFNMA 30YR FN994122 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN994348 5.5 01-JAN-2039 0.000% MBSFNMA 30YR FN994637 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN995024 5.5 01-AUG-2037 0.000% MBSFNMA 30YR FN995047 5.0 01-FEB-2038 0.000% MBSFNMA 30YR FN995049 5.5 01-FEB-2038 0.000% MBSFNMA 30YR FN995050 6.0 01-SEP-2037 0.000% MBSFNMA 30YR FN995065 5.5 01-SEP-2036 0.000% MBSFNMA 30YR FN995083 5.0 01-FEB-2038 0.000% MBSFNMA 30YR FN995112 5.5 01-JUL-2036 0.000% MBSFNMA 30YR FN995192 5.0 01-FEB-2038 0.000% MBSFNMA 30YR FN995200 6.5 01-MAR-2037 0.000% MBSFNMA 30YR FN995213 6.0 01-JUL-2036 0.000% MBSFNMA 30YR FN995214 5.5 01-NOV-2038 0.000% MBS

FNMA 30YR FN995232 6.5 01-DEC-2038 0.000% MBSFNMA 30YR FN995244 4.5 01-NOV-2038 0.000% MBSFNMA 30YR FN995257 5.5 01-JAN-2039 0.000% MBSFNMA 30YR FN995367 6.0 01-NOV-2038 0.000% MBSFNMA 30YR FN995373 4.5 01-FEB-2039 0.000% MBSFNMA 30YR FN995483 6.5 01-JAN-2039 0.000% MBSFNMA 30YR FN995507 6.5 01-MAR-2039 0.000% MBSFNMA 30YR FN995586 4.0 01-MAR-2039 0.000% MBSFNMA 30YR FN995672 4.5 01-APR-2039 0.000% MBSFNMA 30YR FN995674 6.0 01-MAY-2038 0.000% MBSFNMA 30YR FN995685 5.0 01-APR-2039 0.000% MBSFNMA 30YR FN995759 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FN995904 5.0 01-JUL-2037 0.000% MBSFNMA 30YR FN995937 5.5 01-JUN-2039 0.000% MBSFNMA 30YR FN995947 5.0 01-JUL-2039 0.000% MBSFNMA 30YR FN995950 5.0 01-MAR-2039 0.000% MBSFNMA 30YR FNAA0005 5.5 01-NOV-2038 0.000% MBSFNMA 30YR FNAA0264 5.0 01-FEB-2039 0.000% MBSFNMA 30YR FNAA0914 5.0 01-JUL-2035 0.000% MBSFNMA 30YR FNAA1072 5.5 01-DEC-2038 0.000% MBSFNMA 30YR FNAA1265 4.5 01-AUG-2033 0.000% MBSFNMA 30YR FNAA1747 4.5 01-JAN-2039 0.000% MBSFNMA 30YR FNAA1844 4.5 01-FEB-2039 0.000% MBSFNMA 30YR FNAA1879 5.0 01-MAR-2039 0.000% MBSFNMA 30YR FNAA2057 5.0 01-MAR-2039 0.000% MBSFNMA 30YR FNAA2139 5.0 01-JAN-2039 0.000% MBSFNMA 30YR FNAA2534 5.0 01-MAR-2039 0.000% MBSFNMA 30YR FNAA3408 4.5 01-MAR-2039 0.000% MBSFNMA 30YR FNAA3414 4.5 01-MAR-2039 0.000% MBSFNMA 30YR FNAA3460 4.5 01-FEB-2039 0.000% MBSFNMA 30YR FNAA4318 4.0 01-APR-2039 0.000% MBSFNMA 30YR FNAA4369 4.5 01-MAY-2039 0.000% MBSFNMA 30YR FNAA4415 5.0 01-MAR-2039 0.000% MBSFNMA 30YR FNAA4418 4.5 01-MAR-2039 0.000% MBSFNMA 30YR FNAA4432 4.0 01-MAR-2039 0.000% MBSFNMA 30YR FNAA4444 4.5 01-MAR-2039 0.000% MBSFNMA 30YR FNAA4462 4.0 01-APR-2039 0.000% MBSFNMA 30YR FNAA4463 4.5 01-APR-2039 0.000% MBSFNMA 30YR FNAA4484 5.0 01-APR-2039 0.000% MBSFNMA 30YR FNAA4489 5.0 01-APR-2039 0.000% MBSFNMA 30YR FNAA4584 4.5 01-APR-2039 0.000% MBSFNMA 30YR FNAA4661 4.0 01-MAY-2039 0.000% MBSFNMA 30YR FNAA5011 4.0 01-APR-2039 0.000% MBSFNMA 30YR FNAA5016 5.0 01-APR-2039 0.000% MBSFNMA 30YR FNAA5554 4.0 01-MAY-2039 0.000% MBSFNMA 30YR FNAA5807 4.5 01-MAY-2039 0.000% MBSFNMA 30YR FNAA6450 4.5 01-SEP-2040 0.000% MBSFNMA 30YR FNAA6753 5.0 01-JUN-2039 0.000% MBSFNMA 30YR FNAA6793 4.5 01-SEP-2039 0.000% MBSFNMA 30YR FNAA6811 5.0 01-OCT-2039 0.000% MBSFNMA 30YR FNAA6951 4.5 01-MAY-2039 0.000% MBSFNMA 30YR FNAA7002 4.5 01-JUN-2039 0.000% MBSFNMA 30YR FNAA7238 4.5 01-JUN-2039 0.000% MBSFNMA 30YR FNAA7595 4.5 01-JUL-2039 0.000% MBSFNMA 30YR FNAA7681 4.5 01-JUN-2039 0.000% MBS

FNMA 30YR FNAA7686 4.5 01-JUN-2039 0.000% MBSFNMA 30YR FNAA7963 4.5 01-APR-2038 0.000% MBSFNMA 30YR FNAA8172 5.0 01-JUN-2039 0.000% MBSFNMA 30YR FNAA8725 5.0 01-JUN-2039 0.000% MBSFNMA 30YR FNAA8972 4.5 01-JUL-2039 0.000% MBSFNMA 30YR FNAA9139 4.5 01-AUG-2039 0.000% MBSFNMA 30YR FNAA9346 4.5 01-AUG-2039 0.000% MBSFNMA 30YR FNAA9357 4.5 01-AUG-2039 0.000% MBSFNMA 30YR FNAA9591 5.5 01-APR-2039 0.000% MBSFNMA 30YR FNAA9720 5.0 01-JUL-2039 0.000% MBSFNMA 30YR FNAA9846 4.0 01-AUG-2039 0.000% MBSFNMA 30YR FNAB0057 5.0 01-APR-2039 0.000% MBSFNMA 30YR FNAB0061 5.0 01-FEB-2035 0.000% MBSFNMA 30YR FNAB0074 5.0 01-FEB-2035 0.000% MBSFNMA 30YR FNAB0204 5.5 01-DEC-2038 0.000% MBSFNMA 30YR FNAB0535 5.5 01-JAN-2039 0.000% MBSFNMA 30YR FNAB0686 4.0 01-JAN-2036 0.000% MBSFNMA 30YR FNAB1048 4.5 01-MAY-2040 0.000% MBSFNMA 30YR FNAB1057 5.0 01-MAY-2040 0.001% MBSFNMA 30YR FNAB1251 5.0 01-JUL-2040 0.000% MBSFNMA 30YR FNAB1335 4.5 01-AUG-2040 0.000% MBSFNMA 30YR FNAB1461 4.0 01-SEP-2040 0.000% MBSFNMA 30YR FNAB1470 4.5 01-SEP-2040 0.000% MBSFNMA 30YR FNAB1479 5.0 01-SEP-2040 0.000% MBSFNMA 30YR FNAB2079 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAB2084 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAB2477 4.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAB2525 3.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAB2813 4.5 01-APR-2041 0.001% MBSFNMA 30YR FNAB3026 4.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAB3032 4.5 01-MAY-2041 0.001% MBSFNMA 30YR FNAB3197 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAB3278 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAB3314 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAB3395 4.5 01-AUG-2041 0.000% MBSFNMA 30YR FNAB3423 4.5 01-AUG-2041 0.000% MBSFNMA 30YR FNAB3517 4.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAB3643 4.5 01-OCT-2041 0.000% MBSFNMA 30YR FNAB3687 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAB3747 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAB3869 3.5 01-NOV-2041 0.000% MBSFNMA 30YR FNAB3872 4.0 01-NOV-2041 0.000% MBSFNMA 30YR FNAB3875 4.0 01-NOV-2041 0.000% MBSFNMA 30YR FNAB3946 4.0 01-NOV-2041 0.000% MBSFNMA 30YR FNAB4058 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNAB4299 3.5 01-JAN-2042 0.000% MBSFNMA 30YR FNAB4521 3.5 01-FEB-2042 0.000% MBSFNMA 30YR FNAB4530 4.0 01-FEB-2042 0.000% MBSFNMA 30YR FNAB4807 3.5 01-APR-2042 0.000% MBSFNMA 30YR FNAB5183 3.5 01-MAY-2042 0.000% MBSFNMA 30YR FNAB5390 4.0 01-JUN-2042 0.000% MBSFNMA 30YR FNAB5789 3.5 01-AUG-2042 0.000% MBSFNMA 30YR FNAB5924 3.0 01-AUG-2042 0.000% MBSFNMA 30YR FNAB6017 3.5 01-AUG-2042 0.000% MBSFNMA 30YR FNAB6308 3.0 01-SEP-2042 0.000% MBS

FNMA 30YR FNAB6387 3.0 01-OCT-2042 0.000% MBSFNMA 30YR FNAB6389 3.0 01-OCT-2042 0.000% MBSFNMA 30YR FNAB6521 3.5 01-OCT-2042 0.000% MBSFNMA 30YR FNAB6632 3.5 01-OCT-2042 0.000% MBSFNMA 30YR FNAB6671 3.0 01-OCT-2042 0.000% MBSFNMA 30YR FNAB6768 3.0 01-OCT-2042 0.000% MBSFNMA 30YR FNAB6802 3.5 01-NOV-2042 0.000% MBSFNMA 30YR FNAB7074 3.0 01-NOV-2042 0.000% MBSFNMA 30YR FNAB7122 3.0 01-DEC-2042 0.000% MBSFNMA 30YR FNAB7276 3.0 01-DEC-2042 0.000% MBSFNMA 30YR FNAB7360 3.0 01-DEC-2042 0.002% MBSFNMA 30YR FNAB7567 3.0 01-JAN-2043 0.000% MBSFNMA 30YR FNAB7575 3.0 01-JAN-2043 0.000% MBSFNMA 30YR FNAB7580 3.0 01-JAN-2043 0.001% MBSFNMA 30YR FNAB7615 3.5 01-JAN-2043 0.000% MBSFNMA 30YR FNAB7741 3.0 01-JAN-2043 0.001% MBSFNMA 30YR FNAB7846 3.0 01-FEB-2043 0.000% MBSFNMA 30YR FNAB8464 2.5 01-FEB-2043 0.000% MBSFNMA 30YR FNAB8568 3.0 01-FEB-2043 0.000% MBSFNMA 30YR FNAB8613 3.0 01-MAR-2043 0.000% MBSFNMA 30YR FNAB8896 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAB9016 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAB9017 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAB9136 2.5 01-APR-2043 0.000% MBSFNMA 30YR FNAB9142 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAB9184 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAB9210 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAB9236 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9241 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9244 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9337 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9347 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9350 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9363 3.5 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9461 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9505 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9512 3.5 01-MAY-2043 0.000% MBSFNMA 30YR FNAB9663 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAB9737 2.5 01-JUN-2043 0.000% MBSFNMA 30YR FNAB9763 3.5 01-JUN-2043 0.000% MBSFNMA 30YR FNAB9789 3.5 01-JUL-2043 0.000% MBSFNMA 30YR FNAC0354 5.0 01-SEP-2039 0.000% MBSFNMA 30YR FNAC0380 4.5 01-JUL-2039 0.000% MBSFNMA 30YR FNAC0415 5.0 01-SEP-2039 0.000% MBSFNMA 30YR FNAC0503 5.0 01-OCT-2039 0.000% MBSFNMA 30YR FNAC0607 5.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAC0859 5.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAC1092 4.5 01-JUL-2039 0.000% MBSFNMA 30YR FNAC1267 4.0 01-AUG-2039 0.000% MBSFNMA 30YR FNAC1425 4.5 01-AUG-2039 0.000% MBSFNMA 30YR FNAC1490 4.0 01-AUG-2039 0.000% MBSFNMA 30YR FNAC1547 5.0 01-SEP-2039 0.000% MBSFNMA 30YR FNAC1548 4.5 01-SEP-2039 0.000% MBSFNMA 30YR FNAC1554 4.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAC1579 4.5 01-AUG-2039 0.000% MBS

FNMA 30YR FNAC1607 4.5 01-AUG-2039 0.000% MBSFNMA 30YR FNAC1616 5.0 01-AUG-2039 0.000% MBSFNMA 30YR FNAC1877 4.5 01-SEP-2039 0.000% MBSFNMA 30YR FNAC1921 4.0 01-SEP-2039 0.000% MBSFNMA 30YR FNAC2387 5.0 01-JAN-2035 0.000% MBSFNMA 30YR FNAC2470 5.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAC2519 4.0 01-AUG-2039 0.000% MBSFNMA 30YR FNAC2650 5.0 01-OCT-2039 0.000% MBSFNMA 30YR FNAC2698 4.5 01-NOV-2039 0.000% MBSFNMA 30YR FNAC2707 4.0 01-NOV-2039 0.000% MBSFNMA 30YR FNAC2982 4.5 01-SEP-2039 0.000% MBSFNMA 30YR FNAC3032 5.0 01-OCT-2039 0.000% MBSFNMA 30YR FNAC3273 5.5 01-SEP-2039 0.000% MBSFNMA 30YR FNAC3328 4.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAC3643 4.5 01-OCT-2039 0.001% MBSFNMA 30YR FNAC3994 5.0 01-SEP-2039 0.000% MBSFNMA 30YR FNAC4358 5.0 01-SEP-2039 0.000% MBSFNMA 30YR FNAC4815 4.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAC4946 4.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAC5003 4.5 01-JAN-2040 0.000% MBSFNMA 30YR FNAC5355 4.0 01-NOV-2039 0.000% MBSFNMA 30YR FNAC5400 4.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAC6652 4.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAC6744 5.0 01-JAN-2040 0.000% MBSFNMA 30YR FNAC6871 4.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAC7017 5.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAC7201 4.5 01-NOV-2039 0.000% MBSFNMA 30YR FNAC7483 5.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAC7634 5.0 01-NOV-2039 0.000% MBSFNMA 30YR FNAC8308 5.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAC8510 4.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAC8512 4.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAC8518 5.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAC8566 4.5 01-JAN-2040 0.000% MBSFNMA 30YR FNAC8573 5.0 01-JAN-2040 0.000% MBSFNMA 30YR FNAC8762 5.0 01-JAN-2040 0.000% MBSFNMA 30YR FNAC8810 4.0 01-FEB-2040 0.000% MBSFNMA 30YR FNAC8908 4.5 01-JAN-2040 0.000% MBSFNMA 30YR FNAC9312 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAC9382 4.5 01-FEB-2040 0.000% MBSFNMA 30YR FNAC9527 4.5 01-JAN-2040 0.000% MBSFNMA 30YR FNAC9547 4.5 01-FEB-2040 0.000% MBSFNMA 30YR FNAC9564 4.5 01-FEB-2040 0.000% MBSFNMA 30YR FNAC9569 5.0 01-FEB-2040 0.000% MBSFNMA 30YR FNAD0088 4.5 01-DEC-2035 0.000% MBSFNMA 30YR FNAD0099 5.5 01-DEC-2038 0.000% MBSFNMA 30YR FNAD0132 6.0 01-SEP-2039 0.000% MBSFNMA 30YR FNAD0250 5.5 01-APR-2035 0.000% MBSFNMA 30YR FNAD0306 5.5 01-MAR-2039 0.000% MBSFNMA 30YR FNAD0362 5.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAD0440 6.0 01-OCT-2039 0.000% MBSFNMA 30YR FNAD0527 5.5 01-JUN-2039 0.000% MBSFNMA 30YR FNAD0571 5.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAD0577 5.0 01-JAN-2040 0.000% MBSFNMA 30YR FNAD0579 5.5 01-DEC-2039 0.000% MBS

FNMA 30YR FNAD0585 4.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAD0587 4.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAD0589 5.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAD0830 6.0 01-JUN-2039 0.000% MBSFNMA 30YR FNAD0963 5.5 01-SEP-2038 0.000% MBSFNMA 30YR FNAD1144 5.0 01-MAR-2040 0.000% MBSFNMA 30YR FNAD1593 4.5 01-FEB-2040 0.000% MBSFNMA 30YR FNAD1656 4.5 01-MAR-2040 0.000% MBSFNMA 30YR FNAD1880 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAD1952 4.0 01-FEB-2040 0.000% MBSFNMA 30YR FNAD2275 5.0 01-MAR-2040 0.000% MBSFNMA 30YR FNAD2317 5.0 01-MAR-2040 0.000% MBSFNMA 30YR FNAD2335 4.5 01-MAR-2040 0.000% MBSFNMA 30YR FNAD2371 5.5 01-MAR-2040 0.000% MBSFNMA 30YR FNAD2487 5.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAD3661 4.5 01-MAY-2040 0.000% MBSFNMA 30YR FNAD3662 5.0 01-APR-2040 0.000% MBSFNMA 30YR FNAD3710 5.0 01-MAR-2040 0.000% MBSFNMA 30YR FNAD3796 5.0 01-APR-2040 0.000% MBSFNMA 30YR FNAD3807 4.5 01-APR-2040 0.000% MBSFNMA 30YR FNAD3808 4.5 01-APR-2040 0.000% MBSFNMA 30YR FNAD4084 4.5 01-MAY-2040 0.000% MBSFNMA 30YR FNAD4113 4.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAD4169 5.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAD4173 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD4481 4.5 01-APR-2040 0.000% MBSFNMA 30YR FNAD4513 4.5 01-MAY-2040 0.000% MBSFNMA 30YR FNAD4983 4.5 01-JUL-2040 0.000% MBSFNMA 30YR FNAD5220 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD5277 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAD5280 5.0 01-SEP-2040 0.000% MBSFNMA 30YR FNAD5477 5.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAD5931 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD5995 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD6186 4.5 01-JUN-2040 0.000% MBSFNMA 30YR FNAD6374 5.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAD6437 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD6438 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD6946 5.5 01-JUN-2040 0.000% MBSFNMA 30YR FNAD7111 5.0 01-JUL-2040 0.000% MBSFNMA 30YR FNAD7126 4.5 01-JUL-2040 0.000% MBSFNMA 30YR FNAD7136 5.0 01-JUL-2040 0.000% MBSFNMA 30YR FNAD7548 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD7613 4.5 01-JUL-2040 0.000% MBSFNMA 30YR FNAD7670 4.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAD7713 5.5 01-JAN-2039 0.000% MBSFNMA 30YR FNAD7784 5.0 01-JUL-2040 0.000% MBSFNMA 30YR FNAD7831 5.5 01-JUN-2040 0.000% MBSFNMA 30YR FNAD7859 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD7860 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD7947 4.0 01-MAY-2040 0.000% MBSFNMA 30YR FNAD7956 4.5 01-JUL-2040 0.000% MBSFNMA 30YR FNAD8057 5.0 01-JUN-2040 0.000% MBSFNMA 30YR FNAD8174 5.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAD8315 4.5 01-JUL-2040 0.000% MBS

FNMA 30YR FNAD8316 5.0 01-JUL-2040 0.000% MBSFNMA 30YR FNAD8522 4.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAD8536 5.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAD9114 5.0 01-JUL-2040 0.000% MBSFNMA 30YR FNAD9123 4.5 01-AUG-2040 0.000% MBSFNMA 30YR FNAD9173 4.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAD9194 5.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAD9462 5.0 01-SEP-2040 0.000% MBSFNMA 30YR FNAD9691 4.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAE0028 6.0 01-OCT-2039 0.000% MBSFNMA 30YR FNAE0113 4.0 01-JUL-2040 0.000% MBSFNMA 30YR FNAE0207 4.5 01-NOV-2033 0.000% MBSFNMA 30YR FNAE0215 4.0 01-DEC-2039 0.000% MBSFNMA 30YR FNAE0216 4.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAE0218 4.5 01-AUG-2040 0.000% MBSFNMA 30YR FNAE0233 5.5 01-JUL-2039 0.000% MBSFNMA 30YR FNAE0313 4.5 01-SEP-2040 0.000% MBSFNMA 30YR FNAE0392 5.5 01-DEC-2039 0.000% MBSFNMA 30YR FNAE0393 5.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAE0395 4.5 01-OCT-2040 0.000% MBSFNMA 30YR FNAE0443 6.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAE0530 5.0 01-SEP-2040 0.000% MBSFNMA 30YR FNAE0691 4.5 01-OCT-2040 0.000% MBSFNMA 30YR FNAE0822 4.5 01-FEB-2041 0.000% MBSFNMA 30YR FNAE0828 3.5 01-FEB-2041 0.000% MBSFNMA 30YR FNAE0954 4.5 01-FEB-2041 0.000% MBSFNMA 30YR FNAE0972 5.0 01-FEB-2041 0.000% MBSFNMA 30YR FNAE1755 4.5 01-SEP-2040 0.000% MBSFNMA 30YR FNAE1840 5.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAE2265 4.5 01-MAR-2040 0.000% MBSFNMA 30YR FNAE2574 5.0 01-SEP-2040 0.000% MBSFNMA 30YR FNAE3095 4.5 01-SEP-2040 0.000% MBSFNMA 30YR FNAE3251 5.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAE3635 4.5 01-SEP-2040 0.000% MBSFNMA 30YR FNAE3701 5.0 01-NOV-2035 0.000% MBSFNMA 30YR FNAE3707 4.5 01-DEC-2040 0.000% MBSFNMA 30YR FNAE4372 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE4440 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE4530 4.5 01-MAY-2041 0.000% MBSFNMA 30YR FNAE4624 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE4853 3.5 01-OCT-2040 0.000% MBSFNMA 30YR FNAE5439 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE5463 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE5471 4.5 01-OCT-2040 0.000% MBSFNMA 30YR FNAE5759 5.0 01-APR-2034 0.000% MBSFNMA 30YR FNAE6121 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE6265 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE6380 4.5 01-DEC-2040 0.000% MBSFNMA 30YR FNAE6438 5.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE6984 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE7685 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE7714 3.5 01-NOV-2040 0.000% MBSFNMA 30YR FNAE7738 5.0 01-NOV-2040 0.000% MBSFNMA 30YR FNAE7911 4.0 01-NOV-2040 0.000% MBSFNMA 30YR FNAE8289 4.0 01-DEC-2040 0.000% MBS

FNMA 30YR FNAE8392 3.5 01-NOV-2040 0.000% MBSFNMA 30YR FNAE8754 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAE9179 4.0 01-NOV-2040 0.000% MBSFNMA 30YR FNAE9704 3.5 01-DEC-2040 0.000% MBSFNMA 30YR FNAE9747 4.5 01-DEC-2040 0.000% MBSFNMA 30YR FNAE9757 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAE9758 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAH0006 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAH0009 5.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAH0921 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAH0936 3.5 01-DEC-2040 0.000% MBSFNMA 30YR FNAH0942 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAH0946 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNAH0985 4.5 01-DEC-2040 0.000% MBSFNMA 30YR FNAH1130 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH1264 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH1406 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH1557 3.5 01-JAN-2041 0.000% MBSFNMA 30YR FNAH1560 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH1562 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH2685 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH3349 5.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH3401 4.5 01-JAN-2041 0.000% MBSFNMA 30YR FNAH3804 4.0 01-FEB-2041 0.000% MBSFNMA 30YR FNAH3813 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH4107 4.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAH4314 4.5 01-FEB-2041 0.000% MBSFNMA 30YR FNAH4404 4.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH4747 4.5 01-JAN-2041 0.000% MBSFNMA 30YR FNAH5639 4.0 01-FEB-2041 0.000% MBSFNMA 30YR FNAH5647 3.5 01-FEB-2041 0.000% MBSFNMA 30YR FNAH5849 4.5 01-FEB-2041 0.000% MBSFNMA 30YR FNAH5859 4.0 01-FEB-2041 0.000% MBSFNMA 30YR FNAH5866 5.0 01-JAN-2041 0.000% MBSFNMA 30YR FNAH6188 4.0 01-FEB-2041 0.000% MBSFNMA 30YR FNAH6778 3.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAH6783 4.0 01-MAR-2041 0.000% MBSFNMA 30YR FNAH6790 4.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAH6797 5.0 01-MAR-2041 0.000% MBSFNMA 30YR FNAH7009 4.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAH7235 4.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAH7268 4.0 01-MAR-2041 0.000% MBSFNMA 30YR FNAH7523 4.5 01-MAR-2041 0.000% MBSFNMA 30YR FNAH7642 4.5 01-OCT-2041 0.000% MBSFNMA 30YR FNAH7861 4.5 01-MAY-2041 0.000% MBSFNMA 30YR FNAH7900 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAH8039 4.0 01-APR-2041 0.000% MBSFNMA 30YR FNAH8424 4.5 01-APR-2041 0.000% MBSFNMA 30YR FNAH8455 4.5 01-APR-2041 0.000% MBSFNMA 30YR FNAH8457 5.0 01-APR-2041 0.000% MBSFNMA 30YR FNAH8935 4.5 01-APR-2041 0.000% MBSFNMA 30YR FNAH9055 4.5 01-APR-2041 0.000% MBSFNMA 30YR FNAH9331 4.0 01-MAR-2041 0.000% MBSFNMA 30YR FNAH9488 4.5 01-APR-2041 0.000% MBSFNMA 30YR FNAH9878 4.5 01-APR-2041 0.000% MBS

FNMA 30YR FNAH9938 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAI0041 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAI0620 4.5 01-MAY-2041 0.000% MBSFNMA 30YR FNAI0788 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAI1101 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAI1186 4.0 01-APR-2041 0.000% MBSFNMA 30YR FNAI1859 4.5 01-MAY-2041 0.000% MBSFNMA 30YR FNAI1863 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAI1933 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAI1957 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAI2296 4.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAI2347 4.5 01-MAY-2041 0.000% MBSFNMA 30YR FNAI2431 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAI2461 4.5 01-MAY-2041 0.000% MBSFNMA 30YR FNAI4283 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAI4287 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAI4300 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAI4815 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAI4818 5.0 01-JUN-2041 0.000% MBSFNMA 30YR FNAI5144 5.0 01-JUL-2041 0.000% MBSFNMA 30YR FNAI5228 4.0 01-SEP-2041 0.000% MBSFNMA 30YR FNAI5591 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAI5602 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAI5887 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAI6061 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAI6074 5.0 01-JUN-2041 0.000% MBSFNMA 30YR FNAI7437 4.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAI7905 4.5 01-AUG-2041 0.000% MBSFNMA 30YR FNAI8194 4.5 01-AUG-2041 0.000% MBSFNMA 30YR FNAI8487 5.0 01-JUL-2041 0.000% MBSFNMA 30YR FNAI8839 4.5 01-AUG-2041 0.000% MBSFNMA 30YR FNAI8841 4.0 01-AUG-2041 0.000% MBSFNMA 30YR FNAI9507 4.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAI9584 4.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAJ0764 4.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAJ1407 4.0 01-SEP-2041 0.000% MBSFNMA 30YR FNAJ1413 4.5 01-SEP-2041 0.001% MBSFNMA 30YR FNAJ1416 4.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAJ1541 4.0 01-SEP-2041 0.000% MBSFNMA 30YR FNAJ1618 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ1696 4.0 01-SEP-2041 0.000% MBSFNMA 30YR FNAJ1988 4.5 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ3802 4.0 01-NOV-2041 0.000% MBSFNMA 30YR FNAJ4049 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ4052 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ4053 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ4060 4.5 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ4142 4.5 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ4245 4.0 01-NOV-2041 0.000% MBSFNMA 30YR FNAJ4250 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAJ4713 4.5 01-NOV-2041 0.000% MBSFNMA 30YR FNAJ5303 4.0 01-NOV-2041 0.000% MBSFNMA 30YR FNAJ5442 4.5 01-NOV-2041 0.000% MBSFNMA 30YR FNAJ5701 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ5928 4.0 01-NOV-2041 0.000% MBS

FNMA 30YR FNAJ6346 3.5 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ7547 4.0 01-JAN-2042 0.000% MBSFNMA 30YR FNAJ7670 4.5 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ7680 3.5 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ7689 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ7691 4.5 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ8067 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ8122 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ8479 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNAJ8796 4.0 01-JAN-2042 0.000% MBSFNMA 30YR FNAJ9303 4.0 01-JAN-2042 0.000% MBSFNMA 30YR FNAJ9772 3.5 01-FEB-2042 0.000% MBSFNMA 30YR FNAK0002 4.0 01-JAN-2042 0.000% MBSFNMA 30YR FNAK0592 3.5 01-JAN-2042 0.000% MBSFNMA 30YR FNAK0594 4.0 01-JAN-2042 0.000% MBSFNMA 30YR FNAK1083 4.0 01-JAN-2042 0.000% MBSFNMA 30YR FNAK1262 4.0 01-MAY-2042 0.000% MBSFNMA 30YR FNAK2209 3.5 01-DEC-2041 0.000% MBSFNMA 30YR FNAK2411 4.0 01-FEB-2042 0.000% MBSFNMA 30YR FNAK4024 3.5 01-FEB-2042 0.000% MBSFNMA 30YR FNAK4523 4.0 01-MAR-2042 0.000% MBSFNMA 30YR FNAK4778 3.5 01-MAR-2042 0.001% MBSFNMA 30YR FNAK5697 3.5 01-MAR-2042 0.000% MBSFNMA 30YR FNAK5852 3.5 01-APR-2042 0.000% MBSFNMA 30YR FNAK6732 3.5 01-MAR-2042 0.000% MBSFNMA 30YR FNAK6741 4.0 01-MAR-2042 0.001% MBSFNMA 30YR FNAK7347 3.5 01-MAR-2042 0.000% MBSFNMA 30YR FNAK8312 3.0 01-DEC-2042 0.000% MBSFNMA 30YR FNAK8337 3.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAK9437 3.5 01-MAR-2042 0.000% MBSFNMA 30YR FNAK9785 3.5 01-MAY-2042 0.000% MBSFNMA 30YR FNAK9997 3.5 01-APR-2042 0.000% MBSFNMA 30YR FNAL0012 6.0 01-OCT-2039 0.000% MBSFNMA 30YR FNAL0065 4.5 01-APR-2041 0.000% MBSFNMA 30YR FNAL0081 5.0 01-AUG-2040 0.000% MBSFNMA 30YR FNAL0160 4.5 01-MAY-2041 0.000% MBSFNMA 30YR FNAL0239 4.0 01-APR-2041 0.000% MBSFNMA 30YR FNAL0242 4.5 01-APR-2041 0.000% MBSFNMA 30YR FNAL0244 5.0 01-APR-2041 0.000% MBSFNMA 30YR FNAL0248 5.0 01-APR-2041 0.000% MBSFNMA 30YR FNAL0288 6.0 01-SEP-2040 0.000% MBSFNMA 30YR FNAL0292 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAL0390 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNAL0394 5.0 01-JUN-2041 0.000% MBSFNMA 30YR FNAL0420 6.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAL0484 5.5 01-MAY-2040 0.000% MBSFNMA 30YR FNAL0520 5.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAL0675 5.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAL0681 5.0 01-AUG-2041 0.000% MBSFNMA 30YR FNAL0762 4.5 01-OCT-2041 0.000% MBSFNMA 30YR FNAL0769 4.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAL0851 6.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAL0921 4.5 01-JUN-2038 0.000% MBSFNMA 30YR FNAL0934 5.0 01-FEB-2041 0.000% MBSFNMA 30YR FNAL0935 4.0 01-MAY-2041 0.000% MBS

FNMA 30YR FNAL1064 6.5 01-OCT-2039 0.000% MBSFNMA 30YR FNAL1095 6.0 01-APR-2040 0.000% MBSFNMA 30YR FNAL1107 4.5 01-NOV-2041 0.000% MBSFNMA 30YR FNAL1193 4.0 01-NOV-2041 0.000% MBSFNMA 30YR FNAL1307 6.5 01-MAY-2040 0.000% MBSFNMA 30YR FNAL1308 6.5 01-MAY-2039 0.000% MBSFNMA 30YR FNAL1547 4.5 01-NOV-2041 0.000% MBSFNMA 30YR FNAL1850 5.5 01-JUL-2040 0.000% MBSFNMA 30YR FNAL2003 4.0 01-JUN-2042 0.000% MBSFNMA 30YR FNAL2036 4.0 01-JUN-2042 0.000% MBSFNMA 30YR FNAL2242 4.0 01-AUG-2042 0.000% MBSFNMA 30YR FNAL2499 4.5 01-JAN-2042 0.000% MBSFNMA 30YR FNAL2512 4.0 01-OCT-2041 0.000% MBSFNMA 30YR FNAL2513 4.0 01-SEP-2041 0.000% MBSFNMA 30YR FNAL2514 4.0 01-SEP-2041 0.000% MBSFNMA 30YR FNAL2607 4.0 01-JUL-2042 0.000% MBSFNMA 30YR FNAL2688 6.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAL2782 4.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAL2845 4.5 01-JUL-2042 0.000% MBSFNMA 30YR FNAL2875 5.0 01-NOV-2039 0.000% MBSFNMA 30YR FNAL2901 4.0 01-SEP-2042 0.000% MBSFNMA 30YR FNAL2916 5.0 01-AUG-2040 0.001% MBSFNMA 30YR FNAL3000 3.5 01-DEC-2042 0.001% MBSFNMA 30YR FNAL3249 3.5 01-OCT-2042 0.001% MBSFNMA 30YR FNAL3344 4.5 01-OCT-2042 0.000% MBSFNMA 30YR FNAL3454 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAL3460 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAL3461 3.5 01-APR-2043 0.000% MBSFNMA 30YR FNAL3479 5.5 01-SEP-2040 0.000% MBSFNMA 30YR FNAL3681 6.0 01-OCT-2040 0.000% MBSFNMA 30YR FNAL3807 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNAL4029 4.5 01-APR-2042 0.000% MBSFNMA 30YR FNAL4062 4.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAL4069 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAL4290 4.5 01-OCT-2043 0.000% MBSFNMA 30YR FNAL4450 4.5 01-DEC-2043 0.000% MBSFNMA 30YR FNAL4572 6.0 01-APR-2038 0.000% MBSFNMA 30YR FNAL4608 4.5 01-DEC-2043 0.000% MBSFNMA 30YR FNAL4978 5.5 01-JUL-2041 0.000% MBSFNMA 30YR FNAL5084 4.5 01-MAR-2044 0.001% MBSFNMA 30YR FNAL5213 4.5 01-APR-2044 0.000% MBSFNMA 30YR FNAL5229 5.0 01-JAN-2044 0.000% MBSFNMA 30YR FNAL5231 4.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAL5369 4.5 01-MAY-2044 0.000% MBSFNMA 30YR FNAL5376 4.0 01-MAY-2044 0.000% MBSFNMA 30YR FNAL5441 4.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAL5449 4.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAL5570 4.5 01-JUL-2044 0.000% MBSFNMA 30YR FNAL5616 5.5 01-SEP-2041 0.000% MBSFNMA 30YR FNAL5626 4.5 01-AUG-2044 0.000% MBSFNMA 30YR FNAL5674 4.5 01-AUG-2044 0.000% MBSFNMA 30YR FNAL5695 4.5 01-AUG-2044 0.000% MBSFNMA 30YR FNAL5876 4.5 01-JAN-2042 0.000% MBSFNMA 30YR FNAL5946 5.0 01-JAN-2044 0.000% MBSFNMA 30YR FNAL5959 5.0 01-DEC-2043 0.000% MBS

FNMA 30YR FNAL5974 5.0 01-JUL-2037 0.000% MBSFNMA 30YR FNAL6031 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAL6096 3.0 01-FEB-2044 0.001% MBSFNMA 30YR FNAL6223 4.5 01-AUG-2044 0.000% MBSFNMA 30YR FNAL6311 4.5 01-NOV-2044 0.000% MBSFNMA 30YR FNAL6354 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAL6657 5.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAL6839 5.0 01-APR-2042 0.000% MBSFNMA 30YR FNAL6889 4.5 01-FEB-2045 0.001% MBSFNMA 30YR FNAL7092 3.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAL7121 3.0 01-JAN-2044 0.000% MBSFNMA 30YR FNAL7147 4.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAL7203 3.5 01-AUG-2045 0.000% MBSFNMA 30YR FNAL7207 4.5 01-AUG-2045 0.000% MBSFNMA 30YR FNAL7232 3.5 01-SEP-2045 0.000% MBSFNMA 30YR FNAL7369 4.0 01-JAN-2043 0.000% MBSFNMA 30YR FNAL7378 3.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAL7384 4.5 01-SEP-2045 0.000% MBSFNMA 30YR FNAL7495 3.5 01-OCT-2045 0.000% MBSFNMA 30YR FNAL7521 5.0 01-JUN-2039 0.000% MBSFNMA 30YR FNAL7523 3.0 01-OCT-2045 0.000% MBSFNMA 30YR FNAL7566 4.5 01-OCT-2042 0.000% MBSFNMA 30YR FNAL7577 4.0 01-OCT-2043 0.000% MBSFNMA 30YR FNAL7578 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAL7593 4.0 01-OCT-2045 0.000% MBSFNMA 30YR FNAL7767 4.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAL7769 3.0 01-DEC-2043 0.000% MBSFNMA 30YR FNAL7951 3.5 01-JAN-2046 0.000% MBSFNMA 30YR FNAL7953 5.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAL8032 4.0 01-JAN-2046 0.000% MBSFNMA 30YR FNAL8076 4.0 01-JAN-2046 0.000% MBSFNMA 30YR FNAL8088 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNAL8091 4.0 01-JUN-2044 0.000% MBSFNMA 30YR FNAL8102 3.0 01-FEB-2044 0.000% MBSFNMA 30YR FNAL8111 3.5 01-JUN-2041 0.000% MBSFNMA 30YR FNAL8219 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNAL8303 3.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAL8341 4.5 01-NOV-2045 0.000% MBSFNMA 30YR FNAL8357 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNAL8387 4.0 01-MAR-2046 0.000% MBSFNMA 30YR FNAL8521 3.5 01-APR-2046 0.001% MBSFNMA 30YR FNAL8813 4.0 01-APR-2046 0.000% MBSFNMA 30YR FNAL8824 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNAL8833 4.0 01-JUN-2046 0.001% MBSFNMA 30YR FNAL8908 3.0 01-AUG-2046 0.000% MBSFNMA 30YR FNAL8936 4.5 01-MAY-2046 0.000% MBSFNMA 30YR FNAL8947 3.5 01-SEP-2046 0.001% MBSFNMA 30YR FNAL8952 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNAL9045 3.0 01-SEP-2046 0.000% MBSFNMA 30YR FNAL9093 4.0 01-JUN-2046 0.000% MBSFNMA 30YR FNAL9181 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNAL9234 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNAL9245 5.5 01-MAY-2044 0.001% MBSFNMA 30YR FNAL9263 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNAL9325 3.0 01-NOV-2046 0.000% MBS

FNMA 30YR FNAL9359 3.5 01-JUL-2046 0.002% MBSFNMA 30YR FNAL9385 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNAL9407 4.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAL9634 3.5 01-OCT-2045 0.000% MBSFNMA 30YR FNAL9697 3.0 01-JAN-2047 0.001% MBSFNMA 30YR FNAL9725 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNAL9734 4.0 01-JUL-2045 0.001% MBSFNMA 30YR FNAL9774 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNAL9776 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNAL9781 4.5 01-FEB-2046 0.000% MBSFNMA 30YR FNAL9848 3.0 01-MAR-2047 0.000% MBSFNMA 30YR FNAL9849 3.5 01-JAN-2046 0.001% MBSFNMA 30YR FNAL9859 3.0 01-MAR-2047 0.001% MBSFNMA 30YR FNAL9879 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNAO0679 3.5 01-MAY-2042 0.000% MBSFNMA 30YR FNAO1214 3.5 01-APR-2042 0.000% MBSFNMA 30YR FNAO2114 4.0 01-MAY-2042 0.000% MBSFNMA 30YR FNAO2959 4.0 01-MAY-2042 0.000% MBSFNMA 30YR FNAO2961 4.0 01-MAY-2042 0.000% MBSFNMA 30YR FNAO2975 3.5 01-MAY-2042 0.000% MBSFNMA 30YR FNAO2979 3.5 01-MAY-2042 0.000% MBSFNMA 30YR FNAO4095 3.5 01-MAY-2042 0.000% MBSFNMA 30YR FNAO6021 3.5 01-JUN-2042 0.000% MBSFNMA 30YR FNAO6713 4.0 01-JUN-2042 0.000% MBSFNMA 30YR FNAO6904 3.5 01-JUN-2042 0.000% MBSFNMA 30YR FNAO7385 3.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAO9934 4.0 01-JUL-2042 0.000% MBSFNMA 30YR FNAP2422 3.5 01-AUG-2042 0.000% MBSFNMA 30YR FNAP2697 3.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAP3388 3.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAP3958 3.0 01-SEP-2042 0.000% MBSFNMA 30YR FNAP4258 3.0 01-AUG-2042 0.000% MBSFNMA 30YR FNAP4266 3.5 01-AUG-2042 0.000% MBSFNMA 30YR FNAP4521 3.0 01-SEP-2042 0.000% MBSFNMA 30YR FNAP5450 3.0 01-OCT-2042 0.000% MBSFNMA 30YR FNAP6054 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAP6103 2.5 01-DEC-2042 0.000% MBSFNMA 30YR FNAP6381 3.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAP6885 3.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAP7553 3.0 01-SEP-2042 0.000% MBSFNMA 30YR FNAP7584 3.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAP8288 3.0 01-SEP-2042 0.000% MBSFNMA 30YR FNAP8746 3.0 01-OCT-2042 0.000% MBSFNMA 30YR FNAP8785 3.0 01-NOV-2042 0.000% MBSFNMA 30YR FNAP9633 2.5 01-OCT-2042 0.000% MBSFNMA 30YR FNAP9736 3.5 01-OCT-2042 0.000% MBSFNMA 30YR FNAQ0398 4.5 01-SEP-2042 0.000% MBSFNMA 30YR FNAQ0532 2.5 01-NOV-2042 0.000% MBSFNMA 30YR FNAQ0775 3.5 01-NOV-2042 0.000% MBSFNMA 30YR FNAQ0945 3.0 01-NOV-2042 0.000% MBSFNMA 30YR FNAQ1076 4.0 01-DEC-2042 0.000% MBSFNMA 30YR FNAQ2125 3.0 01-NOV-2042 0.000% MBSFNMA 30YR FNAQ3641 3.0 01-NOV-2042 0.001% MBSFNMA 30YR FNAQ5020 3.0 01-DEC-2042 0.000% MBSFNMA 30YR FNAQ5352 3.0 01-DEC-2042 0.000% MBS

FNMA 30YR FNAQ5353 3.0 01-DEC-2042 0.000% MBSFNMA 30YR FNAQ5508 3.5 01-OCT-2042 0.000% MBSFNMA 30YR FNAQ8132 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAQ8665 3.5 01-DEC-2042 0.000% MBSFNMA 30YR FNAQ8681 3.0 01-DEC-2042 0.000% MBSFNMA 30YR FNAQ9122 3.5 01-DEC-2042 0.000% MBSFNMA 30YR FNAR1176 3.5 01-JAN-2043 0.000% MBSFNMA 30YR FNAR2001 3.0 01-FEB-2043 0.000% MBSFNMA 30YR FNAR2007 3.5 01-JAN-2043 0.000% MBSFNMA 30YR FNAR2447 3.5 01-JAN-2043 0.000% MBSFNMA 30YR FNAR2626 2.5 01-FEB-2043 0.000% MBSFNMA 30YR FNAR2628 3.0 01-FEB-2043 0.000% MBSFNMA 30YR FNAR2866 3.5 01-JUN-2043 0.000% MBSFNMA 30YR FNAR3957 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAR4132 3.0 01-FEB-2043 0.000% MBSFNMA 30YR FNAR4349 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAR7126 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAR7441 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAR8586 3.5 01-JUN-2043 0.000% MBSFNMA 30YR FNAR9188 2.5 01-MAR-2043 0.000% MBSFNMA 30YR FNAR9499 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAR9977 2.5 01-FEB-2043 0.000% MBSFNMA 30YR FNAS0039 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAS0234 4.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAS0305 3.0 01-AUG-2043 0.001% MBSFNMA 30YR FNAS0513 2.5 01-AUG-2043 0.000% MBSFNMA 30YR FNAS0516 3.0 01-SEP-2043 0.001% MBSFNMA 30YR FNAS0550 4.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAS0575 5.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAS0616 4.5 01-OCT-2043 0.000% MBSFNMA 30YR FNAS0649 3.5 01-OCT-2043 0.000% MBSFNMA 30YR FNAS0672 4.5 01-OCT-2043 0.000% MBSFNMA 30YR FNAS0716 4.0 01-OCT-2043 0.000% MBSFNMA 30YR FNAS0774 3.0 01-OCT-2043 0.000% MBSFNMA 30YR FNAS0830 4.5 01-OCT-2043 0.000% MBSFNMA 30YR FNAS0837 5.0 01-OCT-2043 0.000% MBSFNMA 30YR FNAS0909 4.5 01-NOV-2043 0.000% MBSFNMA 30YR FNAS1237 4.5 01-NOV-2043 0.000% MBSFNMA 30YR FNAS1333 4.5 01-DEC-2043 0.000% MBSFNMA 30YR FNAS1379 4.0 01-DEC-2043 0.000% MBSFNMA 30YR FNAS1380 4.5 01-DEC-2043 0.000% MBSFNMA 30YR FNAS1474 4.5 01-JAN-2044 0.000% MBSFNMA 30YR FNAS1477 5.0 01-JAN-2044 0.000% MBSFNMA 30YR FNAS1585 4.5 01-JAN-2044 0.000% MBSFNMA 30YR FNAS1626 4.5 01-FEB-2044 0.000% MBSFNMA 30YR FNAS1780 4.0 01-FEB-2044 0.000% MBSFNMA 30YR FNAS1794 4.5 01-FEB-2044 0.000% MBSFNMA 30YR FNAS1845 4.5 01-FEB-2044 0.000% MBSFNMA 30YR FNAS2045 4.5 01-MAR-2044 0.000% MBSFNMA 30YR FNAS2125 4.0 01-APR-2044 0.000% MBSFNMA 30YR FNAS2275 4.5 01-APR-2044 0.000% MBSFNMA 30YR FNAS2319 4.5 01-MAY-2044 0.000% MBSFNMA 30YR FNAS2328 4.5 01-MAY-2044 0.000% MBSFNMA 30YR FNAS2337 4.5 01-MAY-2044 0.000% MBSFNMA 30YR FNAS2350 4.5 01-MAY-2044 0.000% MBS

FNMA 30YR FNAS2620 4.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAS2694 3.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAS2714 4.0 01-JUN-2044 0.000% MBSFNMA 30YR FNAS2728 4.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAS2731 4.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAS2741 5.0 01-JUN-2044 0.000% MBSFNMA 30YR FNAS2892 4.0 01-JUL-2044 0.001% MBSFNMA 30YR FNAS2919 5.0 01-JUL-2044 0.000% MBSFNMA 30YR FNAS2947 4.0 01-JUL-2044 0.000% MBSFNMA 30YR FNAS3313 5.0 01-SEP-2044 0.000% MBSFNMA 30YR FNAS3657 4.5 01-OCT-2044 0.000% MBSFNMA 30YR FNAS3710 4.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAS3795 5.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAS3880 4.5 01-NOV-2044 0.000% MBSFNMA 30YR FNAS3906 4.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAS3907 4.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAS3946 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAS3956 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAS4012 3.5 01-DEC-2044 0.000% MBSFNMA 30YR FNAS4073 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAS4096 4.5 01-DEC-2044 0.001% MBSFNMA 30YR FNAS4172 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAS4308 4.0 01-FEB-2045 0.001% MBSFNMA 30YR FNAS4373 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAS4374 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAS4399 3.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAS4474 3.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAS4578 4.0 01-MAR-2045 0.000% MBSFNMA 30YR FNAS4583 4.0 01-MAR-2045 0.000% MBSFNMA 30YR FNAS4707 3.5 01-APR-2045 0.000% MBSFNMA 30YR FNAS4819 4.0 01-APR-2045 0.000% MBSFNMA 30YR FNAS4884 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAS4885 3.5 01-MAY-2045 0.000% MBSFNMA 30YR FNAS4971 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAS4980 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAS4992 3.5 01-MAY-2045 0.000% MBSFNMA 30YR FNAS5192 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAS5312 3.5 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5365 3.5 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5371 3.5 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5386 4.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5442 3.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5449 3.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5453 3.5 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5469 4.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAS5570 3.5 01-AUG-2045 0.000% MBSFNMA 30YR FNAS5596 3.5 01-AUG-2045 0.000% MBSFNMA 30YR FNAS5666 4.0 01-AUG-2045 0.000% MBSFNMA 30YR FNAS5693 3.0 01-AUG-2045 0.000% MBSFNMA 30YR FNAS5694 3.0 01-AUG-2045 0.000% MBSFNMA 30YR FNAS5713 3.5 01-SEP-2045 0.000% MBSFNMA 30YR FNAS5824 3.5 01-SEP-2045 0.000% MBSFNMA 30YR FNAS5839 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAS5892 3.5 01-OCT-2045 0.000% MBSFNMA 30YR FNAS5942 4.0 01-OCT-2045 0.000% MBS

FNMA 30YR FNAS6190 3.5 01-NOV-2045 0.001% MBSFNMA 30YR FNAS6197 3.5 01-NOV-2045 0.000% MBSFNMA 30YR FNAS6198 3.5 01-NOV-2045 0.000% MBSFNMA 30YR FNAS6220 4.0 01-NOV-2045 0.000% MBSFNMA 30YR FNAS6222 4.0 01-NOV-2045 0.000% MBSFNMA 30YR FNAS6236 4.5 01-NOV-2045 0.000% MBSFNMA 30YR FNAS6324 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNAS6328 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNAS6332 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNAS6362 4.5 01-DEC-2045 0.000% MBSFNMA 30YR FNAS6395 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNAS6408 3.5 01-JAN-2046 0.000% MBSFNMA 30YR FNAS6473 3.0 01-JAN-2046 0.000% MBSFNMA 30YR FNAS6474 3.5 01-JAN-2046 0.001% MBSFNMA 30YR FNAS6486 4.0 01-JAN-2046 0.000% MBSFNMA 30YR FNAS6516 4.0 01-JAN-2046 0.000% MBSFNMA 30YR FNAS6520 3.5 01-JAN-2046 0.000% MBSFNMA 30YR FNAS6539 3.5 01-JAN-2046 0.000% MBSFNMA 30YR FNAS6573 3.5 01-JAN-2046 0.000% MBSFNMA 30YR FNAS6625 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNAS6635 3.0 01-FEB-2046 0.000% MBSFNMA 30YR FNAS6648 3.5 01-FEB-2046 0.000% MBSFNMA 30YR FNAS6662 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNAS6727 3.5 01-FEB-2046 0.000% MBSFNMA 30YR FNAS6823 3.5 01-MAR-2046 0.000% MBSFNMA 30YR FNAS6833 3.5 01-MAR-2046 0.000% MBSFNMA 30YR FNAS6841 4.0 01-MAR-2046 0.001% MBSFNMA 30YR FNAS6856 4.5 01-MAR-2046 0.000% MBSFNMA 30YR FNAS6922 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNAS6994 4.0 01-APR-2046 0.000% MBSFNMA 30YR FNAS7003 3.0 01-APR-2046 0.000% MBSFNMA 30YR FNAS7016 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNAS7026 4.0 01-APR-2046 0.000% MBSFNMA 30YR FNAS7032 4.5 01-APR-2046 0.000% MBSFNMA 30YR FNAS7125 2.5 01-MAY-2046 0.000% MBSFNMA 30YR FNAS7132 3.0 01-MAY-2046 0.000% MBSFNMA 30YR FNAS7171 3.5 01-MAY-2046 0.000% MBSFNMA 30YR FNAS7172 3.5 01-MAY-2046 0.000% MBSFNMA 30YR FNAS7238 3.0 01-MAY-2046 0.000% MBSFNMA 30YR FNAS7245 3.5 01-MAY-2046 0.000% MBSFNMA 30YR FNAS7251 4.0 01-MAY-2046 0.000% MBSFNMA 30YR FNAS7330 3.0 01-JUN-2046 0.000% MBSFNMA 30YR FNAS7343 3.0 01-JUN-2046 0.000% MBSFNMA 30YR FNAS7372 3.0 01-JUN-2046 0.000% MBSFNMA 30YR FNAS7387 3.5 01-JUN-2046 0.001% MBSFNMA 30YR FNAS7400 4.0 01-MAR-2046 0.000% MBSFNMA 30YR FNAS7490 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7534 3.0 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7544 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7545 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7580 3.0 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7593 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7594 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7613 3.0 01-JUL-2046 0.000% MBSFNMA 30YR FNAS7648 4.0 01-AUG-2046 0.000% MBS

FNMA 30YR FNAS7690 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7726 3.0 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7760 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7770 4.5 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7771 4.5 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7795 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7817 2.5 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7822 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7958 4.5 01-AUG-2046 0.000% MBSFNMA 30YR FNAS7960 4.5 01-SEP-2046 0.000% MBSFNMA 30YR FNAS8072 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8073 2.5 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8074 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8118 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8125 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8129 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8147 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNAS8154 4.5 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8157 4.5 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8185 3.0 01-OCT-2046 0.002% MBSFNMA 30YR FNAS8204 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNAS8301 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNAS8302 3.0 01-APR-2045 0.000% MBSFNMA 30YR FNAS8318 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNAS8359 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNAS8379 4.0 01-NOV-2046 0.000% MBSFNMA 30YR FNAS8415 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNAS8417 3.5 01-DEC-2046 0.001% MBSFNMA 30YR FNAS8440 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNAS8460 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8482 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8483 3.0 01-DEC-2046 0.001% MBSFNMA 30YR FNAS8486 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8488 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8492 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8493 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8509 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8572 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNAS8583 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNAS8647 3.0 01-JAN-2047 0.001% MBSFNMA 30YR FNAS8650 3.0 01-JAN-2047 0.002% MBSFNMA 30YR FNAS8653 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNAS8682 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNAS8692 3.5 01-JAN-2047 0.001% MBSFNMA 30YR FNAS8699 4.0 01-JAN-2047 0.000% MBSFNMA 30YR FNAS8746 3.0 01-FEB-2047 0.004% MBSFNMA 30YR FNAS8784 3.0 01-FEB-2047 0.000% MBSFNMA 30YR FNAS8796 3.0 01-FEB-2047 0.000% MBSFNMA 30YR FNAS8810 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNAS8821 4.0 01-FEB-2047 0.000% MBSFNMA 30YR FNAS8862 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNAS8934 3.0 01-MAR-2047 0.000% MBSFNMA 30YR FNAS8949 3.5 01-MAR-2047 0.000% MBSFNMA 30YR FNAS8960 4.0 01-MAR-2047 0.000% MBSFNMA 30YR FNAS8966 4.0 01-MAR-2047 0.000% MBS

FNMA 30YR FNAS8979 4.5 01-MAR-2047 0.000% MBSFNMA 30YR FNAS8989 5.0 01-MAR-2047 0.000% MBSFNMA 30YR FNAS9021 4.5 01-OCT-2043 0.000% MBSFNMA 30YR FNAS9347 3.5 01-MAR-2047 0.000% MBSFNMA 30YR FNAS9445 3.0 01-APR-2047 0.000% MBSFNMA 30YR FNAS9451 3.5 01-APR-2047 0.000% MBSFNMA 30YR FNAS9454 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNAS9462 3.5 01-APR-2047 0.000% MBSFNMA 30YR FNAS9463 3.5 01-APR-2047 0.000% MBSFNMA 30YR FNAS9467 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNAS9470 4.5 01-APR-2047 0.000% MBSFNMA 30YR FNAS9562 3.0 01-MAY-2047 0.000% MBSFNMA 30YR FNAS9565 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNAS9577 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNAS9586 4.0 01-MAY-2047 0.001% MBSFNMA 30YR FNAS9601 4.0 01-MAY-2047 0.000% MBSFNMA 30YR FNAS9735 4.0 01-JUN-2047 0.001% MBSFNMA 30YR FNAS9747 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNAS9749 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNAS9794 3.5 01-JUN-2047 0.000% MBSFNMA 30YR FNAS9830 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNAS9946 3.5 01-JUL-2047 0.001% MBSFNMA 30YR FNAS9972 4.0 01-JUL-2047 0.000% MBSFNMA 30YR FNAS9973 4.0 01-JUL-2047 0.000% MBSFNMA 30YR FNAT0181 3.0 01-MAR-2043 0.000% MBSFNMA 30YR FNAT0346 3.5 01-MAY-2043 0.000% MBSFNMA 30YR FNAT0518 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAT0532 3.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAT0534 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAT0874 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAT1992 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAT2011 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAT2014 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAT2040 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAT2184 3.5 01-MAY-2043 0.000% MBSFNMA 30YR FNAT2593 3.5 01-JUN-2043 0.000% MBSFNMA 30YR FNAT2717 2.5 01-MAY-2043 0.000% MBSFNMA 30YR FNAT2725 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAT2940 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAT3066 3.5 01-APR-2043 0.000% MBSFNMA 30YR FNAT3164 3.0 01-APR-2043 0.000% MBSFNMA 30YR FNAT3204 3.5 01-MAY-2042 0.000% MBSFNMA 30YR FNAT3389 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAT3434 3.0 01-OCT-2043 0.000% MBSFNMA 30YR FNAT3659 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT4040 3.0 01-MAR-2043 0.001% MBSFNMA 30YR FNAT4321 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAT4330 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT4561 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAT5899 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT5988 3.0 01-MAY-2043 0.001% MBSFNMA 30YR FNAT6653 3.0 01-MAY-2043 0.000% MBSFNMA 30YR FNAT7292 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT7311 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAT7622 3.0 01-JUN-2043 0.000% MBS

FNMA 30YR FNAT7676 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT7680 3.5 01-JUN-2043 0.000% MBSFNMA 30YR FNAT7721 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT7977 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT8001 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT8006 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT8225 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT8292 3.0 01-JUN-2043 0.000% MBSFNMA 30YR FNAT8489 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAT8497 2.5 01-JUL-2043 0.000% MBSFNMA 30YR FNAT8912 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAT9324 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAT9447 5.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAT9707 3.5 01-JUN-2043 0.000% MBSFNMA 30YR FNAU1912 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAU2372 3.5 01-JUL-2043 0.000% MBSFNMA 30YR FNAU2457 3.0 01-JUN-2045 0.000% MBSFNMA 30YR FNAU2988 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAU3195 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAU3208 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAU3647 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAU3709 3.5 01-AUG-2043 0.000% MBSFNMA 30YR FNAU3763 3.5 01-AUG-2043 0.000% MBSFNMA 30YR FNAU4137 4.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAU4164 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAU4229 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAU4290 4.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAU4629 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAU5055 3.0 01-NOV-2043 0.000% MBSFNMA 30YR FNAU5387 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNAU6109 4.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAU6249 5.0 01-OCT-2043 0.000% MBSFNMA 30YR FNAU6438 4.5 01-NOV-2043 0.000% MBSFNMA 30YR FNAU6600 3.5 01-FEB-2044 0.000% MBSFNMA 30YR FNAU8042 4.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAU8066 3.0 01-SEP-2043 0.000% MBSFNMA 30YR FNAU8190 4.5 01-NOV-2043 0.000% MBSFNMA 30YR FNAU9017 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAU9455 4.5 01-DEC-2043 0.000% MBSFNMA 30YR FNAU9640 3.0 01-AUG-2043 0.000% MBSFNMA 30YR FNAV0123 3.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAV0278 4.5 01-NOV-2043 0.000% MBSFNMA 30YR FNAV0663 4.5 01-DEC-2043 0.000% MBSFNMA 30YR FNAV0967 4.5 01-JUN-2044 0.000% MBSFNMA 30YR FNAV1095 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNAV2087 3.5 01-NOV-2043 0.000% MBSFNMA 30YR FNAV2159 4.0 01-JUN-2044 0.000% MBSFNMA 30YR FNAV2355 3.5 01-JAN-2044 0.000% MBSFNMA 30YR FNAV2359 4.0 01-JAN-2044 0.000% MBSFNMA 30YR FNAV2367 4.5 01-JAN-2044 0.000% MBSFNMA 30YR FNAV2422 4.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAV4486 4.5 01-JAN-2044 0.000% MBSFNMA 30YR FNAV4502 4.5 01-JAN-2044 0.000% MBSFNMA 30YR FNAV4894 4.5 01-DEC-2043 0.000% MBSFNMA 30YR FNAV5425 4.5 01-JAN-2044 0.000% MBS

FNMA 30YR FNAV6103 4.0 01-JAN-2044 0.000% MBSFNMA 30YR FNAV7087 4.0 01-MAR-2044 0.000% MBSFNMA 30YR FNAV7104 4.0 01-MAR-2044 0.000% MBSFNMA 30YR FNAV7114 4.5 01-MAR-2044 0.000% MBSFNMA 30YR FNAV7157 4.0 01-APR-2044 0.000% MBSFNMA 30YR FNAV7161 4.0 01-APR-2044 0.000% MBSFNMA 30YR FNAV7198 5.0 01-NOV-2043 0.000% MBSFNMA 30YR FNAV8194 4.5 01-FEB-2044 0.000% MBSFNMA 30YR FNAV8492 4.5 01-FEB-2044 0.000% MBSFNMA 30YR FNAV8865 4.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAV9196 4.0 01-MAR-2044 0.000% MBSFNMA 30YR FNAV9684 4.5 01-MAR-2044 0.000% MBSFNMA 30YR FNAW0229 5.0 01-MAR-2044 0.000% MBSFNMA 30YR FNAW0795 5.0 01-MAR-2044 0.000% MBSFNMA 30YR FNAW0797 4.5 01-MAR-2044 0.000% MBSFNMA 30YR FNAW0985 4.0 01-MAY-2044 0.000% MBSFNMA 30YR FNAW1006 4.0 01-MAY-2044 0.000% MBSFNMA 30YR FNAW2051 4.5 01-APR-2044 0.000% MBSFNMA 30YR FNAW2518 4.5 01-APR-2044 0.000% MBSFNMA 30YR FNAW2704 3.5 01-APR-2044 0.000% MBSFNMA 30YR FNAW2706 4.0 01-APR-2044 0.000% MBSFNMA 30YR FNAW2890 4.5 01-APR-2044 0.000% MBSFNMA 30YR FNAW3649 4.5 01-APR-2044 0.000% MBSFNMA 30YR FNAW3698 4.0 01-MAY-2044 0.000% MBSFNMA 30YR FNAW3731 4.5 01-MAY-2044 0.000% MBSFNMA 30YR FNAW3733 4.5 01-MAY-2044 0.000% MBSFNMA 30YR FNAW4439 4.5 01-APR-2044 0.000% MBSFNMA 30YR FNAW7902 5.0 01-AUG-2044 0.000% MBSFNMA 30YR FNAW7961 3.5 01-SEP-2044 0.000% MBSFNMA 30YR FNAW7977 4.0 01-SEP-2044 0.000% MBSFNMA 30YR FNAW8101 4.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAW8165 4.0 01-JAN-2042 0.000% MBSFNMA 30YR FNAW8902 4.5 01-JUL-2044 0.000% MBSFNMA 30YR FNAW8992 4.5 01-JUL-2044 0.000% MBSFNMA 30YR FNAW9230 4.5 01-AUG-2044 0.000% MBSFNMA 30YR FNAW9273 4.0 01-AUG-2044 0.000% MBSFNMA 30YR FNAX0097 5.0 01-AUG-2044 0.000% MBSFNMA 30YR FNAX0147 4.5 01-SEP-2044 0.000% MBSFNMA 30YR FNAX0454 4.0 01-AUG-2044 0.000% MBSFNMA 30YR FNAX0847 4.5 01-SEP-2044 0.000% MBSFNMA 30YR FNAX0885 3.5 01-OCT-2044 0.000% MBSFNMA 30YR FNAX1094 4.0 01-AUG-2044 0.000% MBSFNMA 30YR FNAX1348 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAX2164 4.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAX2491 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAX2501 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAX2559 3.5 01-NOV-2044 0.000% MBSFNMA 30YR FNAX3008 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAX3106 4.0 01-SEP-2044 0.000% MBSFNMA 30YR FNAX3121 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAX3439 3.5 01-SEP-2044 0.000% MBSFNMA 30YR FNAX3613 3.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAX4083 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAX4120 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNAX4136 4.0 01-OCT-2044 0.000% MBS

FNMA 30YR FNAX4245 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX4799 3.5 01-SEP-2044 0.000% MBSFNMA 30YR FNAX4856 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX4887 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX5216 4.5 01-OCT-2044 0.000% MBSFNMA 30YR FNAX5316 4.5 01-JAN-2042 0.000% MBSFNMA 30YR FNAX5424 4.0 01-NOV-2044 0.000% MBSFNMA 30YR FNAX6391 3.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAX6859 3.5 01-NOV-2044 0.001% MBSFNMA 30YR FNAX7253 4.5 01-NOV-2044 0.000% MBSFNMA 30YR FNAX7289 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX7303 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX7309 4.5 01-DEC-2044 0.000% MBSFNMA 30YR FNAX7367 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX7559 4.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAX7609 3.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAX7686 3.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAX7732 3.5 01-MAR-2045 0.000% MBSFNMA 30YR FNAX7845 4.5 01-NOV-2044 0.000% MBSFNMA 30YR FNAX8263 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX9021 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX9300 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAX9396 4.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAX9524 4.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAX9567 3.5 01-MAR-2045 0.000% MBSFNMA 30YR FNAX9584 3.0 01-MAR-2045 0.000% MBSFNMA 30YR FNAY0168 3.0 01-DEC-2044 0.000% MBSFNMA 30YR FNAY1016 3.0 01-APR-2045 0.000% MBSFNMA 30YR FNAY1526 4.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAY1595 4.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAY1600 4.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAY1774 4.5 01-JAN-2045 0.000% MBSFNMA 30YR FNAY1808 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAY2317 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAY2677 4.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAY2708 4.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAY2713 4.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAY3363 3.0 01-APR-2045 0.000% MBSFNMA 30YR FNAY3382 3.0 01-APR-2045 0.000% MBSFNMA 30YR FNAY3913 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNAY4200 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAY4201 2.5 01-MAY-2045 0.000% MBSFNMA 30YR FNAY4258 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAY4396 4.0 01-JAN-2045 0.000% MBSFNMA 30YR FNAY4463 4.0 01-FEB-2045 0.000% MBSFNMA 30YR FNAY4867 3.0 01-JUN-2045 0.000% MBSFNMA 30YR FNAY5028 4.5 01-MAR-2045 0.000% MBSFNMA 30YR FNAY5036 4.0 01-MAR-2045 0.000% MBSFNMA 30YR FNAY5580 3.5 01-JUN-2045 0.000% MBSFNMA 30YR FNAY5736 4.5 01-APR-2045 0.000% MBSFNMA 30YR FNAY6586 3.0 01-MAR-2045 0.000% MBSFNMA 30YR FNAY7073 3.0 01-APR-2045 0.000% MBSFNMA 30YR FNAY7075 3.5 01-APR-2045 0.000% MBSFNMA 30YR FNAY7084 3.0 01-APR-2045 0.000% MBSFNMA 30YR FNAY7608 2.5 01-APR-2045 0.000% MBS

FNMA 30YR FNAY7888 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAY8127 3.5 01-JUN-2045 0.000% MBSFNMA 30YR FNAY8841 4.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAY8857 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAY8862 4.0 01-NOV-2045 0.000% MBSFNMA 30YR FNAY9022 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAY9065 2.5 01-APR-2045 0.000% MBSFNMA 30YR FNAY9370 3.0 01-APR-2045 0.000% MBSFNMA 30YR FNAY9555 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAY9963 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAZ0446 3.5 01-MAY-2045 0.000% MBSFNMA 30YR FNAZ0466 3.5 01-MAY-2045 0.000% MBSFNMA 30YR FNAZ0849 3.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAZ1370 3.0 01-MAY-2045 0.000% MBSFNMA 30YR FNAZ1435 3.0 01-JUN-2045 0.000% MBSFNMA 30YR FNAZ1577 3.5 01-JUN-2045 0.000% MBSFNMA 30YR FNAZ1719 4.0 01-JUN-2045 0.000% MBSFNMA 30YR FNAZ1773 4.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAZ2143 3.5 01-JUL-2045 0.000% MBSFNMA 30YR FNAZ2291 4.0 01-JUN-2045 0.000% MBSFNMA 30YR FNAZ2314 4.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAZ2670 4.0 01-OCT-2045 0.000% MBSFNMA 30YR FNAZ3355 3.5 01-JUN-2045 0.000% MBSFNMA 30YR FNAZ4580 2.5 01-JUL-2045 0.000% MBSFNMA 30YR FNAZ5007 3.0 01-JAN-2046 0.000% MBSFNMA 30YR FNAZ5022 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ5265 4.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAZ5743 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ5841 4.0 01-JUN-2045 0.000% MBSFNMA 30YR FNAZ5856 4.0 01-JUN-2045 0.000% MBSFNMA 30YR FNAZ6420 3.0 01-DEC-2045 0.000% MBSFNMA 30YR FNAZ6672 3.5 01-FEB-2046 0.000% MBSFNMA 30YR FNAZ6942 4.0 01-AUG-2045 0.000% MBSFNMA 30YR FNAZ7111 4.0 01-JUL-2045 0.000% MBSFNMA 30YR FNAZ7218 4.0 01-AUG-2045 0.000% MBSFNMA 30YR FNAZ7357 4.5 01-NOV-2045 0.000% MBSFNMA 30YR FNAZ7429 3.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ7631 4.0 01-AUG-2045 0.000% MBSFNMA 30YR FNAZ7692 3.5 01-OCT-2045 0.000% MBSFNMA 30YR FNAZ7723 4.5 01-OCT-2045 0.000% MBSFNMA 30YR FNAZ7939 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ8049 3.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ8462 3.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ8472 3.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ8681 3.0 01-JAN-2046 0.000% MBSFNMA 30YR FNAZ9176 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ9396 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ9447 3.0 01-OCT-2045 0.000% MBSFNMA 30YR FNAZ9599 3.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ9822 4.0 01-SEP-2045 0.000% MBSFNMA 30YR FNAZ9866 4.0 01-AUG-2045 0.000% MBSFNMA 30YR FNBA0834 4.0 01-NOV-2045 0.000% MBSFNMA 30YR FNBA0847 4.0 01-MAR-2046 0.000% MBSFNMA 30YR FNBA1630 3.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA1632 4.0 01-DEC-2045 0.000% MBS

FNMA 30YR FNBA2161 3.5 01-NOV-2045 0.000% MBSFNMA 30YR FNBA2295 3.0 01-JAN-2046 0.000% MBSFNMA 30YR FNBA3031 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNBA3148 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBA3523 4.0 01-NOV-2045 0.000% MBSFNMA 30YR FNBA3601 4.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA3784 3.0 01-JAN-2046 0.000% MBSFNMA 30YR FNBA4065 4.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA4302 4.0 01-NOV-2045 0.000% MBSFNMA 30YR FNBA4342 4.0 01-OCT-2045 0.000% MBSFNMA 30YR FNBA4735 4.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA4780 4.0 01-JAN-2046 0.000% MBSFNMA 30YR FNBA4801 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNBA4823 3.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA5957 3.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA5977 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNBA6415 3.0 01-JAN-2046 0.000% MBSFNMA 30YR FNBA6416 3.0 01-FEB-2046 0.000% MBSFNMA 30YR FNBA6696 4.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA6798 4.0 01-JAN-2046 0.000% MBSFNMA 30YR FNBA6910 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNBA6944 3.5 01-FEB-2046 0.000% MBSFNMA 30YR FNBA6972 4.0 01-MAR-2046 0.000% MBSFNMA 30YR FNBA6984 3.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBA7692 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBA7711 3.5 01-MAY-2046 0.000% MBSFNMA 30YR FNBC0092 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNBC0152 3.5 01-JAN-2046 0.000% MBSFNMA 30YR FNBC0157 3.5 01-JAN-2046 0.000% MBSFNMA 30YR FNBC0178 4.5 01-JAN-2046 0.000% MBSFNMA 30YR FNBC0249 4.5 01-FEB-2046 0.000% MBSFNMA 30YR FNBC0284 3.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC0300 3.5 01-MAR-2046 0.001% MBSFNMA 30YR FNBC0302 4.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC0311 4.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC0326 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNBC0330 3.0 01-DEC-2045 0.000% MBSFNMA 30YR FNBC0475 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNBC0651 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBC0768 4.5 01-DEC-2045 0.000% MBSFNMA 30YR FNBC0827 4.5 01-APR-2046 0.000% MBSFNMA 30YR FNBC0830 3.0 01-APR-2046 0.000% MBSFNMA 30YR FNBC0878 4.0 01-MAY-2046 0.000% MBSFNMA 30YR FNBC0905 4.5 01-MAY-2046 0.000% MBSFNMA 30YR FNBC1158 3.5 01-FEB-2046 0.003% MBSFNMA 30YR FNBC1171 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBC1213 4.0 01-JUL-2046 0.000% MBSFNMA 30YR FNBC1219 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNBC1443 4.0 01-JUL-2046 0.000% MBSFNMA 30YR FNBC1456 2.5 01-JUL-2046 0.000% MBSFNMA 30YR FNBC1457 3.0 01-JUL-2046 0.000% MBSFNMA 30YR FNBC1489 3.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBC1507 4.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBC1956 3.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC2163 3.0 01-JAN-2046 0.000% MBS

FNMA 30YR FNBC2456 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNBC2672 3.0 01-FEB-2046 0.000% MBSFNMA 30YR FNBC2827 4.5 01-SEP-2046 0.000% MBSFNMA 30YR FNBC2843 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBC2845 2.5 01-SEP-2046 0.000% MBSFNMA 30YR FNBC2889 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNBC2926 3.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC3468 4.5 01-FEB-2046 0.000% MBSFNMA 30YR FNBC4034 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBC4322 3.0 01-MAR-2046 0.000% MBSFNMA 30YR FNBC4334 3.0 01-MAR-2046 0.000% MBSFNMA 30YR FNBC4380 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBC4560 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBC4569 4.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBC4624 4.5 01-APR-2046 0.000% MBSFNMA 30YR FNBC4668 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBC4693 3.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC4714 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBC4727 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBC4754 4.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBC4764 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBC4766 4.5 01-OCT-2046 0.000% MBSFNMA 30YR FNBC4839 2.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC4894 3.0 01-APR-2046 0.000% MBSFNMA 30YR FNBC4915 4.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC5010 4.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBC5090 4.0 01-OCT-2044 0.000% MBSFNMA 30YR FNBC5316 4.0 01-MAR-2046 0.000% MBSFNMA 30YR FNBC5395 4.0 01-APR-2046 0.000% MBSFNMA 30YR FNBC5430 3.0 01-APR-2046 0.000% MBSFNMA 30YR FNBC5581 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBC6038 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBC6315 4.0 01-APR-2046 0.000% MBSFNMA 30YR FNBC6532 3.5 01-MAY-2046 0.000% MBSFNMA 30YR FNBC6764 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBC7176 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNBC7249 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBC7489 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBC7633 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBC8144 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBC8145 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBC8451 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBC8484 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBC8503 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBC8507 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBC8571 3.0 01-MAY-2041 0.000% MBSFNMA 30YR FNBC8648 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBC8652 2.5 01-MAY-2046 0.000% MBSFNMA 30YR FNBC8695 4.0 01-MAY-2046 0.000% MBSFNMA 30YR FNBC9003 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBC9014 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBC9067 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNBC9080 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBC9084 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBC9238 4.5 01-MAY-2046 0.000% MBS

FNMA 30YR FNBC9360 3.0 01-MAY-2046 0.000% MBSFNMA 30YR FNBC9501 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBC9722 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNBD0018 3.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD0445 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBD0623 3.5 01-NOV-2046 0.001% MBSFNMA 30YR FNBD0642 4.5 01-APR-2047 0.000% MBSFNMA 30YR FNBD0688 5.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBD0905 4.0 01-JUL-2046 0.000% MBSFNMA 30YR FNBD0950 4.0 01-JUN-2046 0.000% MBSFNMA 30YR FNBD0982 4.0 01-MAY-2046 0.000% MBSFNMA 30YR FNBD1153 3.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBD1163 3.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD1205 4.0 01-JUN-2046 0.000% MBSFNMA 30YR FNBD1380 3.0 01-JUN-2046 0.000% MBSFNMA 30YR FNBD1401 3.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBD1417 4.0 01-JUN-2046 0.000% MBSFNMA 30YR FNBD1976 4.5 01-JUL-2046 0.000% MBSFNMA 30YR FNBD2436 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBD2438 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBD2440 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBD2450 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBD2528 3.0 01-MAY-2046 0.000% MBSFNMA 30YR FNBD2530 3.5 01-MAY-2046 0.000% MBSFNMA 30YR FNBD2903 4.5 01-JUL-2046 0.000% MBSFNMA 30YR FNBD3025 3.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD3034 3.0 01-JUL-2046 0.000% MBSFNMA 30YR FNBD3135 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBD3367 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBD3575 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBD3613 4.5 01-MAY-2048 0.000% MBSFNMA 30YR FNBD3716 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBD3816 3.0 01-JUL-2046 0.000% MBSFNMA 30YR FNBD3911 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBD3923 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBD4040 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNBD4315 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBD4890 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBD4944 3.5 01-SEP-2046 0.000% MBSFNMA 30YR FNBD5037 4.0 01-FEB-2047 0.000% MBSFNMA 30YR FNBD5046 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBD5047 3.0 01-FEB-2047 0.000% MBSFNMA 30YR FNBD5174 2.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBD5180 4.5 01-JUL-2046 0.000% MBSFNMA 30YR FNBD5214 4.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBD5228 4.0 01-AUG-2046 0.000% MBSFNMA 30YR FNBD5232 4.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBD5475 3.5 01-AUG-2046 0.000% MBSFNMA 30YR FNBD6374 3.5 01-SEP-2046 0.000% MBSFNMA 30YR FNBD6427 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNBD6433 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNBD6439 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBD6468 3.5 01-SEP-2046 0.000% MBSFNMA 30YR FNBD6478 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD6535 3.0 01-OCT-2046 0.000% MBS

FNMA 30YR FNBD6996 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBD7060 4.0 01-MAR-2047 0.000% MBSFNMA 30YR FNBD7074 3.0 01-MAR-2047 0.000% MBSFNMA 30YR FNBD7083 3.5 01-MAR-2047 0.000% MBSFNMA 30YR FNBD7122 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNBD7147 3.0 01-APR-2047 0.000% MBSFNMA 30YR FNBD7224 3.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD7265 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD7290 3.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD7350 4.0 01-SEP-2046 0.000% MBSFNMA 30YR FNBD7690 2.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBD7933 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBD8099 3.5 01-JUL-2046 0.000% MBSFNMA 30YR FNBD8103 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBD8237 2.5 01-SEP-2046 0.000% MBSFNMA 30YR FNBD8294 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBD8531 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBD8537 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBD8708 3.0 01-JAN-2047 0.000% MBSFNMA 30YR FNBD8926 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBD8997 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBD9067 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBD9114 3.5 01-APR-2049 0.000% MBSFNMA 30YR FNBD9309 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBD9328 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNBD9482 2.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBD9525 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBD9803 4.5 01-APR-2047 0.000% MBSFNMA 30YR FNBD9965 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBD9966 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBE0065 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBE0163 4.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBE0544 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBE0571 4.0 01-OCT-2046 0.000% MBSFNMA 30YR FNBE1029 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBE1148 4.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE1341 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNBE1425 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNBE1472 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNBE1536 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE1887 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBE1976 3.0 01-JAN-2047 0.000% MBSFNMA 30YR FNBE2099 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE2632 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE2658 4.5 01-MAR-2047 0.000% MBSFNMA 30YR FNBE2703 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNBE2731 3.5 01-JUL-2047 0.000% MBSFNMA 30YR FNBE2909 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE3056 4.0 01-JAN-2047 0.000% MBSFNMA 30YR FNBE3331 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE3553 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNBE3630 5.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBE3670 3.5 01-JUN-2047 0.001% MBSFNMA 30YR FNBE3702 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNBE3904 4.0 01-JAN-2047 0.000% MBS

FNMA 30YR FNBE4033 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE4040 4.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE4045 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE4068 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE4153 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBE4224 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE4247 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNBE4273 3.0 01-DEC-2046 0.000% MBSFNMA 30YR FNBE4279 3.0 01-JAN-2047 0.000% MBSFNMA 30YR FNBE4280 3.0 01-JAN-2047 0.000% MBSFNMA 30YR FNBE4437 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNBE4479 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBE4557 2.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE4907 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE5038 4.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBE5058 3.5 01-SEP-2046 0.000% MBSFNMA 30YR FNBE5067 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBE5077 4.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBE5249 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE5612 3.0 01-JAN-2047 0.000% MBSFNMA 30YR FNBE5651 3.0 01-FEB-2047 0.000% MBSFNMA 30YR FNBE5652 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE5856 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE5947 4.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE5978 4.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE6489 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE6503 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE6548 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE6760 4.5 01-MAR-2047 0.000% MBSFNMA 30YR FNBE6780 2.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE7086 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE7115 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE7461 3.0 01-JAN-2047 0.000% MBSFNMA 30YR FNBE7535 3.0 01-FEB-2047 0.000% MBSFNMA 30YR FNBE7869 4.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE7961 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE8243 4.5 01-MAR-2047 0.000% MBSFNMA 30YR FNBE8315 4.5 01-APR-2047 0.000% MBSFNMA 30YR FNBE8363 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBE8495 4.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBE8515 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBE8562 4.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBE8779 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNBE9008 4.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBE9081 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNBE9136 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNBE9247 4.5 01-MAR-2047 0.000% MBSFNMA 30YR FNBE9465 4.0 01-MAR-2047 0.000% MBSFNMA 30YR FNBE9598 4.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBE9624 4.5 01-JUN-2047 0.000% MBSFNMA 30YR FNBE9741 3.5 01-APR-2047 0.000% MBSFNMA 30YR FNBE9800 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBH0024 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNBH0304 4.5 01-APR-2047 0.000% MBSFNMA 30YR FNBH0348 3.5 01-APR-2047 0.000% MBS

FNMA 30YR FNBH0737 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBH0739 4.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBH0798 3.5 01-APR-2047 0.000% MBSFNMA 30YR FNBH0832 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNBH0950 4.5 01-MAY-2047 0.000% MBSFNMA 30YR FNBH1123 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNBH1353 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNBH1423 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNBH1499 3.5 01-APR-2047 0.000% MBSFNMA 30YR FNBH1976 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBH2154 4.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBH2215 3.5 01-JUL-2047 0.000% MBSFNMA 30YR FNBH2464 4.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBH2491 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNBH2594 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH2597 4.0 01-AUG-2047 0.000% MBSFNMA 30YR FNBH2620 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH2623 4.0 01-AUG-2047 0.000% MBSFNMA 30YR FNBH2681 3.5 01-SEP-2047 0.001% MBSFNMA 30YR FNBH2725 5.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBH2726 5.0 01-MAY-2047 0.000% MBSFNMA 30YR FNBH2795 3.0 01-DEC-2047 0.000% MBSFNMA 30YR FNBH2838 3.0 01-DEC-2047 0.000% MBSFNMA 30YR FNBH2942 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNBH3372 4.5 01-JUN-2047 0.000% MBSFNMA 30YR FNBH3436 3.5 01-JUL-2047 0.000% MBSFNMA 30YR FNBH3446 4.0 01-AUG-2047 0.000% MBSFNMA 30YR FNBH4004 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBH4013 5.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBH4095 4.0 01-OCT-2047 0.000% MBSFNMA 30YR FNBH4099 3.5 01-OCT-2047 0.000% MBSFNMA 30YR FNBH4135 4.0 01-OCT-2047 0.000% MBSFNMA 30YR FNBH4171 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBH4388 4.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBH5119 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH5606 4.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH5750 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNBH5752 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNBH5984 4.5 01-JUL-2047 0.000% MBSFNMA 30YR FNBH6126 4.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH6532 4.0 01-JUL-2047 0.000% MBSFNMA 30YR FNBH6789 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBH6842 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH6871 4.5 01-SEP-2047 0.000% MBSFNMA 30YR FNBH6934 3.5 01-APR-2046 0.000% MBSFNMA 30YR FNBH7071 4.5 01-DEC-2047 0.000% MBSFNMA 30YR FNBH7587 4.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH7641 3.5 01-SEP-2047 0.000% MBSFNMA 30YR FNBH7670 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNBH7772 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBH8087 4.5 01-SEP-2047 0.000% MBSFNMA 30YR FNBH8192 4.5 01-SEP-2047 0.000% MBSFNMA 30YR FNBH8527 3.5 01-DEC-2047 0.001% MBSFNMA 30YR FNBH9283 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBH9288 4.0 01-FEB-2048 0.000% MBS

FNMA 30YR FNBH9289 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBH9342 3.5 01-OCT-2047 0.000% MBSFNMA 30YR FNBH9419 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBH9766 3.5 01-SEP-2047 0.000% MBSFNMA 30YR FNBH9792 4.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ0003 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNBJ0018 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ0104 3.5 01-OCT-2047 0.000% MBSFNMA 30YR FNBJ0186 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ0276 4.5 01-OCT-2047 0.000% MBSFNMA 30YR FNBJ0331 4.0 01-OCT-2047 0.000% MBSFNMA 30YR FNBJ0377 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNBJ0483 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ0540 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBJ0633 4.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ0640 5.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ0720 4.0 01-OCT-2047 0.000% MBSFNMA 30YR FNBJ0992 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ1119 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ1160 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ1323 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNBJ1534 3.5 01-OCT-2047 0.000% MBSFNMA 30YR FNBJ1568 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ1699 4.0 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ2070 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ2115 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNBJ2193 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ2492 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ2545 3.0 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ2554 3.0 01-NOV-2047 0.000% MBSFNMA 30YR FNBJ2791 4.0 01-DEC-2047 0.000% MBSFNMA 30YR FNBJ2807 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ2831 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ2852 4.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ3016 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNBJ3432 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ3482 4.5 01-MAY-2048 0.000% MBSFNMA 30YR FNBJ3612 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ3774 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ3954 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ4158 4.0 01-JUN-2048 0.000% MBSFNMA 30YR FNBJ4290 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ4291 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ4303 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ4308 4.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ4546 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ4581 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ4598 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ4624 4.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ4675 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ4824 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ4882 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ4914 4.0 01-FEB-2048 0.001% MBSFNMA 30YR FNBJ5197 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ5298 4.0 01-FEB-2048 0.000% MBS

FNMA 30YR FNBJ5499 3.5 01-APR-2048 0.000% MBSFNMA 30YR FNBJ5728 4.5 01-APR-2048 0.000% MBSFNMA 30YR FNBJ5784 5.0 01-APR-2048 0.000% MBSFNMA 30YR FNBJ5937 4.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBJ6009 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ6136 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ6151 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ6162 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ6169 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ6171 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ6173 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ6181 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ6203 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ6377 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ6381 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ6382 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ6637 4.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ6957 4.5 01-MAY-2048 0.000% MBSFNMA 30YR FNBJ7026 5.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBJ7055 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBJ7452 4.0 01-DEC-2048 0.000% MBSFNMA 30YR FNBJ7625 3.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBJ7678 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBJ7693 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBJ7695 4.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBJ7743 3.0 01-APR-2049 0.000% MBSFNMA 30YR FNBJ7747 5.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBJ7755 3.0 01-APR-2049 0.000% MBSFNMA 30YR FNBJ7800 3.5 01-MAY-2049 0.000% MBSFNMA 30YR FNBJ8269 4.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ8270 4.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ8271 4.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ8843 4.5 01-JUN-2048 0.000% MBSFNMA 30YR FNBJ8889 3.0 01-APR-2048 0.000% MBSFNMA 30YR FNBJ9067 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ9169 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBJ9215 4.0 01-JUN-2048 0.000% MBSFNMA 30YR FNBJ9240 5.5 01-JUN-2048 0.000% MBSFNMA 30YR FNBJ9261 5.0 01-JUN-2048 0.000% MBSFNMA 30YR FNBJ9280 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ9287 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNBJ9328 3.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ9330 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ9343 3.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ9381 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNBJ9903 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBJ9977 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBK0168 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBK0199 4.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBK0749 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBK0798 4.0 01-APR-2048 0.000% MBSFNMA 30YR FNBK0851 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBK0892 4.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBK0906 3.5 01-JUL-2048 0.000% MBSFNMA 30YR FNBK0910 4.0 01-JUL-2048 0.000% MBS

FNMA 30YR FNBK0915 4.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBK0919 5.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBK1150 4.5 01-APR-2048 0.000% MBSFNMA 30YR FNBK1174 5.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBK1269 4.5 01-MAY-2048 0.000% MBSFNMA 30YR FNBK1289 4.5 01-JUN-2048 0.000% MBSFNMA 30YR FNBK1310 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK1319 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK1321 5.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK1343 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBK1344 4.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBK1492 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBK1586 4.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBK1658 5.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBK1726 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBK1762 3.5 01-JUN-2048 0.000% MBSFNMA 30YR FNBK1864 4.0 01-APR-2048 0.000% MBSFNMA 30YR FNBK1972 4.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBK3260 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBK3458 5.0 01-APR-2048 0.000% MBSFNMA 30YR FNBK3459 5.0 01-APR-2048 0.000% MBSFNMA 30YR FNBK3898 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBK3929 4.5 01-MAY-2048 0.000% MBSFNMA 30YR FNBK4196 4.0 01-JUN-2048 0.000% MBSFNMA 30YR FNBK4241 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK4425 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBK4435 4.5 01-JUN-2048 0.000% MBSFNMA 30YR FNBK4614 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBK4627 4.0 01-APR-2048 0.000% MBSFNMA 30YR FNBK4663 4.0 01-JUN-2048 0.000% MBSFNMA 30YR FNBK4760 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK4766 4.5 01-AUG-2048 0.001% MBSFNMA 30YR FNBK4770 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK5178 3.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBK5212 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK5416 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK5424 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK6034 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK6142 5.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK6200 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNBK6262 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK6456 4.5 01-JUL-2048 0.000% MBSFNMA 30YR FNBK6577 4.5 01-JUL-2048 0.000% MBSFNMA 30YR FNBK6926 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBK6928 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBK6940 4.0 01-DEC-2048 0.000% MBSFNMA 30YR FNBK6952 5.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBK7097 5.0 01-JUN-2048 0.000% MBSFNMA 30YR FNBK7109 4.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBK7129 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK7277 4.0 01-DEC-2048 0.000% MBSFNMA 30YR FNBK7574 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBK7603 4.5 01-OCT-2048 0.000% MBSFNMA 30YR FNBK7844 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK7881 5.0 01-OCT-2048 0.000% MBS

FNMA 30YR FNBK8064 4.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBK8083 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNBK8702 4.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBK8711 4.0 01-JUN-2048 0.000% MBSFNMA 30YR FNBK8918 5.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK9022 4.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBK9173 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBK9189 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBK9406 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBK9413 4.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBK9422 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBK9432 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBK9436 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBK9437 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBK9439 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBK9514 4.5 01-OCT-2048 0.000% MBSFNMA 30YR FNBK9541 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBK9655 4.0 01-NOV-2048 0.000% MBSFNMA 30YR FNBK9758 4.0 01-AUG-2048 0.000% MBSFNMA 30YR FNBM1055 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNBM1121 3.5 01-DEC-2046 0.002% MBSFNMA 30YR FNBM1155 4.0 01-MAR-2047 0.000% MBSFNMA 30YR FNBM1164 3.5 01-DEC-2045 0.000% MBSFNMA 30YR FNBM1174 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNBM1202 4.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBM1295 4.5 01-JUN-2047 0.000% MBSFNMA 30YR FNBM1302 3.0 01-FEB-2047 0.000% MBSFNMA 30YR FNBM1303 4.0 01-APR-2047 0.000% MBSFNMA 30YR FNBM1357 4.5 01-JAN-2043 0.000% MBSFNMA 30YR FNBM1492 4.0 01-JUL-2047 0.000% MBSFNMA 30YR FNBM1502 4.0 01-OCT-2043 0.000% MBSFNMA 30YR FNBM1539 4.0 01-JUL-2047 0.001% MBSFNMA 30YR FNBM1589 5.5 01-SEP-2041 0.000% MBSFNMA 30YR FNBM1619 4.0 01-AUG-2047 0.000% MBSFNMA 30YR FNBM1658 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBM1775 4.5 01-JUL-2047 0.000% MBSFNMA 30YR FNBM1783 3.5 01-AUG-2047 0.001% MBSFNMA 30YR FNBM1784 3.5 01-AUG-2047 0.001% MBSFNMA 30YR FNBM1785 4.0 01-AUG-2047 0.000% MBSFNMA 30YR FNBM1787 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBM1794 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBM1910 4.0 01-OCT-2045 0.000% MBSFNMA 30YR FNBM1940 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBM1961 3.5 01-NOV-2047 0.001% MBSFNMA 30YR FNBM2000 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNBM2003 4.0 01-OCT-2047 0.001% MBSFNMA 30YR FNBM2007 4.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBM3051 4.5 01-NOV-2047 0.000% MBSFNMA 30YR FNBM3066 5.0 01-JUL-2047 0.000% MBSFNMA 30YR FNBM3101 3.0 01-MAR-2046 0.000% MBSFNMA 30YR FNBM3108 4.5 01-AUG-2046 0.001% MBSFNMA 30YR FNBM3111 3.5 01-OCT-2047 0.000% MBSFNMA 30YR FNBM3152 4.5 01-AUG-2047 0.000% MBSFNMA 30YR FNBM3191 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNBM3198 3.5 01-NOV-2047 0.000% MBS

FNMA 30YR FNBM3204 3.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBM3237 3.5 01-MAY-2047 0.001% MBSFNMA 30YR FNBM3286 4.5 01-NOV-2047 0.000% MBSFNMA 30YR FNBM3288 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNBM3326 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNBM3329 3.5 01-JAN-2045 0.000% MBSFNMA 30YR FNBM3338 4.5 01-FEB-2046 0.000% MBSFNMA 30YR FNBM3378 3.0 01-JUL-2045 0.000% MBSFNMA 30YR FNBM3379 3.0 01-DEC-2047 0.001% MBSFNMA 30YR FNBM3515 3.0 01-JUL-2046 0.001% MBSFNMA 30YR FNBM3516 4.0 01-OCT-2043 0.000% MBSFNMA 30YR FNBM3549 4.0 01-JUN-2047 0.000% MBSFNMA 30YR FNBM3556 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBM3565 3.0 01-OCT-2047 0.000% MBSFNMA 30YR FNBM3567 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNBM3611 4.0 01-JAN-2045 0.000% MBSFNMA 30YR FNBM3627 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNBM3664 3.0 01-MAY-2045 0.001% MBSFNMA 30YR FNBM3688 3.5 01-FEB-2047 0.001% MBSFNMA 30YR FNBM3704 3.0 01-SEP-2043 0.001% MBSFNMA 30YR FNBM3707 2.5 01-APR-2047 0.000% MBSFNMA 30YR FNBM3747 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNBM3767 4.0 01-APR-2048 0.001% MBSFNMA 30YR FNBM3785 3.5 01-JUL-2043 0.000% MBSFNMA 30YR FNBM3801 3.0 01-JUL-2047 0.001% MBSFNMA 30YR FNBM3803 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNBM3804 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNBM3823 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNBM3838 4.0 01-APR-2048 0.000% MBSFNMA 30YR FNBM3907 5.5 01-SEP-2041 0.000% MBSFNMA 30YR FNBM3908 5.5 01-JAN-2047 0.000% MBSFNMA 30YR FNBM3932 3.5 01-OCT-2046 0.000% MBSFNMA 30YR FNBM3958 3.5 01-FEB-2045 0.000% MBSFNMA 30YR FNBM3966 4.0 01-MAR-2048 0.000% MBSFNMA 30YR FNBM4036 3.0 01-JUL-2047 0.000% MBSFNMA 30YR FNBM4055 4.0 01-JUN-2048 0.001% MBSFNMA 30YR FNBM4094 3.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBM4121 3.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBM4169 4.0 01-JUL-2048 0.001% MBSFNMA 30YR FNBM4188 3.0 01-JUL-2048 0.000% MBSFNMA 30YR FNBM4222 3.0 01-JAN-2044 0.001% MBSFNMA 30YR FNBM4384 4.0 01-JAN-2045 0.001% MBSFNMA 30YR FNBM4454 4.0 01-AUG-2048 0.001% MBSFNMA 30YR FNBM4481 3.5 01-JUL-2043 0.000% MBSFNMA 30YR FNBM4522 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNBM4579 3.0 01-APR-2047 0.000% MBSFNMA 30YR FNBM4621 3.5 01-MAR-2046 0.000% MBSFNMA 30YR FNBM4622 4.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBM4639 3.5 01-FEB-2045 0.001% MBSFNMA 30YR FNBM4650 3.0 01-OCT-2044 0.002% MBSFNMA 30YR FNBM4655 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNBM4656 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNBM4664 4.5 01-OCT-2048 0.000% MBSFNMA 30YR FNBM4723 6.0 01-JUL-2041 0.000% MBSFNMA 30YR FNBM4791 4.5 01-JUN-2046 0.000% MBS

FNMA 30YR FNBM4806 3.0 01-DEC-2047 0.000% MBSFNMA 30YR FNBM4809 4.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBM4839 4.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBM4853 4.0 01-MAR-2046 0.000% MBSFNMA 30YR FNBM4951 4.5 01-SEP-2048 0.000% MBSFNMA 30YR FNBM4975 4.0 01-MAR-2045 0.000% MBSFNMA 30YR FNBM4982 3.0 01-JUL-2044 0.004% MBSFNMA 30YR FNBM5002 3.5 01-MAY-2044 0.000% MBSFNMA 30YR FNBM5003 4.0 01-MAR-2047 0.000% MBSFNMA 30YR FNBM5024 3.0 01-NOV-2048 0.002% MBSFNMA 30YR FNBM5077 3.5 01-AUG-2045 0.001% MBSFNMA 30YR FNBM5080 4.0 01-DEC-2048 0.000% MBSFNMA 30YR FNBM5091 5.5 01-DEC-2048 0.000% MBSFNMA 30YR FNBM5114 3.0 01-OCT-2033 0.000% MBSFNMA 30YR FNBM5149 3.0 01-AUG-2045 0.000% MBSFNMA 30YR FNBM5179 3.0 01-JUL-2047 0.000% MBSFNMA 30YR FNBM5212 4.5 01-DEC-2048 0.000% MBSFNMA 30YR FNBM5274 4.0 01-FEB-2047 0.000% MBSFNMA 30YR FNBM5362 4.0 01-JUL-2047 0.000% MBSFNMA 30YR FNBM5367 3.0 01-MAR-2047 0.000% MBSFNMA 30YR FNBM5383 4.0 01-MAR-2047 0.000% MBSFNMA 30YR FNBM5423 3.5 01-DEC-2046 0.001% MBSFNMA 30YR FNBM5451 5.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBM5521 3.5 01-JUL-2048 0.000% MBSFNMA 30YR FNBM5562 4.0 01-JUN-2045 0.001% MBSFNMA 30YR FNBM5683 3.5 01-JUN-2046 0.000% MBSFNMA 30YR FNBM5777 5.0 01-APR-2049 0.000% MBSFNMA 30YR FNBM5787 4.0 01-AUG-2047 0.002% MBSFNMA 30YR FNBM5807 3.5 01-APR-2048 0.000% MBSFNMA 30YR FNBM5810 3.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBM5822 3.0 01-NOV-2048 0.000% MBSFNMA 30YR FNBM5855 4.5 01-MAR-2046 0.002% MBSFNMA 30YR FNBN0397 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBN0405 4.5 01-SEP-2048 0.000% MBSFNMA 30YR FNBN0486 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBN0622 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN0628 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBN0647 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBN0764 5.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN1068 4.0 01-NOV-2048 0.000% MBSFNMA 30YR FNBN1138 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBN1168 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBN1370 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBN1385 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBN1417 4.0 01-SEP-2048 0.000% MBSFNMA 30YR FNBN1573 4.0 01-NOV-2048 0.000% MBSFNMA 30YR FNBN1631 5.5 01-NOV-2048 0.000% MBSFNMA 30YR FNBN1771 5.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN1772 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN1805 4.0 01-APR-2049 0.000% MBSFNMA 30YR FNBN2008 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN2028 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN2130 4.5 01-SEP-2048 0.000% MBSFNMA 30YR FNBN2265 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNBN2389 4.0 01-JAN-2049 0.000% MBS

FNMA 30YR FNBN2395 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN2396 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN2415 4.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBN2564 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN2791 4.0 01-NOV-2048 0.000% MBSFNMA 30YR FNBN3098 4.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBN3190 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3191 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3255 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3258 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3261 5.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3262 5.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3264 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3266 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3270 5.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN3280 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN3318 4.5 01-DEC-2048 0.000% MBSFNMA 30YR FNBN3324 5.0 01-DEC-2048 0.000% MBSFNMA 30YR FNBN3369 5.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3407 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3575 5.0 01-NOV-2048 0.000% MBSFNMA 30YR FNBN3576 5.0 01-NOV-2048 0.000% MBSFNMA 30YR FNBN3610 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3816 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN3944 4.0 01-JAN-2049 0.001% MBSFNMA 30YR FNBN3960 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN4250 4.5 01-MAR-2049 0.000% MBSFNMA 30YR FNBN4268 3.5 01-MAY-2049 0.000% MBSFNMA 30YR FNBN4361 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBN4461 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN4473 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNBN4556 4.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN4562 5.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN4700 5.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN4814 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN4849 3.5 01-MAR-2049 0.000% MBSFNMA 30YR FNBN5064 5.0 01-JAN-2049 0.000% MBSFNMA 30YR FNBN5316 3.5 01-MAR-2049 0.000% MBSFNMA 30YR FNBN5325 5.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBN5558 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBN5574 3.0 01-APR-2049 0.000% MBSFNMA 30YR FNBN5814 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBN5816 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN5855 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNBN6046 3.5 01-APR-2049 0.000% MBSFNMA 30YR FNBN6141 4.0 01-FEB-2049 0.000% MBSFNMA 30YR FNBN6171 4.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBN6214 4.5 01-MAR-2049 0.000% MBSFNMA 30YR FNBN6438 5.0 01-MAR-2049 0.000% MBSFNMA 30YR FNBN6644 3.0 01-MAY-2049 0.001% MBSFNMA 30YR FNBN6994 3.0 01-APR-2049 0.000% MBSFNMA 30YR FNBN7303 4.0 01-APR-2049 0.000% MBSFNMA 30YR FNBN7321 4.5 01-APR-2049 0.000% MBSFNMA 30YR FNBN8687 3.5 01-MAY-2049 0.000% MBSFNMA 30YR FNBN8752 4.0 01-APR-2049 0.000% MBS

FNMA 30YR FNBN9882 4.5 01-APR-2049 0.000% MBSFNMA 30YR FNCA0109 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNCA0133 4.0 01-AUG-2047 0.000% MBSFNMA 30YR FNCA0237 4.0 01-AUG-2047 0.000% MBSFNMA 30YR FNCA0240 3.5 01-AUG-2047 0.000% MBSFNMA 30YR FNCA0265 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNCA0320 4.0 01-SEP-2047 0.001% MBSFNMA 30YR FNCA0346 4.5 01-SEP-2047 0.000% MBSFNMA 30YR FNCA0349 5.0 01-SEP-2047 0.000% MBSFNMA 30YR FNCA0392 4.0 01-SEP-2047 0.000% MBSFNMA 30YR FNCA0407 3.5 01-SEP-2047 0.000% MBSFNMA 30YR FNCA0487 3.5 01-OCT-2047 0.000% MBSFNMA 30YR FNCA0493 4.0 01-OCT-2047 0.000% MBSFNMA 30YR FNCA0496 4.5 01-OCT-2047 0.001% MBSFNMA 30YR FNCA0549 4.0 01-OCT-2047 0.000% MBSFNMA 30YR FNCA0562 5.0 01-OCT-2047 0.000% MBSFNMA 30YR FNCA0623 4.5 01-OCT-2047 0.000% MBSFNMA 30YR FNCA0688 3.5 01-OCT-2044 0.000% MBSFNMA 30YR FNCA0689 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNCA0693 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNCA0696 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNCA0770 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNCA0808 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNCA0838 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNCA0852 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNCA0855 3.5 01-DEC-2047 0.001% MBSFNMA 30YR FNCA0983 4.5 01-JAN-2048 0.000% MBSFNMA 30YR FNCA1008 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNCA1015 4.0 01-JAN-2048 0.000% MBSFNMA 30YR FNCA1025 4.5 01-JAN-2048 0.000% MBSFNMA 30YR FNCA1055 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNCA1058 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNCA1072 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNCA1119 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1133 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1134 3.5 01-JAN-2048 0.000% MBSFNMA 30YR FNCA1152 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1187 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1188 3.5 01-FEB-2048 0.002% MBSFNMA 30YR FNCA1189 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1192 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1194 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1197 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1203 4.0 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1218 4.5 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1242 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNCA1354 3.5 01-MAR-2048 0.001% MBSFNMA 30YR FNCA1531 3.5 01-APR-2048 0.000% MBSFNMA 30YR FNCA1532 3.5 01-APR-2048 0.000% MBSFNMA 30YR FNCA1545 4.0 01-APR-2048 0.000% MBSFNMA 30YR FNCA1560 4.5 01-APR-2048 0.000% MBSFNMA 30YR FNCA1686 3.5 01-MAR-2048 0.000% MBSFNMA 30YR FNCA1692 4.0 01-MAY-2048 0.000% MBSFNMA 30YR FNCA1763 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNCA1765 3.5 01-DEC-2047 0.000% MBS

FNMA 30YR FNCA1776 4.5 01-DEC-2047 0.000% MBSFNMA 30YR FNCA1866 3.0 01-APR-2048 0.000% MBSFNMA 30YR FNCA1898 4.5 01-JUN-2048 0.000% MBSFNMA 30YR FNCA1909 4.5 01-JUN-2048 0.000% MBSFNMA 30YR FNCA1988 4.5 01-JUL-2048 0.000% MBSFNMA 30YR FNCA2054 4.5 01-JUL-2048 0.000% MBSFNMA 30YR FNCA2056 4.5 01-JUL-2048 0.000% MBSFNMA 30YR FNCA2065 5.0 01-JUL-2048 0.000% MBSFNMA 30YR FNCA2207 4.5 01-AUG-2048 0.000% MBSFNMA 30YR FNCA2216 5.0 01-AUG-2048 0.001% MBSFNMA 30YR FNCA2316 4.0 01-JUL-2048 0.000% MBSFNMA 30YR FNCA2368 4.0 01-SEP-2048 0.001% MBSFNMA 30YR FNCA2370 4.5 01-SEP-2048 0.000% MBSFNMA 30YR FNCA2373 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNCA2469 4.0 01-OCT-2048 0.000% MBSFNMA 30YR FNCA2493 4.5 01-OCT-2048 0.000% MBSFNMA 30YR FNCA2641 4.5 01-NOV-2048 0.000% MBSFNMA 30YR FNCA2653 5.0 01-AUG-2048 0.000% MBSFNMA 30YR FNCA2699 3.5 01-MAY-2048 0.000% MBSFNMA 30YR FNCA2701 3.5 01-FEB-2048 0.000% MBSFNMA 30YR FNCA2779 4.5 01-DEC-2048 0.001% MBSFNMA 30YR FNCA2931 3.5 01-NOV-2048 0.000% MBSFNMA 30YR FNCA2948 4.0 01-SEP-2048 0.000% MBSFNMA 30YR FNCA2960 4.5 01-JAN-2049 0.000% MBSFNMA 30YR FNCA2970 5.0 01-JAN-2049 0.001% MBSFNMA 30YR FNCA3056 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNCA3096 4.5 01-FEB-2049 0.000% MBSFNMA 30YR FNCA3107 5.0 01-FEB-2049 0.000% MBSFNMA 30YR FNCA3184 4.0 01-MAR-2049 0.001% MBSFNMA 30YR FNCA3205 4.0 01-MAR-2049 0.000% MBSFNMA 30YR FNCA3225 4.5 01-MAR-2049 0.000% MBSFNMA 30YR FNCA3324 3.5 01-MAR-2049 0.000% MBSFNMA 30YR FNCA3371 3.5 01-APR-2049 0.000% MBSFNMA 30YR FNCA3382 5.0 01-APR-2049 0.001% MBSFNMA 30YR FNCA3387 4.0 01-APR-2049 0.001% MBSFNMA 30YR FNCA3394 5.0 01-APR-2049 0.000% MBSFNMA 30YR FNCA3470 3.5 01-MAY-2049 0.002% MBSFNMA 30YR FNCA3489 4.0 01-MAY-2049 0.001% MBSFNMA 30YR FNCA3639 4.0 01-JUN-2049 0.000% MBSFNMA 30YR FNCA3669 4.0 01-JUN-2049 0.001% MBSFNMA 30YR FNMA0049 5.5 01-APR-2039 0.000% MBSFNMA 30YR FNMA0230 5.0 01-NOV-2039 0.000% MBSFNMA 30YR FNMA0471 5.5 01-JUL-2040 0.000% MBSFNMA 30YR FNMA0498 5.5 01-JUL-2040 0.000% MBSFNMA 30YR FNMA0500 5.0 01-AUG-2040 0.000% MBSFNMA 30YR FNMA0533 4.0 01-OCT-2040 0.000% MBSFNMA 30YR FNMA0537 4.5 01-OCT-2040 0.000% MBSFNMA 30YR FNMA0583 4.0 01-DEC-2040 0.000% MBSFNMA 30YR FNMA0639 4.0 01-FEB-2041 0.000% MBSFNMA 30YR FNMA0736 5.0 01-MAY-2041 0.000% MBSFNMA 30YR FNMA0904 4.5 01-NOV-2041 0.000% MBSFNMA 30YR FNMA0918 4.0 01-DEC-2041 0.000% MBSFNMA 30YR FNMA0927 4.5 01-DEC-2041 0.000% MBSFNMA 30YR FNMA0955 3.5 01-JAN-2042 0.000% MBSFNMA 30YR FNMA0967 4.5 01-DEC-2041 0.000% MBS

FNMA 30YR FNMA0971 4.0 01-FEB-2042 0.000% MBSFNMA 30YR FNMA1003 3.5 01-MAR-2042 0.000% MBSFNMA 30YR FNMA1027 3.5 01-APR-2042 0.000% MBSFNMA 30YR FNMA1043 4.5 01-APR-2042 0.000% MBSFNMA 30YR FNMA1044 3.0 01-APR-2042 0.000% MBSFNMA 30YR FNMA1111 4.5 01-JUL-2042 0.000% MBSFNMA 30YR FNMA1133 3.5 01-AUG-2042 0.001% MBSFNMA 30YR FNMA1164 3.5 01-SEP-2042 0.000% MBSFNMA 30YR FNMA1208 3.0 01-OCT-2042 0.000% MBSFNMA 30YR FNMA1316 2.5 01-JAN-2043 0.000% MBSFNMA 30YR FNMA1489 3.0 01-JUL-2043 0.000% MBSFNMA 30YR FNMA1493 2.5 01-JUN-2043 0.000% MBSFNMA 30YR FNMA1560 3.0 01-SEP-2043 0.000% MBSFNMA 30YR FNMA1594 4.5 01-SEP-2043 0.000% MBSFNMA 30YR FNMA1785 3.5 01-FEB-2044 0.000% MBSFNMA 30YR FNMA1887 3.5 01-MAY-2044 0.000% MBSFNMA 30YR FNMA1908 4.5 01-MAY-2044 0.000% MBSFNMA 30YR FNMA1926 4.5 01-JUN-2044 0.000% MBSFNMA 30YR FNMA2005 4.5 01-AUG-2044 0.000% MBSFNMA 30YR FNMA2066 4.5 01-OCT-2044 0.000% MBSFNMA 30YR FNMA2100 4.5 01-NOV-2044 0.000% MBSFNMA 30YR FNMA2352 3.5 01-AUG-2045 0.000% MBSFNMA 30YR FNMA2405 4.0 01-SEP-2045 0.001% MBSFNMA 30YR FNMA2484 4.0 01-DEC-2045 0.000% MBSFNMA 30YR FNMA2516 3.0 01-JAN-2046 0.000% MBSFNMA 30YR FNMA2539 4.0 01-FEB-2046 0.000% MBSFNMA 30YR FNMA2542 3.0 01-FEB-2046 0.000% MBSFNMA 30YR FNMA2640 2.5 01-MAY-2046 0.000% MBSFNMA 30YR FNMA2670 3.0 01-JUL-2046 0.000% MBSFNMA 30YR FNMA2705 3.0 01-AUG-2046 0.001% MBSFNMA 30YR FNMA2730 2.5 01-AUG-2046 0.000% MBSFNMA 30YR FNMA2737 3.0 01-SEP-2046 0.000% MBSFNMA 30YR FNMA2764 2.5 01-SEP-2046 0.000% MBSFNMA 30YR FNMA2771 3.0 01-OCT-2046 0.000% MBSFNMA 30YR FNMA2805 2.5 01-NOV-2046 0.000% MBSFNMA 30YR FNMA2806 3.0 01-NOV-2046 0.000% MBSFNMA 30YR FNMA2807 3.5 01-NOV-2046 0.000% MBSFNMA 30YR FNMA2808 4.0 01-NOV-2046 0.000% MBSFNMA 30YR FNMA2825 4.5 01-NOV-2046 0.000% MBSFNMA 30YR FNMA2833 3.0 01-DEC-2046 0.004% MBSFNMA 30YR FNMA2834 3.5 01-DEC-2046 0.000% MBSFNMA 30YR FNMA2836 4.5 01-DEC-2046 0.000% MBSFNMA 30YR FNMA2863 3.0 01-JAN-2047 0.000% MBSFNMA 30YR FNMA2872 4.5 01-JAN-2047 0.000% MBSFNMA 30YR FNMA2895 3.0 01-FEB-2047 0.000% MBSFNMA 30YR FNMA2896 3.5 01-FEB-2047 0.000% MBSFNMA 30YR FNMA2920 3.0 01-MAR-2047 0.000% MBSFNMA 30YR FNMA2956 3.0 01-APR-2047 0.001% MBSFNMA 30YR FNMA2959 3.5 01-APR-2047 0.000% MBSFNMA 30YR FNMA2983 5.0 01-APR-2047 0.000% MBSFNMA 30YR FNMA2994 3.5 01-MAY-2047 0.000% MBSFNMA 30YR FNMA3007 3.0 01-APR-2047 0.000% MBSFNMA 30YR FNMA3008 4.5 01-MAY-2047 0.000% MBSFNMA 30YR FNMA3026 3.5 01-JUN-2047 0.000% MBSFNMA 30YR FNMA3044 5.0 01-MAY-2047 0.000% MBS

FNMA 30YR FNMA3057 3.5 01-JUL-2047 0.003% MBSFNMA 30YR FNMA3077 5.0 01-JUL-2047 0.000% MBSFNMA 30YR FNMA3087 3.5 01-AUG-2047 0.002% MBSFNMA 30YR FNMA3101 4.5 01-AUG-2047 0.000% MBSFNMA 30YR FNMA3110 5.0 01-AUG-2047 0.000% MBSFNMA 30YR FNMA3120 3.5 01-SEP-2047 0.000% MBSFNMA 30YR FNMA3123 5.0 01-AUG-2047 0.000% MBSFNMA 30YR FNMA3143 3.0 01-SEP-2047 0.000% MBSFNMA 30YR FNMA3148 3.5 01-OCT-2047 0.000% MBSFNMA 30YR FNMA3149 4.0 01-OCT-2047 0.001% MBSFNMA 30YR FNMA3182 3.5 01-NOV-2047 0.000% MBSFNMA 30YR FNMA3183 4.0 01-NOV-2047 0.000% MBSFNMA 30YR FNMA3203 5.0 01-SEP-2047 0.000% MBSFNMA 30YR FNMA3210 3.5 01-DEC-2047 0.000% MBSFNMA 30YR FNMA3211 4.0 01-DEC-2047 0.000% MBSFNMA 30YR FNMA3213 5.0 01-NOV-2047 0.000% MBSFNMA 30YR FNMA3238 3.5 01-JAN-2048 0.003% MBSFNMA 30YR FNMA3276 3.5 01-FEB-2048 0.001% MBSFNMA 30YR FNMA3277 4.0 01-FEB-2048 0.002% MBSFNMA 30YR FNMA3301 5.0 01-FEB-2048 0.000% MBSFNMA 30YR FNMA3305 3.5 01-MAR-2048 0.001% MBSFNMA 30YR FNMA3332 3.5 01-APR-2048 0.000% MBSFNMA 30YR FNMA3333 4.0 01-APR-2048 0.000% MBSFNMA 30YR FNMA3334 4.5 01-APR-2048 0.000% MBSFNMA 30YR FNMA3348 5.0 01-APR-2048 0.000% MBSFNMA 30YR FNMA3358 4.5 01-MAY-2048 0.000% MBSFNMA 30YR FNMA3386 5.0 01-JUN-2048 0.000% MBSFNMA 30YR FNMA3415 4.0 01-JUN-2048 0.000% MBSFNMA 30YR FNMA3428 5.5 01-JUN-2048 0.000% MBSFNMA 30YR FNMA3472 5.0 01-SEP-2048 0.000% MBSFNMA 30YR FNMA3495 4.0 01-OCT-2048 0.000% MBSFNMA 30YR FNMA3501 5.0 01-OCT-2048 0.000% MBSFNMA 30YR FNMA3594 5.0 01-FEB-2049 0.000% MBSFNMA 30YR FNMA3599 5.5 01-FEB-2049 0.000% MBSFNMA 30YR FNMA3617 5.0 01-MAR-2049 0.000% MBSFNMA 30YR FNMA3622 5.5 01-MAR-2049 0.000% MBSFNMA 30YR FNMA3685 3.0 01-JUN-2049 0.000% MBSFNMA 30YR FNMC0187 4.5 01-OCT-2039 0.000% MBSFNMA 30YR REPERFORMING NON MODIFIE FNBF0203 3.0 01-FEB-2047 0.001% MBSFNMA 30YR REPERFORMING NON MODIFIE FNBF0206 4.0 01-FEB-2047 0.001% MBSFNMA 30YR UMBS FNBD9890 2.5 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBJ8479 3.0 01-JUN-2049 0.000% MBSFNMA 30YR UMBS FNBJ8492 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBJ9857 3.5 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBJ9875 3.5 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBK0449 5.0 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBK2681 3.5 01-JUN-2050 0.000% MBSFNMA 30YR UMBS FNBK2887 2.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBK5526 2.5 01-SEP-2050 0.001% MBSFNMA 30YR UMBS FNBK5554 4.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBK8268 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBK8273 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBN4579 5.0 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBN4607 3.5 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBN7426 3.0 01-NOV-2049 0.000% MBS

FNMA 30YR UMBS FNBN7430 3.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBN8397 3.0 01-JUN-2049 0.000% MBSFNMA 30YR UMBS FNBN8617 3.5 01-AUG-2049 0.001% MBSFNMA 30YR UMBS FNBN9961 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO0091 4.5 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNBO0455 4.0 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO0461 4.0 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO0656 4.0 01-JUN-2049 0.000% MBSFNMA 30YR UMBS FNBO0802 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO0968 4.0 01-JUN-2049 0.000% MBSFNMA 30YR UMBS FNBO0995 4.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO1048 3.5 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBO1336 3.0 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNBO1786 5.0 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO1891 3.0 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO1900 4.0 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNBO2273 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO2439 3.0 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO2610 3.5 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBO2767 5.0 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNBO2783 5.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBO2800 3.0 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNBO2950 3.0 01-SEP-2049 0.001% MBSFNMA 30YR UMBS FNBO3024 3.5 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBO3292 3.0 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBO3296 3.5 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBO3496 3.0 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO3530 3.0 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNBO3534 3.5 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO3542 3.5 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNBO3559 3.5 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNBO3743 4.5 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNBO3946 4.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBO4032 3.5 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNBO4046 3.5 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBO4274 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNBO5380 3.0 01-DEC-2049 0.001% MBSFNMA 30YR UMBS FNBO5417 3.5 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBO5494 3.0 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNBO5971 4.0 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO6033 3.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBO6093 5.0 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBO6463 3.0 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO6489 3.0 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBO6985 3.5 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNBO7087 5.0 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBO7089 5.0 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNBO7090 5.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNBO7371 3.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBO7372 3.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBO7390 3.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBO7531 3.5 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBO7804 3.5 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBO7805 4.5 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBO7867 4.0 01-APR-2050 0.000% MBS

FNMA 30YR UMBS FNBO7880 3.5 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBO7881 3.0 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBO7994 3.0 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO8019 2.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBO8667 3.0 01-MAR-2050 0.002% MBSFNMA 30YR UMBS FNBO9066 3.5 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO9321 4.5 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBO9395 2.5 01-AUG-2051 0.000% MBSFNMA 30YR UMBS FNBO9586 4.0 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO9617 3.5 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO9618 3.5 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBO9692 3.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBO9694 3.5 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBO9695 3.5 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBO9744 3.0 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBO9746 3.0 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBO9946 4.5 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBP0135 3.5 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP0138 4.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP0827 4.5 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBP0943 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP0956 3.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP0958 3.5 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP1007 3.0 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBP1218 3.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP1219 3.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP1220 3.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP1228 3.5 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP1234 4.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP1236 4.0 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP1251 3.5 01-JAN-2050 0.000% MBSFNMA 30YR UMBS FNBP1394 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP1534 3.5 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBP1726 2.0 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBP1840 4.5 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBP2206 3.0 01-MAR-2050 0.001% MBSFNMA 30YR UMBS FNBP2301 3.0 01-DEC-2049 0.000% MBSFNMA 30YR UMBS FNBP2409 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP2525 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP2546 3.0 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP2979 4.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP3077 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP3209 4.5 01-FEB-2050 0.000% MBSFNMA 30YR UMBS FNBP3581 3.5 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP3611 3.5 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP3623 3.5 01-JUN-2050 0.000% MBSFNMA 30YR UMBS FNBP3686 3.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBP3809 3.5 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP4006 3.5 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP4237 2.5 01-JUN-2050 0.000% MBSFNMA 30YR UMBS FNBP4274 3.0 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP4302 4.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP4314 4.0 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP4329 3.0 01-JUN-2050 0.000% MBSFNMA 30YR UMBS FNBP4386 3.5 01-APR-2050 0.000% MBS

FNMA 30YR UMBS FNBP4519 4.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP4610 3.5 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP4950 3.5 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP4951 4.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP5154 3.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP5176 4.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNBP5196 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBP5414 2.5 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP5999 4.0 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP6444 3.5 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBP7517 2.5 01-NOV-2050 0.009% MBSFNMA 30YR UMBS FNBP7913 4.0 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBP8216 3.0 01-JUN-2050 0.000% MBSFNMA 30YR UMBS FNBP8221 3.0 01-JUN-2050 0.000% MBSFNMA 30YR UMBS FNBP8750 3.0 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBP8879 2.5 01-JUN-2050 0.000% MBSFNMA 30YR UMBS FNBP9268 3.0 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBQ0149 3.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNBQ0173 2.5 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNBQ0445 3.0 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ0738 4.0 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBQ0801 3.0 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ0851 3.0 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ0872 3.0 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ0895 2.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ0896 2.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ1150 2.5 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ1355 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ1475 2.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ1514 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ1555 3.0 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ1650 2.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ1652 3.0 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ1661 2.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ1667 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ1716 2.5 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ1740 3.0 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ1794 4.0 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ1893 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ2420 2.0 01-SEP-2050 0.001% MBSFNMA 30YR UMBS FNBQ2475 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ2685 3.0 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ2720 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ2834 3.5 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ2836 3.0 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ2865 3.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ2869 3.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNBQ2891 3.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ2912 3.5 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ2914 3.5 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ2988 3.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ3021 2.0 01-OCT-2050 0.001% MBSFNMA 30YR UMBS FNBQ3096 2.5 01-OCT-2050 0.001% MBSFNMA 30YR UMBS FNBQ3290 2.0 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBQ3302 2.0 01-DEC-2050 0.000% MBS

FNMA 30YR UMBS FNBQ3704 2.5 01-SEP-2050 0.001% MBSFNMA 30YR UMBS FNBQ3707 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ4051 2.0 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ4054 2.5 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ4066 2.5 01-DEC-2050 0.001% MBSFNMA 30YR UMBS FNBQ4184 2.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ4242 2.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ4243 2.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ4267 3.0 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ4770 2.5 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ4788 2.5 01-SEP-2050 0.000% MBSFNMA 30YR UMBS FNBQ4858 2.5 01-OCT-2050 0.001% MBSFNMA 30YR UMBS FNBQ4960 3.5 01-JUL-2050 0.000% MBSFNMA 30YR UMBS FNBQ5077 2.5 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ5101 3.0 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ5484 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ5728 2.0 01-OCT-2050 0.001% MBSFNMA 30YR UMBS FNBQ5734 2.5 01-OCT-2050 0.001% MBSFNMA 30YR UMBS FNBQ5749 2.5 01-OCT-2050 0.000% MBSFNMA 30YR UMBS FNBQ5878 2.5 01-NOV-2050 0.003% MBSFNMA 30YR UMBS FNBQ5892 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ5895 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ5972 2.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ6145 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ6182 2.0 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ6190 2.5 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ6317 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ6365 2.5 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ6629 2.5 01-OCT-2051 0.001% MBSFNMA 30YR UMBS FNBQ7198 2.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ7334 2.5 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ7561 2.0 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ7652 2.5 01-DEC-2050 0.001% MBSFNMA 30YR UMBS FNBQ8091 3.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBQ8203 2.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBQ8479 2.5 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBQ8544 2.0 01-DEC-2050 0.001% MBSFNMA 30YR UMBS FNBQ9060 2.0 01-DEC-2050 0.001% MBSFNMA 30YR UMBS FNBQ9066 2.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBQ9070 2.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBQ9491 2.5 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNBQ9534 2.0 01-DEC-2050 0.001% MBSFNMA 30YR UMBS FNBQ9660 3.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBQ9747 2.0 01-FEB-2051 0.003% MBSFNMA 30YR UMBS FNBQ9805 2.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBQ9818 2.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBR0051 2.5 01-DEC-2050 0.001% MBSFNMA 30YR UMBS FNBR0260 2.5 01-JAN-2051 0.001% MBSFNMA 30YR UMBS FNBR0381 3.0 01-NOV-2050 0.000% MBSFNMA 30YR UMBS FNBR0476 2.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBR0518 2.0 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBR0534 2.0 01-JAN-2051 0.000% MBSFNMA 30YR UMBS FNBR0538 2.5 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBR0540 2.5 01-DEC-2050 0.000% MBSFNMA 30YR UMBS FNBR0724 3.0 01-JAN-2051 0.000% MBS

FNMA 30YR UMBS FNBR0725 3.0 01-JAN-2051 0.000% MBSFNMA 30YR UMBS FNBR2329 2.0 01-JAN-2051 0.000% MBSFNMA 30YR UMBS FNBR2765 2.5 01-JAN-2051 0.000% MBSFNMA 30YR UMBS FNBR3944 2.5 01-MAR-2051 0.000% MBSFNMA 30YR UMBS FNBR5191 3.5 01-MAR-2051 0.000% MBSFNMA 30YR UMBS FNBR5778 2.5 01-JUN-2051 0.000% MBSFNMA 30YR UMBS FNBR5781 3.0 01-JUN-2051 0.000% MBSFNMA 30YR UMBS FNBR5783 2.0 01-JUN-2051 0.000% MBSFNMA 30YR UMBS FNBR5873 1.5 01-FEB-2051 0.000% MBSFNMA 30YR UMBS FNBR7647 2.0 01-APR-2051 0.001% MBSFNMA 30YR UMBS FNBR7874 2.5 01-MAY-2051 0.000% MBSFNMA 30YR UMBS FNBR8005 2.5 01-APR-2051 0.000% MBSFNMA 30YR UMBS FNBR8023 2.5 01-MAY-2051 0.000% MBSFNMA 30YR UMBS FNBR8327 3.0 01-MAY-2051 0.000% MBSFNMA 30YR UMBS FNBT0570 2.5 01-MAY-2051 0.001% MBSFNMA 30YR UMBS FNBT1182 3.0 01-JUN-2051 0.001% MBSFNMA 30YR UMBS FNBT1781 3.0 01-JUN-2051 0.000% MBSFNMA 30YR UMBS FNBT1832 2.0 01-JUL-2051 0.000% MBSFNMA 30YR UMBS FNBT1840 2.0 01-JUL-2051 0.000% MBSFNMA 30YR UMBS FNBT1843 2.0 01-JUL-2051 0.000% MBSFNMA 30YR UMBS FNBT1846 2.0 01-JUL-2051 0.000% MBSFNMA 30YR UMBS FNBT1848 2.0 01-JUL-2051 0.000% MBSFNMA 30YR UMBS FNBT1854 2.5 01-JUL-2051 0.001% MBSFNMA 30YR UMBS FNBT4286 2.5 01-JUL-2051 0.000% MBSFNMA 30YR UMBS FNBT4682 2.5 01-AUG-2051 0.000% MBSFNMA 30YR UMBS FNBT4719 2.5 01-SEP-2051 0.000% MBSFNMA 30YR UMBS FNBT4720 2.5 01-SEP-2051 0.000% MBSFNMA 30YR UMBS FNBT4721 2.5 01-SEP-2051 0.001% MBSFNMA 30YR UMBS FNBT4724 2.5 01-SEP-2051 0.000% MBSFNMA 30YR UMBS FNBT4951 3.0 01-JUL-2051 0.001% MBSFNMA 30YR UMBS FNBT6713 2.5 01-SEP-2051 0.000% MBSFNMA 30YR UMBS FNBT6982 3.0 01-AUG-2051 0.001% MBSFNMA 30YR UMBS FNBT7077 3.0 01-AUG-2051 0.000% MBSFNMA 30YR UMBS FNBT7488 3.0 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBT7490 2.5 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBT8484 2.5 01-OCT-2051 0.001% MBSFNMA 30YR UMBS FNBT8766 3.5 01-SEP-2051 0.000% MBSFNMA 30YR UMBS FNBT8797 2.5 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBT8805 2.5 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBT9221 2.5 01-AUG-2051 0.000% MBSFNMA 30YR UMBS FNBU0443 3.5 01-SEP-2051 0.000% MBSFNMA 30YR UMBS FNBU0506 3.0 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBU0656 2.0 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBU0672 3.5 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBU0762 2.5 01-OCT-2051 0.001% MBSFNMA 30YR UMBS FNBU1052 2.0 01-OCT-2051 0.001% MBSFNMA 30YR UMBS FNBU2031 4.0 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNBU2239 2.5 01-NOV-2051 0.000% MBSFNMA 30YR UMBS FNBU2250 2.5 01-NOV-2051 0.000% MBSFNMA 30YR UMBS FNBU5908 2.0 01-DEC-2051 0.001% MBSFNMA 30YR UMBS FNCA3804 2.5 01-JUL-2049 0.001% MBSFNMA 30YR UMBS FNCA3819 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNCA3825 4.0 01-JUL-2049 0.001% MBSFNMA 30YR UMBS FNCA3842 4.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNCA3844 4.5 01-JUL-2049 0.001% MBS

FNMA 30YR UMBS FNCA3852 5.0 01-JUL-2049 0.001% MBSFNMA 30YR UMBS FNCA3858 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS FNCA4033 4.5 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNCA4035 4.5 01-AUG-2049 0.000% MBSFNMA 30YR UMBS FNCA4121 3.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNCA4134 3.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNCA4141 3.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNCA4185 4.5 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNCA4341 3.0 01-MAR-2048 0.000% MBSFNMA 30YR UMBS FNCA4372 4.5 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNCA4431 3.5 01-OCT-2049 0.000% MBSFNMA 30YR UMBS FNCA4563 3.5 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNCA4792 3.0 01-DEC-2049 0.001% MBSFNMA 30YR UMBS FNCA5152 3.0 01-FEB-2050 0.001% MBSFNMA 30YR UMBS FNCA5224 3.0 01-FEB-2050 0.002% MBSFNMA 30YR UMBS FNCA5375 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNCA5388 4.5 01-MAR-2050 0.000% MBSFNMA 30YR UMBS FNCA5508 3.0 01-APR-2050 0.001% MBSFNMA 30YR UMBS FNCA5510 3.0 01-APR-2050 0.001% MBSFNMA 30YR UMBS FNCA5561 3.5 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNCA5575 4.0 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNCA5584 4.5 01-APR-2050 0.000% MBSFNMA 30YR UMBS FNCA5825 4.0 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNCA5881 3.0 01-JAN-2048 0.000% MBSFNMA 30YR UMBS FNCA5882 3.5 01-NOV-2049 0.000% MBSFNMA 30YR UMBS FNCA6073 2.5 01-JUN-2050 0.001% MBSFNMA 30YR UMBS FNCA6598 2.5 01-AUG-2050 0.003% MBSFNMA 30YR UMBS FNCA6684 4.5 01-AUG-2050 0.000% MBSFNMA 30YR UMBS FNCA7029 2.5 01-SEP-2050 0.002% MBSFNMA 30YR UMBS FNCA7227 2.5 01-OCT-2050 0.002% MBSFNMA 30YR UMBS FNCA7364 2.5 01-OCT-2050 0.003% MBSFNMA 30YR UMBS FNCA7368 2.5 01-OCT-2050 0.003% MBSFNMA 30YR UMBS FNCA7369 2.5 01-OCT-2050 0.003% MBSFNMA 30YR UMBS FNCA7572 2.5 01-OCT-2050 0.003% MBSFNMA 30YR UMBS FNCA7573 2.5 01-NOV-2050 0.005% MBSFNMA 30YR UMBS FNCA7601 2.5 01-NOV-2050 0.005% MBSFNMA 30YR UMBS FNCA7687 4.0 01-NOV-2050 0.001% MBSFNMA 30YR UMBS FNCA7807 3.0 01-MAY-2050 0.001% MBSFNMA 30YR UMBS FNCA7818 3.5 01-MAR-2048 0.001% MBSFNMA 30YR UMBS FNCA7822 2.5 01-MAY-2050 0.001% MBSFNMA 30YR UMBS FNCA7823 3.5 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNCA8244 4.0 01-DEC-2050 0.001% MBSFNMA 30YR UMBS FNCA8442 2.0 01-JAN-2051 0.002% MBSFNMA 30YR UMBS FNCA8866 2.5 01-FEB-2051 0.002% MBSFNMA 30YR UMBS FNCA8893 2.0 01-FEB-2051 0.001% MBSFNMA 30YR UMBS FNCA9008 5.0 01-JAN-2051 0.000% MBSFNMA 30YR UMBS FNCA9089 2.5 01-FEB-2051 0.005% MBSFNMA 30YR UMBS FNCB0235 2.0 01-APR-2051 0.004% MBSFNMA 30YR UMBS FNCB0243 2.0 01-APR-2051 0.003% MBSFNMA 30YR UMBS FNCB0400 2.0 01-MAY-2051 0.001% MBSFNMA 30YR UMBS FNCB0544 3.5 01-MAY-2051 0.000% MBSFNMA 30YR UMBS FNCB0684 2.0 01-JUN-2051 0.005% MBSFNMA 30YR UMBS FNCB0819 2.0 01-JUN-2051 0.004% MBSFNMA 30YR UMBS FNCB0863 3.5 01-JUN-2051 0.001% MBSFNMA 30YR UMBS FNCB0875 4.0 01-MAY-2051 0.000% MBS

FNMA 30YR UMBS FNCB1065 2.5 01-JUL-2051 0.002% MBSFNMA 30YR UMBS FNCB1110 2.0 01-JUL-2051 0.003% MBSFNMA 30YR UMBS FNCB1802 2.0 01-OCT-2051 0.002% MBSFNMA 30YR UMBS FNCB1855 2.0 01-OCT-2051 0.001% MBSFNMA 30YR UMBS FNCB1871 2.5 01-OCT-2051 0.005% MBSFNMA 30YR UMBS FNCB2366 2.0 01-DEC-2051 0.004% MBSFNMA 30YR UMBS FNCB2410 2.5 01-DEC-2051 0.001% MBSFNMA 30YR UMBS FNMA3774 3.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS FNMA3998 4.5 01-APR-2050 0.001% MBSFNMA 30YR UMBS FNMA4026 4.0 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNMA4031 4.5 01-MAY-2050 0.000% MBSFNMA 30YR UMBS FNMA4077 2.0 01-JUL-2050 0.005% MBSFNMA 30YR UMBS FNMA4181 1.5 01-NOV-2050 0.005% MBSFNMA 30YR UMBS FNMA4281 2.0 01-MAR-2051 0.010% MBSFNMA 30YR UMBS FNMA4305 2.0 01-APR-2051 0.003% MBSFNMA 30YR UMBS FNMA4326 2.5 01-MAY-2051 0.003% MBSFNMA 30YR UMBS FNMA4378 2.0 01-JUN-2051 0.008% MBSFNMA 30YR UMBS FNMA4379 2.5 01-JUN-2051 0.006% MBSFNMA 30YR UMBS FNMA4380 3.0 01-JUL-2051 0.001% MBSFNMA 30YR UMBS FNMA4399 2.5 01-AUG-2051 0.001% MBSFNMA 30YR UMBS FNMA4400 3.0 01-AUG-2051 0.000% MBSFNMA 30YR UMBS FNMA4437 2.0 01-OCT-2051 0.012% MBSFNMA 30YR UMBS FNMA4438 2.5 01-OCT-2051 0.000% MBSFNMA 30YR UMBS FNMA4464 1.5 01-OCT-2051 0.001% MBSFNMA 30YR UMBS FNMA4465 2.0 01-NOV-2051 0.010% MBSFNMA 30YR UMBS FNMA4492 2.0 01-DEC-2051 0.016% MBSFNMA 30YR UMBS FNMA4512 2.5 01-JAN-2052 0.002% MBSFNMA 30YR UMBS SUPER FNFM0077 3.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM1000 3.0 01-APR-2047 0.000% MBSFNMA 30YR UMBS SUPER FNFM1001 3.5 01-NOV-2048 0.000% MBSFNMA 30YR UMBS SUPER FNFM1051 4.5 01-MAY-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM1090 4.0 01-MAY-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM1095 6.0 01-FEB-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM1107 4.0 01-JUN-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM1130 3.0 01-OCT-2044 0.001% MBSFNMA 30YR UMBS SUPER FNFM1272 4.0 01-JUL-2049 0.002% MBSFNMA 30YR UMBS SUPER FNFM1308 2.5 01-FEB-2047 0.000% MBSFNMA 30YR UMBS SUPER FNFM1317 4.0 01-OCT-2048 0.000% MBSFNMA 30YR UMBS SUPER FNFM1322 4.5 01-MAY-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM1368 3.0 01-NOV-2046 0.002% MBSFNMA 30YR UMBS SUPER FNFM1422 3.0 01-FEB-2047 0.001% MBSFNMA 30YR UMBS SUPER FNFM1469 3.0 01-MAR-2047 0.000% MBSFNMA 30YR UMBS SUPER FNFM1527 3.0 01-FEB-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM1561 4.0 01-SEP-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM1689 3.5 01-JUL-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM1870 3.5 01-OCT-2046 0.001% MBSFNMA 30YR UMBS SUPER FNFM1871 4.0 01-OCT-2046 0.000% MBSFNMA 30YR UMBS SUPER FNFM1884 3.5 01-DEC-2047 0.000% MBSFNMA 30YR UMBS SUPER FNFM1911 3.5 01-JUL-2048 0.000% MBSFNMA 30YR UMBS SUPER FNFM1920 3.0 01-NOV-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM1936 4.0 01-APR-2048 0.000% MBSFNMA 30YR UMBS SUPER FNFM1991 4.5 01-MAY-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM2017 3.5 01-NOV-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM2201 4.0 01-JAN-2048 0.000% MBSFNMA 30YR UMBS SUPER FNFM2244 4.5 01-OCT-2045 0.001% MBS

FNMA 30YR UMBS SUPER FNFM2337 4.5 01-FEB-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM2378 4.5 01-JAN-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM2381 3.0 01-JAN-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM2415 4.0 01-JAN-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM2416 3.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM2419 3.0 01-FEB-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM2438 3.5 01-MAY-2047 0.000% MBSFNMA 30YR UMBS SUPER FNFM2490 3.0 01-FEB-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM2599 4.0 01-SEP-2046 0.000% MBSFNMA 30YR UMBS SUPER FNFM2614 3.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM2656 3.5 01-JAN-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM2778 3.0 01-MAR-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM2887 3.0 01-MAR-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM2892 3.5 01-JUL-2048 0.001% MBSFNMA 30YR UMBS SUPER FNFM2904 3.5 01-JUL-2047 0.001% MBSFNMA 30YR UMBS SUPER FNFM3035 4.0 01-SEP-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM3138 3.5 01-NOV-2048 0.002% MBSFNMA 30YR UMBS SUPER FNFM3165 2.5 01-DEC-2047 0.000% MBSFNMA 30YR UMBS SUPER FNFM3327 4.0 01-MAR-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM3650 2.5 01-JUN-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM3699 4.0 01-DEC-2049 0.002% MBSFNMA 30YR UMBS SUPER FNFM3877 2.5 01-JUL-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM3885 3.0 01-JUL-2050 0.004% MBSFNMA 30YR UMBS SUPER FNFM3929 2.5 01-JUL-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM3943 3.5 01-JUN-2050 0.002% MBSFNMA 30YR UMBS SUPER FNFM3957 5.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM4087 3.5 01-DEC-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM4205 3.0 01-AUG-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM4216 3.5 01-JUN-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM4222 2.5 01-SEP-2050 0.002% MBSFNMA 30YR UMBS SUPER FNFM4226 2.5 01-SEP-2050 0.006% MBSFNMA 30YR UMBS SUPER FNFM4231 2.5 01-SEP-2050 0.005% MBSFNMA 30YR UMBS SUPER FNFM4429 3.5 01-AUG-2045 0.001% MBSFNMA 30YR UMBS SUPER FNFM4439 3.0 01-FEB-2049 0.000% MBSFNMA 30YR UMBS SUPER FNFM4543 4.0 01-MAR-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM4583 2.0 01-OCT-2050 0.004% MBSFNMA 30YR UMBS SUPER FNFM4594 3.0 01-AUG-2050 0.003% MBSFNMA 30YR UMBS SUPER FNFM4595 3.0 01-SEP-2050 0.000% MBSFNMA 30YR UMBS SUPER FNFM4682 2.5 01-OCT-2050 0.003% MBSFNMA 30YR UMBS SUPER FNFM4754 3.5 01-JUL-2047 0.004% MBSFNMA 30YR UMBS SUPER FNFM4775 2.5 01-OCT-2050 0.003% MBSFNMA 30YR UMBS SUPER FNFM4808 2.5 01-NOV-2050 0.002% MBSFNMA 30YR UMBS SUPER FNFM4859 2.5 01-NOV-2050 0.003% MBSFNMA 30YR UMBS SUPER FNFM4874 2.5 01-NOV-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM4890 3.0 01-NOV-2050 0.002% MBSFNMA 30YR UMBS SUPER FNFM4893 4.0 01-MAY-2044 0.001% MBSFNMA 30YR UMBS SUPER FNFM4895 4.0 01-JUN-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM5018 2.5 01-DEC-2050 0.001% MBSFNMA 30YR UMBS SUPER FNFM5066 3.0 01-OCT-2050 0.002% MBSFNMA 30YR UMBS SUPER FNFM5154 2.0 01-DEC-2050 0.002% MBSFNMA 30YR UMBS SUPER FNFM5226 2.5 01-JAN-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM5531 3.0 01-JAN-2051 0.000% MBSFNMA 30YR UMBS SUPER FNFM5757 3.5 01-DEC-2047 0.001% MBSFNMA 30YR UMBS SUPER FNFM5829 2.0 01-FEB-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM5835 2.0 01-FEB-2051 0.001% MBS

FNMA 30YR UMBS SUPER FNFM6031 2.0 01-FEB-2051 0.006% MBSFNMA 30YR UMBS SUPER FNFM6135 2.0 01-FEB-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM6554 2.0 01-MAR-2051 0.007% MBSFNMA 30YR UMBS SUPER FNFM6576 2.0 01-MAR-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM6817 2.5 01-APR-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM6834 2.0 01-APR-2051 0.007% MBSFNMA 30YR UMBS SUPER FNFM7096 2.5 01-MAY-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM7313 4.5 01-APR-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM7522 2.0 01-JUN-2051 0.000% MBSFNMA 30YR UMBS SUPER FNFM7531 3.0 01-MAY-2051 0.000% MBSFNMA 30YR UMBS SUPER FNFM7537 4.0 01-JUN-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM7599 3.5 01-JAN-2051 0.000% MBSFNMA 30YR UMBS SUPER FNFM7719 2.0 01-JUN-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM7797 4.0 01-SEP-2049 0.001% MBSFNMA 30YR UMBS SUPER FNFM7909 3.0 01-JUN-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM8007 2.5 01-JUL-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM8011 2.5 01-AUG-2051 0.007% MBSFNMA 30YR UMBS SUPER FNFM8160 2.5 01-JUL-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM8163 2.5 01-AUG-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM8441 2.5 01-AUG-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM8794 2.5 01-SEP-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM9014 2.0 01-SEP-2051 0.000% MBSFNMA 30YR UMBS SUPER FNFM9015 2.0 01-SEP-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM9033 2.5 01-OCT-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM9042 4.0 01-NOV-2048 0.000% MBSFNMA 30YR UMBS SUPER FNFM9081 2.0 01-OCT-2051 0.000% MBSFNMA 30YR UMBS SUPER FNFM9082 2.0 01-NOV-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM9097 2.0 01-NOV-2051 0.004% MBSFNMA 30YR UMBS SUPER FNFM9179 2.0 01-OCT-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM9198 2.5 01-NOV-2051 0.003% MBSFNMA 30YR UMBS SUPER FNFM9450 2.0 01-NOV-2051 0.007% MBSFNMA 30YR UMBS SUPER FNFM9491 2.5 01-NOV-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM9494 2.5 01-NOV-2051 0.000% MBSFNMA 30YR UMBS SUPER FNFM9578 2.0 01-DEC-2051 0.007% MBSFNMA 30YR UMBS SUPER FNFM9806 2.5 01-DEC-2051 0.001% MBSFNMA 30YR UMBS SUPER FNFM9846 2.5 01-DEC-2051 0.002% MBSFNMA 30YR UMBS SUPER FNFM9872 2.5 01-DEC-2051 0.003% MBSFNMA 40YR MODIFIED STEP RATE FNBF0200 3.5 01-NOV-2051 0.001% MBSFNMA 40YR REPERFORMING MODIFIED FNBF0171 4.0 01-JAN-2057 0.000% MBSFNMA 40YR REPERFORMING MODIFIED FNBF0184 4.0 01-FEB-2057 0.001% MBSFNMA CONV INT TERM 15YR OR LESS LT FNAS5511 3.0 01-JUL-2030 0.000% MBSFNMA CONV INT TERM 15YR OR LESS LT FNMA2768 3.0 01-AUG-2031 0.000% MBSFNMA CONV INT TERM 15YR OR LESS LT FNMA2892 2.5 01-DEC-2031 0.000% MBSFNMA CONV INTERMEDIATE TERM 15YR - FNMA3062 3.5 01-MAY-2032 0.000% MBSFNMA CONV LONG TERM 30YR - JUMBO-C FNMA2935 3.0 01-MAR-2047 0.000% MBSFNMA CONV LONG TERM 30YR LTV >105 FNMA2759 3.5 01-SEP-2046 0.000% MBSFNMA CONV LONG TERM 30YR LTV >105 FNMA2878 3.5 01-JAN-2047 0.000% MBSFNMA CONV LONG TERM 30YR OR LESS L FNAL6560 3.5 01-FEB-2035 0.000% MBSFNMA MEGA 30YR REMIC-BACKED LTV >1 FN310152 4.5 01-FEB-2044 0.000% MBSFNMA_12-M9-A2 2.482 25-APR-2022 0.000% CMBSFNMA_13-M14-A2 3.329 25-OCT-2023 0.010% CMBSFNMA_13-M6-1A2 3.353 25-FEB-2043 0.001% CMBSFNMA_13-M6-1AC 3.353 25-FEB-2043 0.001% CMBSFNMA_14-M11A-1A 3.121 25-AUG-2024 0.002% CMBSFNMA_14-M11B-2A 3.289 25-AUG-2026 0.002% CMBS

FNMA_14-M13-A2 3.021 25-AUG-2024 0.001% CMBSFNMA_14-M3-A2 3.501 25-JAN-2024 0.002% CMBSFNMA_14-M4-A2 3.34584 25-MAR-2024 0.002% CMBSFNMA_15-M1-A2 2.532 25-SEP-2024 0.002% CMBSFNMA_15-M10-A2 3.092 25-APR-2027 0.009% CMBSFNMA_15-M11-A2 2.822 25-APR-2025 0.003% CMBSFNMA_15-M13-A2 2.71 25-JUN-2025 0.003% CMBSFNMA_15-M15-A2 2.923 25-OCT-2025 0.003% CMBSFNMA_15-M2-A 2.62 25-DEC-2024 0.001% CMBSFNMA_15-M8-A2 2.9 25-JAN-2025 0.005% CMBSFNMA_16-M1-A2 2.939 25-JAN-2026 0.003% CMBSFNMA_16-M10-AV2 3.0 25-NOV-2045 0.002% CMBSFNMA_16-M12-AV2 2.308 25-OCT-2023 0.001% CMBSFNMA_16-M5-A2 2.469 25-APR-2026 0.002% CMBSFNMA_16-M6-A2 2.488 25-MAY-2026 0.001% CMBSFNMA_16-M9-A2 2.292 25-JUN-2026 0.007% CMBSFNMA_17-M1-A2 2.416 25-OCT-2026 0.003% CMBSFNMA_17-M11-A2 2.98 25-AUG-2029 0.004% CMBSFNMA_17-M14-A2 2.867 25-NOV-2027 0.007% CMBSFNMA_17-M15-A2 2.959 25-SEP-2027 0.004% CMBSFNMA_17-M15-AV2 2.576 25-NOV-2024 0.003% CMBSFNMA_17-M2-A2 2.796 25-FEB-2027 0.007% CMBSFNMA_17-M3-A2 2.467 25-DEC-2026 0.003% CMBSFNMA_17-M4-A2 2.57 25-DEC-2026 0.003% CMBSFNMA_17-M7-A2 2.961 25-FEB-2027 0.004% CMBSFNMA_17-M8 3.061 25-MAY-2027 0.009% CMBSFNMA_18-M1-A2 2.991 25-DEC-2027 0.003% CMBSFNMA_18-M10-A2 3.364 25-JUL-2028 0.004% CMBSFNMA_18-M13-A2 3.706 25-SEP-2030 0.000% CMBSFNMA_18-M14-A2 3.581 25-AUG-2028 0.002% CMBSFNMA_18-M7-A2 3.046 25-MAR-2028 0.003% CMBSFNMA_19-M1-A1 3.355 25-SEP-2028 0.002% CMBSFNMA_19-M1-A2 3.553 25-SEP-2028 0.012% CMBSFNMA_19-M12-A2 2.885 25-JUN-2029 0.004% CMBSFNMA_19-M2-A2 3.63 25-NOV-2028 0.008% CMBSFNMA_19-M5-A2 3.273 25-FEB-2029 0.010% CMBSFNMA_19-M6-A1 3.3 25-AUG-2028 0.002% CMBSFNMA_19-M6-A2A2 3.45 25-JAN-2029 0.004% CMBSFNMA_19-M7-A2 3.143 25-APR-2029 0.005% CMBSFNMA_19-M9-A2 2.937 25-JUN-2029 0.008% CMBSFNMA_20-M01-A1 2.151 25-OCT-2029 0.007% CMBSFNMA_20-M05-A3 2.19 25-JAN-2030 0.004% CMBSFNMA_20-M1-A2 2.444 25-OCT-2029 0.017% CMBSFNMA_20-M14-A2 1.784 25-MAY-2030 0.004% CMBSFNMA_20-M20-A2 1.435 25-OCT-2029 0.001% CMBSFNMA_20-M5-A2 2.21 25-JAN-2030 0.010% CMBSFNMA_20-M8-A2 1.821 25-FEB-2030 0.000% CMBSFNMA_21-M19-A2 1.741 25-OCT-2031 0.007% CMBSFNMA_21-M4-A2 1.466 25-FEB-2031 0.009% CMBSFOCUS MEDIA INFORMATION TECHNOLOGY A 0.001% EQUITYFOCUS MEDIA INFORMATION TECHNOLOGY A 0.000% EQUITYFOLLI FOLLIE S.A. SA R 0.000% EQUITYFOMENTO ECONOMICO MEXICANO SAB DE 0.5 28-MAY-2028 (SENIOR) 0.001% BNDFOMENTO ECONOMICO MEXICANO UBD UNI 0.007% EQUITYFONTERRA CO-OPERATIVE GROUP LTD 3.75 16-JUN-2026 Reg-S (SENIOR) 0.003% BND

FONTERRA CO-OPERATIVE GROUP LTD 4.0 02-NOV-2027 Reg-S (SENIOR) 0.010% BNDFONTERRA CO-OPERATIVE GROUP LTD 4.5 30-JUN-2021 (SENIOR) 0.002% BNDFONTERRA CO-OPERATIVE GROUP LTD 5.5 26-FEB-2024 (SENIOR) 0.009% BNDFORD MOTOR 0.020% EQUITYFORD MOTOR CREDIT COMPANY LLC 1.355 07-FEB-2025 (SENIOR) 0.001% BNDFORD MOTOR CREDIT COMPANY LLC 1.514 17-FEB-2023 (SENIOR) 0.001% BNDFORD MOTOR CREDIT COMPANY LLC 1.744 19-JUL-2024 (SENIOR) 0.001% BNDFORD MOTOR CREDIT COMPANY LLC 2.33 25-NOV-2025 (SENIOR) 0.001% BNDFORD MOTOR CREDIT COMPANY LLC 2.386 17-FEB-2026 (SENIOR) 0.001% BNDFORD MOTOR CREDIT COMPANY LLC 3.021 06-MAR-2024 (SENIOR) 0.002% BNDFORD OTOMOTIV SANAYI A A 0.001% EQUITYFORMOSA CHEMICALS & FIBRE CORP 0.008% EQUITYFORMOSA GROUP (CAYMAN LIMITED) 3.375 22-APR-2025 Reg-S (SENIOR) 0.016% BNDFORMOSA PETROCHEMICAL CORP 0.004% EQUITYFORMOSA PLASTICS CORP 0.013% EQUITYFORMOSA TAFFETA LTD 0.000% EQUITYFORTESCUE METALS GROUP LTD 0.086% EQUITYFORTINET INC 0.006% EQUITYFORTIS INC 0.002% EQUITYFORTIVE CORP 0.006% EQUITYFORTUM 0.005% EQUITYFORTUM OYJ 1.625 27-FEB-2026 Reg-S (SENIOR) 0.001% BNDFORTUM OYJ 2.125 27-FEB-2029 Reg-S (SENIOR) 0.001% BNDFORTUNE BRANDS HOME AND SECURITY I 0.004% EQUITYFORTUNE STAR BVI LTD 5.95 19-OCT-2025 Reg-S (SENIOR) 0.015% BNDFOSHAN HAI TIAN FLAVOURING & FOOD A 0.001% EQUITYFOSHAN HAI TIAN FLAVOURING & FOOD A 0.002% EQUITYFOSUN INTERNATIONAL LTD 0.002% EQUITYFOUNDER SECURITIES LTD A A 0.000% EQUITYFOUNDER SECURITIES LTD A A 0.000% EQUITYFOX CORP 4.709 25-JAN-2029 (SENIOR) 0.002% BNDFOX CORP 5.476 25-JAN-2039 (SENIOR) 0.002% BNDFOX CORP 5.576 25-JAN-2049 (SENIOR) 0.002% BNDFOX CORP CLASS A A 0.003% EQUITYFOX CORP CLASS B B 0.001% EQUITYFOXCONN FAR EAST LTD 2.5 28-OCT-2030 Reg-S (SENIOR) 0.030% BNDFOXCONN INDUSTRIAL INTERNET LTD A A 0.000% EQUITYFOXCONN INDUSTRIAL INTERNET LTD A A 0.000% EQUITYFOXCONN TECHNOLOGY LTD 0.002% EQUITYFRANCO NEVADA CORP 0.003% EQUITYFRANKLIN RESOURCES INC 0.003% EQUITYFRAPORT FRANKFURT AIRPORT SERVICES 0.000% EQUITYFRASER & NEAVE HOLDINGS 0.001% EQUITYFRASERS LOGISTICS & COMMERCIAL TRU REIT 0.001% EQUITYFREEPORT MCMORAN INC 0.015% EQUITYFREMF_18-K78-A1 3.673 25-JAN-2028 0.005% CMBSFREMF_20-K109-A2 1.558 25-APR-2030 0.007% CMBSFREMF_K-1506-A3 3.7 25-JUN-2033 0.002% CMBSFREMF_K-724-A2 3.062 25-NOV-2023 0.005% CMBSFREMF_K-729-A1 2.951 25-FEB-2024 0.001% CMBSFREMF_K132-A2 2.023 25-AUG-2054 0.004% CMBSFRESENIUS FINANCE IRELAND PLC 0.5 01-OCT-2028 Reg-S (SENIOR) 0.001% BNDFRESENIUS FINANCE IRELAND PLC 1.5 30-JAN-2024 Reg-S (SENIOR) 0.001% BNDFRESENIUS FINANCE IRELAND PLC 2.125 01-FEB-2027 Reg-S (SENIOR) 0.001% BNDFRESENIUS MEDICAL CARE AG 0.005% EQUITY

FRESENIUS MEDICAL CARE AG & CO KGA 1.25 29-NOV-2029 Reg-S (SENIOR) 0.001% BNDFRESENIUS MEDICAL CARE AG & CO KGA 1.5 29-MAY-2030 Reg-S (SENIOR) 0.001% BNDFRESENIUS SE & CO. KGAA 0.375 28-SEP-2026 Reg-S (SENIOR) 0.001% BNDFRESENIUS SE & CO. KGAA 0.75 15-JAN-2028 Reg-S (SENIOR) 0.001% BNDFRESENIUS SE & CO. KGAA 1.625 08-OCT-2027 Reg-S (SENIOR) 0.001% BNDFRESENIUS SE & CO. KGAA 1.875 15-FEB-2025 Reg-S (SENIOR) 0.001% BNDFRESENIUS SE & CO. KGAA 2.875 15-FEB-2029 Reg-S (SENIOR) 0.001% BNDFRESENIUS SE AND CO KGAA 0.006% EQUITYFRESNILLO PLC 0.000% EQUITYFS KKR CAPITAL CORP 3.125 12-OCT-2028 (SENIOR) 0.001% BNDFS KKR CAPITAL CORP 3.4 15-JAN-2026 (SENIOR) 0.001% BNDFTSE 100 INDEX MAR 22 Z 18-MAR-2022 0.003% FUTUREFUBON FINANCIAL HOLDING LTD 0.018% EQUITYFUCHS PETROLUB PREF PREF 0.000% EQUITYFUCHS PETROLUB PREF PREF 0.001% EQUITYFUJI ELECTRIC LTD 0.002% EQUITYFUJIAN SUNNER DEVELOPMENT LTD A A 0.000% EQUITYFUJIAN SUNNER DEVELOPMENT LTD A A 0.000% EQUITYFUJIFILM HOLDINGS CORP 0.007% EQUITYFUJITSU LTD 0.004% EQUITYFUKUOKA FINANCIAL GROUP INC 0.000% EQUITYFUTU HOLDINGS ADR LTD ADR 0.000% EQUITYFUYAO GLASS INDUSTRY GROUP LTD A A 0.001% EQUITYFUYAO GLASS INDUSTRY GROUP LTD A A 0.001% EQUITYFUYAO GLASS INDUSTRY GROUP LTD H H 0.002% EQUITYFWD GROUP LTD 5.75 09-JUL-2024 Reg-S (SUB) 0.016% BNDG4S PLC 0.000% EQUITYG8 EDUCATION LTD 0.022% EQUITYGAIF BOND ISSUER PTY LTD 1.9 14-DEC-2028 Reg-S (SENIOR) 0.010% BNDGAIL INDIA LTD 0.002% EQUITYGALAXY ENTERTAINMENT GROUP LTD 0.005% EQUITYGALP ENERGIA SGPS SA 0.002% EQUITYGALP GAS NATURAL DISTRIBUICAO SA 1.375 19-SEP-2023 Reg-S (SENIOR) 0.001% BNDGAMESTOP CORP CLASS A A 0.001% EQUITYGAMUDA 0.000% EQUITYGANFENG LITHIUM LTD A A 0.002% EQUITYGANFENG LITHIUM LTD A A 0.001% EQUITYGANFENG LITHIUM LTD H H 0.002% EQUITYGAOTU TECHEDU ADR REPRESENTING I ADR 0.000% EQUITYGAP INC 0.000% EQUITYGARMIN LTD 0.005% EQUITYGARTNER INC 0.003% EQUITYGAZ CAPITAL SA LPN 2.25 22-NOV-2024 Reg-S (SENIOR) 0.001% BNDGAZ CAPITAL SA LPN 2.5 21-MAR-2026 Reg-S (SENIOR) 0.001% BNDGAZ CAPITAL SA LPN 2.949 24-JAN-2024 Reg-S (SENIOR) 0.001% BNDGAZ CAPITAL SA LPN 3.125 17-NOV-2023 Reg-S (SENIOR) 0.001% BNDGAZ CAPITAL SA LPN 4.364 21-MAR-2025 Reg-S (SENIOR) 0.001% BNDGAZ FINANCE PLC LPN 1.5 17-FEB-2027 Reg-S (SENIOR) 0.001% BNDGAZ FINANCE PLC LPN 2.95 15-APR-2025 Reg-S (SENIOR) 0.001% BNDGAZPROM 0.027% EQUITYGC TREASURY CENTER CO LTD 2.98 18-MAR-2031 Reg-S (SENIOR) 0.015% BNDGC TREASURY CENTER CO LTD 4.3 18-MAR-2051 Reg-S (SENIOR) 0.016% BNDGCL SYSTEM INTEGRATION TECHNOLOGY A 0.000% EQUITYGCL SYSTEM INTEGRATION TECHNOLOGY A 0.000% EQUITYGD POWER DEVELOPMENT LTD A A 0.000% EQUITY

GDS HOLDINGS LIMITED ADR REPRESENT ADR 0.004% EQUITYGDS HOLDINGS LTD CLASS A 0.000% EQUITYGE CAPITAL AUSTRALIA FUNDING PTY L 5.25 04-SEP-2020 Reg-S (SENIOR) 0.003% BNDGE CAPITAL AUSTRALIA FUNDING PTY L 5.5 08-AUG-2022 Reg-S (SENIOR) 0.009% BNDGE CAPITAL EUROPEAN FUNDING 4.625 22-FEB-2027 Reg-S (SENIOR) 0.001% BNDGE CAPITAL FUNDING LLC (US) 4.55 15-MAY-2032 (SENIOR) 0.001% BNDGE CAPITAL INTERNATIONAL FUNDING C 4.418 15-NOV-2035 (SENIOR) 0.008% BNDGEA GROUP AG 0.003% EQUITYGEBERIT AG N 0.003% EQUITYGECINA SA REIT 0.002% EQUITYGEDEON RICHTER 0.002% EQUITYGEELY AUTOMOBILE HOLDINGS LTD 0.013% EQUITYGEM LTD A A 0.000% EQUITYGEM LTD A A 0.000% EQUITYGEMDALE CORP A A 0.000% EQUITYGEMDALE CORP A A 0.000% EQUITYGENERAC HOLDINGS INC 0.001% EQUITYGENERAL DYNAMICS CORP 0.013% EQUITYGENERAL DYNAMICS CORPORATION 3.25 01-APR-2025 (SENIOR) 0.001% BNDGENERAL DYNAMICS CORPORATION 3.5 01-APR-2027 (SENIOR) 0.001% BNDGENERAL DYNAMICS CORPORATION 3.5 15-MAY-2025 (SENIOR) 0.001% BNDGENERAL DYNAMICS CORPORATION 3.625 01-APR-2030 (SENIOR) 0.001% BNDGENERAL DYNAMICS CORPORATION 3.75 15-MAY-2028 (SENIOR) 0.001% BNDGENERAL DYNAMICS CORPORATION 4.25 01-APR-2040 (SENIOR) 0.001% BNDGENERAL DYNAMICS CORPORATION 4.25 01-APR-2050 (SENIOR) 0.001% BNDGENERAL ELECTRIC 0.020% EQUITYGENERAL ELECTRIC 0.006% EQUITYGENERAL ELECTRIC CAPITAL CORP 5.875 14-JAN-2038 (SENIOR) 0.001% BNDGENERAL ELECTRIC CO 0.875 17-MAY-2025 (SENIOR) 0.003% BNDGENERAL ELECTRIC CO 1.5 17-MAY-2029 (SENIOR) 0.002% BNDGENERAL ELECTRIC CO 1.875 28-MAY-2027 (SENIOR) 0.001% BNDGENERAL ELECTRIC CO 6.75 15-MAR-2032 (SENIOR) 0.003% BNDGENERAL MILLS INC 0.010% EQUITYGENERAL MILLS INC 2.875 15-APR-2030 (SENIOR) 0.001% BNDGENERAL MILLS INC 3.2 10-FEB-2027 (SENIOR) 0.001% BNDGENERAL MILLS INC 4.0 17-APR-2025 (SENIOR) 0.001% BNDGENERAL MILLS INC 4.2 17-APR-2028 (SENIOR) 0.001% BNDGENERAL MOTORS 0.019% EQUITYGENERAL MOTORS CO 4.2 01-OCT-2027 (SENIOR) 0.001% BNDGENERAL MOTORS CO 5.0 01-APR-2035 (SENIOR) 0.001% BNDGENERAL MOTORS CO 5.0 01-OCT-2028 (SENIOR) 0.001% BNDGENERAL MOTORS CO 5.15 01-APR-2038 (SENIOR) 0.001% BNDGENERAL MOTORS CO 5.2 01-APR-2045 (SENIOR) 0.001% BNDGENERAL MOTORS CO 5.4 01-APR-2048 (SENIOR) 0.001% BNDGENERAL MOTORS CO 5.95 01-APR-2049 (SENIOR) 0.001% BNDGENERAL MOTORS CO 6.125 01-OCT-2025 (SENIOR) 0.002% BNDGENERAL MOTORS CO 6.25 02-OCT-2043 (SENIOR) 0.002% BNDGENERAL MOTORS CO 6.6 01-APR-2036 (SENIOR) 0.002% BNDGENERAL MOTORS CO 6.75 01-APR-2046 (SENIOR) 0.001% BNDGENERAL MOTORS CO 6.8 01-OCT-2027 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 0.6 20-MAY-2027 Reg-S (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 0.85 26-FEB-2026 Reg-S (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 1.25 08-JAN-2026 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 1.5 10-JUN-2026 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 1.55 02-SEP-2025 Reg-S (SENIOR) 0.006% BND

GENERAL MOTORS FINANCIAL CO INC 1.694 26-MAR-2025 Reg-S (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.2 01-APR-2024 Reg-S (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.35 08-JAN-2031 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.4 10-APR-2028 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.4 15-OCT-2028 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.7 10-JUN-2031 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.7 20-AUG-2027 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.75 20-JUN-2025 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 2.9 26-FEB-2025 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 3.6 21-JUN-2030 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 3.85 21-FEB-2023 (SENIOR) 0.017% BNDGENERAL MOTORS FINANCIAL CO INC 4.0 06-OCT-2026 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 4.0 15-JAN-2025 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 4.3 13-JUL-2025 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 4.35 09-APR-2025 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 4.35 17-JAN-2027 (SENIOR) 0.001% BNDGENERAL MOTORS FINANCIAL CO INC 5.25 01-MAR-2026 (SENIOR) 0.001% BNDGENERAL PROPERTY TRUST REIT 3.657 24-AUG-2026 Reg-S (SENIOR) 0.005% BNDGENIUS ELECTRONIC OPTICAL LTD 0.000% EQUITYGENM CAPITAL LABUAN LTD 3.882 19-APR-2031 Reg-S (SENIOR) 0.015% BNDGENMAB 0.003% EQUITYGENSCRIPT BIOTECH CORP H 0.004% EQUITYGENTING 0.002% EQUITYGENTING MALAYSIA 0.002% EQUITYGENTING SINGAPORE LTD 0.001% EQUITYGENUINE PARTS 0.005% EQUITYGEORGE WESTON LTD 0.001% EQUITYGEORGIA POWER COMPANY 3.25 15-MAR-2051 (SENIOR) 0.001% BNDGEORGIA POWER COMPANY 4.3 15-MAR-2042 (SENIOR) 0.001% BNDGERDAU PREF SA PREF 0.002% EQUITYGETINGE CLASS B B 0.001% EQUITYGETLINK 0.001% EQUITYGF SECURITIES LTD A A 0.001% EQUITYGF SECURITIES LTD A A 0.001% EQUITYGF SECURITIES LTD H H 0.002% EQUITYGFL ENVIRONMENTAL SUBORDINATE VOTI 0.000% EQUITYGHANA (REPUBLIC OF) 10.75 14-OCT-2030 Reg-S (SENIOR) 0.004% BNDGHANA (REPUBLIC OF) 7.625 16-MAY-2029 Reg-S (SENIOR) 0.003% BNDGHANA (REPUBLIC OF) 8.125 18-JAN-2026 Reg-S (SENIOR) 0.003% BNDGHANA (REPUBLIC OF) 8.125 26-MAR-2032 Reg-S (SENIOR) 0.005% BNDGHANA (REPUBLIC OF) 6.375 11-FEB-2027 Reg-S 0.006% BNDGHANA (REPUBLIC OF) 7.875 11-FEB-2035 Reg-S (SENIOR) 0.003% BNDGIANT MANUFACTURING LTD 0.003% EQUITYGIANT NETWORK GROUP LTD A A 0.000% EQUITYGIGA DEVICE SEMICONDUCTOR (BEIJING A 0.001% EQUITYGIGA DEVICE SEMICONDUCTOR (BEIJING A 0.001% EQUITYGILDAN ACTIVEWEAR INC A 0.001% EQUITYGILEAD SCIENCES INC 0.023% EQUITYGILEAD SCIENCES INC 1.2 01-OCT-2027 (SENIOR) 0.001% BNDGILEAD SCIENCES INC 1.65 01-OCT-2030 (SENIOR) 0.001% BNDGILEAD SCIENCES INC 2.6 01-OCT-2040 (SENIOR) 0.001% BNDGILEAD SCIENCES INC 2.8 01-OCT-2050 (SENIOR) 0.001% BNDGILEAD SCIENCES INC 2.95 01-MAR-2027 (SENIOR) 0.001% BNDGILEAD SCIENCES INC 3.5 01-FEB-2025 (SENIOR) 0.002% BNDGILEAD SCIENCES INC 3.65 01-MAR-2026 (SENIOR) 0.003% BND

GILEAD SCIENCES INC 4.0 01-SEP-2036 (SENIOR) 0.001% BNDGILEAD SCIENCES INC 4.15 01-MAR-2047 (SENIOR) 0.002% BNDGILEAD SCIENCES INC 4.5 01-FEB-2045 (SENIOR) 0.002% BNDGILEAD SCIENCES INC 4.6 01-SEP-2035 (SENIOR) 0.001% BNDGILEAD SCIENCES INC 4.75 01-MAR-2046 (SENIOR) 0.003% BNDGILEAD SCIENCES INC 4.8 01-APR-2044 (SENIOR) 0.002% BNDGILEAD SCIENCES INC 5.65 01-DEC-2041 (SENIOR) 0.001% BNDGILLETTE INDIA LTD 0.000% EQUITYGINLONG TECHNOLOGIES LTD A A 0.000% EQUITYGINLONG TECHNOLOGIES LTD A A 0.000% EQUITYGIVAUDAN SA N 0.006% EQUITYGJENSIDIGE FORSIKRING 0.002% EQUITYGLAXOSMITHKLINE CAPITAL INC 3.625 15-MAY-2025 (SENIOR) 0.001% BNDGLAXOSMITHKLINE CAPITAL INC 3.875 15-MAY-2028 (SENIOR) 0.002% BNDGLAXOSMITHKLINE CAPITAL INC 6.375 15-MAY-2038 (SENIOR) 0.004% BNDGLAXOSMITHKLINE CAPITAL PLC 3.375 01-JUN-2029 (SENIOR) 0.001% BNDGLAXOSMITHKLINE PHARMACEUTICALS LT 0.001% EQUITYGLAXOSMITHKLINE PLC 0.038% EQUITYGLENCORE CAPITAL FINANCE DAC 0.75 01-MAR-2029 Reg-S (SENIOR) 0.001% BNDGLENCORE CAPITAL FINANCE DAC 1.125 10-MAR-2028 Reg-S (SENIOR) 0.001% BNDGLENCORE FINANCE (EUROPE) LTD 0.625 11-SEP-2024 Reg-S (SENIOR) 0.001% BNDGLENCORE FINANCE (EUROPE) LTD 1.5 15-OCT-2026 Reg-S (SENIOR) 0.001% BNDGLENCORE FINANCE (EUROPE) LTD 1.75 17-MAR-2025 Reg-S (SENIOR) 0.001% BNDGLENCORE FINANCE (EUROPE) LTD 3.75 01-APR-2026 Reg-S (SENIOR) 0.001% BNDGLENCORE FINANCE EUROPE SA 1.875 13-SEP-2023 Reg-S (SENIOR) 0.002% BNDGLENCORE PLC 0.018% EQUITYGLENMARK PHARMACEUTICALS LTD 0.000% EQUITYGLOBAL PAYMENTS INC 0.004% EQUITYGLOBAL PAYMENTS INC 1.2 01-MAR-2026 (SENIOR) 0.001% BNDGLOBAL PAYMENTS INC 2.15 15-JAN-2027 (SENIOR) 0.001% BNDGLOBAL PAYMENTS INC 2.65 15-FEB-2025 (SENIOR) 0.001% BNDGLOBAL PAYMENTS INC 2.9 15-MAY-2030 (SENIOR) 0.001% BNDGLOBAL PAYMENTS INC 2.9 15-NOV-2031 (SENIOR) 0.001% BNDGLOBAL PAYMENTS INC 3.2 15-AUG-2029 (SENIOR) 0.001% BNDGLOBAL PAYMENTS INC 4.15 15-AUG-2049 (SENIOR) 0.001% BNDGLOBAL POWER SYNERGY PCL 0.000% EQUITYGLOBAL POWER SYNERGY PCL F 0.000% EQUITYGLOBAL POWER SYNERGY PCL NON-VOTIN 0.001% EQUITYGLOBAL SWITCH FINANCE BV 1.375 07-OCT-2030 Reg-S (SENIOR) 0.001% BNDGLOBAL SWITCH HOLDINGS LTD 1.5 31-JAN-2024 Reg-S (SENIOR) 0.001% BNDGLOBAL SWITCH HOLDINGS LTD 2.25 31-MAY-2027 Reg-S (SENIOR) 0.000% BNDGLOBALWAFERS LTD 0.006% EQUITYGLOBALWORTH REAL ESTATE INVESTMENT 3.0 29-MAR-2025 Reg-S (SENIOR) 0.001% BNDGLOBE LIFE INC 0.002% EQUITYGLOBE TEL INC 0.002% EQUITYGLOBE TELECOM INC PERP 4.2 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.015% BNDGLP CAPITAL LP / GLP FINANCING II 5.25 01-JUN-2025 (SENIOR) 0.001% BNDGLP CAPITAL LP / GLP FINANCING II 5.375 15-APR-2026 (SENIOR) 0.001% BNDGLP CAPITAL LP 3.25 15-JAN-2032 (SENIOR) 0.001% BNDGLP CAPITAL LP 5.3 15-JAN-2029 (SENIOR) 0.001% BNDGLP J-REIT REIT REIT 0.002% EQUITYGLP PTE LTD PERP 4.5 31-DEC-2049 Reg-S (SUB) 0.015% BNDGMK NORILSKIY NIKEL 0.010% EQUITYGMO PAYMENT GATEWAY INC 0.000% EQUITYGMR HYDERABAD INTERNATIONAL AIRPOR 4.75 02-FEB-2026 Reg-S (SECURED) 0.015% BND

GMR INFRASTRUCTURE LTD 0.000% EQUITYGN STORE NORD 0.000% EQUITYGNMA 30YR GN717072 5.0 15-MAY-2039 0.000% MBSGNMA 30YR GN729349 4.0 15-JUL-2041 0.000% MBSGNMA 15YR GN698414 3.5 15-AUG-2024 0.000% MBSGNMA 15YR GN698415 4.0 15-AUG-2024 0.000% MBSGNMA 15YR GN701598 5.5 15-JAN-2024 0.000% MBSGNMA 15YR GN720204 4.0 15-JUL-2024 0.000% MBSGNMA 15YR GN721473 5.0 15-NOV-2024 0.000% MBSGNMA 15YR GN728920 4.0 15-DEC-2024 0.000% MBSGNMA 15YR GN734422 3.5 15-MAY-2026 0.000% MBSGNMA 15YR GN737717 3.5 15-DEC-2025 0.000% MBSGNMA 15YR GN737942 3.5 15-FEB-2026 0.000% MBSGNMA 15YR GN738281 4.0 15-MAY-2026 0.000% MBSGNMA 15YR GN756927 4.0 15-NOV-2025 0.000% MBSGNMA 15YR GN762828 3.5 15-FEB-2026 0.000% MBSGNMA 15YR GN779081 3.0 15-APR-2027 0.000% MBSGNMA 15YR GNAA3000 3.0 15-SEP-2027 0.000% MBSGNMA 15YR GNAA6941 3.0 15-OCT-2027 0.000% MBSGNMA 15YR GNAA8255 3.0 15-JUL-2027 0.000% MBSGNMA 15YR GNAJ0743 3.5 15-JUL-2029 0.000% MBSGNMA 30YR G2MA6476 4.0 20-FEB-2050 0.000% MBSGNMA 30YR GN186982 8.0 15-OCT-2029 0.000% MBSGNMA 30YR GN231558 7.5 15-APR-2024 0.000% MBSGNMA 30YR GN256788 6.0 15-FEB-2029 0.000% MBSGNMA 30YR GN303805 8.0 15-APR-2022 0.000% MBSGNMA 30YR GN313107 7.0 15-NOV-2022 0.000% MBSGNMA 30YR GN323503 8.0 15-JUL-2022 0.000% MBSGNMA 30YR GN325166 8.5 15-JUN-2022 0.000% MBSGNMA 30YR GN325185 8.5 15-AUG-2022 0.000% MBSGNMA 30YR GN328971 7.5 15-JAN-2023 0.000% MBSGNMA 30YR GN329697 8.5 15-SEP-2022 0.000% MBSGNMA 30YR GN330499 8.0 15-AUG-2022 0.000% MBSGNMA 30YR GN331977 9.0 15-AUG-2024 0.000% MBSGNMA 30YR GN339023 7.0 15-AUG-2023 0.000% MBSGNMA 30YR GN340680 8.0 15-FEB-2023 0.000% MBSGNMA 30YR GN343633 7.0 15-JUL-2023 0.000% MBSGNMA 30YR GN344233 8.0 15-FEB-2023 0.000% MBSGNMA 30YR GN345071 7.0 15-NOV-2023 0.000% MBSGNMA 30YR GN345123 8.0 15-DEC-2023 0.000% MBSGNMA 30YR GN345871 6.5 15-SEP-2023 0.000% MBSGNMA 30YR GN346167 8.5 15-MAY-2023 0.000% MBSGNMA 30YR GN346787 7.0 15-SEP-2023 0.000% MBSGNMA 30YR GN346797 7.0 15-OCT-2023 0.000% MBSGNMA 30YR GN348020 8.0 15-MAR-2023 0.000% MBSGNMA 30YR GN348869 7.5 15-JUL-2023 0.000% MBSGNMA 30YR GN349721 7.0 15-AUG-2023 0.000% MBSGNMA 30YR GN350457 6.5 15-MAY-2023 0.000% MBSGNMA 30YR GN351416 7.0 15-JAN-2024 0.000% MBSGNMA 30YR GN352050 7.0 15-OCT-2023 0.000% MBSGNMA 30YR GN352057 8.0 15-OCT-2023 0.000% MBSGNMA 30YR GN352079 7.0 15-SEP-2023 0.000% MBSGNMA 30YR GN352110 7.0 15-AUG-2023 0.000% MBSGNMA 30YR GN352126 7.0 15-JUN-2023 0.000% MBSGNMA 30YR GN352167 7.5 15-JUN-2023 0.000% MBS

GNMA 30YR GN352902 7.0 15-APR-2024 0.000% MBSGNMA 30YR GN353003 7.0 15-MAY-2024 0.000% MBSGNMA 30YR GN353919 7.5 15-OCT-2027 0.000% MBSGNMA 30YR GN354618 7.0 15-JUL-2023 0.000% MBSGNMA 30YR GN354674 7.0 15-OCT-2023 0.000% MBSGNMA 30YR GN354685 7.0 15-NOV-2023 0.000% MBSGNMA 30YR GN354692 6.5 15-NOV-2023 0.000% MBSGNMA 30YR GN354826 7.5 15-JUN-2024 0.000% MBSGNMA 30YR GN354827 7.0 15-MAY-2024 0.000% MBSGNMA 30YR GN354831 7.5 15-JUN-2024 0.000% MBSGNMA 30YR GN357309 7.0 15-AUG-2023 0.000% MBSGNMA 30YR GN358226 7.0 15-AUG-2023 0.000% MBSGNMA 30YR GN359470 7.0 15-JAN-2024 0.000% MBSGNMA 30YR GN362571 7.0 15-AUG-2023 0.000% MBSGNMA 30YR GN366634 7.5 15-NOV-2023 0.000% MBSGNMA 30YR GN366680 6.0 15-JAN-2024 0.000% MBSGNMA 30YR GN366759 6.5 15-APR-2024 0.000% MBSGNMA 30YR GN366808 7.0 15-JUN-2024 0.000% MBSGNMA 30YR GN367098 4.0 15-JUL-2041 0.000% MBSGNMA 30YR GN369505 8.5 15-AUG-2024 0.000% MBSGNMA 30YR GN369636 9.5 15-FEB-2025 0.000% MBSGNMA 30YR GN370842 6.5 15-OCT-2023 0.000% MBSGNMA 30YR GN370889 7.5 15-NOV-2023 0.000% MBSGNMA 30YR GN371249 7.0 15-JAN-2024 0.000% MBSGNMA 30YR GN372798 7.5 15-FEB-2024 0.000% MBSGNMA 30YR GN372842 7.5 15-DEC-2023 0.000% MBSGNMA 30YR GN374864 6.0 15-JAN-2024 0.000% MBSGNMA 30YR GN375076 8.5 15-MAR-2025 0.000% MBSGNMA 30YR GN375885 7.5 15-MAY-2024 0.000% MBSGNMA 30YR GN376441 8.0 15-MAR-2024 0.000% MBSGNMA 30YR GN376470 7.5 15-APR-2024 0.000% MBSGNMA 30YR GN377324 9.0 15-OCT-2024 0.000% MBSGNMA 30YR GN377615 7.5 15-SEP-2025 0.000% MBSGNMA 30YR GN380630 8.5 15-OCT-2024 0.000% MBSGNMA 30YR GN382117 7.5 15-FEB-2024 0.000% MBSGNMA 30YR GN384381 8.5 15-SEP-2024 0.000% MBSGNMA 30YR GN385611 6.5 15-APR-2024 0.000% MBSGNMA 30YR GN385624 7.5 15-MAY-2024 0.000% MBSGNMA 30YR GN385710 7.0 15-MAY-2024 0.000% MBSGNMA 30YR GN386511 7.5 15-MAY-2024 0.000% MBSGNMA 30YR GN387082 8.0 15-OCT-2025 0.000% MBSGNMA 30YR GN387167 7.0 15-OCT-2025 0.000% MBSGNMA 30YR GN390868 8.0 15-APR-2024 0.000% MBSGNMA 30YR GN392322 7.5 15-JUN-2024 0.000% MBSGNMA 30YR GN393235 8.5 15-JAN-2027 0.000% MBSGNMA 30YR GN395235 7.0 15-APR-2024 0.000% MBSGNMA 30YR GN397027 7.0 15-MAY-2024 0.000% MBSGNMA 30YR GN397449 7.5 15-MAY-2024 0.000% MBSGNMA 30YR GN398875 8.0 15-SEP-2026 0.000% MBSGNMA 30YR GN404033 9.5 15-JAN-2025 0.000% MBSGNMA 30YR GN404112 9.5 15-JUN-2025 0.000% MBSGNMA 30YR GN405350 9.0 15-NOV-2024 0.000% MBSGNMA 30YR GN406475 7.0 15-APR-2026 0.000% MBSGNMA 30YR GN407118 9.5 15-DEC-2024 0.000% MBSGNMA 30YR GN407162 9.0 15-MAR-2025 0.000% MBS

GNMA 30YR GN408247 6.5 15-MAR-2026 0.000% MBSGNMA 30YR GN408838 7.5 15-NOV-2025 0.000% MBSGNMA 30YR GN409154 9.0 15-MAY-2025 0.000% MBSGNMA 30YR GN409944 7.5 15-SEP-2025 0.000% MBSGNMA 30YR GN410041 8.0 15-JUN-2025 0.000% MBSGNMA 30YR GN410049 8.0 15-JUL-2025 0.000% MBSGNMA 30YR GN410081 8.0 15-AUG-2025 0.000% MBSGNMA 30YR GN410253 7.0 15-DEC-2025 0.000% MBSGNMA 30YR GN410304 7.5 15-DEC-2025 0.000% MBSGNMA 30YR GN410455 7.0 15-MAR-2028 0.000% MBSGNMA 30YR GN411012 5.5 15-OCT-2038 0.000% MBSGNMA 30YR GN412382 7.0 15-DEC-2027 0.000% MBSGNMA 30YR GN412944 8.0 15-JUL-2025 0.000% MBSGNMA 30YR GN413640 6.5 15-APR-2026 0.000% MBSGNMA 30YR GN414173 7.5 15-SEP-2025 0.000% MBSGNMA 30YR GN414737 8.0 15-NOV-2025 0.000% MBSGNMA 30YR GN415760 7.5 15-NOV-2025 0.000% MBSGNMA 30YR GN416033 7.0 15-DEC-2025 0.000% MBSGNMA 30YR GN416736 8.0 15-MAY-2026 0.000% MBSGNMA 30YR GN417226 7.0 15-JAN-2026 0.000% MBSGNMA 30YR GN417276 7.0 15-FEB-2026 0.000% MBSGNMA 30YR GN417293 6.5 15-MAR-2026 0.000% MBSGNMA 30YR GN421739 7.5 15-JUN-2026 0.000% MBSGNMA 30YR GN421780 7.5 15-MAR-2026 0.000% MBSGNMA 30YR GN422012 6.0 15-MAY-2026 0.000% MBSGNMA 30YR GN422506 6.5 15-MAR-2026 0.000% MBSGNMA 30YR GN422529 6.0 15-APR-2026 0.000% MBSGNMA 30YR GN422963 6.5 15-MAR-2029 0.000% MBSGNMA 30YR GN423825 8.0 15-JUN-2026 0.000% MBSGNMA 30YR GN423865 8.0 15-JUN-2026 0.000% MBSGNMA 30YR GN423986 8.0 15-AUG-2026 0.000% MBSGNMA 30YR GN423991 7.5 15-AUG-2026 0.000% MBSGNMA 30YR GN423999 8.0 15-SEP-2026 0.000% MBSGNMA 30YR GN427302 7.0 15-JUN-2026 0.000% MBSGNMA 30YR GN429393 7.5 15-MAR-2026 0.000% MBSGNMA 30YR GN429472 6.0 15-APR-2026 0.000% MBSGNMA 30YR GN429710 5.5 15-NOV-2033 0.000% MBSGNMA 30YR GN429762 6.0 15-NOV-2033 0.000% MBSGNMA 30YR GN429786 6.0 15-DEC-2033 0.000% MBSGNMA 30YR GN430269 7.5 15-OCT-2027 0.000% MBSGNMA 30YR GN431000 8.0 15-JUL-2026 0.000% MBSGNMA 30YR GN431022 8.0 15-AUG-2026 0.000% MBSGNMA 30YR GN431199 8.5 15-SEP-2026 0.000% MBSGNMA 30YR GN433382 7.5 15-JAN-2027 0.000% MBSGNMA 30YR GN433419 7.0 15-FEB-2027 0.000% MBSGNMA 30YR GN433649 7.0 15-MAR-2028 0.000% MBSGNMA 30YR GN433830 6.5 15-JUN-2028 0.000% MBSGNMA 30YR GN433848 6.5 15-JUN-2028 0.000% MBSGNMA 30YR GN433970 7.0 15-SEP-2028 0.000% MBSGNMA 30YR GN434240 7.0 15-MAR-2029 0.000% MBSGNMA 30YR GN434504 7.0 15-AUG-2029 0.000% MBSGNMA 30YR GN434979 7.5 15-DEC-2030 0.000% MBSGNMA 30YR GN436407 8.0 15-JUL-2026 0.000% MBSGNMA 30YR GN438041 6.5 15-MAR-2028 0.000% MBSGNMA 30YR GN438277 8.0 15-SEP-2026 0.000% MBS

GNMA 30YR GN443123 8.5 15-JUL-2027 0.000% MBSGNMA 30YR GN443671 6.0 15-MAY-2028 0.000% MBSGNMA 30YR GN443711 7.0 15-JUN-2028 0.000% MBSGNMA 30YR GN444446 8.5 15-AUG-2027 0.000% MBSGNMA 30YR GN444734 7.5 15-JAN-2027 0.000% MBSGNMA 30YR GN444742 8.0 15-FEB-2027 0.000% MBSGNMA 30YR GN446731 6.5 15-SEP-2028 0.000% MBSGNMA 30YR GN449208 7.5 15-JAN-2028 0.000% MBSGNMA 30YR GN449491 7.5 15-DEC-2027 0.000% MBSGNMA 30YR GN449782 7.0 15-DEC-2027 0.000% MBSGNMA 30YR GN450898 7.0 15-JUN-2028 0.000% MBSGNMA 30YR GN451522 7.5 15-OCT-2027 0.000% MBSGNMA 30YR GN453297 8.0 15-AUG-2027 0.000% MBSGNMA 30YR GN454446 7.0 15-JUN-2028 0.000% MBSGNMA 30YR GN454571 7.0 15-JUN-2028 0.000% MBSGNMA 30YR GN456806 7.0 15-APR-2028 0.000% MBSGNMA 30YR GN457134 6.0 15-MAR-2029 0.000% MBSGNMA 30YR GN457405 7.0 15-DEC-2027 0.000% MBSGNMA 30YR GN457783 7.5 15-JUL-2028 0.000% MBSGNMA 30YR GN457801 7.0 15-AUG-2028 0.000% MBSGNMA 30YR GN457871 6.5 15-JAN-2029 0.000% MBSGNMA 30YR GN457923 7.0 15-DEC-2028 0.000% MBSGNMA 30YR GN458058 7.0 15-MAR-2029 0.000% MBSGNMA 30YR GN458926 7.0 15-SEP-2028 0.000% MBSGNMA 30YR GN460758 7.0 15-FEB-2028 0.000% MBSGNMA 30YR GN461028 7.0 15-NOV-2027 0.000% MBSGNMA 30YR GN461148 7.0 15-DEC-2027 0.000% MBSGNMA 30YR GN462384 7.0 15-NOV-2027 0.000% MBSGNMA 30YR GN462421 7.0 15-DEC-2027 0.000% MBSGNMA 30YR GN462622 6.5 15-MAR-2028 0.000% MBSGNMA 30YR GN462671 8.0 15-APR-2028 0.000% MBSGNMA 30YR GN462680 7.0 15-APR-2028 0.000% MBSGNMA 30YR GN462816 7.0 15-JUN-2028 0.000% MBSGNMA 30YR GN462883 7.0 15-JAN-2028 0.000% MBSGNMA 30YR GN464758 7.0 15-AUG-2028 0.000% MBSGNMA 30YR GN464759 7.0 15-AUG-2028 0.000% MBSGNMA 30YR GN464766 7.5 15-AUG-2028 0.000% MBSGNMA 30YR GN464819 6.5 15-SEP-2028 0.000% MBSGNMA 30YR GN464827 6.5 15-SEP-2028 0.000% MBSGNMA 30YR GN465376 6.5 15-JAN-2029 0.000% MBSGNMA 30YR GN466396 6.5 15-OCT-2028 0.000% MBSGNMA 30YR GN466888 7.0 15-JUL-2028 0.000% MBSGNMA 30YR GN467666 6.5 15-MAR-2029 0.000% MBSGNMA 30YR GN467783 6.5 15-APR-2028 0.000% MBSGNMA 30YR GN467859 7.5 15-JUL-2028 0.000% MBSGNMA 30YR GN468136 7.0 15-AUG-2028 0.000% MBSGNMA 30YR GN468231 7.0 15-SEP-2028 0.000% MBSGNMA 30YR GN469611 6.0 15-OCT-2028 0.000% MBSGNMA 30YR GN469794 7.0 15-DEC-2028 0.000% MBSGNMA 30YR GN470326 7.0 15-MAY-2029 0.000% MBSGNMA 30YR GN470460 4.0 15-SEP-2041 0.000% MBSGNMA 30YR GN474731 7.0 15-JUL-2029 0.000% MBSGNMA 30YR GN475614 6.5 15-OCT-2028 0.000% MBSGNMA 30YR GN476255 6.5 15-NOV-2028 0.000% MBSGNMA 30YR GN476344 7.5 15-JUN-2028 0.000% MBS

GNMA 30YR GN476888 7.0 15-OCT-2028 0.000% MBSGNMA 30YR GN476956 7.0 15-DEC-2028 0.000% MBSGNMA 30YR GN477481 6.5 15-OCT-2028 0.000% MBSGNMA 30YR GN478957 7.5 15-DEC-2029 0.000% MBSGNMA 30YR GN479683 4.0 15-OCT-2041 0.000% MBSGNMA 30YR GN479744 7.5 15-NOV-2030 0.000% MBSGNMA 30YR GN480353 7.0 15-JUN-2028 0.000% MBSGNMA 30YR GN480723 7.0 15-NOV-2028 0.000% MBSGNMA 30YR GN481620 6.5 15-AUG-2029 0.000% MBSGNMA 30YR GN482880 6.0 15-DEC-2028 0.000% MBSGNMA 30YR GN483636 6.0 15-SEP-2028 0.000% MBSGNMA 30YR GN483847 6.0 15-DEC-2028 0.000% MBSGNMA 30YR GN484203 6.5 15-AUG-2028 0.000% MBSGNMA 30YR GN484276 6.5 15-SEP-2028 0.000% MBSGNMA 30YR GN486056 7.0 15-FEB-2031 0.000% MBSGNMA 30YR GN486470 6.5 15-AUG-2028 0.000% MBSGNMA 30YR GN486516 6.5 15-SEP-2028 0.000% MBSGNMA 30YR GN486538 7.0 15-SEP-2028 0.000% MBSGNMA 30YR GN486540 7.0 15-SEP-2028 0.000% MBSGNMA 30YR GN486669 5.0 15-JAN-2035 0.000% MBSGNMA 30YR GN486760 6.5 15-DEC-2028 0.000% MBSGNMA 30YR GN486843 6.0 15-JAN-2029 0.000% MBSGNMA 30YR GN486845 6.5 15-JAN-2029 0.000% MBSGNMA 30YR GN486934 6.0 15-FEB-2029 0.000% MBSGNMA 30YR GN487035 6.5 15-MAR-2029 0.000% MBSGNMA 30YR GN487397 6.0 15-FEB-2029 0.000% MBSGNMA 30YR GN487697 5.0 15-MAR-2039 0.000% MBSGNMA 30YR GN487722 5.0 15-MAR-2039 0.000% MBSGNMA 30YR GN487821 5.0 15-MAR-2039 0.000% MBSGNMA 30YR GN487847 5.0 15-APR-2039 0.000% MBSGNMA 30YR GN487867 5.0 15-APR-2039 0.000% MBSGNMA 30YR GN490408 6.0 15-APR-2029 0.000% MBSGNMA 30YR GN491427 6.5 15-JUL-2029 0.000% MBSGNMA 30YR GN491490 6.5 15-JUL-2029 0.000% MBSGNMA 30YR GN491506 7.0 15-AUG-2029 0.000% MBSGNMA 30YR GN492880 7.0 15-NOV-2028 0.000% MBSGNMA 30YR GN494837 7.0 15-JUN-2029 0.000% MBSGNMA 30YR GN495798 6.5 15-DEC-2028 0.000% MBSGNMA 30YR GN495814 6.0 15-JAN-2029 0.000% MBSGNMA 30YR GN495815 6.0 15-JAN-2029 0.000% MBSGNMA 30YR GN496465 6.5 15-JAN-2029 0.000% MBSGNMA 30YR GN496922 7.0 15-APR-2029 0.000% MBSGNMA 30YR GN498380 6.5 15-FEB-2029 0.000% MBSGNMA 30YR GN499388 7.5 15-JAN-2029 0.000% MBSGNMA 30YR GN499440 6.5 15-APR-2029 0.000% MBSGNMA 30YR GN499450 6.5 15-APR-2029 0.000% MBSGNMA 30YR GN499841 6.5 15-APR-2032 0.000% MBSGNMA 30YR GN499847 6.5 15-JUN-2032 0.000% MBSGNMA 30YR GN500265 7.5 15-NOV-2029 0.000% MBSGNMA 30YR GN502720 6.5 15-JUL-2029 0.000% MBSGNMA 30YR GN502730 6.5 15-JUL-2029 0.000% MBSGNMA 30YR GN502976 6.0 15-APR-2029 0.000% MBSGNMA 30YR GN506466 7.5 15-APR-2029 0.000% MBSGNMA 30YR GN506607 6.5 15-MAR-2029 0.000% MBSGNMA 30YR GN506653 7.0 15-APR-2029 0.000% MBS

GNMA 30YR GN506815 7.5 15-OCT-2029 0.000% MBSGNMA 30YR GN508317 8.5 15-FEB-2030 0.000% MBSGNMA 30YR GN508482 6.5 15-MAY-2031 0.000% MBSGNMA 30YR GN509701 7.0 15-AUG-2029 0.000% MBSGNMA 30YR GN509807 8.0 15-SEP-2029 0.000% MBSGNMA 30YR GN510095 6.5 15-JUL-2029 0.000% MBSGNMA 30YR GN510402 4.5 15-JAN-2035 0.000% MBSGNMA 30YR GN510560 6.5 15-AUG-2029 0.000% MBSGNMA 30YR GN510835 5.5 15-FEB-2035 0.000% MBSGNMA 30YR GN510899 6.0 15-MAY-2029 0.000% MBSGNMA 30YR GN511621 7.5 15-AUG-2030 0.000% MBSGNMA 30YR GN512766 6.5 15-JUN-2029 0.000% MBSGNMA 30YR GN513004 6.5 15-JUL-2029 0.000% MBSGNMA 30YR GN514427 7.5 15-AUG-2029 0.000% MBSGNMA 30YR GN518488 7.5 15-SEP-2029 0.000% MBSGNMA 30YR GN520220 5.0 15-JUN-2034 0.000% MBSGNMA 30YR GN520372 8.0 15-JAN-2030 0.000% MBSGNMA 30YR GN520826 5.5 15-MAR-2035 0.000% MBSGNMA 30YR GN521321 5.5 15-MAY-2035 0.000% MBSGNMA 30YR GN527128 8.0 15-FEB-2030 0.000% MBSGNMA 30YR GN530024 8.5 15-JUN-2030 0.000% MBSGNMA 30YR GN530533 8.0 15-DEC-2030 0.000% MBSGNMA 30YR GN531211 8.0 15-JUN-2030 0.000% MBSGNMA 30YR GN532947 8.0 15-JUN-2030 0.000% MBSGNMA 30YR GN533977 6.0 15-MAY-2032 0.000% MBSGNMA 30YR GN538312 6.0 15-FEB-2032 0.000% MBSGNMA 30YR GN539811 6.0 15-JUN-2031 0.000% MBSGNMA 30YR GN545164 6.5 15-JUL-2031 0.000% MBSGNMA 30YR GN546093 5.5 15-AUG-2035 0.000% MBSGNMA 30YR GN548261 6.0 15-DEC-2031 0.000% MBSGNMA 30YR GN550046 6.5 15-JUN-2031 0.000% MBSGNMA 30YR GN550284 7.0 15-AUG-2031 0.000% MBSGNMA 30YR GN550602 4.5 15-AUG-2035 0.000% MBSGNMA 30YR GN550656 5.0 15-SEP-2035 0.000% MBSGNMA 30YR GN550686 5.5 15-OCT-2035 0.000% MBSGNMA 30YR GN550727 5.0 15-NOV-2035 0.000% MBSGNMA 30YR GN550728 5.5 15-NOV-2035 0.000% MBSGNMA 30YR GN550729 6.0 15-NOV-2035 0.000% MBSGNMA 30YR GN550764 5.5 15-DEC-2035 0.000% MBSGNMA 30YR GN550867 7.0 15-SEP-2031 0.000% MBSGNMA 30YR GN550985 7.0 15-OCT-2031 0.000% MBSGNMA 30YR GN551116 7.0 15-AUG-2031 0.000% MBSGNMA 30YR GN551119 7.0 15-AUG-2031 0.000% MBSGNMA 30YR GN551620 7.0 15-AUG-2031 0.000% MBSGNMA 30YR GN551666 6.5 15-SEP-2031 0.000% MBSGNMA 30YR GN551807 6.0 15-MAY-2032 0.000% MBSGNMA 30YR GN552228 5.5 15-DEC-2031 0.000% MBSGNMA 30YR GN552229 5.5 15-DEC-2031 0.000% MBSGNMA 30YR GN552311 6.0 15-JAN-2032 0.000% MBSGNMA 30YR GN552383 6.0 15-FEB-2032 0.000% MBSGNMA 30YR GN552413 7.0 15-FEB-2032 0.000% MBSGNMA 30YR GN552520 6.5 15-APR-2032 0.000% MBSGNMA 30YR GN552649 4.0 15-DEC-2041 0.000% MBSGNMA 30YR GN553024 6.5 15-JAN-2033 0.000% MBSGNMA 30YR GN553057 5.5 15-FEB-2033 0.000% MBS

GNMA 30YR GN553118 5.5 15-MAR-2033 0.000% MBSGNMA 30YR GN553132 6.5 15-MAR-2033 0.000% MBSGNMA 30YR GN553463 3.5 15-JAN-2042 0.000% MBSGNMA 30YR GN555153 6.5 15-NOV-2031 0.000% MBSGNMA 30YR GN555659 5.5 15-DEC-2031 0.000% MBSGNMA 30YR GN557642 8.0 15-AUG-2031 0.000% MBSGNMA 30YR GN558746 7.0 15-JUL-2031 0.000% MBSGNMA 30YR GN560068 6.5 15-JUN-2031 0.000% MBSGNMA 30YR GN561391 6.5 15-SEP-2031 0.000% MBSGNMA 30YR GN562385 6.0 15-AUG-2034 0.000% MBSGNMA 30YR GN564709 8.0 15-JUL-2031 0.000% MBSGNMA 30YR GN564913 6.0 15-OCT-2031 0.000% MBSGNMA 30YR GN564990 6.5 15-SEP-2031 0.000% MBSGNMA 30YR GN566739 6.5 15-NOV-2031 0.000% MBSGNMA 30YR GN567175 6.5 15-SEP-2031 0.000% MBSGNMA 30YR GN569453 5.5 15-SEP-2035 0.000% MBSGNMA 30YR GN569702 7.0 15-FEB-2032 0.000% MBSGNMA 30YR GN569899 6.5 15-JUN-2032 0.000% MBSGNMA 30YR GN570125 5.5 15-DEC-2031 0.000% MBSGNMA 30YR GN570399 6.5 15-SEP-2031 0.000% MBSGNMA 30YR GN571293 6.0 15-NOV-2031 0.000% MBSGNMA 30YR GN572107 5.5 15-MAY-2034 0.000% MBSGNMA 30YR GN572216 6.0 15-DEC-2033 0.000% MBSGNMA 30YR GN572406 7.0 15-NOV-2031 0.000% MBSGNMA 30YR GN572833 6.5 15-NOV-2031 0.000% MBSGNMA 30YR GN573546 6.5 15-JAN-2032 0.000% MBSGNMA 30YR GN574319 5.5 15-DEC-2031 0.000% MBSGNMA 30YR GN574548 5.5 15-APR-2034 0.000% MBSGNMA 30YR GN575884 5.5 15-DEC-2031 0.000% MBSGNMA 30YR GN576441 6.5 15-MAR-2032 0.000% MBSGNMA 30YR GN577734 6.0 15-OCT-2032 0.000% MBSGNMA 30YR GN577784 6.5 15-DEC-2031 0.000% MBSGNMA 30YR GN578290 6.0 15-JUN-2032 0.000% MBSGNMA 30YR GN579078 6.5 15-DEC-2031 0.000% MBSGNMA 30YR GN579085 6.0 15-DEC-2031 0.000% MBSGNMA 30YR GN579229 6.5 15-JAN-2032 0.000% MBSGNMA 30YR GN579631 6.0 15-FEB-2032 0.000% MBSGNMA 30YR GN579702 6.0 15-JUL-2032 0.000% MBSGNMA 30YR GN581057 7.0 15-FEB-2032 0.000% MBSGNMA 30YR GN581119 6.0 15-MAR-2032 0.000% MBSGNMA 30YR GN581146 6.0 15-MAR-2032 0.000% MBSGNMA 30YR GN581554 5.5 15-AUG-2033 0.000% MBSGNMA 30YR GN581597 5.5 15-OCT-2032 0.000% MBSGNMA 30YR GN581908 7.0 15-APR-2032 0.000% MBSGNMA 30YR GN581933 6.0 15-MAY-2032 0.000% MBSGNMA 30YR GN582195 6.5 15-JAN-2032 0.000% MBSGNMA 30YR GN582408 6.0 15-OCT-2032 0.000% MBSGNMA 30YR GN583025 4.5 15-JUN-2034 0.000% MBSGNMA 30YR GN584426 6.0 15-MAY-2032 0.000% MBSGNMA 30YR GN585098 6.0 15-DEC-2032 0.000% MBSGNMA 30YR GN585111 5.5 15-FEB-2033 0.000% MBSGNMA 30YR GN585116 6.0 15-JAN-2033 0.000% MBSGNMA 30YR GN586556 6.0 15-APR-2032 0.000% MBSGNMA 30YR GN587302 6.0 15-SEP-2032 0.000% MBSGNMA 30YR GN587345 6.0 15-OCT-2032 0.000% MBS

GNMA 30YR GN587347 6.0 15-OCT-2032 0.000% MBSGNMA 30YR GN587363 6.5 15-OCT-2032 0.000% MBSGNMA 30YR GN588355 5.0 15-JUL-2033 0.000% MBSGNMA 30YR GN589026 6.5 15-JUL-2032 0.000% MBSGNMA 30YR GN589073 6.5 15-AUG-2032 0.000% MBSGNMA 30YR GN590155 6.0 15-OCT-2032 0.000% MBSGNMA 30YR GN591794 6.0 15-DEC-2032 0.000% MBSGNMA 30YR GN591799 6.0 15-DEC-2032 0.000% MBSGNMA 30YR GN591806 6.0 15-DEC-2032 0.000% MBSGNMA 30YR GN591931 5.5 15-MAR-2033 0.000% MBSGNMA 30YR GN592153 6.0 15-FEB-2033 0.000% MBSGNMA 30YR GN592480 6.0 15-JAN-2033 0.000% MBSGNMA 30YR GN592844 5.5 15-SEP-2035 0.000% MBSGNMA 30YR GN593270 5.5 15-NOV-2032 0.000% MBSGNMA 30YR GN594022 5.0 15-JUN-2033 0.000% MBSGNMA 30YR GN594081 5.0 15-AUG-2033 0.000% MBSGNMA 30YR GN594110 5.0 15-SEP-2033 0.000% MBSGNMA 30YR GN594708 5.5 15-APR-2033 0.000% MBSGNMA 30YR GN595735 5.5 15-JUN-2035 0.000% MBSGNMA 30YR GN597998 6.0 15-DEC-2032 0.000% MBSGNMA 30YR GN598126 5.5 15-MAR-2033 0.000% MBSGNMA 30YR GN598487 6.0 15-DEC-2032 0.000% MBSGNMA 30YR GN598540 5.5 15-APR-2035 0.000% MBSGNMA 30YR GN598645 6.0 15-APR-2033 0.000% MBSGNMA 30YR GN598653 5.5 15-APR-2033 0.000% MBSGNMA 30YR GN599357 5.5 15-JAN-2033 0.000% MBSGNMA 30YR GN599907 5.5 15-APR-2033 0.000% MBSGNMA 30YR GN602461 5.0 15-DEC-2035 0.000% MBSGNMA 30YR GN602553 5.5 15-MAR-2036 0.000% MBSGNMA 30YR GN602787 6.0 15-FEB-2033 0.000% MBSGNMA 30YR GN602794 5.5 15-MAR-2033 0.000% MBSGNMA 30YR GN603206 5.5 15-FEB-2034 0.000% MBSGNMA 30YR GN603341 6.0 15-DEC-2032 0.000% MBSGNMA 30YR GN604024 6.5 15-JAN-2033 0.000% MBSGNMA 30YR GN604089 5.5 15-MAR-2033 0.000% MBSGNMA 30YR GN604286 5.5 15-MAY-2033 0.000% MBSGNMA 30YR GN604417 5.5 15-JUN-2033 0.000% MBSGNMA 30YR GN604550 5.0 15-AUG-2033 0.000% MBSGNMA 30YR GN604647 6.0 15-SEP-2033 0.000% MBSGNMA 30YR GN604648 6.0 15-SEP-2033 0.000% MBSGNMA 30YR GN604650 5.0 15-SEP-2033 0.000% MBSGNMA 30YR GN604791 5.5 15-NOV-2033 0.000% MBSGNMA 30YR GN604900 5.0 15-JAN-2034 0.000% MBSGNMA 30YR GN604949 5.5 15-JAN-2034 0.000% MBSGNMA 30YR GN605384 5.0 15-APR-2034 0.000% MBSGNMA 30YR GN605385 5.5 15-APR-2034 0.000% MBSGNMA 30YR GN605404 5.5 15-MAY-2034 0.000% MBSGNMA 30YR GN605461 5.0 15-JUN-2034 0.000% MBSGNMA 30YR GN605561 5.5 15-NOV-2034 0.000% MBSGNMA 30YR GN605618 5.5 15-JUL-2034 0.000% MBSGNMA 30YR GN605620 6.5 15-JUL-2034 0.000% MBSGNMA 30YR GN605734 6.0 15-OCT-2034 0.000% MBSGNMA 30YR GN606771 5.0 15-MAR-2033 0.000% MBSGNMA 30YR GN606798 4.5 15-AUG-2033 0.000% MBSGNMA 30YR GN607048 5.5 15-JAN-2034 0.000% MBS

GNMA 30YR GN607624 5.5 15-FEB-2033 0.000% MBSGNMA 30YR GN607675 5.5 15-JAN-2033 0.000% MBSGNMA 30YR GN609012 6.0 15-AUG-2036 0.000% MBSGNMA 30YR GN610281 5.5 15-MAY-2033 0.000% MBSGNMA 30YR GN610410 5.0 15-AUG-2033 0.000% MBSGNMA 30YR GN610850 5.5 15-APR-2033 0.000% MBSGNMA 30YR GN610928 5.5 15-JUL-2033 0.000% MBSGNMA 30YR GN610975 5.0 15-MAY-2034 0.000% MBSGNMA 30YR GN611005 5.0 15-JUN-2034 0.000% MBSGNMA 30YR GN611012 5.0 15-JUL-2034 0.000% MBSGNMA 30YR GN611872 6.5 15-MAY-2033 0.000% MBSGNMA 30YR GN611975 6.0 15-JUN-2033 0.000% MBSGNMA 30YR GN612221 5.5 15-JUL-2033 0.000% MBSGNMA 30YR GN612764 5.0 15-JUN-2033 0.000% MBSGNMA 30YR GN613033 5.0 15-SEP-2033 0.000% MBSGNMA 30YR GN613809 5.0 15-JUL-2033 0.000% MBSGNMA 30YR GN613820 5.0 15-JUL-2033 0.000% MBSGNMA 30YR GN613834 5.0 15-AUG-2033 0.000% MBSGNMA 30YR GN613944 5.5 15-DEC-2033 0.000% MBSGNMA 30YR GN614191 5.0 15-SEP-2033 0.000% MBSGNMA 30YR GN614531 5.5 15-JUN-2033 0.000% MBSGNMA 30YR GN614634 5.5 15-MAY-2033 0.000% MBSGNMA 30YR GN615272 4.5 15-JUL-2033 0.000% MBSGNMA 30YR GN615284 5.5 15-JUL-2033 0.000% MBSGNMA 30YR GN615494 6.0 15-AUG-2033 0.000% MBSGNMA 30YR GN615498 5.5 15-AUG-2033 0.000% MBSGNMA 30YR GN615509 4.5 15-AUG-2033 0.000% MBSGNMA 30YR GN615583 5.0 15-SEP-2033 0.000% MBSGNMA 30YR GN615692 5.0 15-OCT-2033 0.000% MBSGNMA 30YR GN615727 5.5 15-AUG-2033 0.000% MBSGNMA 30YR GN615787 5.5 15-SEP-2033 0.000% MBSGNMA 30YR GN615869 4.5 15-AUG-2033 0.000% MBSGNMA 30YR GN615904 4.5 15-AUG-2033 0.000% MBSGNMA 30YR GN615947 5.0 15-SEP-2033 0.000% MBSGNMA 30YR GN616011 5.0 15-OCT-2033 0.000% MBSGNMA 30YR GN616013 5.0 15-OCT-2033 0.000% MBSGNMA 30YR GN616085 5.5 15-NOV-2033 0.000% MBSGNMA 30YR GN616150 6.0 15-DEC-2033 0.000% MBSGNMA 30YR GN616212 5.5 15-JAN-2034 0.000% MBSGNMA 30YR GN616418 5.5 15-MAY-2034 0.000% MBSGNMA 30YR GN616685 5.5 15-OCT-2034 0.000% MBSGNMA 30YR GN616787 5.0 15-DEC-2034 0.000% MBSGNMA 30YR GN616892 5.0 15-NOV-2035 0.000% MBSGNMA 30YR GN617262 6.5 15-OCT-2036 0.000% MBSGNMA 30YR GN617350 6.0 15-JAN-2037 0.000% MBSGNMA 30YR GN617670 6.5 15-AUG-2037 0.000% MBSGNMA 30YR GN617955 4.5 15-MAY-2040 0.000% MBSGNMA 30YR GN618478 5.5 15-NOV-2033 0.000% MBSGNMA 30YR GN618952 5.5 15-APR-2034 0.000% MBSGNMA 30YR GN619017 6.0 15-JUL-2034 0.000% MBSGNMA 30YR GN619120 5.5 15-OCT-2034 0.000% MBSGNMA 30YR GN619506 5.5 15-AUG-2033 0.000% MBSGNMA 30YR GN620427 4.5 15-AUG-2033 0.000% MBSGNMA 30YR GN620457 5.0 15-AUG-2033 0.000% MBSGNMA 30YR GN620462 5.5 15-AUG-2033 0.000% MBS

GNMA 30YR GN621129 5.5 15-APR-2037 0.000% MBSGNMA 30YR GN621369 5.5 15-OCT-2033 0.000% MBSGNMA 30YR GN621822 5.5 15-DEC-2033 0.000% MBSGNMA 30YR GN621836 5.5 15-DEC-2033 0.000% MBSGNMA 30YR GN622122 5.0 15-OCT-2033 0.000% MBSGNMA 30YR GN622291 5.5 15-APR-2035 0.000% MBSGNMA 30YR GN623781 6.0 15-SEP-2037 0.000% MBSGNMA 30YR GN624370 5.5 15-JAN-2034 0.000% MBSGNMA 30YR GN625503 4.5 15-MAR-2039 0.000% MBSGNMA 30YR GN627124 5.5 15-MAR-2034 0.000% MBSGNMA 30YR GN627125 5.5 15-MAR-2034 0.000% MBSGNMA 30YR GN628129 5.0 15-MAY-2034 0.000% MBSGNMA 30YR GN630963 5.0 15-AUG-2035 0.000% MBSGNMA 30YR GN631235 5.5 15-MAY-2035 0.000% MBSGNMA 30YR GN631280 5.5 15-JUL-2035 0.000% MBSGNMA 30YR GN631361 5.5 15-OCT-2035 0.000% MBSGNMA 30YR GN631362 5.0 15-OCT-2035 0.000% MBSGNMA 30YR GN631493 5.5 15-JUN-2034 0.000% MBSGNMA 30YR GN631503 5.5 15-JUN-2034 0.000% MBSGNMA 30YR GN632184 6.0 15-SEP-2034 0.000% MBSGNMA 30YR GN632259 5.0 15-JUN-2038 0.000% MBSGNMA 30YR GN632260 5.0 15-JUN-2038 0.000% MBSGNMA 30YR GN633306 6.0 15-DEC-2035 0.000% MBSGNMA 30YR GN633365 5.5 15-JAN-2036 0.000% MBSGNMA 30YR GN633400 5.5 15-FEB-2036 0.000% MBSGNMA 30YR GN634290 5.0 15-JAN-2035 0.000% MBSGNMA 30YR GN635346 5.5 15-MAR-2035 0.000% MBSGNMA 30YR GN635420 5.5 15-NOV-2035 0.000% MBSGNMA 30YR GN636860 6.0 15-NOV-2034 0.000% MBSGNMA 30YR GN636891 5.0 15-JAN-2035 0.000% MBSGNMA 30YR GN638234 5.5 15-DEC-2034 0.000% MBSGNMA 30YR GN641350 5.5 15-MAY-2035 0.000% MBSGNMA 30YR GN641985 6.0 15-APR-2036 0.000% MBSGNMA 30YR GN642032 6.0 15-JUL-2036 0.000% MBSGNMA 30YR GN642506 5.5 15-JUN-2035 0.000% MBSGNMA 30YR GN642570 5.5 15-JUL-2035 0.000% MBSGNMA 30YR GN644750 5.0 15-MAY-2035 0.000% MBSGNMA 30YR GN645500 5.5 15-OCT-2035 0.000% MBSGNMA 30YR GN646685 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN646773 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN646858 4.5 15-AUG-2035 0.000% MBSGNMA 30YR GN646915 5.0 15-SEP-2035 0.000% MBSGNMA 30YR GN647441 5.5 15-SEP-2035 0.000% MBSGNMA 30YR GN647837 4.5 15-OCT-2035 0.000% MBSGNMA 30YR GN647986 6.0 15-SEP-2035 0.000% MBSGNMA 30YR GN648388 5.5 15-NOV-2035 0.000% MBSGNMA 30YR GN648643 6.0 15-DEC-2035 0.000% MBSGNMA 30YR GN649484 5.0 15-OCT-2035 0.000% MBSGNMA 30YR GN650259 5.5 15-APR-2036 0.000% MBSGNMA 30YR GN650455 5.5 15-DEC-2035 0.000% MBSGNMA 30YR GN651228 6.0 15-JAN-2036 0.000% MBSGNMA 30YR GN651753 5.5 15-MAR-2036 0.000% MBSGNMA 30YR GN651861 6.0 15-JUN-2036 0.000% MBSGNMA 30YR GN652204 5.5 15-MAR-2036 0.000% MBSGNMA 30YR GN652531 6.5 15-APR-2036 0.000% MBS

GNMA 30YR GN652779 5.5 15-APR-2036 0.000% MBSGNMA 30YR GN654566 6.0 15-NOV-2036 0.000% MBSGNMA 30YR GN656213 6.0 15-AUG-2036 0.000% MBSGNMA 30YR GN656323 6.0 15-NOV-2036 0.000% MBSGNMA 30YR GN657151 6.0 15-MAY-2037 0.000% MBSGNMA 30YR GN657156 6.0 15-JUN-2037 0.000% MBSGNMA 30YR GN658029 6.0 15-JUL-2036 0.000% MBSGNMA 30YR GN658538 5.5 15-JUL-2036 0.000% MBSGNMA 30YR GN659071 6.0 15-JAN-2037 0.000% MBSGNMA 30YR GN659670 6.0 15-OCT-2036 0.000% MBSGNMA 30YR GN659671 6.5 15-OCT-2036 0.000% MBSGNMA 30YR GN659695 6.0 15-OCT-2036 0.000% MBSGNMA 30YR GN659730 6.0 15-NOV-2036 0.000% MBSGNMA 30YR GN660382 3.5 15-JAN-2042 0.000% MBSGNMA 30YR GN660399 4.0 15-MAR-2042 0.000% MBSGNMA 30YR GN660453 3.0 15-SEP-2042 0.000% MBSGNMA 30YR GN660462 3.0 15-OCT-2042 0.000% MBSGNMA 30YR GN661526 6.0 15-NOV-2036 0.000% MBSGNMA 30YR GN661574 5.0 15-DEC-2036 0.000% MBSGNMA 30YR GN662313 5.5 15-MAR-2037 0.000% MBSGNMA 30YR GN662397 6.0 15-MAY-2037 0.000% MBSGNMA 30YR GN662483 5.5 15-JUL-2037 0.000% MBSGNMA 30YR GN662920 6.0 15-JAN-2037 0.000% MBSGNMA 30YR GN663785 5.5 15-JAN-2037 0.000% MBSGNMA 30YR GN663823 6.0 15-FEB-2037 0.000% MBSGNMA 30YR GN666391 3.0 15-AUG-2043 0.000% MBSGNMA 30YR GN666405 3.0 15-SEP-2043 0.000% MBSGNMA 30YR GN667392 4.5 15-JUN-2039 0.000% MBSGNMA 30YR GN667451 6.0 15-APR-2037 0.000% MBSGNMA 30YR GN669039 6.5 15-MAY-2037 0.000% MBSGNMA 30YR GN669043 6.0 15-MAY-2037 0.000% MBSGNMA 30YR GN669045 5.5 15-MAY-2037 0.000% MBSGNMA 30YR GN669979 3.0 15-MAR-2045 0.000% MBSGNMA 30YR GN670160 6.0 15-JAN-2039 0.000% MBSGNMA 30YR GN670648 6.0 15-SEP-2039 0.000% MBSGNMA 30YR GN670900 7.0 15-DEC-2037 0.000% MBSGNMA 30YR GN671201 6.0 15-JAN-2038 0.000% MBSGNMA 30YR GN671228 6.0 15-FEB-2038 0.000% MBSGNMA 30YR GN671442 6.5 15-JUL-2037 0.000% MBSGNMA 30YR GN671476 6.0 15-AUG-2037 0.000% MBSGNMA 30YR GN672374 6.5 15-NOV-2037 0.000% MBSGNMA 30YR GN672758 5.5 15-JUN-2038 0.000% MBSGNMA 30YR GN672764 6.0 15-JUN-2038 0.000% MBSGNMA 30YR GN672934 5.5 15-AUG-2038 0.000% MBSGNMA 30YR GN673009 6.0 15-AUG-2038 0.000% MBSGNMA 30YR GN673207 6.0 15-OCT-2038 0.000% MBSGNMA 30YR GN673234 6.0 15-NOV-2038 0.000% MBSGNMA 30YR GN673868 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN674087 6.0 15-MAY-2038 0.000% MBSGNMA 30YR GN674171 5.5 15-AUG-2038 0.000% MBSGNMA 30YR GN675062 6.0 15-JAN-2038 0.000% MBSGNMA 30YR GN675072 5.0 15-JAN-2038 0.000% MBSGNMA 30YR GN675133 6.0 15-FEB-2038 0.000% MBSGNMA 30YR GN675136 6.0 15-FEB-2038 0.000% MBSGNMA 30YR GN675231 5.0 15-MAR-2038 0.000% MBS

GNMA 30YR GN675233 6.0 15-MAR-2038 0.000% MBSGNMA 30YR GN675307 5.0 15-APR-2038 0.000% MBSGNMA 30YR GN675381 5.5 15-MAY-2038 0.000% MBSGNMA 30YR GN675484 5.5 15-JUN-2038 0.000% MBSGNMA 30YR GN675926 5.0 15-APR-2038 0.000% MBSGNMA 30YR GN676029 5.5 15-AUG-2038 0.000% MBSGNMA 30YR GN676625 6.0 15-DEC-2037 0.000% MBSGNMA 30YR GN676664 5.5 15-JAN-2038 0.000% MBSGNMA 30YR GN676678 6.0 15-JAN-2038 0.000% MBSGNMA 30YR GN676896 6.5 15-JAN-2038 0.000% MBSGNMA 30YR GN676977 5.0 15-MAY-2038 0.000% MBSGNMA 30YR GN677084 5.5 15-JUL-2038 0.000% MBSGNMA 30YR GN677135 5.0 15-JUN-2040 0.000% MBSGNMA 30YR GN677176 5.5 15-JUN-2038 0.000% MBSGNMA 30YR GN677192 5.0 15-JUN-2038 0.000% MBSGNMA 30YR GN677226 6.0 15-AUG-2038 0.000% MBSGNMA 30YR GN677538 6.0 15-NOV-2037 0.000% MBSGNMA 30YR GN677583 6.5 15-NOV-2037 0.000% MBSGNMA 30YR GN677590 6.5 15-DEC-2037 0.000% MBSGNMA 30YR GN677602 5.0 15-DEC-2037 0.000% MBSGNMA 30YR GN678107 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN678280 6.0 15-DEC-2038 0.000% MBSGNMA 30YR GN678283 6.5 15-DEC-2038 0.000% MBSGNMA 30YR GN679243 6.0 15-DEC-2037 0.000% MBSGNMA 30YR GN679371 5.0 15-APR-2038 0.000% MBSGNMA 30YR GN680082 6.0 15-DEC-2037 0.000% MBSGNMA 30YR GN680222 6.0 15-JAN-2038 0.000% MBSGNMA 30YR GN680515 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN682586 5.0 15-APR-2038 0.000% MBSGNMA 30YR GN682623 5.5 15-JUN-2038 0.000% MBSGNMA 30YR GN682951 4.5 15-AUG-2041 0.000% MBSGNMA 30YR GN683037 6.0 15-JAN-2039 0.000% MBSGNMA 30YR GN684294 5.5 15-FEB-2038 0.000% MBSGNMA 30YR GN684642 5.0 15-FEB-2038 0.000% MBSGNMA 30YR GN684694 6.0 15-MAR-2038 0.000% MBSGNMA 30YR GN684723 5.5 15-MAR-2038 0.000% MBSGNMA 30YR GN685317 6.0 15-JAN-2039 0.000% MBSGNMA 30YR GN685472 5.5 15-JUN-2038 0.000% MBSGNMA 30YR GN685628 5.0 15-APR-2038 0.000% MBSGNMA 30YR GN685879 5.5 15-MAY-2038 0.000% MBSGNMA 30YR GN685962 5.5 15-JUN-2038 0.000% MBSGNMA 30YR GN687375 5.0 15-MAY-2038 0.000% MBSGNMA 30YR GN687818 5.0 15-AUG-2038 0.000% MBSGNMA 30YR GN687822 5.5 15-AUG-2038 0.000% MBSGNMA 30YR GN687827 5.5 15-AUG-2038 0.000% MBSGNMA 30YR GN687838 6.0 15-AUG-2038 0.000% MBSGNMA 30YR GN688086 6.5 15-NOV-2038 0.000% MBSGNMA 30YR GN688414 5.5 15-MAY-2038 0.000% MBSGNMA 30YR GN688421 5.5 15-MAY-2038 0.000% MBSGNMA 30YR GN689791 6.0 15-AUG-2038 0.000% MBSGNMA 30YR GN689876 6.5 15-SEP-2038 0.000% MBSGNMA 30YR GN690615 3.0 15-JUN-2047 0.000% MBSGNMA 30YR GN690790 6.0 15-MAY-2038 0.000% MBSGNMA 30YR GN690842 5.5 15-MAY-2038 0.000% MBSGNMA 30YR GN690950 5.0 15-JUN-2038 0.000% MBS

GNMA 30YR GN691773 5.5 15-JUL-2038 0.000% MBSGNMA 30YR GN691777 5.0 15-JUL-2038 0.000% MBSGNMA 30YR GN692325 6.5 15-JAN-2039 0.000% MBSGNMA 30YR GN692340 5.0 15-FEB-2039 0.000% MBSGNMA 30YR GN692640 5.0 15-JUN-2039 0.000% MBSGNMA 30YR GN692678 5.0 15-JUL-2039 0.000% MBSGNMA 30YR GN692769 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN692774 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN692844 4.5 15-MAR-2040 0.000% MBSGNMA 30YR GN692856 4.5 15-APR-2040 0.000% MBSGNMA 30YR GN693524 5.5 15-JUL-2038 0.000% MBSGNMA 30YR GN693635 5.5 15-JUL-2038 0.000% MBSGNMA 30YR GN693667 5.5 15-JUL-2038 0.000% MBSGNMA 30YR GN695080 4.5 15-MAR-2039 0.000% MBSGNMA 30YR GN695828 6.0 15-NOV-2038 0.000% MBSGNMA 30YR GN696009 5.0 15-JUL-2038 0.000% MBSGNMA 30YR GN696474 5.5 15-AUG-2038 0.000% MBSGNMA 30YR GN696494 5.0 15-AUG-2038 0.000% MBSGNMA 30YR GN697351 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN697595 6.5 15-NOV-2038 0.000% MBSGNMA 30YR GN697856 5.5 15-FEB-2039 0.000% MBSGNMA 30YR GN697912 4.5 15-MAR-2039 0.000% MBSGNMA 30YR GN697933 4.5 15-MAR-2039 0.000% MBSGNMA 30YR GN697945 5.0 15-MAR-2039 0.000% MBSGNMA 30YR GN697946 5.0 15-MAR-2039 0.000% MBSGNMA 30YR GN697957 4.5 15-MAR-2039 0.000% MBSGNMA 30YR GN698010 5.0 15-JAN-2039 0.000% MBSGNMA 30YR GN698032 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN698033 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN698035 6.0 15-JAN-2039 0.000% MBSGNMA 30YR GN698091 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN698094 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN698096 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN698097 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN698231 4.5 15-JUN-2039 0.000% MBSGNMA 30YR GN698235 5.0 15-JUN-2039 0.000% MBSGNMA 30YR GN698339 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN698340 5.0 15-MAY-2039 0.000% MBSGNMA 30YR GN698342 5.0 15-MAY-2039 0.000% MBSGNMA 30YR GN698365 5.0 15-JUL-2039 0.000% MBSGNMA 30YR GN698386 4.5 15-JUL-2039 0.000% MBSGNMA 30YR GN698399 4.5 15-JUL-2039 0.000% MBSGNMA 30YR GN698402 4.5 15-JUL-2039 0.000% MBSGNMA 30YR GN698480 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN698481 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN698482 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN698483 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN698485 5.0 15-AUG-2039 0.000% MBSGNMA 30YR GN698534 5.0 15-OCT-2038 0.000% MBSGNMA 30YR GN699085 5.5 15-SEP-2038 0.000% MBSGNMA 30YR GN699307 6.0 15-OCT-2038 0.000% MBSGNMA 30YR GN699513 5.0 15-OCT-2038 0.000% MBSGNMA 30YR GN699860 4.5 15-MAY-2040 0.000% MBSGNMA 30YR GN700899 6.0 15-NOV-2038 0.000% MBSGNMA 30YR GN700950 5.5 15-NOV-2038 0.000% MBS

GNMA 30YR GN701501 5.0 15-DEC-2038 0.000% MBSGNMA 30YR GN701661 5.0 15-FEB-2039 0.000% MBSGNMA 30YR GN701662 5.0 15-FEB-2039 0.000% MBSGNMA 30YR GN701692 5.0 15-FEB-2039 0.000% MBSGNMA 30YR GN701781 5.0 15-MAR-2039 0.000% MBSGNMA 30YR GN702011 4.5 15-MAR-2039 0.000% MBSGNMA 30YR GN703518 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN704099 6.5 15-DEC-2038 0.000% MBSGNMA 30YR GN704170 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN704189 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN704262 5.0 15-FEB-2039 0.000% MBSGNMA 30YR GN704418 4.5 15-MAR-2039 0.000% MBSGNMA 30YR GN704873 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN705253 5.0 15-AUG-2039 0.000% MBSGNMA 30YR GN705367 6.0 15-DEC-2038 0.000% MBSGNMA 30YR GN705750 5.0 15-JAN-2039 0.000% MBSGNMA 30YR GN705997 5.0 15-JAN-2039 0.000% MBSGNMA 30YR GN706009 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN707099 5.5 15-JAN-2039 0.000% MBSGNMA 30YR GN707965 4.5 15-NOV-2039 0.000% MBSGNMA 30YR GN708806 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN710709 4.5 15-JUL-2039 0.000% MBSGNMA 30YR GN710724 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN710771 5.0 15-AUG-2039 0.000% MBSGNMA 30YR GN710872 6.0 15-SEP-2039 0.000% MBSGNMA 30YR GN711184 5.0 15-FEB-2040 0.000% MBSGNMA 30YR GN711186 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN711188 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN711740 2.5 15-APR-2043 0.000% MBSGNMA 30YR GN711856 5.5 15-APR-2039 0.000% MBSGNMA 30YR GN712374 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN712690 5.0 15-APR-2039 0.000% MBSGNMA 30YR GN712878 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN714112 5.0 15-AUG-2039 0.000% MBSGNMA 30YR GN714635 5.0 15-MAY-2039 0.000% MBSGNMA 30YR GN716442 4.5 15-JUN-2039 0.000% MBSGNMA 30YR GN716480 5.0 15-JUL-2039 0.000% MBSGNMA 30YR GN716755 4.5 15-JUL-2039 0.000% MBSGNMA 30YR GN716785 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN716792 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN716850 4.5 15-APR-2039 0.000% MBSGNMA 30YR GN717066 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN717071 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN717111 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN717146 4.5 15-MAY-2039 0.000% MBSGNMA 30YR GN717173 4.5 15-JUN-2039 0.000% MBSGNMA 30YR GN717175 4.5 15-JUN-2039 0.000% MBSGNMA 30YR GN718079 4.5 15-DEC-2039 0.000% MBSGNMA 30YR GN718175 4.5 15-MAR-2040 0.000% MBSGNMA 30YR GN718493 5.0 15-AUG-2039 0.000% MBSGNMA 30YR GN719261 4.5 15-AUG-2040 0.000% MBSGNMA 30YR GN719262 5.0 15-AUG-2040 0.000% MBSGNMA 30YR GN719569 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN719658 4.5 15-SEP-2039 0.000% MBSGNMA 30YR GN719774 4.5 15-FEB-2040 0.000% MBS

GNMA 30YR GN720053 5.0 15-JUN-2039 0.000% MBSGNMA 30YR GN720068 4.5 15-JUN-2039 0.000% MBSGNMA 30YR GN720207 5.0 15-JUL-2039 0.000% MBSGNMA 30YR GN720238 5.0 15-JUL-2039 0.000% MBSGNMA 30YR GN720849 4.0 15-JUN-2039 0.000% MBSGNMA 30YR GN720893 5.0 15-JUL-2039 0.000% MBSGNMA 30YR GN721240 5.0 15-MAY-2040 0.000% MBSGNMA 30YR GN721268 4.0 15-SEP-2040 0.000% MBSGNMA 30YR GN721334 5.0 15-OCT-2039 0.000% MBSGNMA 30YR GN721747 4.5 15-AUG-2040 0.000% MBSGNMA 30YR GN721750 4.5 15-AUG-2040 0.000% MBSGNMA 30YR GN722225 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN722295 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN722964 5.0 15-AUG-2039 0.000% MBSGNMA 30YR GN723228 5.0 15-OCT-2039 0.000% MBSGNMA 30YR GN723238 5.0 15-OCT-2039 0.000% MBSGNMA 30YR GN723283 4.5 15-SEP-2039 0.000% MBSGNMA 30YR GN723350 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN723351 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN723352 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN723354 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN723526 4.5 15-DEC-2039 0.000% MBSGNMA 30YR GN723540 5.0 15-DEC-2039 0.000% MBSGNMA 30YR GN723600 4.5 15-JAN-2040 0.000% MBSGNMA 30YR GN723881 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN723886 4.5 15-MAR-2040 0.000% MBSGNMA 30YR GN724214 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN724220 4.5 15-AUG-2039 0.000% MBSGNMA 30YR GN724330 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN724404 4.5 15-NOV-2039 0.000% MBSGNMA 30YR GN724598 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN725042 4.5 15-NOV-2039 0.000% MBSGNMA 30YR GN725268 5.0 15-NOV-2039 0.000% MBSGNMA 30YR GN726298 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN726506 5.0 15-NOV-2039 0.000% MBSGNMA 30YR GN726817 4.5 15-OCT-2039 0.000% MBSGNMA 30YR GN727437 4.5 15-MAR-2040 0.000% MBSGNMA 30YR GN727572 4.0 15-OCT-2041 0.000% MBSGNMA 30YR GN728103 4.5 15-NOV-2039 0.000% MBSGNMA 30YR GN729029 4.5 15-JAN-2040 0.000% MBSGNMA 30YR GN729037 5.0 15-FEB-2040 0.000% MBSGNMA 30YR GN729360 4.0 15-JUL-2041 0.000% MBSGNMA 30YR GN729794 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN730340 4.5 15-MAR-2040 0.000% MBSGNMA 30YR GN730379 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN730380 4.5 15-MAR-2040 0.000% MBSGNMA 30YR GN730995 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN731213 4.5 15-JAN-2040 0.000% MBSGNMA 30YR GN731272 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN731815 3.5 15-DEC-2041 0.000% MBSGNMA 30YR GN732065 4.5 15-APR-2040 0.000% MBSGNMA 30YR GN732221 4.5 15-MAR-2040 0.000% MBSGNMA 30YR GN732453 5.0 15-MAY-2040 0.000% MBSGNMA 30YR GN733285 4.5 15-SEP-2040 0.000% MBSGNMA 30YR GN733344 5.5 15-APR-2040 0.000% MBS

GNMA 30YR GN733350 5.0 15-JUN-2040 0.000% MBSGNMA 30YR GN733423 3.0 15-MAY-2045 0.000% MBSGNMA 30YR GN733427 2.5 15-JUN-2045 0.000% MBSGNMA 30YR GN733508 4.5 15-JUN-2041 0.000% MBSGNMA 30YR GN733600 5.0 15-APR-2040 0.000% MBSGNMA 30YR GN733627 5.0 15-MAY-2040 0.000% MBSGNMA 30YR GN733680 5.0 15-MAY-2040 0.000% MBSGNMA 30YR GN733733 5.0 15-JUN-2040 0.000% MBSGNMA 30YR GN733737 4.5 15-JUN-2040 0.000% MBSGNMA 30YR GN734150 4.0 15-JAN-2041 0.000% MBSGNMA 30YR GN734398 4.5 15-APR-2041 0.000% MBSGNMA 30YR GN734431 4.5 15-MAY-2041 0.000% MBSGNMA 30YR GN734608 4.5 15-JUL-2040 0.000% MBSGNMA 30YR GN735691 4.5 15-APR-2040 0.000% MBSGNMA 30YR GN735744 4.5 15-MAY-2040 0.000% MBSGNMA 30YR GN736689 4.5 15-APR-2040 0.000% MBSGNMA 30YR GN736811 5.0 15-SEP-2039 0.000% MBSGNMA 30YR GN737006 5.0 15-FEB-2040 0.000% MBSGNMA 30YR GN737016 5.0 15-FEB-2040 0.000% MBSGNMA 30YR GN737270 5.0 15-MAY-2040 0.000% MBSGNMA 30YR GN737294 5.0 15-MAY-2040 0.000% MBSGNMA 30YR GN737362 5.0 15-MAR-2040 0.000% MBSGNMA 30YR GN737423 4.0 15-SEP-2040 0.000% MBSGNMA 30YR GN737425 4.0 15-SEP-2040 0.000% MBSGNMA 30YR GN737437 4.0 15-SEP-2040 0.000% MBSGNMA 30YR GN737453 4.5 15-SEP-2040 0.000% MBSGNMA 30YR GN737536 4.5 15-OCT-2040 0.000% MBSGNMA 30YR GN737652 5.5 15-NOV-2040 0.000% MBSGNMA 30YR GN737660 4.0 15-NOV-2040 0.000% MBSGNMA 30YR GN737800 4.5 15-DEC-2040 0.000% MBSGNMA 30YR GN737914 4.0 15-JAN-2041 0.000% MBSGNMA 30YR GN738019 4.5 15-FEB-2041 0.000% MBSGNMA 30YR GN738112 4.5 15-MAR-2041 0.000% MBSGNMA 30YR GN738216 4.0 15-APR-2041 0.000% MBSGNMA 30YR GN738246 4.5 15-APR-2041 0.000% MBSGNMA 30YR GN738251 4.0 15-APR-2041 0.000% MBSGNMA 30YR GN738290 4.0 15-MAY-2041 0.000% MBSGNMA 30YR GN738310 4.5 15-MAY-2041 0.000% MBSGNMA 30YR GN738315 4.0 15-MAY-2041 0.000% MBSGNMA 30YR GN738425 4.5 15-JUN-2041 0.000% MBSGNMA 30YR GN738520 4.5 15-JUL-2041 0.000% MBSGNMA 30YR GN738535 4.0 15-JUL-2041 0.000% MBSGNMA 30YR GN738536 4.5 15-JUL-2041 0.000% MBSGNMA 30YR GN738546 4.0 15-JUL-2041 0.000% MBSGNMA 30YR GN738710 4.0 15-SEP-2041 0.000% MBSGNMA 30YR GN738711 4.0 15-SEP-2041 0.000% MBSGNMA 30YR GN739780 4.5 15-FEB-2040 0.000% MBSGNMA 30YR GN739896 4.0 15-JAN-2041 0.000% MBSGNMA 30YR GN741262 4.5 15-JUN-2040 0.000% MBSGNMA 30YR GN741372 4.5 15-AUG-2040 0.000% MBSGNMA 30YR GN741699 4.0 15-AUG-2041 0.000% MBSGNMA 30YR GN741864 5.0 15-MAY-2040 0.000% MBSGNMA 30YR GN744106 3.5 15-FEB-2042 0.000% MBSGNMA 30YR GN744371 4.0 15-SEP-2041 0.000% MBSGNMA 30YR GN745106 5.0 15-JUN-2040 0.000% MBS

GNMA 30YR GN745133 4.5 15-JUN-2040 0.000% MBSGNMA 30YR GN745142 5.0 15-JUN-2040 0.000% MBSGNMA 30YR GN745237 4.5 15-JUL-2040 0.000% MBSGNMA 30YR GN745239 4.5 15-JUL-2040 0.000% MBSGNMA 30YR GN745242 4.5 15-JUL-2040 0.000% MBSGNMA 30YR GN747171 4.0 15-OCT-2040 0.000% MBSGNMA 30YR GN747929 4.0 15-DEC-2040 0.000% MBSGNMA 30YR GN748486 4.5 15-AUG-2040 0.000% MBSGNMA 30YR GN748670 4.0 15-OCT-2040 0.000% MBSGNMA 30YR GN749258 4.5 15-JUN-2041 0.000% MBSGNMA 30YR GN749627 4.0 15-NOV-2040 0.000% MBSGNMA 30YR GN749993 4.0 15-SEP-2040 0.000% MBSGNMA 30YR GN753868 4.0 15-FEB-2041 0.000% MBSGNMA 30YR GN754566 4.0 15-FEB-2042 0.000% MBSGNMA 30YR GN755137 3.5 15-JAN-2041 0.000% MBSGNMA 30YR GN756631 4.0 15-DEC-2040 0.000% MBSGNMA 30YR GN757614 4.0 15-MAY-2041 0.000% MBSGNMA 30YR GN757951 4.5 15-JAN-2041 0.000% MBSGNMA 30YR GN759152 4.0 15-JAN-2041 0.000% MBSGNMA 30YR GN759184 4.0 15-FEB-2041 0.000% MBSGNMA 30YR GN760029 4.0 15-MAR-2041 0.000% MBSGNMA 30YR GN761572 4.0 15-APR-2041 0.000% MBSGNMA 30YR GN761807 4.5 15-SEP-2041 0.000% MBSGNMA 30YR GN762832 4.5 15-MAR-2041 0.000% MBSGNMA 30YR GN764836 4.0 15-MAY-2041 0.000% MBSGNMA 30YR GN765058 3.0 15-SEP-2042 0.000% MBSGNMA 30YR GN766342 4.0 15-JUN-2041 0.000% MBSGNMA 30YR GN766644 3.5 15-APR-2042 0.000% MBSGNMA 30YR GN766652 3.0 15-APR-2042 0.000% MBSGNMA 30YR GN766760 4.0 15-MAY-2042 0.000% MBSGNMA 30YR GN768143 4.0 15-AUG-2041 0.000% MBSGNMA 30YR GN769969 4.5 15-AUG-2041 0.000% MBSGNMA 30YR GN770597 4.0 15-AUG-2041 0.000% MBSGNMA 30YR GN770602 4.0 15-SEP-2041 0.000% MBSGNMA 30YR GN772091 3.5 15-NOV-2041 0.000% MBSGNMA 30YR GN772109 3.5 15-DEC-2041 0.000% MBSGNMA 30YR GN772641 4.0 15-SEP-2041 0.000% MBSGNMA 30YR GN773326 4.0 15-JAN-2042 0.000% MBSGNMA 30YR GN773662 4.0 15-OCT-2041 0.000% MBSGNMA 30YR GN773895 4.5 15-SEP-2041 0.000% MBSGNMA 30YR GN774033 3.0 15-SEP-2047 0.000% MBSGNMA 30YR GN774331 3.5 15-JUL-2042 0.000% MBSGNMA 30YR GN774689 4.0 15-JAN-2042 0.000% MBSGNMA 30YR GN776634 4.0 15-APR-2042 0.000% MBSGNMA 30YR GN776852 3.5 15-AUG-2042 0.000% MBSGNMA 30YR GN777254 2.5 15-MAR-2043 0.000% MBSGNMA 30YR GN777391 3.5 15-JUL-2042 0.000% MBSGNMA 30YR GN778157 3.5 15-MAR-2042 0.000% MBSGNMA 30YR GN778406 4.0 15-DEC-2041 0.000% MBSGNMA 30YR GN778608 3.5 15-NOV-2041 0.000% MBSGNMA 30YR GN778613 4.0 15-NOV-2041 0.000% MBSGNMA 30YR GN778680 4.0 15-DEC-2041 0.000% MBSGNMA 30YR GN778793 3.5 15-JAN-2042 0.000% MBSGNMA 30YR GN778795 3.5 15-JAN-2042 0.000% MBSGNMA 30YR GN778862 3.5 15-FEB-2042 0.000% MBS

GNMA 30YR GN778869 4.0 15-FEB-2042 0.000% MBSGNMA 30YR GN778875 3.5 15-FEB-2042 0.000% MBSGNMA 30YR GN778882 3.5 15-FEB-2042 0.000% MBSGNMA 30YR GN778883 4.0 15-FEB-2042 0.000% MBSGNMA 30YR GN778967 4.0 15-MAR-2042 0.000% MBSGNMA 30YR GN778974 3.5 15-MAR-2042 0.000% MBSGNMA 30YR GN778975 3.5 15-MAR-2042 0.000% MBSGNMA 30YR GN779098 4.0 15-APR-2042 0.000% MBSGNMA 30YR GN779104 3.5 15-APR-2042 0.000% MBSGNMA 30YR GN779242 3.5 15-MAY-2042 0.000% MBSGNMA 30YR GN779579 3.5 15-OCT-2041 0.000% MBSGNMA 30YR GN790501 4.0 15-JAN-2042 0.000% MBSGNMA 30YR GN790579 4.0 15-APR-2042 0.000% MBSGNMA 30YR GN791319 4.0 15-FEB-2042 0.000% MBSGNMA 30YR GN791617 3.5 15-MAR-2042 0.000% MBSGNMA 30YR GN792061 3.5 15-DEC-2041 0.000% MBSGNMA 30YR GN793459 3.5 15-APR-2042 0.000% MBSGNMA 30YR GN793721 3.5 15-APR-2042 0.000% MBSGNMA 30YR GN794068 3.5 15-JAN-2042 0.000% MBSGNMA 30YR GN794286 3.5 15-MAR-2042 0.000% MBSGNMA 30YR GN794557 3.5 15-JAN-2042 0.000% MBSGNMA 30YR GN794598 3.0 15-APR-2042 0.000% MBSGNMA 30YR GN794603 3.5 15-APR-2042 0.000% MBSGNMA 30YR GN794887 4.0 15-MAR-2042 0.000% MBSGNMA 30YR GN796142 4.0 15-FEB-2042 0.000% MBSGNMA 30YR GN799159 3.0 15-SEP-2042 0.000% MBSGNMA 30YR GNAA0002 3.5 15-APR-2042 0.000% MBSGNMA 30YR GNAA1236 3.5 15-JUL-2042 0.000% MBSGNMA 30YR GNAA2268 3.5 15-MAY-2042 0.000% MBSGNMA 30YR GNAA2287 3.5 15-MAY-2042 0.000% MBSGNMA 30YR GNAA2582 3.0 15-MAR-2043 0.000% MBSGNMA 30YR GNAA3750 3.5 15-MAY-2042 0.000% MBSGNMA 30YR GNAA4842 3.5 15-JUN-2042 0.000% MBSGNMA 30YR GNAA5085 3.5 15-JUL-2042 0.000% MBSGNMA 30YR GNAA5308 3.5 15-MAY-2042 0.000% MBSGNMA 30YR GNAA5309 3.5 15-MAY-2042 0.000% MBSGNMA 30YR GNAA5452 3.5 15-JUL-2042 0.000% MBSGNMA 30YR GNAA5515 4.0 15-AUG-2042 0.000% MBSGNMA 30YR GNAA5592 3.0 15-AUG-2042 0.000% MBSGNMA 30YR GNAA5822 3.0 15-NOV-2042 0.000% MBSGNMA 30YR GNAA5910 3.0 15-DEC-2042 0.000% MBSGNMA 30YR GNAA5946 3.5 15-OCT-2042 0.000% MBSGNMA 30YR GNAA6294 3.0 15-APR-2043 0.000% MBSGNMA 30YR GNAA6302 3.5 15-APR-2043 0.000% MBSGNMA 30YR GNAA6408 3.0 15-MAY-2043 0.000% MBSGNMA 30YR GNAA6706 3.5 15-JUN-2043 0.000% MBSGNMA 30YR GNAA8273 3.5 15-JUL-2042 0.000% MBSGNMA 30YR GNAA8385 4.0 15-MAR-2044 0.000% MBSGNMA 30YR GNAA8583 3.5 15-SEP-2042 0.000% MBSGNMA 30YR GNAB1668 3.5 15-SEP-2042 0.000% MBSGNMA 30YR GNAB2296 3.5 15-SEP-2042 0.000% MBSGNMA 30YR GNAB2328 3.5 15-SEP-2042 0.000% MBSGNMA 30YR GNAB2881 3.5 15-SEP-2042 0.000% MBSGNMA 30YR GNAB2891 3.0 15-SEP-2042 0.000% MBSGNMA 30YR GNAB2893 3.0 15-SEP-2042 0.000% MBS

GNMA 30YR GNAB3034 3.5 15-OCT-2042 0.000% MBSGNMA 30YR GNAB4332 3.5 15-OCT-2042 0.000% MBSGNMA 30YR GNAB6787 3.5 15-AUG-2042 0.000% MBSGNMA 30YR GNAB6834 3.0 15-SEP-2042 0.000% MBSGNMA 30YR GNAB6848 3.5 15-SEP-2042 0.000% MBSGNMA 30YR GNAB7248 3.5 15-OCT-2042 0.000% MBSGNMA 30YR GNAB7431 3.5 15-OCT-2042 0.000% MBSGNMA 30YR GNAB7657 3.5 15-OCT-2042 0.000% MBSGNMA 30YR GNAB7792 3.5 15-NOV-2042 0.000% MBSGNMA 30YR GNAB8191 3.0 15-MAR-2043 0.000% MBSGNMA 30YR GNAB9110 3.0 15-OCT-2042 0.000% MBSGNMA 30YR GNAB9209 3.0 15-NOV-2042 0.000% MBSGNMA 30YR GNAB9971 3.5 15-MAY-2043 0.000% MBSGNMA 30YR GNAC0485 3.5 15-NOV-2042 0.000% MBSGNMA 30YR GNAC1702 3.0 15-APR-2043 0.000% MBSGNMA 30YR GNAC1859 3.0 15-MAY-2043 0.000% MBSGNMA 30YR GNAC2214 4.0 15-MAY-2043 0.000% MBSGNMA 30YR GNAC2867 4.0 15-OCT-2042 0.000% MBSGNMA 30YR GNAC3938 3.5 15-JAN-2043 0.000% MBSGNMA 30YR GNAC5877 3.0 15-JUL-2043 0.000% MBSGNMA 30YR GNAC9002 4.0 15-SEP-2043 0.000% MBSGNMA 30YR GNAD0721 3.0 15-JUN-2043 0.000% MBSGNMA 30YR GNAD0747 3.0 15-MAY-2043 0.000% MBSGNMA 30YR GNAD1281 3.0 15-APR-2043 0.000% MBSGNMA 30YR GNAD1625 3.5 15-JAN-2043 0.000% MBSGNMA 30YR GNAD1727 3.5 15-FEB-2043 0.000% MBSGNMA 30YR GNAD2020 4.0 15-NOV-2043 0.000% MBSGNMA 30YR GNAD2254 3.5 15-MAR-2043 0.000% MBSGNMA 30YR GNAD2411 3.5 15-MAY-2043 0.000% MBSGNMA 30YR GNAD2416 3.5 15-MAY-2043 0.000% MBSGNMA 30YR GNAD2500 3.5 15-JUN-2043 0.000% MBSGNMA 30YR GNAD3616 3.0 15-APR-2043 0.000% MBSGNMA 30YR GNAD4375 3.0 15-SEP-2043 0.000% MBSGNMA 30YR GNAD4386 3.5 15-OCT-2043 0.000% MBSGNMA 30YR GNAD5645 3.5 15-JUN-2043 0.000% MBSGNMA 30YR GNAD5648 3.5 15-JUN-2043 0.000% MBSGNMA 30YR GNAD5926 3.0 15-MAY-2043 0.000% MBSGNMA 30YR GNAD8789 3.5 15-MAR-2043 0.000% MBSGNMA 30YR GNAD8801 3.5 15-MAR-2043 0.000% MBSGNMA 30YR GNAD9016 3.0 15-APR-2043 0.000% MBSGNMA 30YR GNAD9109 3.0 15-MAY-2043 0.000% MBSGNMA 30YR GNAE0550 3.0 15-MAY-2043 0.000% MBSGNMA 30YR GNAE0577 3.0 15-JUN-2043 0.000% MBSGNMA 30YR GNAE3298 2.5 15-OCT-2046 0.000% MBSGNMA 30YR GNAE6600 3.5 15-JUN-2043 0.000% MBSGNMA 30YR GNAE7026 3.0 15-JUN-2043 0.000% MBSGNMA 30YR GNAE7090 3.5 15-APR-2043 0.000% MBSGNMA 30YR GNAE7510 3.0 15-JUN-2043 0.000% MBSGNMA 30YR GNAE7693 3.5 15-AUG-2043 0.000% MBSGNMA 30YR GNAF2785 3.0 15-SEP-2043 0.000% MBSGNMA 30YR GNAH0582 4.0 15-APR-2044 0.000% MBSGNMA 30YR GNAH0830 3.5 15-JUN-2044 0.000% MBSGNMA 30YR GNAH2661 3.0 15-MAY-2044 0.000% MBSGNMA 30YR GNAH3702 4.0 15-MAY-2044 0.000% MBSGNMA 30YR GNAH3713 4.0 15-JUL-2044 0.000% MBS

GNMA 30YR GNAH8000 4.0 15-AUG-2044 0.000% MBSGNMA 30YR GNAI0296 3.5 15-SEP-2044 0.000% MBSGNMA 30YR GNAI0719 4.0 15-MAR-2044 0.000% MBSGNMA 30YR GNAI4834 4.0 15-SEP-2044 0.000% MBSGNMA 30YR GNAI5185 3.5 15-DEC-2044 0.000% MBSGNMA 30YR GNAI8443 3.5 15-JUL-2044 0.000% MBSGNMA 30YR GNAJ2371 4.0 15-SEP-2044 0.000% MBSGNMA 30YR GNAJ3098 3.5 15-AUG-2046 0.000% MBSGNMA 30YR GNAJ5470 3.5 15-SEP-2044 0.000% MBSGNMA 30YR GNAJ6681 3.5 15-SEP-2044 0.000% MBSGNMA 30YR GNAK0485 3.0 15-OCT-2044 0.000% MBSGNMA 30YR GNAK0487 3.0 15-OCT-2044 0.000% MBSGNMA 30YR GNAK7284 3.0 15-MAR-2045 0.000% MBSGNMA 30YR GNAK7286 3.0 15-MAR-2045 0.000% MBSGNMA 30YR GNAL1752 4.0 15-JAN-2045 0.000% MBSGNMA 30YR GNAL2277 3.0 15-MAR-2045 0.000% MBSGNMA 30YR GNAL2584 3.5 15-MAR-2045 0.000% MBSGNMA 30YR GNAL2586 3.5 15-MAR-2045 0.000% MBSGNMA 30YR GNAL2591 3.0 15-MAR-2045 0.000% MBSGNMA 30YR GNAL4719 3.5 15-JAN-2045 0.000% MBSGNMA 30YR GNAL5415 4.0 15-FEB-2045 0.000% MBSGNMA 30YR GNAL5911 4.0 15-MAR-2045 0.000% MBSGNMA 30YR GNAL9290 2.5 15-APR-2045 0.000% MBSGNMA 30YR GNAM0475 3.5 15-APR-2045 0.000% MBSGNMA 30YR GNAM1857 4.0 15-APR-2045 0.000% MBSGNMA 30YR GNAM6385 3.5 15-APR-2045 0.000% MBSGNMA 30YR GNAM8202 3.5 15-APR-2045 0.000% MBSGNMA 30YR GNAM8584 4.0 15-JUN-2045 0.000% MBSGNMA 30YR GNAM9014 4.0 15-JUL-2045 0.000% MBSGNMA 30YR GNAM9883 4.0 15-MAY-2045 0.000% MBSGNMA 30YR GNAN6710 4.0 15-JUL-2045 0.000% MBSGNMA 30YR GNAN8425 4.0 15-JUN-2045 0.000% MBSGNMA 30YR GNAO0257 3.0 15-JUL-2045 0.000% MBSGNMA 30YR GNAO0288 3.0 15-AUG-2045 0.000% MBSGNMA 30YR GNAO3464 3.0 15-JUL-2045 0.000% MBSGNMA 30YR GNAO3568 4.0 15-AUG-2045 0.000% MBSGNMA 30YR GNAO5663 4.0 15-AUG-2045 0.000% MBSGNMA 30YR GNAO8720 4.5 15-SEP-2045 0.000% MBSGNMA 30YR GNAO9092 4.0 15-NOV-2045 0.000% MBSGNMA 30YR GNAO9619 4.0 15-SEP-2045 0.000% MBSGNMA 30YR GNAP0313 4.0 15-SEP-2045 0.000% MBSGNMA 30YR GNAP2944 4.5 15-OCT-2045 0.000% MBSGNMA 30YR GNAP3555 4.0 15-SEP-2045 0.000% MBSGNMA 30YR GNAP4745 4.0 15-OCT-2045 0.000% MBSGNMA 30YR GNAQ0553 4.0 15-NOV-2046 0.000% MBSGNMA 30YR GNAQ0562 4.0 15-DEC-2046 0.000% MBSGNMA 30YR GNAR0598 4.5 15-FEB-2046 0.000% MBSGNMA 30YR GNAR0701 4.0 15-APR-2046 0.000% MBSGNMA 30YR GNAR1039 4.0 15-MAY-2046 0.000% MBSGNMA 30YR GNAS3499 4.0 15-OCT-2046 0.000% MBSGNMA 30YR GNAS8157 3.5 15-JUN-2046 0.000% MBSGNMA 30YR GNAT2378 2.5 15-SEP-2046 0.000% MBSGNMA 30YR GNAT7652 4.0 15-AUG-2046 0.000% MBSGNMA 30YR GNAT7665 3.5 15-JUL-2046 0.000% MBSGNMA 30YR GNAU0798 3.5 15-AUG-2046 0.000% MBS

GNMA 30YR GNAU4107 3.5 15-JUL-2046 0.000% MBSGNMA 30YR GNAU6164 3.5 15-OCT-2046 0.000% MBSGNMA 30YR GNAU9858 3.0 15-JUL-2046 0.000% MBSGNMA 30YR GNAU9947 3.5 15-SEP-2046 0.000% MBSGNMA 30YR GNAV3922 4.5 15-AUG-2046 0.000% MBSGNMA 30YR GNAV4728 3.5 15-SEP-2046 0.000% MBSGNMA 30YR GNAV4743 3.5 15-AUG-2046 0.000% MBSGNMA 30YR GNAV7465 3.5 15-SEP-2046 0.000% MBSGNMA 30YR GNAV7487 3.0 15-NOV-2046 0.000% MBSGNMA 30YR GNAX1651 4.5 15-OCT-2046 0.000% MBSGNMA 30YR GNAY0512 4.5 15-JUN-2047 0.000% MBSGNMA 30YR GNAY5248 4.5 15-JUN-2047 0.000% MBSGNMA 30YR GNAZ3483 3.5 15-DEC-2047 0.000% MBSGNMA 30YR GNBA4489 5.0 15-JUL-2047 0.000% MBSGNMA 30YR GNBA6714 3.5 15-JUN-2047 0.000% MBSGNMA 30YR GNBB3702 4.0 15-OCT-2047 0.000% MBSGNMA 30YR GNBC3009 3.0 15-DEC-2047 0.000% MBSGNMA 30YR GNBC3562 4.5 15-AUG-2047 0.000% MBSGNMA 30YR GNBC6918 5.0 15-AUG-2047 0.000% MBSGNMA 30YR GNBC7280 4.5 15-AUG-2047 0.000% MBSGNMA 30YR GNBD1041 3.5 15-SEP-2047 0.000% MBSGNMA 30YR GNBD4693 3.5 15-OCT-2047 0.000% MBSGNMA 30YR GNBD4725 3.5 15-OCT-2047 0.000% MBSGNMA 30YR GNBD4784 3.5 15-NOV-2047 0.000% MBSGNMA 30YR GNBD5909 3.5 15-OCT-2047 0.000% MBSGNMA 30YR GNBD5964 3.5 15-NOV-2047 0.000% MBSGNMA 30YR GNBD6070 3.5 15-DEC-2047 0.000% MBSGNMA 30YR GNBE2183 3.5 15-APR-2048 0.000% MBSGNMA 30YR GNBE7838 3.5 15-DEC-2047 0.000% MBSGNMA 30YR GNBF1120 3.5 15-JAN-2048 0.001% MBSGNMA 30YR GNBF1229 3.5 15-FEB-2048 0.000% MBSGNMA 30YR GNBF8804 3.5 15-MAY-2048 0.000% MBSGNMA 30YR GNBG7903 4.0 15-MAY-2048 0.000% MBSGNMA 30YR GNBJ1548 3.5 15-SEP-2048 0.000% MBSGNMA 30YR GNBN9150 4.0 15-JUN-2049 0.001% MBSGNMA 30YR GNBO0185 4.0 15-JUN-2049 0.000% MBSGNMA 30YR GNBO5609 3.5 15-NOV-2049 0.000% MBSGNMA 30YR GNBR6606 3.0 15-FEB-2050 0.000% MBSGNMA 30YR GNMA6477 4.5 20-FEB-2050 0.001% MBSGNMA 30YR GNMA7418 2.5 20-JUN-2051 0.000% MBSGNMA 30YR PLATINUM GN780033 6.5 15-JUL-2024 0.000% MBSGNMA 30YR PLATINUM GN780093 6.5 15-JUL-2024 0.000% MBSGNMA 30YR PLATINUM GN780105 7.0 15-JAN-2025 0.000% MBSGNMA 30YR PLATINUM GN780113 7.0 15-OCT-2024 0.000% MBSGNMA 30YR PLATINUM GN780115 8.5 15-APR-2025 0.000% MBSGNMA 30YR PLATINUM GN780129 7.0 15-NOV-2024 0.000% MBSGNMA 30YR PLATINUM GN780204 7.0 15-JUL-2025 0.000% MBSGNMA 30YR PLATINUM GN780219 7.5 15-AUG-2025 0.000% MBSGNMA 30YR PLATINUM GN780249 8.0 15-SEP-2025 0.000% MBSGNMA 30YR PLATINUM GN780281 8.5 15-DEC-2022 0.000% MBSGNMA 30YR PLATINUM GN780373 7.0 15-DEC-2023 0.000% MBSGNMA 30YR PLATINUM GN780411 6.5 15-OCT-2024 0.000% MBSGNMA 30YR PLATINUM GN780464 7.0 15-NOV-2026 0.000% MBSGNMA 30YR PLATINUM GN780468 7.0 15-DEC-2023 0.000% MBSGNMA 30YR PLATINUM GN780474 7.5 15-DEC-2023 0.000% MBS

GNMA 30YR PLATINUM GN780558 7.0 15-DEC-2023 0.000% MBSGNMA 30YR PLATINUM GN780560 6.5 15-MAY-2024 0.000% MBSGNMA 30YR PLATINUM GN780570 7.0 15-MAY-2027 0.000% MBSGNMA 30YR PLATINUM GN780580 7.5 15-JUN-2027 0.000% MBSGNMA 30YR PLATINUM GN780584 7.0 15-JUN-2027 0.000% MBSGNMA 30YR PLATINUM GN780651 7.0 15-OCT-2027 0.000% MBSGNMA 30YR PLATINUM GN780742 7.0 15-SEP-2024 0.000% MBSGNMA 30YR PLATINUM GN780750 8.0 15-DEC-2027 0.000% MBSGNMA 30YR PLATINUM GN780770 6.0 15-APR-2028 0.000% MBSGNMA 30YR PLATINUM GN780777 7.0 15-APR-2028 0.000% MBSGNMA 30YR PLATINUM GN780787 8.5 15-DEC-2022 0.000% MBSGNMA 30YR PLATINUM GN780801 8.0 15-DEC-2023 0.000% MBSGNMA 30YR PLATINUM GN780896 7.0 15-NOV-2028 0.000% MBSGNMA 30YR PLATINUM GN780898 7.0 15-NOV-2028 0.000% MBSGNMA 30YR PLATINUM GN780912 6.5 15-NOV-2028 0.000% MBSGNMA 30YR PLATINUM GN780931 7.0 15-DEC-2028 0.000% MBSGNMA 30YR PLATINUM GN780936 7.5 15-DEC-2028 0.000% MBSGNMA 30YR PLATINUM GN780958 6.0 15-JAN-2029 0.000% MBSGNMA 30YR PLATINUM GN781001 7.5 15-MAR-2029 0.000% MBSGNMA 30YR PLATINUM GN781018 7.5 15-SEP-2028 0.000% MBSGNMA 30YR PLATINUM GN781029 6.5 15-MAY-2029 0.000% MBSGNMA 30YR PLATINUM GN781047 6.0 15-JUN-2029 0.000% MBSGNMA 30YR PLATINUM GN781076 7.0 15-AUG-2029 0.000% MBSGNMA 30YR PLATINUM GN781096 6.5 15-DEC-2028 0.000% MBSGNMA 30YR PLATINUM GN781113 7.0 15-NOV-2029 0.000% MBSGNMA 30YR PLATINUM GN781120 7.0 15-DEC-2029 0.000% MBSGNMA 30YR PLATINUM GN781148 6.0 15-JUL-2029 0.000% MBSGNMA 30YR PLATINUM GN781205 8.5 15-JUL-2030 0.000% MBSGNMA 30YR PLATINUM GN781210 6.5 15-SEP-2029 0.000% MBSGNMA 30YR PLATINUM GN781231 7.0 15-DEC-2030 0.000% MBSGNMA 30YR PLATINUM GN781285 6.5 15-MAY-2031 0.000% MBSGNMA 30YR PLATINUM GN781289 8.5 15-APR-2031 0.000% MBSGNMA 30YR PLATINUM GN781319 7.0 15-JUL-2031 0.000% MBSGNMA 30YR PLATINUM GN781324 7.0 15-JUL-2031 0.000% MBSGNMA 30YR PLATINUM GN781328 7.0 15-SEP-2031 0.000% MBSGNMA 30YR PLATINUM GN781429 8.0 15-MAR-2032 0.000% MBSGNMA 30YR PLATINUM GN781449 7.0 15-MAY-2032 0.000% MBSGNMA 30YR PLATINUM GN781463 6.5 15-DEC-2029 0.000% MBSGNMA 30YR PLATINUM GN781478 7.5 15-MAR-2032 0.000% MBSGNMA 30YR PLATINUM GN781480 6.0 15-AUG-2032 0.000% MBSGNMA 30YR PLATINUM GN781485 6.0 15-AUG-2032 0.000% MBSGNMA 30YR PLATINUM GN781530 6.5 15-DEC-2032 0.000% MBSGNMA 30YR PLATINUM GN781547 6.0 15-JAN-2033 0.000% MBSGNMA 30YR PLATINUM GN781568 6.5 15-OCT-2032 0.000% MBSGNMA 30YR PLATINUM GN781577 6.5 15-MAR-2033 0.000% MBSGNMA 30YR PLATINUM GN781594 6.5 15-JAN-2033 0.000% MBSGNMA 30YR PLATINUM GN781649 6.5 15-APR-2033 0.000% MBSGNMA 30YR PLATINUM GN781688 6.0 15-DEC-2033 0.000% MBSGNMA 30YR PLATINUM GN781690 6.0 15-DEC-2033 0.000% MBSGNMA 30YR PLATINUM GN781703 5.0 15-FEB-2034 0.000% MBSGNMA 30YR PLATINUM GN781784 6.5 15-AUG-2034 0.000% MBSGNMA 30YR PLATINUM GN781881 5.0 15-MAR-2035 0.000% MBSGNMA 30YR PLATINUM GN781886 5.5 15-MAR-2035 0.000% MBSGNMA 30YR PLATINUM GN781912 6.5 15-NOV-2034 0.000% MBSGNMA 30YR PLATINUM GN781969 5.0 15-AUG-2035 0.000% MBS

GNMA 30YR PLATINUM GN781988 5.0 15-OCT-2035 0.000% MBSGNMA 30YR PLATINUM GN782025 6.5 15-DEC-2035 0.000% MBSGNMA 30YR PLATINUM GN782114 5.0 15-SEP-2036 0.000% MBSGNMA 30YR PLATINUM GN782139 6.0 15-MAR-2037 0.000% MBSGNMA 30YR PLATINUM GN782148 6.0 15-APR-2037 0.000% MBSGNMA 30YR PLATINUM GN782169 6.0 15-JUN-2037 0.000% MBSGNMA 30YR PLATINUM GN782269 5.5 15-FEB-2038 0.000% MBSGNMA 30YR PLATINUM GN782280 5.5 15-FEB-2038 0.000% MBSGNMA 30YR PLATINUM GN782350 5.5 15-JUN-2038 0.000% MBSGNMA 30YR PLATINUM GN782363 5.5 15-JUL-2038 0.000% MBSGNMA 30YR PLATINUM GN782366 5.5 15-JUL-2038 0.000% MBSGNMA 30YR PLATINUM GN782367 5.5 15-JUL-2038 0.000% MBSGNMA 30YR PLATINUM GN782382 5.5 15-AUG-2038 0.000% MBSGNMA 30YR PLATINUM GN782405 5.5 15-SEP-2038 0.000% MBSGNMA 30YR PLATINUM GN782416 5.5 15-OCT-2038 0.000% MBSGNMA 30YR PLATINUM GN782423 5.5 15-OCT-2038 0.000% MBSGNMA 30YR PLATINUM GN782438 5.0 15-OCT-2038 0.000% MBSGNMA 30YR PLATINUM GN782450 5.5 15-NOV-2038 0.000% MBSGNMA 30YR PLATINUM GN782467 5.5 15-NOV-2038 0.000% MBSGNMA 30YR PLATINUM GN782487 5.0 15-DEC-2038 0.000% MBSGNMA 30YR PLATINUM GN782489 5.5 15-NOV-2038 0.000% MBSGNMA 30YR PLATINUM GN782510 6.5 15-DEC-2038 0.000% MBSGNMA 30YR PLATINUM GN782517 6.0 15-DEC-2038 0.000% MBSGNMA 30YR PLATINUM GN782526 5.5 15-DEC-2036 0.000% MBSGNMA 30YR PLATINUM GN782528 5.0 15-JAN-2039 0.000% MBSGNMA 30YR PLATINUM GN782537 5.5 15-DEC-2038 0.000% MBSGNMA 30YR PLATINUM GN782540 5.0 15-JAN-2039 0.000% MBSGNMA 30YR PLATINUM GN782562 5.0 15-FEB-2039 0.000% MBSGNMA 30YR PLATINUM GN782631 4.5 15-APR-2039 0.000% MBSGNMA 30YR PLATINUM GN782639 5.5 15-DEC-2038 0.000% MBSGNMA 30YR PLATINUM GN782655 5.5 15-MAY-2039 0.000% MBSGNMA 30YR PLATINUM GN782678 4.5 15-JUN-2039 0.000% MBSGNMA 30YR PLATINUM GN782716 5.0 15-JUL-2039 0.000% MBSGNMA 30YR PLATINUM GN782729 6.0 15-JUN-2039 0.000% MBSGNMA 30YR PLATINUM GN782826 5.5 15-NOV-2039 0.000% MBSGNMA 30YR PLATINUM GN782835 6.0 15-DEC-2039 0.000% MBSGNMA 30YR PLATINUM GN782858 6.0 15-NOV-2039 0.000% MBSGNMA 30YR PLATINUM GN782911 5.5 15-DEC-2039 0.000% MBSGNMA 30YR PLATINUM GN782920 5.5 15-MAR-2040 0.000% MBSGNMA 30YR PLATINUM GN782949 5.0 15-MAY-2040 0.000% MBSGNMA 30YR PLATINUM GN782952 5.5 15-JAN-2040 0.000% MBSGNMA 30YR PLATINUM GN782979 5.0 15-SEP-2039 0.000% MBSGNMA 30YR PLATINUM GN782989 4.5 15-JUN-2040 0.000% MBSGNMA 30YR PLATINUM GN782992 5.0 15-JUN-2040 0.000% MBSGNMA 30YR PLATINUM GN782996 5.0 15-JUN-2040 0.000% MBSGNMA 30YR PLATINUM GN783024 5.0 15-JUL-2040 0.000% MBSGNMA 30YR PLATINUM GN783046 4.0 15-AUG-2040 0.000% MBSGNMA 30YR PLATINUM GN783261 4.5 15-MAR-2041 0.000% MBSGNMA 30YR PLATINUM GN783263 5.0 15-DEC-2040 0.000% MBSGNMA 30YR PLATINUM GN783275 5.5 15-MAR-2036 0.000% MBSGNMA 30YR PLATINUM GN783292 6.0 15-DEC-2040 0.000% MBSGNMA 30YR PLATINUM GN783353 5.0 15-APR-2041 0.000% MBSGNMA 30YR PLATINUM GN783403 3.5 15-SEP-2041 0.000% MBSGNMA 30YR PLATINUM GN783409 4.0 15-SEP-2041 0.000% MBSGNMA 30YR PLATINUM GN783495 5.0 15-DEC-2036 0.000% MBS

GNMA 30YR PLATINUM GN783716 3.0 15-FEB-2043 0.000% MBSGNMA 30YR PLATINUM GN783745 3.5 15-MAR-2043 0.001% MBSGNMA 30YR PLATINUM GN783781 3.5 15-JUN-2043 0.001% MBSGNMA 30YR PLATINUM GN783879 4.0 15-MAR-2044 0.000% MBSGNMA 30YR PLATINUM GN784015 3.0 15-JUL-2043 0.000% MBSGNMA 30YR PLATINUM GN784154 5.0 15-MAR-2044 0.000% MBSGNMA 30YR PLATINUM GN784210 4.5 15-SEP-2046 0.000% MBSGNMA 30YR PLATINUM GN784293 3.0 15-DEC-2046 0.000% MBSGNMA 30YR PLATINUM GN784355 4.0 15-DEC-2046 0.000% MBSGNMA 30YR PLATINUM GN784458 3.5 15-DEC-2047 0.002% MBSGNMA 30YR PLATINUM GN784459 3.0 15-DEC-2046 0.000% MBSGNMA 30YR PLATINUM GN784500 3.0 15-FEB-2047 0.001% MBSGNMA 30YR PLATINUM GN784706 4.0 15-JAN-2048 0.000% MBSGNMA 30YR PLATINUM GN784713 3.0 15-FEB-2047 0.000% MBSGNMA 30YR PLATINUM GN784714 3.0 15-JAN-2044 0.000% MBSGNMA 30YR PLATINUM GN784747 4.0 15-MAY-2048 0.000% MBSGNMA 30YR PLATINUM GN785073 4.0 15-SEP-2049 0.000% MBSGNMA 30YR TBA CASH 6.0 0.001% MBSGNMA II 30YR SF - JUMBO-CONFORMING G2MA3425 3.5 20-FEB-2031 0.000% MBSGNMA II 30YR SF - JUMBO-CONFORMING G2MA5009 3.0 20-FEB-2048 0.000% MBSGNMA2 15YR G2005023 4.5 20-APR-2026 0.000% MBSGNMA2 15YR G2005107 4.0 20-JUL-2026 0.000% MBSGNMA2 15YR G2005256 3.5 20-DEC-2026 0.000% MBSGNMA2 15YR G2005276 3.0 20-JAN-2027 0.000% MBSGNMA2 15YR G2005327 3.5 20-MAR-2027 0.000% MBSGNMA2 15YR G2005339 2.5 20-MAR-2027 0.000% MBSGNMA2 15YR G2MA0007 3.0 20-APR-2027 0.000% MBSGNMA2 15YR G2MA0008 3.5 20-APR-2027 0.000% MBSGNMA2 15YR G2MA0073 3.0 20-MAY-2027 0.000% MBSGNMA2 15YR G2MA0299 2.5 20-AUG-2027 0.000% MBSGNMA2 15YR G2MA0374 2.5 20-SEP-2027 0.000% MBSGNMA2 15YR G2MA0375 3.0 20-SEP-2027 0.000% MBSGNMA2 15YR G2MA0514 3.0 20-NOV-2027 0.000% MBSGNMA2 15YR G2MA0674 2.5 20-JAN-2028 0.000% MBSGNMA2 15YR G2MA0675 3.0 20-JAN-2028 0.000% MBSGNMA2 15YR G2MA0908 2.5 20-APR-2028 0.000% MBSGNMA2 15YR G2MA1265 3.0 20-SEP-2028 0.000% MBSGNMA2 15YR G2MA1350 3.0 20-OCT-2028 0.000% MBSGNMA2 15YR G2MA1424 3.0 20-NOV-2028 0.000% MBSGNMA2 15YR G2MA1573 3.0 20-JAN-2029 0.000% MBSGNMA2 15YR G2MA1574 3.5 20-JAN-2029 0.000% MBSGNMA2 15YR G2MA1890 3.0 20-MAY-2029 0.000% MBSGNMA2 15YR G2MA3146 3.0 20-OCT-2030 0.000% MBSGNMA2 15YR G2MA3216 2.5 20-NOV-2030 0.000% MBSGNMA2 15YR G2MA4102 3.0 20-DEC-2031 0.000% MBSGNMA2 15YR G2MA4355 2.5 20-APR-2032 0.000% MBSGNMA2 30YR G2002614 6.0 20-JUL-2028 0.000% MBSGNMA2 30YR G2002643 6.0 20-SEP-2028 0.000% MBSGNMA2 30YR G2002658 6.5 20-OCT-2028 0.000% MBSGNMA2 30YR G2002753 6.0 20-MAY-2029 0.000% MBSGNMA2 30YR G2002754 6.5 20-MAY-2029 0.000% MBSGNMA2 30YR G2002794 6.0 20-AUG-2029 0.000% MBSGNMA2 30YR G2002799 8.0 20-AUG-2029 0.000% MBSGNMA2 30YR G2002935 8.0 20-JUN-2030 0.000% MBSGNMA2 30YR G2003201 6.5 20-FEB-2032 0.000% MBS

GNMA2 30YR G2003237 5.5 20-MAY-2032 0.000% MBSGNMA2 30YR G2003239 6.5 20-MAY-2032 0.000% MBSGNMA2 30YR G2003389 5.0 20-MAY-2033 0.000% MBSGNMA2 30YR G2003414 5.0 20-JUL-2033 0.000% MBSGNMA2 30YR G2003470 4.5 20-NOV-2033 0.000% MBSGNMA2 30YR G2003499 5.0 20-JAN-2034 0.000% MBSGNMA2 30YR G2003555 5.0 20-MAY-2034 0.000% MBSGNMA2 30YR G2003599 6.5 20-AUG-2034 0.000% MBSGNMA2 30YR G2003722 4.5 20-JUN-2035 0.000% MBSGNMA2 30YR G2003735 5.0 20-JUL-2035 0.000% MBSGNMA2 30YR G2003808 6.0 20-JAN-2036 0.000% MBSGNMA2 30YR G2003830 5.5 20-MAR-2036 0.000% MBSGNMA2 30YR G2003840 5.0 20-APR-2036 0.000% MBSGNMA2 30YR G2003878 5.5 20-JUL-2036 0.000% MBSGNMA2 30YR G2003919 5.5 20-NOV-2036 0.000% MBSGNMA2 30YR G2003941 6.0 20-JAN-2037 0.000% MBSGNMA2 30YR G2003974 5.0 20-APR-2037 0.000% MBSGNMA2 30YR G2004039 6.0 20-OCT-2037 0.000% MBSGNMA2 30YR G2004049 6.0 20-NOV-2037 0.000% MBSGNMA2 30YR G2004072 5.5 20-JAN-2038 0.000% MBSGNMA2 30YR G2004097 5.0 20-MAR-2038 0.000% MBSGNMA2 30YR G2004113 5.0 20-APR-2038 0.000% MBSGNMA2 30YR G2004143 5.0 20-MAY-2038 0.000% MBSGNMA2 30YR G2004168 5.0 20-JUN-2038 0.000% MBSGNMA2 30YR G2004169 5.5 20-JUN-2038 0.000% MBSGNMA2 30YR G2004170 6.0 20-JUN-2038 0.000% MBSGNMA2 30YR G2004194 5.5 20-JUL-2038 0.000% MBSGNMA2 30YR G2004220 5.0 20-AUG-2038 0.000% MBSGNMA2 30YR G2004223 6.5 20-AUG-2038 0.000% MBSGNMA2 30YR G2004245 6.0 20-SEP-2038 0.000% MBSGNMA2 30YR G2004266 5.5 20-OCT-2038 0.000% MBSGNMA2 30YR G2004269 6.5 20-OCT-2038 0.000% MBSGNMA2 30YR G2004290 5.5 20-NOV-2038 0.000% MBSGNMA2 30YR G2004315 5.5 20-DEC-2038 0.000% MBSGNMA2 30YR G2004343 5.5 20-JAN-2039 0.000% MBSGNMA2 30YR G2004370 5.5 20-FEB-2039 0.000% MBSGNMA2 30YR G2004397 4.5 20-MAR-2039 0.000% MBSGNMA2 30YR G2004399 5.5 20-MAR-2039 0.000% MBSGNMA2 30YR G2004447 5.0 20-MAY-2039 0.000% MBSGNMA2 30YR G2004469 5.0 20-JUN-2039 0.000% MBSGNMA2 30YR G2004559 5.0 20-OCT-2039 0.000% MBSGNMA2 30YR G2004577 4.5 20-NOV-2039 0.000% MBSGNMA2 30YR G2004617 4.5 20-JAN-2040 0.000% MBSGNMA2 30YR G2004696 4.5 20-MAY-2040 0.000% MBSGNMA2 30YR G2004697 5.0 20-MAY-2040 0.000% MBSGNMA2 30YR G2004713 4.5 20-JUN-2040 0.000% MBSGNMA2 30YR G2004715 5.0 20-JUN-2040 0.000% MBSGNMA2 30YR G2004745 4.0 20-JUL-2040 0.000% MBSGNMA2 30YR G2004747 5.0 20-JUL-2040 0.000% MBSGNMA2 30YR G2004748 5.5 20-JUL-2040 0.000% MBSGNMA2 30YR G2004771 4.5 20-AUG-2040 0.000% MBSGNMA2 30YR G2004772 5.0 20-AUG-2040 0.000% MBSGNMA2 30YR G2004834 4.5 20-OCT-2040 0.000% MBSGNMA2 30YR G2004853 4.0 20-NOV-2040 0.000% MBSGNMA2 30YR G2004885 5.5 20-DEC-2040 0.000% MBS

GNMA2 30YR G2004905 6.0 20-DEC-2040 0.000% MBSGNMA2 30YR G2004921 3.5 20-JAN-2041 0.000% MBSGNMA2 30YR G2004922 4.0 20-JAN-2041 0.000% MBSGNMA2 30YR G2004923 4.5 20-JAN-2041 0.000% MBSGNMA2 30YR G2004924 5.0 20-JAN-2041 0.000% MBSGNMA2 30YR G2004946 4.5 20-FEB-2041 0.000% MBSGNMA2 30YR G2004978 4.5 20-MAR-2041 0.000% MBSGNMA2 30YR G2005017 4.5 20-APR-2041 0.000% MBSGNMA2 30YR G2005018 5.0 20-APR-2041 0.000% MBSGNMA2 30YR G2005031 5.5 20-APR-2041 0.000% MBSGNMA2 30YR G2005056 5.0 20-MAY-2041 0.000% MBSGNMA2 30YR G2005082 4.5 20-JUN-2041 0.000% MBSGNMA2 30YR G2005083 5.0 20-JUN-2041 0.000% MBSGNMA2 30YR G2005114 4.0 20-JUL-2041 0.000% MBSGNMA2 30YR G2005115 4.5 20-JUL-2041 0.000% MBSGNMA2 30YR G2005116 5.0 20-JUL-2041 0.000% MBSGNMA2 30YR G2005139 4.0 20-AUG-2041 0.000% MBSGNMA2 30YR G2005140 4.5 20-AUG-2041 0.000% MBSGNMA2 30YR G2005174 4.0 20-SEP-2041 0.000% MBSGNMA2 30YR G2005175 4.5 20-SEP-2041 0.000% MBSGNMA2 30YR G2005176 5.0 20-SEP-2041 0.000% MBSGNMA2 30YR G2005205 5.0 20-OCT-2041 0.000% MBSGNMA2 30YR G2005206 5.5 20-OCT-2041 0.000% MBSGNMA2 30YR G2005232 3.5 20-NOV-2041 0.000% MBSGNMA2 30YR G2005233 4.0 20-NOV-2041 0.000% MBSGNMA2 30YR G2005234 4.5 20-NOV-2041 0.000% MBSGNMA2 30YR G2005235 5.0 20-NOV-2041 0.000% MBSGNMA2 30YR G2005238 5.5 20-NOV-2041 0.000% MBSGNMA2 30YR G2005240 6.0 20-NOV-2041 0.000% MBSGNMA2 30YR G2005259 4.0 20-DEC-2041 0.000% MBSGNMA2 30YR G2005260 4.5 20-DEC-2041 0.000% MBSGNMA2 30YR G2005261 5.0 20-DEC-2041 0.000% MBSGNMA2 30YR G2005279 3.5 20-JAN-2042 0.000% MBSGNMA2 30YR G2005280 4.0 20-JAN-2042 0.000% MBSGNMA2 30YR G2005281 4.5 20-JAN-2042 0.000% MBSGNMA2 30YR G2005283 6.0 20-JAN-2042 0.000% MBSGNMA2 30YR G2005284 3.0 20-JAN-2042 0.000% MBSGNMA2 30YR G2005288 5.5 20-JAN-2042 0.000% MBSGNMA2 30YR G2005304 3.5 20-FEB-2042 0.000% MBSGNMA2 30YR G2005305 4.0 20-FEB-2042 0.000% MBSGNMA2 30YR G2005306 4.5 20-FEB-2042 0.000% MBSGNMA2 30YR G2005307 5.0 20-FEB-2042 0.000% MBSGNMA2 30YR G2005331 3.5 20-MAR-2042 0.001% MBSGNMA2 30YR G2005333 4.5 20-MAR-2042 0.000% MBSGNMA2 30YR G2005334 5.0 20-MAR-2042 0.000% MBSGNMA2 30YR G2627003 3.0 20-OCT-2045 0.000% MBSGNMA2 30YR G2627015 3.0 20-NOV-2045 0.000% MBSGNMA2 30YR G2627031 3.0 20-DEC-2045 0.000% MBSGNMA2 30YR G2734370 4.5 20-APR-2041 0.000% MBSGNMA2 30YR G2752728 4.0 20-NOV-2040 0.000% MBSGNMA2 30YR G2779424 4.0 20-JUN-2042 0.000% MBSGNMA2 30YR G2784832 2.5 20-OCT-2045 0.001% MBSGNMA2 30YR G2AA5522 3.5 20-AUG-2042 0.000% MBSGNMA2 30YR G2AA9700 3.0 20-FEB-2043 0.000% MBSGNMA2 30YR G2AB9233 4.0 20-NOV-2042 0.000% MBS

GNMA2 30YR G2AB9891 3.5 20-APR-2043 0.000% MBSGNMA2 30YR G2AC2552 3.5 20-JAN-2043 0.000% MBSGNMA2 30YR G2AD2125 3.5 20-JAN-2043 0.000% MBSGNMA2 30YR G2AD8884 3.5 20-MAR-2043 0.000% MBSGNMA2 30YR G2AD9075 3.5 20-APR-2043 0.000% MBSGNMA2 30YR G2AD9132 4.0 20-MAY-2043 0.000% MBSGNMA2 30YR G2AE5247 4.5 20-NOV-2043 0.000% MBSGNMA2 30YR G2AH7681 3.5 20-FEB-2044 0.000% MBSGNMA2 30YR G2AJ9335 3.5 20-OCT-2044 0.000% MBSGNMA2 30YR G2AM4381 3.5 20-MAY-2045 0.000% MBSGNMA2 30YR G2AM5211 4.0 20-APR-2045 0.000% MBSGNMA2 30YR G2AO0283 3.0 20-AUG-2045 0.000% MBSGNMA2 30YR G2AO7675 3.5 20-SEP-2045 0.000% MBSGNMA2 30YR G2AR2232 3.5 20-JAN-2046 0.000% MBSGNMA2 30YR G2AT3387 3.5 20-MAY-2046 0.000% MBSGNMA2 30YR G2AV9440 3.0 20-NOV-2046 0.000% MBSGNMA2 30YR G2AX7438 3.5 20-NOV-2046 0.000% MBSGNMA2 30YR G2AZ1974 3.5 20-APR-2047 0.000% MBSGNMA2 30YR G2AZ3169 3.5 20-APR-2047 0.000% MBSGNMA2 30YR G2AZ3202 3.5 20-APR-2047 0.000% MBSGNMA2 30YR G2AZ6459 3.5 20-MAR-2047 0.000% MBSGNMA2 30YR G2BA4255 3.5 20-JUL-2047 0.000% MBSGNMA2 30YR G2BA9750 4.0 20-AUG-2047 0.000% MBSGNMA2 30YR G2BC0468 3.5 20-DEC-2047 0.000% MBSGNMA2 30YR G2BC0706 3.5 20-SEP-2047 0.002% MBSGNMA2 30YR G2BC1888 3.5 20-AUG-2047 0.001% MBSGNMA2 30YR G2BC3403 3.5 20-OCT-2047 0.000% MBSGNMA2 30YR G2BC7705 4.5 20-OCT-2047 0.000% MBSGNMA2 30YR G2BD4034 4.0 20-APR-2048 0.000% MBSGNMA2 30YR G2BD4284 4.0 20-DEC-2047 0.000% MBSGNMA2 30YR G2BD8438 3.5 20-NOV-2047 0.000% MBSGNMA2 30YR G2BE0977 3.5 20-DEC-2047 0.000% MBSGNMA2 30YR G2BE2212 3.5 20-DEC-2047 0.000% MBSGNMA2 30YR G2BE2396 4.0 20-JAN-2048 0.000% MBSGNMA2 30YR G2BE6483 3.5 20-JAN-2048 0.000% MBSGNMA2 30YR G2BE6508 3.5 20-JAN-2048 0.001% MBSGNMA2 30YR G2BE6526 3.5 20-FEB-2048 0.000% MBSGNMA2 30YR G2BE9101 3.5 20-JAN-2048 0.000% MBSGNMA2 30YR G2BF5947 4.0 20-MAR-2048 0.000% MBSGNMA2 30YR G2BG7856 4.0 20-MAY-2048 0.000% MBSGNMA2 30YR G2BI2997 5.0 20-SEP-2048 0.000% MBSGNMA2 30YR G2BI5418 5.0 20-SEP-2048 0.000% MBSGNMA2 30YR G2BJ1546 3.5 20-SEP-2048 0.000% MBSGNMA2 30YR G2BJ1547 3.5 20-SEP-2048 0.000% MBSGNMA2 30YR G2BJ2551 5.0 20-AUG-2048 0.000% MBSGNMA2 30YR G2BJ2692 4.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2BK2856 4.5 20-DEC-2048 0.000% MBSGNMA2 30YR G2BK3283 5.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2BK3320 5.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2BK3489 5.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2BK3586 5.0 20-DEC-2048 0.000% MBSGNMA2 30YR G2BK3626 5.0 20-DEC-2048 0.000% MBSGNMA2 30YR G2BK4497 5.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2BK4902 4.5 20-NOV-2048 0.000% MBSGNMA2 30YR G2BK4907 5.0 20-NOV-2048 0.000% MBS

GNMA2 30YR G2BK4910 5.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2BK8676 4.5 20-FEB-2049 0.000% MBSGNMA2 30YR G2BL4186 4.5 20-FEB-2049 0.000% MBSGNMA2 30YR G2BL7961 4.5 20-APR-2049 0.000% MBSGNMA2 30YR G2BM4920 4.5 20-MAY-2049 0.000% MBSGNMA2 30YR G2BM7255 3.5 20-JUN-2049 0.000% MBSGNMA2 30YR G2BN9217 4.0 20-JUL-2049 0.000% MBSGNMA2 30YR G2BO0161 4.0 20-JUN-2049 0.000% MBSGNMA2 30YR G2BW6206 2.5 20-AUG-2050 0.001% MBSGNMA2 30YR G2BY0776 2.5 20-SEP-2050 0.001% MBSGNMA2 30YR G2BY0805 2.5 20-SEP-2050 0.002% MBSGNMA2 30YR G2CG6947 2.0 20-AUG-2051 0.000% MBSGNMA2 30YR G2MA0024 4.5 20-APR-2042 0.000% MBSGNMA2 30YR G2MA0027 6.0 20-APR-2042 0.000% MBSGNMA2 30YR G2MA0088 3.5 20-MAY-2042 0.000% MBSGNMA2 30YR G2MA0089 4.0 20-MAY-2042 0.000% MBSGNMA2 30YR G2MA0090 4.5 20-MAY-2042 0.000% MBSGNMA2 30YR G2MA0219 3.0 20-JUL-2042 0.000% MBSGNMA2 30YR G2MA0221 4.0 20-JUL-2042 0.000% MBSGNMA2 30YR G2MA0223 5.0 20-JUL-2042 0.000% MBSGNMA2 30YR G2MA0224 5.5 20-JUL-2042 0.000% MBSGNMA2 30YR G2MA0317 3.0 20-AUG-2042 0.000% MBSGNMA2 30YR G2MA0318 3.5 20-AUG-2042 0.000% MBSGNMA2 30YR G2MA0319 4.0 20-AUG-2042 0.000% MBSGNMA2 30YR G2MA0321 5.0 20-AUG-2042 0.000% MBSGNMA2 30YR G2MA0391 3.0 20-SEP-2042 0.000% MBSGNMA2 30YR G2MA0392 3.5 20-SEP-2042 0.001% MBSGNMA2 30YR G2MA0461 3.0 20-OCT-2042 0.001% MBSGNMA2 30YR G2MA0462 3.5 20-OCT-2042 0.001% MBSGNMA2 30YR G2MA0465 5.0 20-OCT-2042 0.000% MBSGNMA2 30YR G2MA0533 3.0 20-NOV-2042 0.000% MBSGNMA2 30YR G2MA0534 3.5 20-NOV-2042 0.001% MBSGNMA2 30YR G2MA0538 5.5 20-NOV-2042 0.000% MBSGNMA2 30YR G2MA0623 2.5 20-DEC-2042 0.000% MBSGNMA2 30YR G2MA0624 3.0 20-DEC-2042 0.000% MBSGNMA2 30YR G2MA0625 3.5 20-DEC-2042 0.001% MBSGNMA2 30YR G2MA0698 3.0 20-JAN-2043 0.001% MBSGNMA2 30YR G2MA0702 5.0 20-JAN-2043 0.000% MBSGNMA2 30YR G2MA0850 2.5 20-MAR-2043 0.000% MBSGNMA2 30YR G2MA0933 3.0 20-APR-2043 0.000% MBSGNMA2 30YR G2MA0934 3.5 20-APR-2043 0.000% MBSGNMA2 30YR G2MA0935 4.0 20-APR-2043 0.000% MBSGNMA2 30YR G2MA0937 5.0 20-APR-2043 0.000% MBSGNMA2 30YR G2MA1015 5.0 20-MAY-2043 0.000% MBSGNMA2 30YR G2MA1091 4.0 20-JUN-2043 0.000% MBSGNMA2 30YR G2MA1094 5.5 20-JUN-2043 0.000% MBSGNMA2 30YR G2MA1161 5.5 20-JUL-2043 0.000% MBSGNMA2 30YR G2MA1226 4.5 20-AUG-2043 0.000% MBSGNMA2 30YR G2MA1284 3.0 20-SEP-2043 0.000% MBSGNMA2 30YR G2MA1285 3.5 20-SEP-2043 0.000% MBSGNMA2 30YR G2MA1286 4.0 20-SEP-2043 0.000% MBSGNMA2 30YR G2MA1287 4.5 20-SEP-2043 0.000% MBSGNMA2 30YR G2MA1375 3.5 20-OCT-2043 0.000% MBSGNMA2 30YR G2MA1447 3.0 20-NOV-2043 0.000% MBSGNMA2 30YR G2MA1451 5.0 20-NOV-2043 0.000% MBS

GNMA2 30YR G2MA1520 3.0 20-DEC-2043 0.000% MBSGNMA2 30YR G2MA1599 3.0 20-JAN-2044 0.000% MBSGNMA2 30YR G2MA1600 3.5 20-JAN-2044 0.000% MBSGNMA2 30YR G2MA1603 5.0 20-JAN-2044 0.000% MBSGNMA2 30YR G2MA1676 3.0 20-FEB-2044 0.000% MBSGNMA2 30YR G2MA1677 3.5 20-FEB-2044 0.000% MBSGNMA2 30YR G2MA1678 4.0 20-FEB-2044 0.000% MBSGNMA2 30YR G2MA1759 3.0 20-MAR-2044 0.000% MBSGNMA2 30YR G2MA1761 4.0 20-MAR-2044 0.000% MBSGNMA2 30YR G2MA1837 3.0 20-APR-2044 0.000% MBSGNMA2 30YR G2MA1838 3.5 20-APR-2044 0.000% MBSGNMA2 30YR G2MA1839 4.0 20-APR-2044 0.000% MBSGNMA2 30YR G2MA1842 5.5 20-APR-2044 0.000% MBSGNMA2 30YR G2MA1922 5.0 20-MAY-2044 0.000% MBSGNMA2 30YR G2MA1994 3.0 20-JUN-2044 0.000% MBSGNMA2 30YR G2MA1998 5.0 20-JUN-2044 0.000% MBSGNMA2 30YR G2MA2072 3.0 20-JUL-2044 0.000% MBSGNMA2 30YR G2MA2074 4.0 20-JUL-2044 0.000% MBSGNMA2 30YR G2MA2076 5.0 20-JUL-2044 0.000% MBSGNMA2 30YR G2MA2147 3.0 20-AUG-2044 0.002% MBSGNMA2 30YR G2MA2149 4.0 20-AUG-2044 0.000% MBSGNMA2 30YR G2MA2150 4.5 20-AUG-2044 0.000% MBSGNMA2 30YR G2MA2151 5.0 20-AUG-2044 0.000% MBSGNMA2 30YR G2MA2152 5.5 20-AUG-2044 0.000% MBSGNMA2 30YR G2MA2222 3.0 20-SEP-2044 0.000% MBSGNMA2 30YR G2MA2223 3.5 20-SEP-2044 0.001% MBSGNMA2 30YR G2MA2225 4.5 20-SEP-2044 0.000% MBSGNMA2 30YR G2MA2302 3.0 20-OCT-2044 0.000% MBSGNMA2 30YR G2MA2304 4.0 20-OCT-2044 0.000% MBSGNMA2 30YR G2MA2305 4.5 20-OCT-2044 0.000% MBSGNMA2 30YR G2MA2373 4.5 20-NOV-2044 0.000% MBSGNMA2 30YR G2MA2444 3.0 20-DEC-2044 0.000% MBSGNMA2 30YR G2MA2445 3.5 20-DEC-2044 0.000% MBSGNMA2 30YR G2MA2448 5.0 20-DEC-2044 0.000% MBSGNMA2 30YR G2MA2519 2.5 20-JAN-2045 0.000% MBSGNMA2 30YR G2MA2520 3.0 20-JAN-2045 0.000% MBSGNMA2 30YR G2MA2522 4.0 20-JAN-2045 0.000% MBSGNMA2 30YR G2MA2677 3.0 20-MAR-2045 0.000% MBSGNMA2 30YR G2MA2679 4.0 20-MAR-2045 0.000% MBSGNMA2 30YR G2MA2753 3.0 20-APR-2045 0.000% MBSGNMA2 30YR G2MA2757 5.0 20-APR-2045 0.000% MBSGNMA2 30YR G2MA2825 3.0 20-MAY-2045 0.001% MBSGNMA2 30YR G2MA2892 3.5 20-JUN-2045 0.000% MBSGNMA2 30YR G2MA2893 4.0 20-JUN-2045 0.000% MBSGNMA2 30YR G2MA2894 4.5 20-JUN-2045 0.000% MBSGNMA2 30YR G2MA2960 3.0 20-JUL-2045 0.001% MBSGNMA2 30YR G2MA3033 3.0 20-AUG-2045 0.003% MBSGNMA2 30YR G2MA3035 4.0 20-AUG-2045 0.000% MBSGNMA2 30YR G2MA3037 5.0 20-AUG-2045 0.000% MBSGNMA2 30YR G2MA3039 6.0 20-JUL-2045 0.000% MBSGNMA2 30YR G2MA3104 3.0 20-SEP-2045 0.000% MBSGNMA2 30YR G2MA3105 3.5 20-SEP-2045 0.000% MBSGNMA2 30YR G2MA3106 4.0 20-SEP-2045 0.001% MBSGNMA2 30YR G2MA3108 5.0 20-SEP-2045 0.000% MBSGNMA2 30YR G2MA3172 3.0 20-OCT-2045 0.000% MBS

GNMA2 30YR G2MA3173 3.5 20-OCT-2045 0.000% MBSGNMA2 30YR G2MA3174 4.0 20-OCT-2045 0.000% MBSGNMA2 30YR G2MA3175 4.5 20-OCT-2045 0.000% MBSGNMA2 30YR G2MA3176 5.0 20-OCT-2045 0.000% MBSGNMA2 30YR G2MA3178 6.0 20-SEP-2039 0.000% MBSGNMA2 30YR G2MA3244 3.5 20-NOV-2045 0.001% MBSGNMA2 30YR G2MA3245 4.0 20-NOV-2045 0.000% MBSGNMA2 30YR G2MA3246 4.5 20-NOV-2045 0.000% MBSGNMA2 30YR G2MA3247 5.0 20-NOV-2045 0.000% MBSGNMA2 30YR G2MA3249 6.0 20-APR-2040 0.000% MBSGNMA2 30YR G2MA3310 3.5 20-DEC-2045 0.001% MBSGNMA2 30YR G2MA3312 4.5 20-DEC-2045 0.000% MBSGNMA2 30YR G2MA3375 3.0 20-JAN-2046 0.000% MBSGNMA2 30YR G2MA3376 3.5 20-JAN-2046 0.000% MBSGNMA2 30YR G2MA3377 4.0 20-JAN-2046 0.000% MBSGNMA2 30YR G2MA3378 4.5 20-JAN-2046 0.000% MBSGNMA2 30YR G2MA3381 6.0 20-JAN-2046 0.000% MBSGNMA2 30YR G2MA3454 3.5 20-FEB-2046 0.000% MBSGNMA2 30YR G2MA3456 4.5 20-FEB-2046 0.000% MBSGNMA2 30YR G2MA3457 5.0 20-FEB-2046 0.000% MBSGNMA2 30YR G2MA3520 3.0 20-MAR-2046 0.001% MBSGNMA2 30YR G2MA3521 3.5 20-MAR-2046 0.002% MBSGNMA2 30YR G2MA3522 4.0 20-MAR-2046 0.001% MBSGNMA2 30YR G2MA3596 3.0 20-APR-2046 0.000% MBSGNMA2 30YR G2MA3597 3.5 20-APR-2046 0.001% MBSGNMA2 30YR G2MA3598 4.0 20-APR-2046 0.000% MBSGNMA2 30YR G2MA3600 5.0 20-APR-2046 0.000% MBSGNMA2 30YR G2MA3662 3.0 20-MAY-2046 0.001% MBSGNMA2 30YR G2MA3663 3.5 20-MAY-2046 0.000% MBSGNMA2 30YR G2MA3665 4.5 20-MAY-2046 0.000% MBSGNMA2 30YR G2MA3666 5.0 20-MAY-2046 0.000% MBSGNMA2 30YR G2MA3735 3.0 20-JUN-2046 0.001% MBSGNMA2 30YR G2MA3736 3.5 20-JUN-2046 0.005% MBSGNMA2 30YR G2MA3802 3.0 20-JUL-2046 0.002% MBSGNMA2 30YR G2MA3803 3.5 20-JUL-2046 0.000% MBSGNMA2 30YR G2MA3804 4.0 20-JUL-2046 0.000% MBSGNMA2 30YR G2MA3805 4.5 20-JUL-2046 0.000% MBSGNMA2 30YR G2MA3806 5.0 20-JUL-2046 0.000% MBSGNMA2 30YR G2MA3873 3.0 20-AUG-2046 0.003% MBSGNMA2 30YR G2MA3874 3.5 20-AUG-2046 0.000% MBSGNMA2 30YR G2MA3876 4.5 20-AUG-2046 0.000% MBSGNMA2 30YR G2MA3936 3.0 20-SEP-2046 0.003% MBSGNMA2 30YR G2MA3937 3.5 20-SEP-2046 0.001% MBSGNMA2 30YR G2MA3938 4.0 20-SEP-2046 0.000% MBSGNMA2 30YR G2MA3939 4.5 20-SEP-2046 0.000% MBSGNMA2 30YR G2MA4003 3.0 20-OCT-2046 0.001% MBSGNMA2 30YR G2MA4004 3.5 20-OCT-2046 0.000% MBSGNMA2 30YR G2MA4006 4.5 20-OCT-2046 0.000% MBSGNMA2 30YR G2MA4067 2.5 20-NOV-2046 0.000% MBSGNMA2 30YR G2MA4068 3.0 20-NOV-2046 0.002% MBSGNMA2 30YR G2MA4069 3.5 20-NOV-2046 0.000% MBSGNMA2 30YR G2MA4070 4.0 20-NOV-2046 0.000% MBSGNMA2 30YR G2MA4071 4.5 20-NOV-2046 0.000% MBSGNMA2 30YR G2MA4125 2.5 20-DEC-2046 0.001% MBSGNMA2 30YR G2MA4126 3.0 20-DEC-2046 0.003% MBS

GNMA2 30YR G2MA4127 3.5 20-DEC-2046 0.001% MBSGNMA2 30YR G2MA4128 4.0 20-DEC-2046 0.000% MBSGNMA2 30YR G2MA4194 2.5 20-JAN-2047 0.000% MBSGNMA2 30YR G2MA4195 3.0 20-JAN-2047 0.002% MBSGNMA2 30YR G2MA4196 3.5 20-JAN-2047 0.002% MBSGNMA2 30YR G2MA4197 4.0 20-JAN-2047 0.001% MBSGNMA2 30YR G2MA4200 5.5 20-JAN-2047 0.000% MBSGNMA2 30YR G2MA4261 3.0 20-FEB-2047 0.001% MBSGNMA2 30YR G2MA4262 3.5 20-FEB-2047 0.005% MBSGNMA2 30YR G2MA4264 4.5 20-FEB-2047 0.000% MBSGNMA2 30YR G2MA4266 5.5 20-FEB-2047 0.000% MBSGNMA2 30YR G2MA4320 3.0 20-MAR-2047 0.002% MBSGNMA2 30YR G2MA4321 3.5 20-MAR-2047 0.001% MBSGNMA2 30YR G2MA4322 4.0 20-MAR-2047 0.000% MBSGNMA2 30YR G2MA4381 3.0 20-APR-2047 0.000% MBSGNMA2 30YR G2MA4382 3.5 20-APR-2047 0.001% MBSGNMA2 30YR G2MA4383 4.0 20-APR-2047 0.001% MBSGNMA2 30YR G2MA4384 4.5 20-APR-2047 0.000% MBSGNMA2 30YR G2MA4385 5.0 20-APR-2047 0.000% MBSGNMA2 30YR G2MA4451 3.5 20-MAY-2047 0.000% MBSGNMA2 30YR G2MA4453 4.5 20-MAY-2047 0.000% MBSGNMA2 30YR G2MA4509 3.0 20-JUN-2047 0.001% MBSGNMA2 30YR G2MA4510 3.5 20-JUN-2047 0.000% MBSGNMA2 30YR G2MA4511 4.0 20-JUN-2047 0.003% MBSGNMA2 30YR G2MA4512 4.5 20-JUN-2047 0.000% MBSGNMA2 30YR G2MA4585 3.0 20-JUL-2047 0.000% MBSGNMA2 30YR G2MA4586 3.5 20-JUL-2047 0.000% MBSGNMA2 30YR G2MA4587 4.0 20-JUL-2047 0.004% MBSGNMA2 30YR G2MA4588 4.5 20-JUL-2047 0.000% MBSGNMA2 30YR G2MA4651 3.0 20-AUG-2047 0.000% MBSGNMA2 30YR G2MA4652 3.5 20-AUG-2047 0.001% MBSGNMA2 30YR G2MA4653 4.0 20-AUG-2047 0.001% MBSGNMA2 30YR G2MA4718 3.0 20-SEP-2047 0.001% MBSGNMA2 30YR G2MA4719 3.5 20-SEP-2047 0.001% MBSGNMA2 30YR G2MA4720 4.0 20-SEP-2047 0.000% MBSGNMA2 30YR G2MA4722 5.0 20-SEP-2047 0.000% MBSGNMA2 30YR G2MA4778 3.5 20-OCT-2047 0.001% MBSGNMA2 30YR G2MA4779 4.0 20-OCT-2047 0.000% MBSGNMA2 30YR G2MA4780 4.5 20-OCT-2047 0.000% MBSGNMA2 30YR G2MA4835 2.5 20-NOV-2047 0.000% MBSGNMA2 30YR G2MA4836 3.0 20-NOV-2047 0.001% MBSGNMA2 30YR G2MA4837 3.5 20-NOV-2047 0.002% MBSGNMA2 30YR G2MA4838 4.0 20-NOV-2047 0.004% MBSGNMA2 30YR G2MA4900 3.5 20-DEC-2047 0.001% MBSGNMA2 30YR G2MA4901 4.0 20-DEC-2047 0.000% MBSGNMA2 30YR G2MA4962 3.5 20-JAN-2048 0.001% MBSGNMA2 30YR G2MA4963 4.0 20-JAN-2048 0.000% MBSGNMA2 30YR G2MA4964 4.5 20-JAN-2048 0.000% MBSGNMA2 30YR G2MA5018 3.0 20-FEB-2048 0.000% MBSGNMA2 30YR G2MA5019 3.5 20-FEB-2048 0.001% MBSGNMA2 30YR G2MA5020 4.0 20-FEB-2048 0.000% MBSGNMA2 30YR G2MA5021 4.5 20-FEB-2048 0.000% MBSGNMA2 30YR G2MA5076 3.0 20-MAR-2048 0.000% MBSGNMA2 30YR G2MA5077 3.5 20-MAR-2048 0.000% MBSGNMA2 30YR G2MA5078 4.0 20-MAR-2048 0.002% MBS

GNMA2 30YR G2MA5079 4.5 20-MAR-2048 0.000% MBSGNMA2 30YR G2MA5080 5.0 20-MAR-2048 0.000% MBSGNMA2 30YR G2MA5081 5.5 20-MAR-2048 0.000% MBSGNMA2 30YR G2MA5135 3.0 20-APR-2048 0.001% MBSGNMA2 30YR G2MA5136 3.5 20-APR-2048 0.001% MBSGNMA2 30YR G2MA5137 4.0 20-APR-2048 0.001% MBSGNMA2 30YR G2MA5138 4.5 20-APR-2048 0.001% MBSGNMA2 30YR G2MA5139 5.0 20-APR-2048 0.000% MBSGNMA2 30YR G2MA5140 5.5 20-APR-2048 0.000% MBSGNMA2 30YR G2MA5190 3.0 20-MAY-2048 0.000% MBSGNMA2 30YR G2MA5192 4.0 20-MAY-2048 0.001% MBSGNMA2 30YR G2MA5194 5.0 20-MAY-2048 0.000% MBSGNMA2 30YR G2MA5264 4.0 20-JUN-2048 0.001% MBSGNMA2 30YR G2MA5265 4.5 20-JUN-2048 0.001% MBSGNMA2 30YR G2MA5330 4.0 20-JUL-2048 0.001% MBSGNMA2 30YR G2MA5331 4.5 20-JUL-2048 0.001% MBSGNMA2 30YR G2MA5396 3.0 20-AUG-2048 0.000% MBSGNMA2 30YR G2MA5398 4.0 20-AUG-2048 0.002% MBSGNMA2 30YR G2MA5399 4.5 20-AUG-2048 0.001% MBSGNMA2 30YR G2MA5400 5.0 20-AUG-2048 0.000% MBSGNMA2 30YR G2MA5464 3.0 20-SEP-2048 0.000% MBSGNMA2 30YR G2MA5465 3.5 20-SEP-2048 0.000% MBSGNMA2 30YR G2MA5466 4.0 20-SEP-2048 0.001% MBSGNMA2 30YR G2MA5467 4.5 20-SEP-2048 0.000% MBSGNMA2 30YR G2MA5468 5.0 20-SEP-2048 0.000% MBSGNMA2 30YR G2MA5526 3.0 20-OCT-2048 0.000% MBSGNMA2 30YR G2MA5528 4.0 20-OCT-2048 0.000% MBSGNMA2 30YR G2MA5529 4.5 20-OCT-2048 0.000% MBSGNMA2 30YR G2MA5593 3.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2MA5595 4.0 20-NOV-2048 0.001% MBSGNMA2 30YR G2MA5596 4.5 20-NOV-2048 0.000% MBSGNMA2 30YR G2MA5597 5.0 20-NOV-2048 0.000% MBSGNMA2 30YR G2MA5598 5.5 20-NOV-2048 0.000% MBSGNMA2 30YR G2MA5649 3.0 20-DEC-2048 0.000% MBSGNMA2 30YR G2MA5651 4.0 20-DEC-2048 0.000% MBSGNMA2 30YR G2MA5652 4.5 20-DEC-2048 0.001% MBSGNMA2 30YR G2MA5708 3.0 20-JAN-2049 0.000% MBSGNMA2 30YR G2MA5709 3.5 20-JAN-2049 0.000% MBSGNMA2 30YR G2MA5711 4.5 20-JAN-2049 0.002% MBSGNMA2 30YR G2MA5712 5.0 20-JAN-2049 0.000% MBSGNMA2 30YR G2MA5761 3.0 20-FEB-2049 0.000% MBSGNMA2 30YR G2MA5763 4.0 20-FEB-2049 0.000% MBSGNMA2 30YR G2MA5764 4.5 20-FEB-2049 0.000% MBSGNMA2 30YR G2MA5765 5.0 20-FEB-2049 0.000% MBSGNMA2 30YR G2MA5818 4.5 20-MAR-2049 0.000% MBSGNMA2 30YR G2MA5877 4.5 20-APR-2049 0.000% MBSGNMA2 30YR G2MA5878 5.0 20-APR-2049 0.000% MBSGNMA2 30YR G2MA5931 4.0 20-MAY-2049 0.000% MBSGNMA2 30YR G2MA5932 4.5 20-MAY-2049 0.000% MBSGNMA2 30YR G2MA5984 3.0 20-JUN-2049 0.000% MBSGNMA2 30YR G2MA5985 3.5 20-JUN-2049 0.000% MBSGNMA2 30YR G2MA5986 4.0 20-JUN-2049 0.000% MBSGNMA2 30YR G2MA5988 5.0 20-JUN-2049 0.000% MBSGNMA2 30YR G2MA6038 3.0 20-JUL-2049 0.001% MBSGNMA2 30YR G2MA6039 3.5 20-JUL-2049 0.000% MBS

GNMA2 30YR G2MA6040 4.0 20-JUL-2049 0.000% MBSGNMA2 30YR G2MA6042 5.0 20-JUL-2049 0.000% MBSGNMA2 30YR G2MA6092 4.5 20-AUG-2049 0.000% MBSGNMA2 30YR G2MA6153 3.0 20-SEP-2049 0.002% MBSGNMA2 30YR G2MA6154 3.5 20-SEP-2049 0.000% MBSGNMA2 30YR G2MA6156 4.5 20-SEP-2049 0.000% MBSGNMA2 30YR G2MA6157 5.0 20-SEP-2049 0.000% MBSGNMA2 30YR G2MA6217 2.5 20-OCT-2049 0.000% MBSGNMA2 30YR G2MA6218 3.0 20-OCT-2049 0.001% MBSGNMA2 30YR G2MA6222 5.0 20-OCT-2049 0.000% MBSGNMA2 30YR G2MA6287 5.0 20-NOV-2049 0.000% MBSGNMA2 30YR G2MA6338 3.0 20-DEC-2049 0.004% MBSGNMA2 30YR G2MA6339 3.5 20-DEC-2049 0.000% MBSGNMA2 30YR G2MA6340 4.0 20-DEC-2049 0.001% MBSGNMA2 30YR G2MA6409 3.0 20-JAN-2050 0.003% MBSGNMA2 30YR G2MA6410 3.5 20-JAN-2050 0.004% MBSGNMA2 30YR G2MA6411 4.0 20-JAN-2050 0.001% MBSGNMA2 30YR G2MA6474 3.0 20-FEB-2050 0.005% MBSGNMA2 30YR G2MA6475 3.5 20-FEB-2050 0.000% MBSGNMA2 30YR G2MA6478 5.0 20-FEB-2050 0.000% MBSGNMA2 30YR G2MA6541 3.0 20-MAR-2050 0.001% MBSGNMA2 30YR G2MA6543 4.0 20-MAR-2050 0.001% MBSGNMA2 30YR G2MA6544 4.5 20-MAR-2050 0.000% MBSGNMA2 30YR G2MA6598 2.5 20-APR-2050 0.000% MBSGNMA2 30YR G2MA6602 4.5 20-APR-2050 0.000% MBSGNMA2 30YR G2MA6657 3.5 20-MAY-2050 0.000% MBSGNMA2 30YR G2MA6659 4.5 20-MAY-2050 0.000% MBSGNMA2 30YR G2MA6660 5.0 20-MAY-2050 0.000% MBSGNMA2 30YR G2MA6711 3.5 20-JUN-2050 0.000% MBSGNMA2 30YR G2MA6764 2.0 20-JUL-2050 0.001% MBSGNMA2 30YR G2MA6767 3.5 20-JUL-2050 0.001% MBSGNMA2 30YR G2MA6768 4.0 20-JUL-2050 0.000% MBSGNMA2 30YR G2MA6818 2.0 20-AUG-2050 0.005% MBSGNMA2 30YR G2MA6864 2.0 20-SEP-2050 0.000% MBSGNMA2 30YR G2MA6930 2.0 20-OCT-2050 0.000% MBSGNMA2 30YR G2MA6998 4.0 20-NOV-2050 0.000% MBSGNMA2 30YR G2MA7051 2.0 20-DEC-2050 0.001% MBSGNMA2 30YR G2MA7055 4.0 20-DEC-2050 0.000% MBSGNMA2 30YR G2MA7136 2.5 20-JAN-2051 0.008% MBSGNMA2 30YR G2MA7193 2.5 20-FEB-2051 0.008% MBSGNMA2 30YR G2MA7258 4.0 20-MAR-2051 0.000% MBSGNMA2 30YR G2MA7259 4.5 20-MAR-2051 0.000% MBSGNMA2 30YR G2MA7310 1.5 20-APR-2051 0.000% MBSGNMA2 30YR G2MA7367 2.5 20-MAY-2051 0.020% MBSGNMA2 30YR G2MA7369 3.5 20-MAY-2051 0.002% MBSGNMA2 30YR G2MA7417 2.0 20-JUN-2051 0.000% MBSGNMA2 30YR G2MA7419 3.0 20-JUN-2051 0.001% MBSGNMA2 30YR G2MA7420 3.5 20-JUN-2051 0.000% MBSGNMA2 30YR G2MA7471 2.0 20-JUL-2051 0.000% MBSGNMA2 30YR G2MA7472 2.5 20-JUL-2051 0.018% MBSGNMA2 30YR G2MA7534 2.5 20-AUG-2051 0.010% MBSGNMA2 30YR G2MA7535 3.0 20-AUG-2051 0.001% MBSGNMA2 30YR G2MA7589 2.5 20-SEP-2051 0.001% MBSGNMA2 30YR G2MA7648 2.0 20-OCT-2051 0.026% MBSGNMA2 30YR G2MA7650 3.0 20-OCT-2051 0.000% MBS

GNMA2 30YR G2MA7706 3.0 20-NOV-2051 0.003% MBSGNMA2 30YR G2MA7766 2.0 20-DEC-2051 0.022% MBSGNMA2 30YR G2MA7767 2.5 20-DEC-2051 0.003% MBSGNMA2 30YR PLATINUM G2781899 5.5 20-NOV-2034 0.000% MBSGNMA2 30YR PLATINUM G2782402 5.5 20-SEP-2038 0.000% MBSGNMA2 30YR PLATINUM G2782427 5.5 20-OCT-2038 0.000% MBSGNMA2 30YR PLATINUM G2782431 5.0 20-OCT-2038 0.000% MBSGNMA2 30YR PLATINUM G2783038 5.5 20-JUL-2040 0.000% MBSGNMA2 30YR PLATINUM G2783278 5.0 20-FEB-2041 0.000% MBSGNMA2 30YR PLATINUM G2783368 4.5 20-JUL-2041 0.000% MBSGNMA2 30YR PLATINUM G2784098 3.0 20-DEC-2045 0.001% MBSGNMA2 30YR PLATINUM G2784111 3.0 20-JAN-2046 0.000% MBSGNMA2 30YR PLATINUM G2784115 3.0 20-FEB-2046 0.000% MBSGNMA2 30YR PLATINUM G2784119 3.0 20-FEB-2046 0.001% MBSGNMA2 30YR PLATINUM G2784156 4.0 20-AUG-2045 0.000% MBSGNMA2 30YR PLATINUM G2784201 4.0 20-SEP-2045 0.000% MBSGNMA2 30YR PLATINUM G2784408 3.5 20-OCT-2047 0.001% MBSGNMA2 30YR PLATINUM G2784421 3.5 20-DEC-2047 0.001% MBSGNMA2 30YR PLATINUM G2784479 3.5 20-APR-2048 0.000% MBSGNMA2 30YR PLATINUM G2784480 3.5 20-APR-2048 0.000% MBSGNMA2 30YR PLATINUM G2784481 3.5 20-APR-2048 0.001% MBSGNMA2 30YR PLATINUM G2784504 3.5 20-FEB-2048 0.001% MBSGNMA2 30YR PLATINUM G2784600 4.0 20-JUN-2048 0.000% MBSGNMA2 30YR PLATINUM G2784656 4.5 20-DEC-2048 0.000% MBSGNMA2 30YR TBA CASH 1.5 0.004% MBSGNMA2 30YR TBA CASH 2.0 0.029% MBSGNMA2 30YR TBA CASH 2.5 0.015% MBSGNMA2 30YR TBA CASH 3.0 01-JUL-2043 0.002% MBSGODADDY INC CLASS A A 0.002% EQUITYGODREJ CONSUMER PRODUCTS LTD 0.004% EQUITYGODREJ INDUSTRIES LTD 0.000% EQUITYGODREJ PROPERTIES LTD 0.002% EQUITYGOERTEK INC A A 0.001% EQUITYGOERTEK INC A A 0.001% EQUITYGOHL CAPITAL LTD 4.25 24-JAN-2027 Reg-S (SENIOR) 0.032% BNDGOLD FIELDS LTD 0.005% EQUITYGOLD ROAD RESOURCES LTD 0.003% EQUITYGOLDEN AGRI RESOURCES LTD 0.001% EQUITYGOLDMAN SACHS GROUP INC 0.032% EQUITYGOLDMAN SACHS GROUP INC 1.948 21-OCT-2027 (SENIOR) 0.004% BNDGOLDMAN SACHS GROUP INC 2.125 30-SEP-2024 Reg-S (SENIOR) 0.002% BNDGOLDMAN SACHS GROUP INC 2.875 03-JUN-2026 Reg-S (SENIOR) 0.001% BNDGOLDMAN SACHS GROUP INC 3.75 22-MAY-2025 (SENIOR) 0.002% BNDGOLDMAN SACHS GROUP INC 4.7 08-SEP-2021 Reg-S (SENIOR) 0.002% BNDGOLDMAN SACHS GROUP INC 6.125 15-FEB-2033 (SENIOR) 0.001% BNDGOLDMAN SACHS GROUP INC LT2 5.95 15-JAN-2027 (SUB) 0.001% BNDGOLDMAN SACHS GROUP INC LT2 6.75 01-OCT-2037 (SUB) 0.007% BNDGOLDMAN SACHS GROUP INC/THE 0.125 19-AUG-2024 Reg-S (SENIOR) 0.001% BNDGOLDMAN SACHS GROUP INC/THE 0.25 26-JAN-2028 Reg-S (SENIOR) 0.002% BNDGOLDMAN SACHS GROUP INC/THE 0.855 12-FEB-2026 (SENIOR) 0.001% BNDGOLDMAN SACHS GROUP INC/THE 0.875 21-JAN-2030 Reg-S (SENIOR) 0.002% BNDGOLDMAN SACHS GROUP INC/THE 1.093 09-DEC-2026 (SENIOR) 0.002% BNDGOLDMAN SACHS GROUP INC/THE 1.431 09-MAR-2027 (SENIOR) 0.003% BNDGOLDMAN SACHS GROUP INC/THE 1.542 10-SEP-2027 (SENIOR) 0.002% BNDGOLDMAN SACHS GROUP INC/THE 1.625 27-JUL-2026 Reg-S (SENIOR) 0.003% BND

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HEWLETT PACKARD ENTERPRISE 0.005% EQUITYHEWLETT PACKARD ENTERPRISE CO 1.75 01-APR-2026 (SENIOR) 0.001% BNDHEWLETT PACKARD ENTERPRISE CO 4.9 15-OCT-2025 (SENIOR) 0.003% BNDHEWLETT PACKARD ENTERPRISE CO 6.2 15-OCT-2035 (SENIOR) 0.001% BNDHEWLETT PACKARD ENTERPRISE CO 6.35 15-OCT-2045 (SENIOR) 0.002% BNDHEXAGON CLASS B 0.002% EQUITYHEXAGON CLASS B B 0.001% EQUITYHIKARI TSUSHIN INC 0.001% EQUITYHIKMA PHARMACEUTICALS PLC 0.000% EQUITYHILTON WORLDWIDE HOLDINGS INC 0.005% EQUITYHINDALCO INDUSTRIES LTD 0.008% EQUITYHINDUSTAN AERONAUTICS LTD 0.001% EQUITYHINDUSTAN PETROLEUM CORP LTD 0.002% EQUITYHINDUSTAN UNILEVER LTD 0.023% EQUITYHINDUSTAN ZINC LTD 0.000% EQUITYHINO MOTORS LTD 0.001% EQUITYHIROSE ELECTRIC LTD 0.001% EQUITYHISAMITSU PHARMACEUTICAL INC 0.000% EQUITYHITACHI CHEMICAL LTD 0.000% EQUITYHITACHI CONSTRUCTION MACHINERY LTD 0.001% EQUITYHITACHI HIGH-TECH CORP 0.000% EQUITYHITACHI LTD 0.014% EQUITYHITACHI METALS LTD 0.001% EQUITYHITEJINRO LTD 0.000% EQUITYHITHINK ROYALFLUSH INFORMATION NET A 0.000% EQUITYHITHINK ROYALFLUSH INFORMATION NET A 0.000% EQUITYHIWIN TECHNOLOGIES CORP 0.002% EQUITYHK ELECTRIC INVESTMENTS UNITS LTD 0.001% EQUITYHKT CAPITAL NO 2 LTD 3.625 02-APR-2025 Reg-S (SENIOR) 0.016% BNDHKT TRUST AND HKT UNITS LTD 0.002% EQUITYHLB INC 0.002% EQUITYHM SAMPOERNA 0.000% EQUITYHMM LTD 0.006% EQUITYHOCHTIEF AG 0.000% EQUITYHOCHTIEF AG 0.5 03-SEP-2027 Reg-S (SENIOR) 0.001% BNDHOCHTIEF AG 0.625 26-APR-2029 Reg-S (SENIOR) 0.001% BNDHOCHTIEF AG 1.75 03-JUL-2025 Reg-S (SENIOR) 0.001% BNDHOLCIM FINANCE (AUSTRALIA) PTY LTD 3.5 16-JUN-2022 Reg-S (SENIOR) 0.006% BNDHOLCIM FINANCE (LUXEMBOURG) SA 0.125 19-JUL-2027 Reg-S (SENIOR) 0.000% BNDHOLCIM FINANCE (LUXEMBOURG) SA 0.5 23-APR-2031 Reg-S (SENIOR) 0.001% BNDHOLCIM FINANCE (LUXEMBOURG) SA 0.625 06-APR-2030 Reg-S (SENIOR) 0.001% BNDHOLCIM FINANCE (LUXEMBOURG) SA 1.75 29-AUG-2029 Reg-S (SENIOR) 0.001% BNDHOLCIM FINANCE (LUXEMBOURG) SA 2.25 26-MAY-2028 Reg-S (SENIOR) 0.001% BNDHOLCIM LTD AG 0.009% EQUITYHOLDING DINFRASTRUCTURES DE TRANSP 0.625 14-SEP-2028 Reg-S (SENIOR) 0.001% BNDHOLDING DINFRASTRUCTURES DE TRANSP 1.625 18-SEP-2029 Reg-S (SENIOR) 0.001% BNDHOLDING DINFRASTRUCTURES DE TRANSP 1.625 27-NOV-2027 Reg-S (SENIOR) 0.001% BNDHOLDING DINFRASTRUCTURES DE TRANSP 2.5 04-MAY-2027 Reg-S (SENIOR) 0.001% BNDHOLDING DINFRASTRUSTURES DE TRANSP 2.25 24-MAR-2025 Reg-S (SENIOR) 0.001% BNDHOLITECH TECHNOLOGY LTD A A 0.000% EQUITYHOLLYFRONTIER CORP 0.000% EQUITYHOLOGIC INC 0.005% EQUITYHOME DEPOT INC 0.052% EQUITYHOME DEPOT INC 1.375 15-MAR-2031 (SENIOR) 0.001% BNDHOME DEPOT INC 1.5 15-SEP-2028 (SENIOR) 0.001% BND

HOME DEPOT INC 1.875 15-SEP-2031 (SENIOR) 0.001% BNDHOME DEPOT INC 2.125 15-SEP-2026 (SENIOR) 0.001% BNDHOME DEPOT INC 2.375 15-MAR-2051 (SENIOR) 0.001% BNDHOME DEPOT INC 2.5 15-APR-2027 (SENIOR) 0.001% BNDHOME DEPOT INC 2.7 15-APR-2030 (SENIOR) 0.001% BNDHOME DEPOT INC 2.75 15-SEP-2051 (SENIOR) 0.001% BNDHOME DEPOT INC 2.8 14-SEP-2027 (SENIOR) 0.001% BNDHOME DEPOT INC 2.95 15-JUN-2029 (SENIOR) 0.002% BNDHOME DEPOT INC 3.0 01-APR-2026 (SENIOR) 0.001% BNDHOME DEPOT INC 3.125 15-DEC-2049 (SENIOR) 0.001% BNDHOME DEPOT INC 3.3 15-APR-2040 (SENIOR) 0.001% BNDHOME DEPOT INC 3.35 15-APR-2050 (SENIOR) 0.002% BNDHOME DEPOT INC 3.35 15-SEP-2025 (SENIOR) 0.001% BNDHOME DEPOT INC 3.5 15-SEP-2056 (SENIOR) 0.001% BNDHOME DEPOT INC 3.9 06-DEC-2028 (SENIOR) 0.001% BNDHOME DEPOT INC 3.9 15-JUN-2047 (SENIOR) 0.001% BNDHOME DEPOT INC 4.2 01-APR-2043 (SENIOR) 0.001% BNDHOME DEPOT INC 4.25 01-APR-2046 (SENIOR) 0.002% BNDHOME DEPOT INC 4.4 15-MAR-2045 (SENIOR) 0.001% BNDHOME DEPOT INC 4.5 06-DEC-2048 (SENIOR) 0.002% BNDHOME DEPOT INC 4.875 15-FEB-2044 (SENIOR) 0.001% BNDHOME DEPOT INC 5.875 16-DEC-2036 (SENIOR) 0.004% BNDHOME DEPOT INC 5.95 01-APR-2041 (SENIOR) 0.001% BNDHOME PRODUCT CENTER NON-VOTING DR 0.001% EQUITYHOME PRODUCT CENTER PCL 0.000% EQUITYHOME PRODUCT CENTER PCL F 0.001% EQUITYHON HAI PRECISION INDUSTRY LTD 0.038% EQUITYHONDA MOTOR LTD 0.016% EQUITYHONEYWELL AUTOMATION INDIA LTD 0.000% EQUITYHONEYWELL INTERNATIONAL INC 0.037% EQUITYHONEYWELL INTERNATIONAL INC 1.1 01-MAR-2027 (SENIOR) 0.001% BNDHONEYWELL INTERNATIONAL INC 1.35 01-JUN-2025 (SENIOR) 0.001% BNDHONEYWELL INTERNATIONAL INC 1.75 01-SEP-2031 (SENIOR) 0.001% BNDHONEYWELL INTERNATIONAL INC 1.95 01-JUN-2030 (SENIOR) 0.001% BNDHONEYWELL INTERNATIONAL INC 2.5 01-NOV-2026 (SENIOR) 0.001% BNDHONEYWELL INTERNATIONAL INC 2.7 15-AUG-2029 (SENIOR) 0.001% BNDHONEYWELL INTERNATIONAL INC 2.8 01-JUN-2050 (SENIOR) 0.001% BNDHONG KONG AND CHINA GAS LTD 0.012% EQUITYHONG KONG EXCHANGES AND CLEARING L 0.034% EQUITYHONG KONG SAR GOVERNMENT BOND 1.375 02-FEB-2031 Reg-S (SENIOR) 0.015% BNDHONG KONG SUKUK 2017 LTD 3.132 28-FEB-2027 Reg-S (Sukuk) 0.016% BNDHONG LEONG BANK 0.003% EQUITYHONG LEONG FINANCIAL GROUP 0.001% EQUITYHONGFA TECHNOLOGY LTD A A 0.000% EQUITYHONGFA TECHNOLOGY LTD A A 0.000% EQUITYHONGKONG AND SHANGHAI BANKING CORP 0.465 28-MAY-2024 Reg-S (SENIOR) 0.062% BNDHONGKONG AND SHANGHAI BANKING CORP 0.8579 07-DEC-2022 Reg-S (SENIOR) 0.062% BNDHONGKONG AND SHANGHAI BANKING CORP 1.5 27-SEP-2024 Reg-S (SENIOR) 0.003% BNDHONGKONG AND SHANGHAI BANKING CORP 2.75 16-AUG-2021 Reg-S (SENIOR) 0.001% BNDHONGKONG ELECTRIC FINANCE LTD 2.875 03-MAY-2026 Reg-S (SENIOR) 0.016% BNDHONGKONG LAND FINANCE (CAYMAN ISLA 4.5 07-OCT-2025 (SENIOR) 0.012% BNDHONGKONG LAND HOLDINGS LTD 0.004% EQUITYHONGTA SECURITIES LTD A A 0.000% EQUITYHOPSON DEVELOPMENT HOLDINGS LTD 0.001% EQUITYHORIZON THERAPEUTICS PUBLIC PLC 0.001% EQUITY

HORMEL FOODS CORP 0.003% EQUITYHORMEL FOODS CORPORATION 1.7 03-JUN-2028 (SENIOR) 0.001% BNDHORMEL FOODS CORPORATION 1.8 11-JUN-2030 (SENIOR) 0.001% BNDHOSHINE SILICON INDUSTRY LTD A A 0.000% EQUITYHOSHINE SILICON INDUSTRY LTD A A 0.000% EQUITYHOSHIZAKI CORP 0.001% EQUITYHOST HOTELS & RESORTS REIT INC REIT 0.002% EQUITYHOTAI MOTOR LTD 0.006% EQUITYHOTEL SHILLA LTDINARY SHARES KOREA 0.002% EQUITYHOUSING DEVELOPMENT FINANCE CORPOR 0.051% EQUITYHOWMET AEROSPACE INC 0.001% EQUITYHOYA CORP 0.006% EQUITYHP INC 0.012% EQUITYHP INC 1.45 17-JUN-2026 144a (SENIOR) 0.001% BNDHP INC 2.2 17-JUN-2025 (SENIOR) 0.001% BNDHP INC 2.65 17-JUN-2031 144a (SENIOR) 0.001% BNDHP INC 3.0 17-JUN-2027 (SENIOR) 0.001% BNDHP INC 3.4 17-JUN-2030 (SENIOR) 0.001% BNDHP INC 6.0 15-SEP-2041 (SENIOR) 0.001% BNDHPHT FINANCE 21 LTD 2.0 19-MAR-2026 Reg-S (SENIOR) 0.015% BNDHSBC BANK PLC 2.099 04-JUN-2026 (SENIOR) 0.002% BNDHSBC BANK PLC 2.848 04-JUN-2031 (SENIOR) 0.001% BNDHSBC BANK PLC 4.95 31-MAR-2030 (SENIOR) 0.003% BNDHSBC HOLDINGS PLC 0.044% EQUITYHSBC HOLDINGS PLC 0.309 13-NOV-2026 Reg-S (SENIOR) 0.001% BNDHSBC HOLDINGS PLC 0.77 13-NOV-2031 Reg-S (SENIOR) 0.001% BNDHSBC HOLDINGS PLC 0.875 06-SEP-2024 Reg-S (SENIOR) 0.003% BNDHSBC HOLDINGS PLC 1.589 24-MAY-2027 (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 1.645 18-APR-2026 (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 2.013 22-SEP-2028 (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 2.206 17-AUG-2029 (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 2.251 22-NOV-2027 (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 2.357 18-AUG-2031 (SENIOR) 0.001% BNDHSBC HOLDINGS PLC 2.5 15-MAR-2027 Reg-S (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 2.804 24-MAY-2032 (SENIOR) 0.003% BNDHSBC HOLDINGS PLC 2.871 22-NOV-2032 (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 3.9 25-MAY-2026 (SENIOR) 0.002% BNDHSBC HOLDINGS PLC 3.973 22-MAY-2030 (SENIOR NON-PREFERRED) 0.003% BNDHSBC HOLDINGS PLC 4.041 13-MAR-2028 (SENIOR) 0.003% BNDHSBC HOLDINGS PLC 4.292 12-SEP-2026 (SENIOR) 0.003% BNDHSBC HOLDINGS PLC 4.3 08-MAR-2026 (SENIOR) 0.003% BNDHSBC HOLDINGS PLC 4.583 19-JUN-2029 (SENIOR) 0.003% BNDHSBC HOLDINGS PLC 6.1 14-JAN-2042 (SENIOR) 0.001% BNDHSBC HOLDINGS PLC LT2 5.25 14-MAR-2044 (SUB) 0.002% BNDHSBC HOLDINGS PLC LT2 6.5 15-SEP-2037 (SUB) 0.003% BNDHSBC HOLDINGS PLC LT2 6.8 01-JUN-2038 (SUB) 0.002% BNDHSBC HOLDINGS PLC T2 3.0 30-JUN-2025 Reg-S (SUB) 0.002% BNDHSBC HOLDINGS PLC T2 3.125 07-JUN-2028 Reg-S (SUB) 0.001% BNDHSBC HOLDINGS PLC T2 4.25 18-AUG-2025 (SUB) 0.002% BNDHSBC HOLDINGS PLC T2 4.375 23-NOV-2026 (SUB) 0.002% BNDHSBC HOLDINGS PLC UT2 6.5 02-MAY-2036 (SUB) 0.003% BNDHTC CORP 0.000% EQUITYHUA HONG SEMICONDUCTOR LTD RED 0.003% EQUITYHUA NAN FINANCIAL HOLDINGS LTD 0.006% EQUITYHUA XIA BANK LTD A A 0.000% EQUITY

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HUNGARY (REPUBLIC OF) 3.0 21-AUG-2030 0.002% BNDHUNGARY (REPUBLIC OF) 3.0 25-APR-2041 0.001% BNDHUNGARY (REPUBLIC OF) 3.0 26-JUN-2024 0.002% BNDHUNGARY (REPUBLIC OF) 3.0 27-OCT-2027 0.003% BNDHUNGARY (REPUBLIC OF) 3.0 27-OCT-2038 0.001% BNDHUNGARY (REPUBLIC OF) 3.25 22-OCT-2031 0.003% BNDHUNGARY (REPUBLIC OF) 5.5 24-JUN-2025 0.003% BNDHUNGARY (REPUBLIC OF) 5.75 22-NOV-2023 (SENIOR) 0.007% BNDHUNGARY (REPUBLIC OF) 6.0 24-NOV-2023 0.002% BNDHUNGARY (REPUBLIC OF) 6.75 22-OCT-2028 0.002% BNDHUNGARY REPUBLIC OF (GOVERNMENT) 5.375 21-FEB-2023 (SENIOR) 0.009% BNDHUNGARY REPUBLIC OF (GOVERNMENT) 5.375 25-MAR-2024 (SENIOR) 0.003% BNDHUNTINGTON BANCSHARES INC 0.005% EQUITYHUNTINGTON BANCSHARES INC 2.55 04-FEB-2030 (SENIOR) 0.001% BNDHUNTINGTON INGALLS INDUSTRIES INC 0.001% EQUITYHUSKY ENERGY INC 0.000% EQUITYHUSKY ENERGY INC. 4.4 15-APR-2029 (SENIOR) 0.001% BNDHUSQVARNA CLASS B B 0.002% EQUITYHUTCHISON PORT HOLDINGS UNITS TRUS UNIT 0.000% EQUITYHUTCHISON TELECOMMUNICATIONS HONG 0.000% EQUITYHUTCHISON WHAMPOA INTERNATIONAL 14 3.625 31-OCT-2024 Reg-S (SENIOR) 0.032% BNDHUTCHISON WHAMPOA INTL 03/33 7.45 24-NOV-2033 Reg-S (SENIOR) 0.023% BNDHUTCHMED CHINA ADR LTD ADR 0.002% EQUITYHYBE LTD 0.004% EQUITYHYDRO ONE LTD 0.001% EQUITYHYGEIA HEALTHCARE HOLDINGS LTD 0.002% EQUITYHYPERMARCAS SA 0.001% EQUITYHYSAN DEVELOPMENT LTD 0.001% EQUITYHYTERA COMMUNICATIONS CORP LTD A A 0.000% EQUITYHYUNDAI CAPITAL SERVICES INC 1.25 08-FEB-2026 Reg-S (SENIOR) 0.015% BNDHYUNDAI CAPITAL SERVICES INC 3.5 03-JUN-2021 Reg-S (SENIOR) 0.001% BNDHYUNDAI CAPITAL SERVICES INC 3.5 30-MAR-2022 Reg-S (SENIOR) 0.004% BNDHYUNDAI DEPARTMENT STORE LTD 0.000% EQUITYHYUNDAI DOOSAN INFRACORE LTD 0.000% EQUITYHYUNDAI ENGINEERING & CONSTRUCTION 0.002% EQUITYHYUNDAI ENGINEERING & CONSTRUCTION RIGHTS 0.000% EQUITYHYUNDAI GLOVIS LTD 0.002% EQUITYHYUNDAI HEAVY INDUSTRIES HOLDINGS 0.002% EQUITYHYUNDAI MARINE & FIRE INSURANCE LT 0.000% EQUITYHYUNDAI MIPO DOCKYARD LTD 0.001% EQUITYHYUNDAI MOBIS LTD 0.012% EQUITYHYUNDAI MOTOR 0.019% EQUITYHYUNDAI MOTOR S1 PREF PREF 0.002% EQUITYHYUNDAI MOTOR S2 PREF PREF 0.004% EQUITYHYUNDAI STEEL 0.002% EQUITYHYUNDAI WIA CORP 0.000% EQUITYI MAB ADR ADR 0.001% EQUITYIA FINANCIAL INC 0.001% EQUITYIAC INTERACTIVE 0.001% EQUITYIAC INTERACTIVE 0.001% EQUITYIBERDROLA INTERNATIONAL BV HYBRID-P 1.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDIBERDROLA INTERNATIONAL BV HYBRID-P 2.625 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDIBERDROLA INTERNATIONAL BV PERP 1.45 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDIBERDROLA INTERNATIONAL BV PERP 1.825 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDIBERDROLA INTERNATIONAL BV PERP 1.874 31-DEC-2049 Reg-S (JUNIOR SUB) 0.002% BND

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JOHNSON & JOHNSON 3.7 01-MAR-2046 (SENIOR) 0.002% BNDJOHNSON & JOHNSON 3.75 03-MAR-2047 (SENIOR) 0.001% BNDJOHNSON & JOHNSON 4.375 05-DEC-2033 (SENIOR) 0.001% BNDJOHNSON & JOHNSON 5.95 15-AUG-2037 (SENIOR) 0.001% BNDJOHNSON CONTROLS INTERNATIONAL PLC 0.016% EQUITYJOHNSON CONTROLS INTERNATIONAL PLC 0.375 15-SEP-2027 (SENIOR) 0.001% BNDJOHNSON ELECTRIC HOLDINGS LTD 0.000% EQUITYJOHNSON MATTHEY PLC 0.002% EQUITYJOINCARE PHARMACEUTICAL GROUP INDU A 0.000% EQUITYJOINCARE PHARMACEUTICAL GROUP INDU A 0.000% EQUITYJOINN LABORATORIES (CHINA) LTD A A 0.000% EQUITYJOINN LABORATORIES (CHINA) LTD A A 0.000% EQUITYJOINTOWN PHARMACEUTICAL GROUP CO L A 0.000% EQUITYJOINTOWN PHARMACEUTICAL GROUP CO L A 0.000% EQUITYJOLLIBEE FOODS CORP 0.001% EQUITYJONES LANG LASALLE INC 0.001% EQUITYJONJEE HI-TECH INDUSTRIAL AND COMM A 0.000% EQUITYJONJEE HI-TECH INDUSTRIAL AND COMM A 0.000% EQUITYJORDAN (HASHEMITE KINGDOM OF) 5.75 31-JAN-2027 Reg-S (SENIOR) 0.006% BNDJORDAN (HASHEMITE KINGDOM OF) 6.125 29-JAN-2026 Reg-S (SENIOR) 0.004% BNDJOYY ADR INC ADR 0.002% EQUITYJP MORGAN CHASE BANK NY 4.203 23-JUL-2029 0.003% BNDJPMB _14-C18 -AS 4.4386 15-FEB-2047 0.004% CMBSJPMBB_13-C12-AS 4.03083 15-JUL-2045 0.002% CMBSJPMBB_13-C14-A4 4.1327 15-AUG-2046 0.002% CMBSJPMBB_13-C14-AS 4.4093 15-AUG-2046 0.001% CMBSJPMBB_13-C14-B 4.547643 15-AUG-2046 0.002% CMBSJPMBB_13-C15-B 4.9267 15-NOV-2045 0.001% CMBSJPMBB_13-C15-C 5.19195 15-NOV-2045 0.000% CMBSJPMBB_13-C17-A4 4.1989 15-JAN-2047 0.002% CMBSJPMBB_13-C17-C 4.88548 15-JAN-2047 0.000% CMBSJPMBB_14-C18-A5 4.0793 15-FEB-2047 0.005% CMBSJPMBB_14-C18-B 4.792914 15-FEB-2047 0.001% CMBSJPMBB_14-C21-A4 3.4927 15-AUG-2047 0.002% CMBSJPMBB_14-C21-A5 3.7748 15-AUG-2047 0.011% CMBSJPMBB_14-C21-ASB 3.4282 15-AUG-2047 0.001% CMBSJPMBB_14-C22-A4 3.8012 15-SEP-2047 0.003% CMBSJPMBB_14-C22-C 4.55098 17-SEP-2047 0.001% CMBSJPMBB_14-C23-A5 3.9342 15-SEP-2047 0.004% CMBSJPMBB_14-C23-ASB 3.657 15-SEP-2047 0.001% CMBSJPMBB_14-C25-AS 4.0651 15-NOV-2047 0.001% CMBSJPMBB_14-C25-B 4.3472 15-NOV-2047 0.001% CMBSJPMBB_14_C19_C 4.65522 15-APR-2047 0.001% CMBSJPMBB_15-C27-AS 3.6338 15-FEB-2048 0.002% CMBSJPMBB_15-C28-ASB 3.042 15-OCT-2048 0.001% CMBSJPMBB_15-C28A3- 2.9124 15-OCT-2048 0.004% CMBSJPMBB_15-C29-A4 3.6108 15-MAY-2048 0.009% CMBSJPMBB_15-C29-ASB 3.3044 15-MAY-2048 0.001% CMBSJPMBB_15-C29-B 4.118 15-MAY-2048 0.001% CMBSJPMBB_15-C30-AS 4.2263 17-JUL-2048 0.002% CMBSJPMBB_15-C31-A3 3.8014 15-AUG-2048 0.004% CMBSJPMBB_15-C33-A4 3.7697 15-DEC-2048 0.004% CMBSJPMBB_16-C1-A-5 3.5761 15-MAR-2049 0.003% CMBSJPMBB_16-C1-B 4.73214 15-MAR-2049 0.002% CMBSJPMBB_16-C1-C 4.73214 15-MAR-2049 0.001% CMBS

JPMCC_12-C8-ASB 2.3791 15-OCT-2045 0.000% CMBSJPMCC_13-C10- 3.1425 15-DEC-2047 0.002% CMBSJPMCC_13-C10-AS 3.3715 15-DEC-2047 0.004% CMBSJPMCC_13-C10-C 4.10136 15-DEC-2047 0.001% CMBSJPMCC_13-C10_B 3.6742 15-DEC-2047 0.004% CMBSJPMCC_13-C13-A4 3.9936 15-JAN-2046 0.001% CMBSJPMCC_13-C13-ASB 3.4137 15-JAN-2046 0.000% CMBSJPMCC_13-LC11-A5 2.9599 15-APR-2046 0.002% CMBSJPMCC_14-C20-A5 3.8046 15-JUL-2047 0.002% CMBSJPMCC_14-C20-B 4.3992 15-JUL-2047 0.000% CMBSJPMCC_15-JP1- 3.6498 15-JAN-2049 0.004% CMBSJPMCC_15-JP1-A5 3.914 15-JAN-2049 0.009% CMBSJPMCC_15-JP1-AS 4.1187 15-JAN-2049 0.003% CMBSJPMCC_16-JP2-A4 2.8218 15-AUG-2049 0.004% CMBSJPMCC_16-JP2-AS 3.0556 15-AUG-2049 0.003% CMBSJPMCC_16-JP3-AS 3.144 15-AUG-2049 0.004% CMBSJPMCC_16-JP3-B 3.3967 15-AUG-2049 0.000% CMBSJPMCC_16-JP4-A4 3.6483 15-DEC-2049 0.004% CMBSJPMCC_17-JP5-A5 3.7232 15-MAR-2050 0.005% CMBSJPMCC_17-JP5-AS 3.8756 15-MAR-2050 0.002% CMBSJPMCC_17-JP5-ASB 3.5489 15-MAR-2050 0.000% CMBSJPMCC_17-JP6-A 3.7438 15-JUL-2050 0.002% CMBSJPMCC_17-JP6-A5 3.4898 15-JUL-2050 0.001% CMBSJPMCC_17-JP7-A5 3.454 15-SEP-2050 0.004% CMBSJPMCC_19-COR4-AS 3.9381 10-MAR-2052 0.004% CMBSJPMCC_19-COR5-A2 3.1499 14-JUN-2052 0.001% CMBSJPMCC_19-COR5-A4 3.3861 13-JUN-2052 0.005% CMBSJPMDB_16-C2-A4 3.1439 15-JUN-2049 0.004% CMBSJPMDB_16-C2-B 3.9901 15-JUN-2049 0.003% CMBSJPMDB_17-C5-A5 3.6939 15-MAR-2050 0.008% CMBSJPMDB_17-C7-A3 3.0477 15-OCT-2050 0.004% CMBSJPMDB_17-C7-A5 3.4092 15-OCT-2050 0.012% CMBSJPMDB_18-C8-A3 3.9444 15-JUN-2051 0.002% CMBSJPMDB_19-COR6-A4 3.0565 13-NOV-2052 0.004% CMBSJPMDB_20-COR7-A5 2.1798 13-MAY-2053 0.002% CMBSJPMORGAN CHASE 0.122% EQUITYJPMORGAN CHASE & CO 0.389 24-FEB-2028 Reg-S (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 1.001 25-JUL-2031 Reg-S (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 1.04 04-FEB-2027 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 1.045 19-NOV-2026 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 1.09 11-MAR-2027 Reg-S (SENIOR NON-PREFERRED) 0.003% BNDJPMORGAN CHASE & CO 1.578 22-APR-2027 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 1.638 18-MAY-2028 Reg-S (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 1.764 19-NOV-2031 (SENIOR) 0.001% BNDJPMORGAN CHASE & CO 1.812 12-JUN-2029 Reg-S (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 1.953 04-FEB-2032 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 2.005 13-MAR-2026 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 2.069 01-JUN-2029 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 2.083 22-APR-2026 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 2.182 01-JUN-2028 (SENIOR) 0.001% BNDJPMORGAN CHASE & CO 2.522 22-APR-2031 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 2.525 19-NOV-2041 (SENIOR) 0.001% BNDJPMORGAN CHASE & CO 2.545 08-NOV-2032 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 2.58 22-APR-2032 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 2.739 15-OCT-2030 (SENIOR) 0.003% BND

JPMORGAN CHASE & CO 2.875 24-MAY-2028 Reg-S (SENIOR) 0.001% BNDJPMORGAN CHASE & CO 2.95 01-OCT-2026 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 3.109 22-APR-2041 (SENIOR) 0.001% BNDJPMORGAN CHASE & CO 3.109 22-APR-2051 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.125 23-JAN-2025 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.157 22-APR-2042 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.2 15-JUN-2026 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.3 01-APR-2026 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.328 22-APR-2052 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 3.509 23-JAN-2029 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.54 01-MAY-2028 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.702 06-MAY-2030 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.782 01-FEB-2028 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 3.882 24-JUL-2038 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 3.897 23-JAN-2049 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.9 15-JUL-2025 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.96 29-JAN-2027 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 3.964 15-NOV-2048 (SENIOR) 0.004% BNDJPMORGAN CHASE & CO 4.005 23-APR-2029 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 4.032 24-JUL-2048 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 4.26 22-FEB-2048 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 4.452 05-DEC-2029 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 4.493 24-MAR-2031 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO 4.5 30-JAN-2026 Reg-S (SENIOR) 0.047% BNDJPMORGAN CHASE & CO 4.85 01-FEB-2044 (SENIOR) 0.001% BNDJPMORGAN CHASE & CO 5.4 06-JAN-2042 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 5.5 15-OCT-2040 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 5.6 15-JUL-2041 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO 6.4 15-MAY-2038 (SENIOR) 0.003% BNDJPMORGAN CHASE & CO FXD 1.47 22-SEP-2027 (SENIOR) 0.002% BNDJPMORGAN CHASE & CO LT2 4.125 15-DEC-2026 (SUB) 0.002% BNDJPMORGAN CHASE & CO LT2 4.25 01-OCT-2027 (SUB) 0.002% BNDJPMORGAN CHASE & CO LT2 4.95 01-JUN-2045 (SUB) 0.002% BNDJPMORGAN CHASE & CO LT2 5.625 16-AUG-2043 (SUB) 0.002% BNDJPMORGAN CHASE & CO T2 3.625 01-DEC-2027 (SUB) 0.001% BNDJS GLOBAL LIFESTYLE LTD 0.000% EQUITYJSR CORP 0.001% EQUITYJSW ENERGY LTD A 0.000% EQUITYJSW HYDRO ENERGY LTD 4.125 18-MAY-2031 Reg-S (SECURED) 0.014% BNDJSW STEEL LTD 0.007% EQUITYJSW STEEL LTD 5.95 18-APR-2024 Reg-S (SENIOR) 0.016% BNDJT INTERNATIONAL FINANCIAL SERVICE 1.0 26-NOV-2029 Reg-S (SENIOR) 0.001% BNDJT INTERNATIONAL FINANCIAL SERVICE 1.125 28-SEP-2025 Reg-S (SENIOR) 0.001% BNDJT INTERNATIONAL FINANCIAL SERVICE 2.375 07-APR-2081 Reg-S (SUB) 0.001% BNDJT INTERNATIONAL FINANCIAL SERVICE 2.875 07-OCT-2083 Reg-S (SUB) 0.001% BNDJTEKT CORP 0.000% EQUITYJUBILANT FOODWORKS LTD 0.003% EQUITYJUEWEI FOOD LTD A A 0.000% EQUITYJULIUS BAER GRUPPE AG N 0.005% EQUITYJUMBO SA R 0.001% EQUITYJUNEYAO AIRLINES LTD A A 0.000% EQUITYJUNIPER NETWORKS INC 0.002% EQUITYJUST EAT TAKEAWAY.COM NV 0.002% EQUITYJYSKE BANK A/S 0.375 15-OCT-2025 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDKAISER FOUNDATION HOSPITALS MRE 3.266 01-NOV-2049 (SECURED) 0.001% BND

KAISER FOUNDATION HOSPITALS MRE 4.15 01-MAY-2047 (SENIOR) 0.002% BNDKAJIMA CORP 0.002% EQUITYKAKAKU.COM INC 0.000% EQUITYKAKAO CORP 0.024% EQUITYKAKAO GAMES CORP 0.001% EQUITYKAKAOBANK CORP 0.002% EQUITYKALBE FARMA 0.002% EQUITYKAMIGUMI LTD 0.000% EQUITYKANEKA CORP 0.000% EQUITYKANGWON LAND INC 0.002% EQUITYKANSAI ELECTRIC POWER INC 0.002% EQUITYKANSAI NEROLAC PAINTS LTD 0.001% EQUITYKANSAI PAINT LTD 0.000% EQUITYKANSAS CITY SOUTHERN 0.002% EQUITYKANZHUN AMERICAN DEPOSITORY SHARES ADR 0.001% EQUITYKAO CORP 0.005% EQUITYKASIKORNBANK PCL (HONG KONG BRANCH AT1-P 5.275 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDKASIKORNBANK PCL F 0.002% EQUITYKASIKORNBANK PCL T2 3.343 02-OCT-2031 Reg-S (SENIOR) 0.015% BNDKASIKORNBANK PUBLIC NON-VOTING DR 0.001% EQUITYKAWASAKI HEAVY INDUSTRIES LTD 0.000% EQUITYKAZAKHSTAN (REPUBLIC OF) 3.875 14-OCT-2024 Reg-S (SENIOR) 0.006% BNDKAZAKHSTAN (REPUBLIC OF) 4.875 14-OCT-2044 Reg-S (SENIOR) 0.004% BNDKAZAKHSTAN (REPUBLIC OF) 5.125 21-JUL-2025 Reg-S (SENIOR) 0.017% BNDKAZAKHSTAN (REPUBLIC OF) 6.5 21-JUL-2045 Reg-S (SENIOR) 0.005% BNDKB FINANCIAL GROUP INC 0.015% EQUITYKBC BANK NV 0.125 14-JAN-2029 Reg-S (SENIOR) 0.001% BNDKBC BANK NV 1.625 18-SEP-2029 Reg-S (SUB) 0.001% BNDKBC GROEP NV 0.008% EQUITYKBC GROEP NV 0.125 10-SEP-2026 Reg-S (SENIOR) 0.001% BNDKBC GROEP NV 0.375 16-JUN-2027 Reg-S (SENIOR) 0.001% BNDKBC GROEP NV 0.75 24-JAN-2030 Reg-S (SENIOR) 0.001% BNDKBC GROEP NV 0.75 31-MAY-2031 Reg-S (SENIOR) 0.000% BNDKBC GROEP NV T2 0.5 03-DEC-2029 Reg-S (SUB) 0.001% BNDKCC CORP 0.000% EQUITYKDDI CORP 0.017% EQUITYKE HOLDINGS ADR REPRESENTING INC ADR 0.005% EQUITYKEB HANA BANK 0.95088 13-JUN-2024 Reg-S (SENIOR) 0.015% BNDKEIHAN HOLDINGS LTD 0.000% EQUITYKEIKYU CORP 0.000% EQUITYKEIO CORP 0.001% EQUITYKEISEI ELECTRIC RAILWAY LTD 0.001% EQUITYKELLOGG 0.004% EQUITYKELLOGG COMPANY 3.25 01-APR-2026 (SENIOR) 0.001% BNDKELSIAN GROUP LTD 0.003% EQUITYKENNEDY WILSON EUROPE REAL ESTATE 3.25 12-NOV-2025 Reg-S (SENIOR) 0.001% BNDKENYA (REPUBLIC OF) 6.875 24-JUN-2024 Reg-S (SENIOR) 0.010% BNDKENYA (REPUBLIC OF) 7.0 22-MAY-2027 Reg-S (SENIOR) 0.004% BNDKENYA (REPUBLIC OF) 8.25 28-FEB-2048 Reg-S (SENIOR) 0.004% BNDKEPCO PLANT SERVICE & ENGINEERING 0.000% EQUITYKEPPEL DC REIT REI_UNT 0.001% EQUITYKEPPEL LTD 0.004% EQUITYKEPPEL REIT UNITS REI_UNT 0.000% EQUITYKERING SA 0.007% EQUITYKERRY GROUP FINANCIAL SERVICES 0.625 20-SEP-2029 Reg-S (SENIOR) 0.001% BND

KERRY GROUP PLC 0.002% EQUITYKERRY LOGISTICS NETWORK LTD 0.000% EQUITYKERRY PROPERTIES LTD 0.000% EQUITYKESKO CLASS B B 0.001% EQUITYKEURIG DR PEPPER INC 0.005% EQUITYKEURIG DR PEPPER INC 3.2 01-MAY-2030 (SENIOR) 0.001% BNDKEURIG DR PEPPER INC 3.8 01-MAY-2050 (SENIOR) 0.001% BNDKEURIG DR PEPPER INC 4.417 25-MAY-2025 (SENIOR) 0.001% BNDKEURIG DR PEPPER INC 4.597 25-MAY-2028 (SENIOR) 0.002% BNDKEURIG DR PEPPER INC 5.085 25-MAY-2048 (SENIOR) 0.001% BNDKEYBANK NATIONAL ASSOCIATION 3.3 01-JUN-2025 (SENIOR) 0.001% BNDKEYCORP 0.006% EQUITYKEYCORP 2.25 06-APR-2027 (SENIOR) 0.001% BNDKEYCORP 2.55 01-OCT-2029 (SENIOR) 0.001% BNDKEYCORP 4.1 30-APR-2028 (SENIOR) 0.001% BNDKEYENCE CORP 0.011% EQUITYKEYERA CORP 0.001% EQUITYKEYSIGHT TECHNOLOGIES INC 0.004% EQUITYKFW 1.5 24-JUL-2024 (SENIOR) 0.001% BNDKFW GOVTGUAR 2.8 07-MAR-2023 Reg-S (SENIOR) 0.002% BNDKFW GOVTGUAR 2.8 17-FEB-2021 Reg-S (SENIOR) 0.014% BNDKFW GOVTGUAR 2.9 06-JUN-2022 Reg-S (SENIOR) 0.006% BNDKFW GOVTGUAR 3.2 11-SEP-2026 (SENIOR) 0.006% BNDKFW GOVTGUAR 3.2 15-MAR-2028 Reg-S (SENIOR) 0.003% BNDKFW GOVTGUAR 4.0 27-FEB-2025 Reg-S (SENIOR) 0.010% BNDKFW GOVTGUAR 5.0 19-MAR-2024 (SENIOR) 0.007% BNDKGHM POLSKA MIEDZ SA 0.002% EQUITYKIA CORP 1.75 16-OCT-2026 Reg-S (SENIOR) 0.015% BNDKIA CORPORATION CORP 0.015% EQUITYKIKKOMAN CORP 0.001% EQUITYKIMBERLY CLARK CORP 0.012% EQUITYKIMBERLY-CLARK CORPORATION 3.1 26-MAR-2030 (SENIOR) 0.001% BNDKIMBERLY-CLARK DE MEXICO CLASS A A 0.001% EQUITYKIMCO REALTY REIT CORP REIT 0.001% EQUITYKINDER MORGAN ENERGY PARTNERS LP 5.5 01-MAR-2044 (SENIOR) 0.001% BNDKINDER MORGAN ENERGY PARTNERS LP 6.95 15-JAN-2038 (SENIOR) 0.002% BNDKINDER MORGAN INC 0.008% EQUITYKINDER MORGAN INC 2.0 15-FEB-2031 (SENIOR) 0.001% BNDKINDER MORGAN INC 2.25 16-MAR-2027 (SENIOR) 0.000% BNDKINDER MORGAN INC 3.6 15-FEB-2051 (SENIOR) 0.001% BNDKINDER MORGAN INC 4.3 01-JUN-2025 (SENIOR) 0.001% BNDKINDER MORGAN INC 4.3 01-MAR-2028 (SENIOR) 0.001% BNDKINDER MORGAN INC 5.05 15-FEB-2046 (SENIOR) 0.001% BNDKINDER MORGAN INC 5.2 01-MAR-2048 (SENIOR) 0.001% BNDKINDER MORGAN INC 5.3 01-DEC-2034 (SENIOR) 0.001% BNDKINDER MORGAN INC 5.55 01-JUN-2045 (SENIOR) 0.002% BNDKINGBOARD HOLDINGS LTD 0.003% EQUITYKINGBOARD LAMINATES HOLDINGS LTD 0.002% EQUITYKINGCLEAN ELECTRIC LTD A A 0.000% EQUITYKINGDEE INT L SOFTWARE GROUP LTD 0.007% EQUITYKINGFA SCI&TECH LTD A A 0.000% EQUITYKINGFA SCI&TECH LTD A A 0.000% EQUITYKINGFISHER PLC 0.003% EQUITYKINGSOFT CLOUD HOLDINGS ADR REPRES ADR 0.001% EQUITYKINGSOFT CORP LTD 0.004% EQUITY

KINGSPAN GROUP PLC 0.002% EQUITYKINNEVIK CLASS B B 0.001% EQUITYKINNEVIK CLASS B B 0.000% EQUITYKINROSS GOLD CORP 0.001% EQUITYKINTETSU GROUP HOLDINGS LTD 0.001% EQUITYKION GROUP AG 0.001% EQUITYKION GROUP AG 1.625 24-SEP-2025 Reg-S (SENIOR) 0.000% BNDKIRIN HOLDINGS LTD 0.005% EQUITYKIRKLAND LAKE GOLD LTD 0.001% EQUITYKIWIBANK LTD 4.25 27-OCT-2027 Reg-S (SENIOR) 0.004% BNDKIWIBANK LTD COVERED 0.7622 23-SEP-2025 Reg-S 0.005% BNDKKR AND CO INC A 0.010% EQUITYKKR GROUP FINANCE CO V LLC 1.625 22-MAY-2029 Reg-S (SENIOR) 0.001% BNDKLA CORP 0.008% EQUITYKLA CORP 3.3 01-MAR-2050 (SENIOR) 0.001% BNDKLA-TENCOR CORPORATION 4.1 15-MAR-2029 (SENIOR) 0.001% BNDKLABIN UNITS SA UNIT 0.001% EQUITYKLEPIERRE REIT 0.625 01-JUL-2030 Reg-S (SENIOR) 0.001% BNDKLEPIERRE REIT SA REIT 0.002% EQUITYKLEPIERRE SA 2.0 12-MAY-2029 Reg-S (SENIOR) 0.001% BNDKLEPIERRE SA REIT 0.875 17-FEB-2031 Reg-S (SENIOR) 0.001% BNDKNIGHT-SWIFT TRANSPORTATION HOLDIN 0.001% EQUITYKNORR BREMSE AG 0.000% EQUITYKOBAYASHI PHARMACEUTICAL LTD 0.000% EQUITYKOBE BUSSAN LTD 0.000% EQUITYKOBE STEEL LTD 0.000% EQUITYKOC HOLDING A A 0.001% EQUITYKOEI TECMO HOLDINGS LTD 0.000% EQUITYKOHLS CORP 0.000% EQUITYKOITO MANUFACTURING LTD 0.001% EQUITYKOJAMO OYJ 1.5 19-JUN-2024 Reg-S (SENIOR) 0.000% BNDKOJAMO OYJ 1.625 07-MAR-2025 Reg-S (SENIOR) 0.001% BNDKOJAMO OYJ 1.875 27-MAY-2027 Reg-S (SENIOR) 0.001% BNDKOMATSU LTD 0.002% EQUITYKOMERCNI BANK 0.002% EQUITYKOMMUNALBANKEN AS 0.6 01-JUN-2026 (SENIOR) 0.012% BNDKOMMUNALBANKEN AS 2.4 21-NOV-2029 Reg-S (SENIOR) 0.012% BNDKOMMUNALBANKEN AS 2.6 04-SEP-2020 (SENIOR) 0.002% BNDKOMMUNALBANKEN AS 2.7 05-SEP-2023 (SENIOR) 0.006% BNDKOMMUNALBANKEN AS 3.0 09-DEC-2026 (SENIOR) 0.018% BNDKOMMUNALBANKEN AS 3.4 24-JUL-2028 (SENIOR) 0.018% BNDKOMMUNALBANKEN AS 3.74 19-JAN-2032 (SENIOR) 0.009% BNDKOMMUNALBANKEN AS 4.25 16-JUL-2025 (SENIOR) 0.137% BNDKOMMUNALBANKEN AS 4.5 17-APR-2023 Reg-S (SENIOR) 0.034% BNDKOMMUNALBANKEN AS 4.5 18-JUL-2022 (SENIOR) 0.025% BNDKOMMUNALBANKEN AS 5.25 15-JUL-2024 Reg-S (SENIOR) 0.032% BNDKOMMUNALBANKEN AS 6.5 12-APR-2021 (SENIOR) 0.005% BNDKOMMUNEKREDIT 2.9 27-NOV-2026 (SENIOR) 0.002% BNDKOMMUNINVEST I SVERIGE AB 4.75 17-AUG-2022 (SENIOR) 0.001% BNDKOMMUNINVEST I SVERIGE AB 5.375 18-NOV-2021 (SENIOR) 0.001% BNDKOMMUNINVEST I SVERIGE AB GOVTGUAR 2.9 22-OCT-2025 (SENIOR) 0.000% BNDKONAMI HOLDINGS CORP 0.001% EQUITYKONE 0.006% EQUITYKONICA MINOLTA INC 0.000% EQUITYKONINKILIJKE DSM NV 0.005% EQUITY

KONINKLIJKE AHOLD DELHAIZE NV 0.013% EQUITYKONINKLIJKE AHOLD DELHAIZE NV 0.375 18-MAR-2030 Reg-S (SENIOR) 0.001% BNDKONINKLIJKE KPN NV 0.004% EQUITYKONINKLIJKE KPN NV 0.625 09-APR-2025 Reg-S (SENIOR) 0.001% BNDKONINKLIJKE KPN NV 1.125 11-SEP-2028 Reg-S (SENIOR) 0.001% BNDKONINKLIJKE PHILIPS NV 0.008% EQUITYKONINKLIJKE PHILIPS NV 2.0 30-MAR-2030 Reg-S (SENIOR) 0.001% BNDKONINKLIJKE VOPAK NV 0.000% EQUITYKOOKMIN BANK AT1-P 4.35 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDKOREA (REPUBLIC OF) 1.0 16-SEP-2030 (SENIOR) 0.014% BNDKOREA (REPUBLIC OF) 2.75 19-JAN-2027 (SENIOR) 0.004% BNDKOREA (REPUBLIC OF) 3.5 20-SEP-2028 (SENIOR) 0.021% BNDKOREA (REPUBLIC OF) 3.875 20-SEP-2048 (SENIOR) 0.005% BNDKOREA (REPUBLIC OF) 4.125 10-JUN-2044 (SENIOR) 0.014% BNDKOREA AEROSPACE INDUSTRIES LTD 0.002% EQUITYKOREA DEVELOPMENT BANK 0.825 29-AUG-2024 Reg-S (SENIOR) 0.062% BNDKOREA DEVELOPMENT BANK 0.8325 25-AUG-2023 Reg-S (SENIOR) 0.005% BNDKOREA DEVELOPMENT BANK 1.25 03-JUN-2025 Reg-S (SENIOR) 0.045% BNDKOREA DEVELOPMENT BANK 1.5 29-AUG-2024 (SENIOR) 0.008% BNDKOREA DEVELOPMENT BANK 1.69129 16-APR-2023 Reg-S (SENIOR) 0.015% BNDKOREA DEVELOPMENT BANK 3.0 13-JAN-2026 (SENIOR) 0.016% BNDKOREA ELECTRIC POWER CORP 0.004% EQUITYKOREA EXPRESSWAY CORP 0.928 02-SEP-2023 Reg-S (SENIOR) 0.004% BNDKOREA GAS 0.000% EQUITYKOREA GAS CORPORATION 2.0 13-JUL-2031 Reg-S (SENIOR) 0.015% BNDKOREA GAS CORPORATION 2.875 16-JUL-2029 Reg-S (SENIOR) 0.016% BNDKOREA INVESTMENT HOLDINGS LTD 0.002% EQUITYKOREA NATIONAL OIL CORP 1.11629 16-JUL-2023 Reg-S (SENIOR) 0.015% BNDKOREA NATIONAL OIL CORP 3.25 01-OCT-2025 Reg-S (SENIOR) 0.032% BNDKOREA RESOURCES CORP 1.75 15-APR-2026 Reg-S (SENIOR) 0.015% BNDKOREA SHIPBUILDING AND OFFSHORE EN 0.003% EQUITYKOREA SOUTH-EAST POWER CO LTD 5.75 25-SEP-2020 (SENIOR) 0.001% BNDKOREA ZINC INC 0.003% EQUITYKOREAN AIR LINES LTD 0.004% EQUITYKORNIT DIGITAL LTD 0.000% EQUITYKOSE CORP 0.001% EQUITYKOTAK MAHINDRA BANK LTD 0.007% EQUITYKRAFT HEINZ 0.006% EQUITYKRAFT HEINZ FOODS CO 1.5 24-MAY-2024 Reg-S (SENIOR) 0.001% BNDKRAFT HEINZ FOODS CO 2.25 25-MAY-2028 Reg-S (SENIOR) 0.002% BNDKRAFTON INC 0.004% EQUITYKREDITANSTALT FUER WIEDERAUFB GOVTGUAR 5.5 09-FEB-2022 Reg-S (SENIOR) 0.013% BNDKREDITANSTALT FUER WIEDERAUFBAU - GOVTGUAR 6.25 19-MAY-2021 (SENIOR) 0.012% BNDKROGER 0.007% EQUITYKROGER CO 2.65 15-OCT-2026 (SENIOR) 0.001% BNDKROGER CO 3.95 15-JAN-2050 (SENIOR) 0.001% BNDKROGER CO 4.45 01-FEB-2047 (SENIOR) 0.001% BNDKRUNG THAI BANK PCL 0.000% EQUITYKRUNG THAI BANK PCL (CAYMAN ISLAND AT1-P 4.4 31-DEC-2049 Reg-S (SUB) 0.015% BNDKRUNG THAI BANK PCL F 0.001% EQUITYKRUNG THAI BANK PUBLIC NON-VOTING 0.001% EQUITYKRUNGTHAI CARD NON-VOTING DR PCL 0.001% EQUITYKRUNGTHAI CARD PCL 0.000% EQUITYKRUNGTHAI CARD PCL F 0.001% EQUITYKSA SUKUK LTD 2.894 20-APR-2022 Reg-S (Sukuk) 0.009% BND

KSA SUKUK LTD 2.969 29-OCT-2029 Reg-S (Sukuk Hybrid) 0.005% BNDKSA SUKUK LTD 3.628 20-APR-2027 Reg-S (Sukuk Hybrid) 0.009% BNDKSA SUKUK LTD 4.303 19-JAN-2029 Reg-S (Sukuk Hybrid) 0.005% BNDKT CORPORATION 2.5 18-JUL-2026 Reg-S (SENIOR) 0.016% BNDKT&G CORP 0.006% EQUITYKUAISHOU TECHNOLOGY 0.007% EQUITYKUALA LUMPUR KEPONG 0.002% EQUITYKUANG-CHI TECHNOLOGIES LTD A A 0.000% EQUITYKUANG-CHI TECHNOLOGIES LTD A A 0.000% EQUITYKUBOTA CORP 0.006% EQUITYKUEHNE UND NAGEL INTERNATIONAL AG 0.002% EQUITYKUMBA IRON ORE LTD 0.001% EQUITYKUMHO PETRO CHEMICAL LTD 0.002% EQUITYKUNLUN ENERGY LTD RED 0.003% EQUITYKUNLUN TECH LTD A A 0.000% EQUITYKUNLUN TECH LTD A A 0.000% EQUITYKURARAY LTD 0.000% EQUITYKURITA WATER INDUSTRIES LTD 0.001% EQUITYKUTXABANK SA 0.5 25-SEP-2024 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDKUWAIT FINANCE HOUSE 0.006% EQUITYKUWAIT STATE OF (GOVERNMENT) 2.75 20-MAR-2022 Reg-S (SENIOR) 0.014% BNDKUWAIT STATE OF (GOVERNMENT) 3.5 20-MAR-2027 Reg-S (SENIOR) 0.021% BNDKWEICHOW MOUTAI LTD A A 0.012% EQUITYKWEICHOW MOUTAI LTD A A 0.010% EQUITYKWG GROUP HOLDINGS LTD 0.001% EQUITYKWG LIVING GROUP HOLDINGS LTD 0.000% EQUITYKWG PROPERTY HOLDING LTD 5.875 10-NOV-2024 Reg-S (SECURED) 0.006% BNDKYOCERA CORP 0.007% EQUITYKYOWA KIRIN LTD 0.001% EQUITYKYUSHU ELECTRIC POWER INC 0.000% EQUITYKYUSHU RAILWAY 0.000% EQUITYKaiser Permanente MRE 2.81 01-JUN-2041 (SENIOR) 0.001% BNDKaiser Permanente MRE 3.002 01-JUN-2051 (SENIOR) 0.001% BNDL BRANDS INC 0.001% EQUITYL OCCITANE INTERNATIONAL SA 0.001% EQUITYL&F LTD 0.002% EQUITYL&T FINANCE HOLDINGS LTD 0.000% EQUITYL&T TECHNOLOGY SERVICES LTD 0.001% EQUITYL3 TECHNOLOGIES INC 0.001% EQUITYL3HARRIS TECHNOLOGIES CORP 0.001% EQUITYL3HARRIS TECHNOLOGIES INC 0.008% EQUITYL3HARRIS TECHNOLOGIES INC 4.4 15-JUN-2028 (SENIOR) 0.001% BNDL3HARRIS TECHNOLOGIES INC 4.4 15-JUN-2028 (SENIOR) 0.001% BNDLA BANQUE POSTALE 0.5 17-JUN-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDLA BANQUE POSTALE 0.75 23-JUN-2031 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDLA BANQUE POSTALE 1.2 26-JAN-2031 Reg-S (SUB) 0.001% BNDLA BANQUE POSTALE 1.375 24-APR-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDLA BANQUE POSTALE 2.0 13-JUL-2028 Reg-S (SENIOR) 0.001% BNDLA BANQUE POSTALE T2 0.75 02-AUG-2032 Reg-S (SUB) 0.001% BNDLA BANQUE POSTALE T2 3.0 09-JUN-2028 Reg-S (SUB) 0.001% BNDLA FRANCAISE DES JEUX SA A 0.000% EQUITYLA MONDIALE LT2-P 5.05 31-DEC-2049 Reg-S (SUB) 0.002% BNDLA MONDIALE SAM 0.75 20-APR-2026 Reg-S (SUB) 0.001% BNDLA MONDIALE SAM T2 2.125 23-JUN-2031 Reg-S (SUB) 0.001% BNDLABORATORY CORPORATION OF AMERICA 0.008% EQUITY

LABORATORY CORPORATION OF AMERICA 3.6 01-FEB-2025 (SENIOR) 0.001% BNDLABORATORY CORPORATION OF AMERICA 4.7 01-FEB-2045 (SENIOR) 0.001% BNDLAKALA PAYMENT LTD A A 0.000% EQUITYLAM RESEARCH CORP 0.012% EQUITYLAM RESEARCH CORPORATION 1.9 15-JUN-2030 (SENIOR) 0.001% BNDLAM RESEARCH CORPORATION 2.875 15-JUN-2050 (SENIOR) 0.001% BNDLAM RESEARCH CORPORATION 3.75 15-MAR-2026 (SENIOR) 0.001% BNDLAM RESEARCH CORPORATION 4.0 15-MAR-2029 (SENIOR) 0.001% BNDLAM RESEARCH CORPORATION 4.875 15-MAR-2049 (SENIOR) 0.001% BNDLAMB WESTON HOLDINGS INC 0.001% EQUITYLAND & HOUSE PCL F 0.001% EQUITYLAND & HOUSES PCL 0.000% EQUITYLAND AND HOUSE PUBLIC NON-VOTING D 0.001% EQUITYLAND SECURITIES GROUP REIT PLC REIT 0.003% EQUITYLANDESBANK BADEN WUERTTEMBERG T2 3.625 16-JUN-2025 Reg-S (SUB) 0.001% BNDLANDESBANK BADEN-WUERTTEMBERG 0.375 07-MAY-2029 Reg-S (SENIOR NON-PREFERRED) 0.000% BNDLANDESBANK BADEN-WUERTTEMBERG 0.375 21-FEB-2031 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDLANDESBANK BADEN-WUERTTEMBERG T2 2.2 09-MAY-2029 Reg-S (SUB) 0.001% BNDLANDESBANK BADEN-WUERTTEMBERG T2 2.875 28-SEP-2026 Reg-S (SUB) 0.001% BNDLANDESBANK HESSEN THUERINGEN GIROZ 0.375 04-JUN-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDLANDESKREDITBANK BADEN WUERTTEMBER 2.25 17-FEB-2021 Reg-S (SENIOR) 0.002% BNDLANDESKREDITBANK BADEN WUERTTEMBER 2.7 19-JUN-2023 (SENIOR) 0.001% BNDLANDESKREDITBANK BADEN WUERTTEMBER 3.45 11-APR-2028 Reg-S (SENIOR) 0.004% BNDLANDESKREDITBANK BADEN-WURTTEMBERG 3.0 18-AUG-2026 Reg-S (SENIOR) 0.001% BNDLANDESKREDITBANK BADEN-WURTTEMBERG 4.25 07-AUG-2025 (SENIOR) 0.001% BNDLANDWIRTSCHAFTLICHE RENTENBANK 1.9 30-JAN-2030 Reg-S (SENIOR) 0.003% BNDLANDWIRTSCHAFTLICHE RENTENBANK 3.2 25-MAY-2029 (SENIOR) 0.005% BNDLANDWIRTSCHAFTLICHE RENTENBANK 3.25 12-APR-2028 Reg-S (SENIOR) 0.004% BNDLANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 2.5 13-APR-2021 (SENIOR) 0.001% BNDLANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 2.6 23-MAR-2027 Reg-S (SENIOR) 0.001% BNDLANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 2.7 05-SEP-2022 (SENIOR) 0.006% BNDLANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 4.25 09-JAN-2025 Reg-S (SENIOR) 0.000% BNDLANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 4.25 24-JAN-2023 (SENIOR) 0.008% BNDLANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 4.75 06-MAY-2026 Reg-S (SENIOR) 0.003% BNDLANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 4.75 08-APR-2024 (SENIOR) 0.005% BNDLANDWIRTSCHAFTLICHE RENTENBANK LT GOVTGUAR 5.5 29-MAR-2022 (SENIOR) 0.005% BNDLANXESS AG 0.001% EQUITYLAO FENG XIANG LTD A A 0.000% EQUITYLAO FENG XIANG LTD B B 0.000% EQUITYLARGAN PRECISION LTD 0.007% EQUITYLARSEN & TOUBRO INFOTECH LTD 0.004% EQUITYLARSEN AND TOUBRO LTD 0.014% EQUITYLARSEN AND TOUBRO SPONSORED GDR RE GDR 0.001% EQUITYLAS VEGAS SANDS CORP 0.004% EQUITYLAS VEGAS SANDS CORP 3.5 18-AUG-2026 (SENIOR) 0.001% BNDLAS VEGAS SANDS CORP 3.9 08-AUG-2029 (SENIOR) 0.001% BNDLASERTEC CORP 0.001% EQUITYLATOUR INVESTMENT CLASS B B 0.000% EQUITYLAURUS LABS LTD 0.001% EQUITYLAWSON INC 0.000% EQUITYLB GROUP LTD A A 0.000% EQUITYLB GROUP LTD A A 0.000% EQUITYLBX PHARMACY CHAIN A A 0.000% EQUITYLBX PHARMACY CHAIN A A 0.000% EQUITYLEAR CORP 0.002% EQUITY

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MAKITA CORP 0.001% EQUITYMALAYAN BANKING 0.009% EQUITYMALAYAN BANKING BHD 1.25857 16-AUG-2024 Reg-S (SENIOR) 0.015% BNDMALAYSIA (GOVERNMENT) 2.632 15-APR-2031 0.003% BNDMALAYSIA (GOVERNMENT) 3.151 15-MAY-2023 0.002% BNDMALAYSIA (GOVERNMENT) 3.422 30-SEP-2027 0.003% BNDMALAYSIA (GOVERNMENT) 3.447 15-JUL-2036 0.002% BNDMALAYSIA (GOVERNMENT) 3.465 15-OCT-2030 0.005% BNDMALAYSIA (GOVERNMENT) 3.478 14-JUN-2024 0.004% BNDMALAYSIA (GOVERNMENT) 3.48 15-MAR-2023 0.003% BNDMALAYSIA (GOVERNMENT) 3.502 31-MAY-2027 0.003% BNDMALAYSIA (GOVERNMENT) 3.655 15-OCT-2024 0.003% BNDMALAYSIA (GOVERNMENT) 3.726 31-MAR-2026 0.004% BNDMALAYSIA (GOVERNMENT) 3.733 15-JUN-2028 0.004% BNDMALAYSIA (GOVERNMENT) 3.757 20-APR-2023 0.002% BNDMALAYSIA (GOVERNMENT) 3.757 22-MAY-2040 0.004% BNDMALAYSIA (GOVERNMENT) 3.8 17-AUG-2023 0.002% BNDMALAYSIA (GOVERNMENT) 3.828 05-JUL-2034 0.003% BNDMALAYSIA (GOVERNMENT) 3.885 15-AUG-2029 0.004% BNDMALAYSIA (GOVERNMENT) 3.899 16-NOV-2027 0.003% BNDMALAYSIA (GOVERNMENT) 3.9 30-NOV-2026 0.003% BNDMALAYSIA (GOVERNMENT) 3.906 15-JUL-2026 0.002% BNDMALAYSIA (GOVERNMENT) 3.955 15-SEP-2025 0.005% BNDMALAYSIA (GOVERNMENT) 4.059 30-SEP-2024 0.002% BNDMALAYSIA (GOVERNMENT) 4.065 15-JUN-2050 0.003% BNDMALAYSIA (GOVERNMENT) 4.094 30-NOV-2023 0.002% BNDMALAYSIA (GOVERNMENT) 4.128 15-AUG-2025 0.002% BNDMALAYSIA (GOVERNMENT) 4.13 09-JUL-2029 0.002% BNDMALAYSIA (GOVERNMENT) 4.181 15-JUL-2024 0.002% BNDMALAYSIA (GOVERNMENT) 4.254 31-MAY-2035 0.003% BNDMALAYSIA (GOVERNMENT) 4.258 26-JUL-2027 0.002% BNDMALAYSIA (GOVERNMENT) 4.369 31-OCT-2028 0.004% BNDMALAYSIA (GOVERNMENT) 4.417 30-SEP-2041 0.001% BNDMALAYSIA (GOVERNMENT) 4.762 07-APR-2037 0.002% BNDMALAYSIA AIRPORTS HOLDINGS 0.001% EQUITYMALAYSIA SOVEREIGN SUKUK BERHAD 4.236 22-APR-2045 Reg-S (Sukuk Wakala) 0.004% BNDMALAYSIA SOVEREIGN SUKUK BHD 2.07 28-APR-2031 Reg-S (Sukuk Wakala) 0.019% BNDMALAYSIA SOVEREIGN SUKUK BHD 3.043 22-APR-2025 Reg-S (Sukuk Wakala) 0.023% BNDMALAYSIA SUKUK GLOBAL BERHAD 3.179 27-APR-2026 Reg-S (Sukuk Wakala) 0.020% BNDMALAYSIA SUKUK GLOBAL BHD 3.075 28-APR-2051 Reg-S (Sukuk Wakala) 0.019% BNDMALDIVES SUKUK ISSUANCE LTD 9.875 08-APR-2026 Reg-S (Sukuk Hybrid) 0.008% BNDMAN WAH HOLDINGS LTD 0.001% EQUITYMANDO CORP 0.001% EQUITYMANGO EXCELLENT MEDIA LTD A A 0.001% EQUITYMANGO EXCELLENT MEDIA LTD A A 0.000% EQUITYMANILA ELECTRIC 0.001% EQUITYMANILA WATER CO INC 4.375 30-JUL-2030 Reg-S (SENIOR) 0.016% BNDMANITOBA (PROVINCE OF) 5.25 13-SEP-2023 (SENIOR) 0.001% BNDMANITOBA PROVINCE OF 4.25 08-AUG-2022 (SENIOR) 0.003% BNDMANPOWER INC 0.000% EQUITYMANPOWERGROUP INC 1.75 22-JUN-2026 Reg-S (SENIOR) 0.001% BNDMANULIFE FINANCIAL CORP 0.004% EQUITYMANULIFE FINANCIAL CORP 4.15 04-MAR-2026 (SENIOR) 0.001% BNDMANULIFE FINANCIAL CORP 5.375 04-MAR-2046 (SENIOR) 0.001% BNDMAPFRE SA 0.000% EQUITY

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MAX FINANCIAL SERVICES LTD 0.001% EQUITYMAXIM INTEGRATED PRODUCTS INC 0.002% EQUITYMAXIS 0.002% EQUITYMAXSCEND MICROELECTRONICS LTD A A 0.001% EQUITYMAXSCEND MICROELECTRONICS LTD A A 0.000% EQUITYMAZDA MOTOR CORP 0.002% EQUITYMBANK SA 0.001% EQUITYMCCORMICK & CO NON-VOTING INC 0.004% EQUITYMCCORMICK & COMPANY INCORPORATED 3.4 15-AUG-2027 (SENIOR) 0.001% BNDMCDONALDS CORP 0.023% EQUITYMCDONALDS CORP 6.3 01-MAR-2038 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 1.185 08-MAR-2024 Reg-S (SENIOR) 0.062% BNDMCDONALDS CORPORATION 1.5 28-NOV-2029 Reg-S (SENIOR) 0.001% BNDMCDONALDS CORPORATION 1.6 15-MAR-2031 Reg-S (SENIOR) 0.001% BNDMCDONALDS CORPORATION 2.125 01-MAR-2030 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 2.625 01-SEP-2029 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 3.0 08-MAR-2024 (SENIOR) 0.015% BNDMCDONALDS CORPORATION 3.3 01-JUL-2025 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 3.45 08-SEP-2026 Reg-S (SENIOR) 0.011% BNDMCDONALDS CORPORATION 3.5 01-JUL-2027 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 3.5 01-MAR-2027 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 3.6 01-JUL-2030 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 3.625 01-SEP-2049 (SENIOR) 0.002% BNDMCDONALDS CORPORATION 3.7 30-JAN-2026 (SENIOR) 0.002% BNDMCDONALDS CORPORATION 3.8 01-APR-2028 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 3.8 08-MAR-2029 Reg-S (SENIOR) 0.008% BNDMCDONALDS CORPORATION 4.2 01-APR-2050 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 4.45 01-MAR-2047 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 4.45 01-SEP-2048 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 4.7 09-DEC-2035 (SENIOR) 0.001% BNDMCDONALDS CORPORATION 4.875 09-DEC-2045 (SENIOR) 0.002% BNDMCDONALDS CORPORATION 6.3 15-OCT-2037 (SENIOR) 0.001% BNDMCDONALDS HOLDINGS (JAPAN) LTD 0.000% EQUITYMCKESSON CORP 0.010% EQUITYMCKESSON CORP 1.5 17-NOV-2025 (SENIOR) 0.001% BNDMCKESSON CORP 1.625 30-OCT-2026 (SENIOR) 0.000% BNDMEAD JOHNSON NUTRITION CO 4.125 15-NOV-2025 (SENIOR) 0.001% BNDMEBUKI FINANCIAL GROUP INC 0.000% EQUITYMEDCO BELL PTE LTD 6.375 30-JAN-2027 Reg-S (SENIOR) 0.008% BNDMEDCO PLATINUM ROAD PTE LTD 6.75 30-JAN-2025 Reg-S (SENIOR SUB) 0.008% BNDMEDIA NUSANTARA CITRA 0.000% EQUITYMEDIATEK INC 0.054% EQUITYMEDIBANK PRIVATE LTD 0.119% EQUITYMEDICAL PROPERTIES TRUST REIT INC REIT 0.001% EQUITYMEDIOBANCA BANCA DI CREDITO FINANZ 0.003% EQUITYMEDIOBANCA BANCA DI CREDITO FINANZ 0.875 15-JAN-2026 Reg-S (SENIOR PREFERRED) 0.001% BNDMEDIOBANCA BANCA DI CREDITO FINANZ 1.0 08-SEP-2027 Reg-S (SENIOR PREFERRED) 0.001% BNDMEDIOBANCA BANCA DI CREDITO FINANZ 1.125 15-JUL-2025 Reg-S (SENIOR PREFERRED) 0.001% BNDMEDIOBANCA BANCA DI CREDITO FINANZ 1.125 23-APR-2025 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDMEDIOBANCA BANCA DI CREDITO FINANZ 1.625 07-JAN-2025 Reg-S (SENIOR PREFERRED) 0.001% BNDMEDIPAL HOLDINGS CORP 0.001% EQUITYMEDTRONIC GLOBAL HOLDINGS SCA 1.0 02-JUL-2031 (SENIOR) 0.001% BNDMEDTRONIC GLOBAL HOLDINGS SCA 1.625 07-MAR-2031 (SENIOR) 0.001% BNDMEDTRONIC INC 3.5 15-MAR-2025 (SENIOR) 0.002% BNDMEDTRONIC INC 4.375 15-MAR-2035 (SENIOR) 0.002% BND

MEDTRONIC INC 4.625 15-MAR-2045 (SENIOR) 0.002% BNDMEDTRONIC PLC 0.035% EQUITYMEDY-TOX INC 0.000% EQUITYMEGA FINANCIAL HOLDING LTD 0.012% EQUITYMEGACABLE HOLDINGS CPO 0.001% EQUITYMEGAPORT LTD 0.007% EQUITYMEGAWORLD CORP 0.000% EQUITYMEGGITT PLC 0.000% EQUITYMEIJI HOLDINGS LTD 0.003% EQUITYMEINIAN ONEHEALTH HEALTHCARE HOLDI A 0.000% EQUITYMEINIAN ONEHEALTH HEALTHCARE HOLDI A 0.000% EQUITYMEITUAN 0.098% EQUITYMELCO INTERNATIONAL DEVELOPMENT LT 0.000% EQUITYMELCO RESORTS ENTERTAINMENT ADR LT ADR 0.001% EQUITYMELCO RESORTS FINANCE LTD 4.875 06-JUN-2025 Reg-S (SENIOR) 0.015% BNDMELCO RESORTS FINANCE LTD 5.375 04-DEC-2029 Reg-S (SENIOR) 0.015% BNDMELCO RESORTS FINANCE LTD 5.625 17-JUL-2027 Reg-S (SENIOR) 0.030% BNDMELCO RESORTS FINANCE LTD 5.75 21-JUL-2028 Reg-S (SENIOR) 0.015% BNDMELROSE INDUSTRIES PLC 0.001% EQUITYMELROSE INDUSTRIES PLC 0.001% EQUITYMERCADOLIBRE INC 0.007% EQUITYMERCARI INC 0.000% EQUITYMERCEDES-BENZ GROUP AG 2.0 27-FEB-2031 Reg-S (SENIOR) 0.001% BNDMERCEDES-BENZ GROUP N AG 0.023% EQUITYMERCIALYS SA 1.787 31-MAR-2023 Reg-S (SENIOR) 0.001% BNDMERCK 0.004% EQUITYMERCK & CO INC 0.049% EQUITYMERCK & CO INC 0.75 24-FEB-2026 (SENIOR) 0.001% BNDMERCK & CO INC 1.45 24-JUN-2030 (SENIOR) 0.001% BNDMERCK & CO INC 1.7 10-JUN-2027 (SENIOR) 0.001% BNDMERCK & CO INC 1.9 10-DEC-2028 (SENIOR) 0.001% BNDMERCK & CO INC 2.15 10-DEC-2031 (SENIOR) 0.002% BNDMERCK & CO INC 2.35 24-JUN-2040 (SENIOR) 0.001% BNDMERCK & CO INC 2.45 24-JUN-2050 (SENIOR) 0.001% BNDMERCK & CO INC 2.75 10-DEC-2051 (SENIOR) 0.002% BNDMERCK & CO INC 2.75 10-FEB-2025 (SENIOR) 0.002% BNDMERCK & CO INC 2.9 10-DEC-2061 (SENIOR) 0.001% BNDMERCK & CO INC 3.4 07-MAR-2029 (SENIOR) 0.002% BNDMERCK & CO INC 3.7 10-FEB-2045 (SENIOR) 0.002% BNDMERCK & CO INC 3.9 07-MAR-2039 (SENIOR) 0.001% BNDMERCK & CO INC 4.0 07-MAR-2049 (SENIOR) 0.002% BNDMERCK & CO INC 4.15 18-MAY-2043 (SENIOR) 0.001% BNDMERCK KGAA 2.875 25-JUN-2079 Reg-S (SUB) 0.001% BNDMERCK KGAA HYBRID 1.625 09-SEP-2080 Reg-S (SUB) 0.001% BNDMERCK KGAA HYBRID 3.375 12-DEC-2074 Reg-S (SUB) 0.001% BNDMERCK KGAA PNC5.5 HYBRID 1.625 25-JUN-2079 Reg-S (SUB) 0.000% BNDMERCURY NZ LTD 0.001% EQUITYMERDEKA COPPER GOLD 0.002% EQUITYMERIDIAN ENERGY LTD 0.001% EQUITYMERITZ SECURITIES LTD 0.001% EQUITYMERLIN ENTERTAINMENT GROUP PLC 0.000% EQUITYMERLIN PROPERTIES SOCIMI SA 1.375 01-JUN-2030 Reg-S (SENIOR) 0.001% BNDMERLIN PROPERTIES SOCIMI SA 1.75 26-MAY-2025 Reg-S (SENIOR) 0.001% BNDMERLIN PROPERTIES SOCIMI SA 1.875 02-NOV-2026 Reg-S (SENIOR) 0.001% BNDMERLIN PROPERTIES SOCIMI SA 2.225 25-APR-2023 Reg-S (SENIOR) 0.001% BND

MERLIN PROPERTIES SOCIMI SA REIT 2.375 13-JUL-2027 Reg-S (SENIOR) 0.001% BNDMESAIEED PETROCHEMICAL HOLDING 0.001% EQUITYMESOBLAST LTD 0.002% EQUITYMETA PLATFORMS INC CLASS A A 0.093% EQUITYMETALLURGICAL CORP OF CHINA LTD A A 0.001% EQUITYMETALLURGICAL CORP OF CHINA LTD A A 0.000% EQUITYMETCASH LTD 0.146% EQUITYMETHANEX CORP 0.000% EQUITYMETLIFE INC 0.011% EQUITYMETLIFE INC 4.05 01-MAR-2045 (SENIOR) 0.001% BNDMETLIFE INC 4.125 13-AUG-2042 (SENIOR) 0.001% BNDMETLIFE INC 4.55 23-MAR-2030 (SENIOR) 0.001% BNDMETLIFE INC 4.6 13-MAY-2046 (SENIOR) 0.001% BNDMETLIFE INC 4.875 13-NOV-2043 (SENIOR) 0.001% BNDMETLIFE INC 5.7 15-JUN-2035 (SENIOR) 0.001% BNDMETLIFE INC 5.875 06-FEB-2041 (SENIOR) 0.001% BNDMETLIFE INC 6.375 15-JUN-2034 (SENIOR) 0.001% BNDMETRO AG 0.000% EQUITYMETRO INC 0.001% EQUITYMETRO PACIFIC INV CORP 0.001% EQUITYMETRO WHOLESALE & FOOD SPECIALIST 1.5 19-MAR-2025 Reg-S (SENIOR) 0.001% BNDMETROPOLITAN BANK AND TRUST CO 0.002% EQUITYMETROPOLITAN BANK AND TRUST COMPAN 2.125 15-JAN-2026 Reg-S (SENIOR) 0.015% BNDMETROPOLITAN LIFE GLOBAL FUNDING I 0.5547 01-DEC-2025 Reg-S (SECURED) 0.076% BNDMETROPOLITAN LIFE GLOBAL FUNDING I 4.0 13-JUL-2027 Reg-S (SECURED) 0.008% BNDMETROPOLITAN LIFE GLOBAL FUNDING I 4.75 17-SEP-2021 Reg-S (SECURED) 0.002% BNDMETROPOLITAN LIFE GLOBAL FUNDING I FA 0.5 25-MAY-2029 Reg-S (SECURED) 0.001% BNDMETTLER TOLEDO INC 0.005% EQUITYMEXICO (UNITED MEXICAN STATES) (GO 3.75 11-JAN-2028 (SENIOR) 0.006% BNDMEXICO (UNITED MEXICAN STATES) (GO 4.0 02-OCT-2023 (SENIOR) 0.007% BNDMEXICO (UNITED MEXICAN STATES) (GO 4.125 21-JAN-2026 (SENIOR) 0.008% BNDMEXICO (UNITED MEXICAN STATES) (GO 4.15 28-MAR-2027 (SENIOR) 0.006% BNDMEXICO (UNITED MEXICAN STATES) (GO 4.35 15-JAN-2047 (SENIOR) 0.007% BNDMEXICO (UNITED MEXICAN STATES) (GO 4.5 22-APR-2029 (SENIOR) 0.012% BNDMEXICO (UNITED MEXICAN STATES) (GO 4.6 10-FEB-2048 (SENIOR) 0.008% BNDMEXICO (UNITED MEXICAN STATES) (GO 4.6 23-JAN-2046 (SENIOR) 0.008% BNDMEXICO (UNITED MEXICAN STATES) (GO 5.5 04-MAR-2027 0.001% BNDMEXICO (UNITED MEXICAN STATES) (GO 5.75 05-MAR-2026 0.012% BNDMEXICO (UNITED MEXICAN STATES) (GO 6.75 09-MAR-2023 0.005% BNDMEXICO (UNITED MEXICAN STATES) (GO 7.5 08-APR-2033 (SENIOR) 0.002% BNDMEXICO (UNITED MEXICAN STATES) (GO 7.75 13-NOV-2042 0.006% BNDMEXICO (UNITED MEXICAN STATES) (GO 7.75 23-NOV-2034 0.003% BNDMEXICO (UNITED MEXICAN STATES) (GO 7.75 29-MAY-2031 0.008% BNDMEXICO (UNITED MEXICAN STATES) (GO 8.0 07-NOV-2047 0.006% BNDMEXICO (UNITED MEXICAN STATES) (GO 8.5 18-NOV-2038 0.007% BNDMEXICO (UNITED MEXICAN STATES) (GO 8.5 31-MAY-2029 0.009% BNDMEXICO (UNITED MEXICAN STATES) 10.0 05-DEC-2024 0.008% BNDMEXICO (UNITED MEXICAN STATES) 10.0 20-NOV-2036 0.003% BNDMEXICO (UNITED MEXICAN STATES) 3.6 30-JAN-2025 (SENIOR) 0.004% BNDMEXICO (UNITED MEXICAN STATES) 3.625 15-MAR-2022 (SENIOR) 0.005% BNDMEXICO (UNITED MEXICAN STATES) 4.75 08-MAR-2044 (SENIOR) 0.014% BNDMEXICO (UNITED MEXICAN STATES) 5.55 21-JAN-2045 (SENIOR) 0.010% BNDMEXICO (UNITED MEXICAN STATES) 5.75 12-OCT-2110 (SENIOR) 0.007% BNDMEXICO (UNITED MEXICAN STATES) 6.05 11-JAN-2040 (SENIOR) 0.007% BNDMEXICO (UNITED MEXICAN STATES) 6.75 27-SEP-2034 (SENIOR) 0.006% BND

MEXICO (UNITED MEXICAN STATES) 7.5 03-JUN-2027 0.010% BNDMEXICO (UNITED MEXICAN STATES) 8.0 05-SEP-2024 0.010% BNDMEXICO (UNITED MEXICAN STATES) 8.0 07-DEC-2023 0.007% BNDMEXICO (UNITED MEXICAN STATES) 8.0 24-SEP-2022 (SENIOR) 0.002% BNDMEXICO (UNITED MEXICAN STATES) 8.3 15-AUG-2031 (SENIOR) 0.006% BNDMGM CHINA HOLDINGS LTD 0.000% EQUITYMGM CHINA HOLDINGS LTD 4.75 01-FEB-2027 Reg-S (SENIOR) 0.015% BNDMGM CHINA HOLDINGS LTD 5.25 18-JUN-2025 Reg-S (SENIOR) 0.015% BNDMGM CHINA HOLDINGS LTD 5.875 15-MAY-2026 Reg-S (SENIOR) 0.015% BNDMGM RESORTS INTERNATIONAL 0.004% EQUITYMIANYANG FULIN PRECISION LTD A A 0.000% EQUITYMICRO FOCUS INTERNATIONAL PLC 0.000% EQUITYMICRO-STAR INTERNATIONAL LTD 0.003% EQUITYMICROCHIP TECHNOLOGY INC 0.004% EQUITYMICROCHIP TECHNOLOGY INCORPORATED 4.25 01-SEP-2025 (SENIOR) 0.001% BNDMICRON TECHNOLOGY INC 0.012% EQUITYMICRON TECHNOLOGY INC 2.703 15-APR-2032 (SENIOR) 0.001% BNDMICRON TECHNOLOGY INC 4.185 15-FEB-2027 (SENIOR) 0.001% BNDMICRON TECHNOLOGY INC 4.663 15-FEB-2030 (SENIOR) 0.001% BNDMICROPORT SCIENTIFIC CORP 0.002% EQUITYMICROSOFT CORP 0.279% EQUITYMICROSOFT CORP 2.7 12-FEB-2025 (SENIOR) 0.002% BNDMICROSOFT CORP 3.5 12-FEB-2035 (SENIOR) 0.002% BNDMICROSOFT CORPORATION 2.4 08-AUG-2026 (SENIOR) 0.004% BNDMICROSOFT CORPORATION 2.525 01-JUN-2050 (SENIOR) 0.006% BNDMICROSOFT CORPORATION 2.675 01-JUN-2060 (SENIOR) 0.003% BNDMICROSOFT CORPORATION 2.921 17-MAR-2052 (SENIOR) 0.006% BNDMICROSOFT CORPORATION 3.041 17-MAR-2062 (SENIOR) 0.002% BNDMICROSOFT CORPORATION 3.125 03-NOV-2025 (SENIOR) 0.003% BNDMICROSOFT CORPORATION 3.3 06-FEB-2027 (SENIOR) 0.004% BNDMICROSOFT CORPORATION 3.45 08-AUG-2036 (SENIOR) 0.002% BNDMICROSOFT CORPORATION 3.7 08-AUG-2046 (SENIOR) 0.002% BNDMICROSOFT CORPORATION 4.1 06-FEB-2037 (SENIOR) 0.001% BNDMICROSOFT CORPORATION 4.25 06-FEB-2047 (SENIOR) 0.001% BNDMICROSOFT CORPORATION 4.45 03-NOV-2045 (SENIOR) 0.001% BNDMICROSOFT CORPORATION 4.5 06-FEB-2057 (SENIOR) 0.001% BNDMID AMERICA APARTMENT COMMUNITIES REIT 0.007% EQUITYMIDAMERICAN ENERGY COMPANY MORT 3.65 15-APR-2029 (SECURED) 0.001% BNDMIDAMERICAN ENERGY COMPANY MORT 4.25 15-JUL-2049 (SECURED) 0.001% BNDMIDAMERICAN ENERGY HLDG CO 6.125 01-APR-2036 (SENIOR) 0.002% BNDMIDAMERICAN ENERGY HOLDINGS CO 5.15 15-NOV-2043 (SENIOR) 0.001% BNDMIDDLEBY CORP 0.001% EQUITYMILLICOM INTERNATIONAL CELLULAR SD GDR 0.000% EQUITYMINDTREE LTD 0.003% EQUITYMINEBEA MITSUMI INC 0.001% EQUITYMINEJESA CAPITAL BV 4.625 10-AUG-2030 Reg-S (SECURED) 0.016% BNDMINERAL RESOURCES LTD 0.023% EQUITYMING YANG SMART ENERGY GROUP LTD A A 0.000% EQUITYMING YUAN CLOUD GROUP HOLDINGS LTD 0.001% EQUITYMINISO GROUP HOLDING ADR REPRESENT ADR 0.000% EQUITYMINOR INTERNATIONAL PCL 0.000% EQUITYMINOR INTERNATIONAL PCL F 0.001% EQUITYMINOR INTERNATIONAL PUBLIC NON-VOT 0.001% EQUITYMINTH GROUP LTD 0.003% EQUITYMIRAE ASSET SECURITIES LTD 0.002% EQUITY

MIRAE ASSET SECURITIES PREF LTD PREF 0.000% EQUITYMIRVAC GROUP FINANCE LTD 2.6 18-SEP-2029 Reg-S (SENIOR) 0.010% BNDMIRVAC GROUP FINANCE LTD 3.5 18-SEP-2023 Reg-S (SENIOR) 0.008% BNDMIRVAC GROUP FINANCE LTD 5.75 18-SEP-2020 (SENIOR) 0.001% BNDMIRVAC GROUP STAPLED UNITS REI_UNT 0.030% EQUITYMISC 0.002% EQUITYMISUMI GROUP INC 0.001% EQUITYMITSUBISHI CHEMICAL CORP 0.003% EQUITYMITSUBISHI CORP 0.014% EQUITYMITSUBISHI ELECTRIC CORP 0.008% EQUITYMITSUBISHI ESTATE LTD 0.006% EQUITYMITSUBISHI GAS CHEMICAL INC 0.001% EQUITYMITSUBISHI HC CAPITAL INC 0.001% EQUITYMITSUBISHI HEAVY INDUSTRIES LTD 0.003% EQUITYMITSUBISHI MATERIALS CORP 0.000% EQUITYMITSUBISHI MOTORS CORP 0.000% EQUITYMITSUBISHI TANABE PHARMA CORP 0.000% EQUITYMITSUBISHI UFJ FINANCIAL GROUP INC 0.023% EQUITYMITSUBISHI UFJ FINANCIAL GROUP INC 0.337 08-JUN-2027 Reg-S (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 0.848 19-JUL-2029 Reg-S (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 1.412 17-JUL-2025 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 1.538 20-JUL-2027 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 1.64 13-OCT-2027 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 2.048 17-JUL-2030 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 2.193 25-FEB-2025 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 2.309 20-JUL-2032 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 2.494 13-OCT-2032 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 2.559 25-FEB-2030 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 2.757 13-SEP-2026 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.195 18-JUL-2029 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.287 25-JUL-2027 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.677 22-FEB-2027 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.741 07-MAR-2029 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.751 18-JUL-2039 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.777 02-MAR-2025 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.85 01-MAR-2026 (SENIOR) 0.002% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 3.961 02-MAR-2028 (SENIOR) 0.001% BNDMITSUBISHI UFJ FINANCIAL GROUP INC 4.05 11-SEP-2028 (SENIOR) 0.001% BNDMITSUI CHEMICALS INC 0.002% EQUITYMITSUI FUDOSAN LTD 0.006% EQUITYMITSUI LTD 0.010% EQUITYMITSUI OSK LINES LTD 0.000% EQUITYMIURA LTD 0.000% EQUITYMIZRAHI TEFAHOT BANK LTD 0.002% EQUITYMIZUHO BANK LTD (SYDNEY BRANCH) CD 1.7 07-AUG-2024 Reg-S (SENIOR) 0.071% BNDMIZUHO FINANCIAL GROUP INC 0.027% EQUITYMIZUHO FINANCIAL GROUP INC 0.184 13-APR-2026 Reg-S (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 0.402 06-SEP-2029 Reg-S (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 0.693 07-OCT-2030 Reg-S (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 0.797 15-APR-2030 Reg-S (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 1.234 22-MAY-2027 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 1.554 09-JUL-2027 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 1.598 10-APR-2028 Reg-S (SENIOR) 0.000% BNDMIZUHO FINANCIAL GROUP INC 1.979 08-SEP-2031 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 2.201 10-JUL-2031 (SENIOR) 0.001% BND

MIZUHO FINANCIAL GROUP INC 2.226 25-MAY-2026 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 2.839 13-SEP-2026 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 3.153 16-JUL-2030 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 3.17 11-SEP-2027 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 4.018 05-MAR-2028 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC 4.254 11-SEP-2029 (SENIOR) 0.001% BNDMIZUHO FINANCIAL GROUP INC T2 2.564 13-SEP-2031 (SUB) 0.001% BNDMMG LTD RED 0.001% EQUITYMMS USA FINANCING INC 0.625 13-JUN-2025 Reg-S (SENIOR) 0.001% BNDMMS USA FINANCING INC 1.25 13-JUN-2028 Reg-S (SENIOR) 0.001% BNDMMS USA FINANCING INC 1.75 13-JUN-2031 Reg-S (SENIOR) 0.001% BNDMOBILE TEL 0.002% EQUITYMOBILE TELECOMMUNICATIONS 0.000% EQUITYMOBILE TELESYSTEMS PUBLIC JOINT AD ADR 0.002% EQUITYMODERNA INC 0.005% EQUITYMOHAWK CAPITAL FINANCE SA 1.75 12-JUN-2027 (SENIOR) 0.001% BNDMOHAWK INDUSTRIES INC 0.002% EQUITYMOL HUNGARIAN OIL AND GAS 0.002% EQUITYMOL MAGYAR OLAJES GAZIPARI NYRT 1.5 08-OCT-2027 Reg-S (SENIOR) 0.001% BNDMOLINA HEALTHCARE INC 0.001% EQUITYMOLNLYCKE HOLDING AB 0.875 05-SEP-2029 Reg-S (SENIOR) 0.001% BNDMOLNLYCKE HOLDING AB 1.875 28-FEB-2025 Reg-S (SENIOR) 0.001% BNDMOLSON COORS BEVERAGE COMPANY CLAS B 0.002% EQUITYMOLSON COORS BREWING CO 1.25 15-JUL-2024 (SENIOR) 0.001% BNDMOLSON COORS BREWING CO 3.0 15-JUL-2026 (SENIOR) 0.002% BNDMOLSON COORS BREWING CO 4.2 15-JUL-2046 (SENIOR) 0.002% BNDMOLSON COORS BREWING CO 5.0 01-MAY-2042 (SENIOR) 0.001% BNDMOMO COM INC 0.003% EQUITYMONCLER 0.002% EQUITYMONDE NISSIN CORP 0.001% EQUITYMONDELEZ INTERNATIONAL HOLDINGS NE 0.375 22-SEP-2029 Reg-S (SENIOR) 0.001% BNDMONDELEZ INTERNATIONAL INC 0.25 17-MAR-2028 (SENIOR) 0.001% BNDMONDELEZ INTERNATIONAL INC 1.5 04-MAY-2025 (SENIOR) 0.001% BNDMONDELEZ INTERNATIONAL INC 2.625 04-SEP-2050 (SENIOR) 0.001% BNDMONDELEZ INTERNATIONAL INC 2.75 13-APR-2030 (SENIOR) 0.001% BNDMONDELEZ INTERNATIONAL INC CLASS A A 0.024% EQUITYMONDI FINANCE EUROPE GMBH 2.375 01-APR-2028 Reg-S (SENIOR) 0.001% BNDMONDI FINANCE PLC 1.5 15-APR-2024 Reg-S (SENIOR) 0.001% BNDMONDI FINANCE PLC 1.625 27-APR-2026 Reg-S (SENIOR) 0.001% BNDMONDI PLC 0.004% EQUITYMONETA MONEY BNK 0.001% EQUITYMONG DUONG FINANCE HOLDINGS BV 5.125 07-MAY-2029 Reg-S (SENIOR) 0.018% BNDMONGODB INC CLASS A 0.002% EQUITYMONGOLIA (GOVERNMENT OF) 4.45 07-JUL-2031 Reg-S (SENIOR) 0.018% BNDMONGOLIA (GOVERNMENT OF) 5.625 01-MAY-2023 Reg-S (SENIOR) 0.016% BNDMONGOLIA (GOVERNMENT OF) 8.75 09-MAR-2024 Reg-S (SENIOR) 0.017% BNDMONGOLIAN MINING CORP 9.25 15-APR-2024 Reg-S (SENIOR) 0.006% BNDMONOLITHIC POWER SYSTEMS INC 0.001% EQUITYMONOTARO LTD 0.000% EQUITYMONSTER BEVERAGE CORP 0.004% EQUITYMONTAGE TECHNOLOGY LTD A A 0.000% EQUITYMONTAGE TECHNOLOGY LTD A A 0.000% EQUITYMONTNETS CLOUD TECHNOLOGY GROUP LT A 0.000% EQUITYMOODYS CORP 0.008% EQUITYMOODYS CORPORATION 0.95 25-FEB-2030 (SENIOR) 0.001% BND

MORGAN STANLEY 0.035% EQUITYMORGAN STANLEY 0.406 29-OCT-2027 (SENIOR) 0.002% BNDMORGAN STANLEY 0.495 26-OCT-2029 (SENIOR) 0.002% BNDMORGAN STANLEY 0.497 07-FEB-2031 (SENIOR) 0.002% BNDMORGAN STANLEY 0.985 10-DEC-2026 (SENIOR) 0.002% BNDMORGAN STANLEY 1.342 23-OCT-2026 (SENIOR) 0.001% BNDMORGAN STANLEY 1.375 27-OCT-2026 (SENIOR) 0.002% BNDMORGAN STANLEY 1.512 20-JUL-2027 (SENIOR) 0.003% BNDMORGAN STANLEY 1.593 04-MAY-2027 (SENIOR) 0.003% BNDMORGAN STANLEY 1.794 13-FEB-2032 (SENIOR) 0.002% BNDMORGAN STANLEY 1.875 27-APR-2027 (SENIOR) 0.003% BNDMORGAN STANLEY 1.928 28-APR-2032 (SENIOR) 0.002% BNDMORGAN STANLEY 2.188 28-APR-2026 (SENIOR) 0.003% BNDMORGAN STANLEY 2.239 21-JUL-2032 (SENIOR) 0.003% BNDMORGAN STANLEY 2.511 20-OCT-2032 (SENIOR) 0.002% BNDMORGAN STANLEY 2.699 22-JAN-2031 (SENIOR) 0.003% BNDMORGAN STANLEY 2.802 25-JAN-2052 (SENIOR) 0.002% BNDMORGAN STANLEY 3.125 27-JUL-2026 (SENIOR) 0.003% BNDMORGAN STANLEY 3.217 22-APR-2042 (SENIOR) 0.002% BNDMORGAN STANLEY 3.591 22-JUL-2028 (SENIOR) 0.003% BNDMORGAN STANLEY 3.622 01-APR-2031 (SENIOR) 0.003% BNDMORGAN STANLEY 3.625 20-JAN-2027 (SENIOR) 0.003% BNDMORGAN STANLEY 3.772 24-JAN-2029 (SENIOR) 0.003% BNDMORGAN STANLEY 3.875 27-JAN-2026 (SENIOR) 0.003% BNDMORGAN STANLEY 3.971 22-JUL-2038 (SENIOR) 0.002% BNDMORGAN STANLEY 4.0 23-JUL-2025 (SENIOR) 0.003% BNDMORGAN STANLEY 4.3 27-JAN-2045 (SENIOR) 0.003% BNDMORGAN STANLEY 4.375 22-JAN-2047 (SENIOR) 0.003% BNDMORGAN STANLEY 4.431 23-JAN-2030 (SENIOR) 0.003% BNDMORGAN STANLEY 4.457 22-APR-2039 (SENIOR) 0.001% BNDMORGAN STANLEY 5.597 24-MAR-2051 (SENIOR) 0.003% BNDMORGAN STANLEY 6.375 24-JUL-2042 (SENIOR) 0.003% BNDMORGAN STANLEY 7.25 01-APR-2032 (SENIOR) 0.001% BNDMORGAN STANLEY LT2 3.95 23-APR-2027 (SUB) 0.002% BNDMORGAN STANLEY LT2 4.35 08-SEP-2026 (SUB) 0.002% BNDMORGAN STANLEY LT2 5.0 24-NOV-2025 (SUB) 0.002% BNDMORRISON(WM.)SUPERMARKETS 0.000% EQUITYMOSAIC 0.002% EQUITYMOSCOW EXCHANGE 0.001% EQUITYMOTHERSON SUMI SYSTEMS LTD 0.003% EQUITYMOTOROLA SOLUTIONS INC 0.008% EQUITYMOTOROLA SOLUTIONS INC 2.3 15-NOV-2030 (SENIOR) 0.001% BNDMOTOROLA SOLUTIONS INC 2.75 24-MAY-2031 (SENIOR) 0.001% BNDMOTOROLA SOLUTIONS INC 4.6 23-MAY-2029 (SENIOR) 0.001% BNDMOWI 0.001% EQUITYMPHASIS LTD 0.003% EQUITYMPLX LP 1.75 01-MAR-2026 (SENIOR) 0.001% BNDMPLX LP 2.65 15-AUG-2030 (SENIOR) 0.001% BNDMPLX LP 4.0 15-MAR-2028 (SENIOR) 0.001% BNDMPLX LP 4.125 01-MAR-2027 (SENIOR) 0.001% BNDMPLX LP 4.5 15-APR-2038 (SENIOR) 0.002% BNDMPLX LP 4.7 15-APR-2048 (SENIOR) 0.002% BNDMPLX LP 4.8 15-FEB-2029 (SENIOR) 0.001% BNDMPLX LP 4.875 01-JUN-2025 (SENIOR) 0.001% BNDMPLX LP 5.2 01-MAR-2047 (SENIOR) 0.001% BND

MPLX LP 5.5 15-FEB-2049 (SENIOR) 0.002% BNDMR D.I.Y. GROUP (M) 0.000% EQUITYMR PRICE GROUP LTD 0.002% EQUITYMRF LTD 0.002% EQUITYMS&AD INSURANCE GROUP HOLDINGS INC 0.005% EQUITYMSBAM 2015-C20-A 3.249 15-FEB-2048 0.013% CMBSMSBAMLT_17-C34-A 3.859 15-NOV-2052 0.002% CMBSMSBAM_13-C10-A4 4.07471 15-JUL-2046 0.004% CMBSMSBAM_13-C10-ASB 3.912 15-JUL-2046 0.000% CMBSMSBAM_13-C11-A3 3.96 15-AUG-2046 0.002% CMBSMSBAM_13-C11-A4 4.15092 15-AUG-2046 0.003% CMBSMSBAM_13-C13-A4 4.039 15-NOV-2046 0.004% CMBSMSBAM_13-C13-C 4.89667 15-NOV-2046 0.001% CMBSMSBAM_13-C7-AA 2.469 15-FEB-2046 0.000% CMBSMSBAM_13-C7-AS 3.214 15-FEB-2046 0.006% CMBSMSBAM_13-C7-B 3.769 15-FEB-2046 0.001% CMBSMSBAM_13-C8-B 3.52484 15-DEC-2048 0.001% CMBSMSBAM_13-C9-A4 3.102 15-MAY-2046 0.005% CMBSMSBAM_14-C14-A5 4.064 15-FEB-2047 0.004% CMBSMSBAM_14-C14-AS 4.384 15-FEB-2047 0.001% CMBSMSBAM_14-C14-B 4.86096 15-FEB-2047 0.001% CMBSMSBAM_14-C15-ASB 3.654 15-APR-2047 0.000% CMBSMSBAM_14-C16-A5 3.892 15-JUN-2047 0.002% CMBSMSBAM_14-C17-A5 3.741 15-AUG-2047 0.008% CMBSMSBAM_14-C18 3.646 15-OCT-2047 0.001% CMBSMSBAM_14-C18-A4 3.923 15-OCT-2047 0.004% CMBSMSBAM_14-C19-A4 3.526 15-DEC-2047 0.005% CMBSMSBAM_15-C20-AS 3.605 15-FEB-2048 0.002% CMBSMSBAM_15-C21-A4 3.338 15-MAR-2048 0.003% CMBSMSBAM_15-C22-A4 3.306 15-APR-2048 0.004% CMBSMSBAM_15-C22-C 4.21018 15-APR-2048 0.001% CMBSMSBAM_15-C23-A3 3.451 15-JUL-2050 0.003% CMBSMSBAM_15-C24-A3 3.479 15-MAY-2048 0.001% CMBSMSBAM_15-C24-A4 3.732 15-MAY-2048 0.004% CMBSMSBAM_15-C25-ASB 3.383 15-OCT-2048 0.002% CMBSMSBAM_15-C27-A4 3.753 15-DEC-2047 0.005% CMBSMSBAM_16-C28-A4 3.544 15-JAN-2049 0.011% CMBSMSBAM_16-C30-A5 2.86 15-SEP-2049 0.002% CMBSMSBAM_16-C31-A5 3.102 15-NOV-2049 0.008% CMBSMSBAM_16-C32-A4 3.72 15-DEC-2049 0.004% CMBSMSBAM_16-C32-ASB 3.514 15-DEC-2049 0.001% CMBSMSBAM_17-C33-A5 3.599 15-MAY-2050 0.004% CMBSMSBAM_17-C33-ASB 3.401 15-MAY-2050 0.004% CMBSMSBAM_17-C34-A4 3.536 15-NOV-2052 0.004% CMBSMSCI EMER MKT INDEX (ICE) MAR 22 MES 18-MAR-2022 0.011% FUTUREMSCI INC A 0.006% EQUITYMSCI_15-UBS8-AS 4.114 15-DEC-2048 0.001% CMBSMSC_15-MS1-A4 3.779 15-MAY-2048 0.002% CMBSMSC_16-BNK2-A4 3.049 15-NOV-2049 0.005% CMBSMSC_16-UB11-A4 2.782 15-AUG-2049 0.004% CMBSMSC_16-UB12-A4 3.596 15-DEC-2049 0.006% CMBSMSC_17-H1-A5 3.53 15-JUN-2050 0.004% CMBSMSC_17-HR2-A4 3.587 15-DEC-2050 0.008% CMBSMSC_18-H3-A4 3.914 15-JUL-2051 0.002% CMBSMSC_19-H7-A4 3.261 15-JUL-2052 0.004% CMBS

MSC_20-HR8-A4 2.041 15-JUL-2053 0.004% CMBSMSC_20-L4-A3 2.698 18-FEB-2053 0.005% CMBSMSC_21-L6-A2 2.126 15-JUN-2054 144a 0.005% CMBSMSC_21-L7-A5 2.574 15-OCT-2054 0.011% CMBSMTN GROUP LTD 0.009% EQUITYMTR CORP LTD 1.625 19-AUG-2030 Reg-S (SENIOR) 0.015% BNDMTR CORPORATION CORP LTD 0.006% EQUITYMTU AERO ENGINES AG 3.0 01-JUL-2025 Reg-S (SENIOR) 0.001% BNDMTU AERO ENGINES HOLDING AG N 0.001% EQUITYMUANG THAI LIFE ASSURANCE PCL T2 3.552 27-JAN-2037 Reg-S (SUB) 0.015% BNDMUANGTHAI CAPITAL ORS F PCL 0.001% EQUITYMUANGTHAI CAPITAL ORS NON-VOTING D 0.001% EQUITYMUANGTHAI CAPITAL ORS PCL 0.000% EQUITYMUENCHENER HYPOTHEKENBANK EG 0.375 09-MAR-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDMUENCHENER RUECKVERSICHERUNGS GESE 1.25 26-MAY-2041 Reg-S (SUB) 0.001% BNDMUENCHENER RUECKVERSICHERUNGS GESE 3.25 26-MAY-2049 Reg-S (SUB) 0.002% BNDMUENCHENER RUECKVERSICHERUNGS-GESE N 0.008% EQUITYMUFG BANK LTD (SYDNEY BRANCH) 1.35 29-AUG-2022 Reg-S (SENIOR) 0.005% BNDMULTICHOICE GROUP LTD 0.001% EQUITYMUNICIPALITY FINANCE PLC 3.4 13-JUL-2027 (SENIOR) 0.004% BNDMUNICIPALITY FINANCE PLC 5.0 20-MAR-2024 (SENIOR) 0.019% BNDMUNICIPALITY FINANCE PLC GOVTGUAR 3.5 04-FEB-2026 Reg-S (SENIOR) 0.007% BNDMURATA MANUFACTURING LTD 0.005% EQUITYMUTHOOT FINANCE LTD 0.002% EQUITYMUYUAN FOODS LTD A A 0.001% EQUITYMUYUAN FOODS LTD A A 0.001% EQUITYMYLAN INC 2.125 23-MAY-2025 Reg-S (SENIOR) 0.000% BNDMYLAN INC 4.55 15-APR-2028 (SENIOR) 0.001% BNDMYLAN INC 5.2 15-APR-2048 (SENIOR) 0.001% BNDMYLAN NV 0.000% EQUITYMYLAN NV 2.25 22-NOV-2024 Reg-S (SENIOR) 0.001% BNDMYLAN NV 3.125 22-NOV-2028 Reg-S (SENIOR) 0.001% BNDMYLAN NV 3.95 15-JUN-2026 (SENIOR) 0.002% BNDMYLAN NV 5.25 15-JUN-2046 (SENIOR) 0.001% BNDNABTESCO CORP 0.000% EQUITYNAGACORP LTD 0.000% EQUITYNAGACORP LTD 7.95 06-JUL-2024 Reg-S (SENIOR) 0.015% BNDNAGOYA RAILROAD LTD 0.000% EQUITYNAN FUNG TREASURY LTD 3.875 03-OCT-2027 Reg-S (SENIOR) 0.016% BNDNAN YA PLASTICS CORP 0.014% EQUITYNAN YA PRINTED CIRCUIT BOARD CORP 0.004% EQUITYNANJI E-COMMERCE CO LTD A A 0.000% EQUITYNANJING KING-FRIEND BIOCHEMICAL PH A 0.000% EQUITYNANJING KING-FRIEND BIOCHEMICAL PH A 0.000% EQUITYNANJING SECURITIES LTD A A 0.000% EQUITYNANOSONICS LTD 0.004% EQUITYNANYA TECHNOLOGY CORP 0.003% EQUITYNANYANG COMMERCIAL BANK LTD AT1-P 5.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.015% BNDNANYANG TOPSEC TECHNOLOGIES GROUP A 0.000% EQUITYNARI TECHNOLOGY LTD A A 0.000% EQUITYNARI TECHNOLOGY LTD A A 0.001% EQUITYNASDAQ INC 0.006% EQUITYNASDAQ INC 0.875 13-FEB-2030 (SENIOR) 0.001% BNDNASDAQ INC 1.75 28-MAR-2029 (SENIOR) 0.001% BNDNASPERS LIMITED N LTD N 0.017% EQUITY

NATIONAL AUSTRALIA BANK LIMITED (N 3.375 14-JAN-2026 (SENIOR) 0.001% BNDNATIONAL AUSTRALIA BANK LIMITED 2.15 19-JUN-2024 (SENIOR) 0.015% BNDNATIONAL AUSTRALIA BANK LIMITED 2.7 04-AUG-2020 Reg-S (SENIOR) 0.003% BNDNATIONAL AUSTRALIA BANK LIMITED 2.75 16-APR-2021 Reg-S (SENIOR) 0.001% BNDNATIONAL AUSTRALIA BANK LIMITED 2.9 26-FEB-2024 (SENIOR) 0.009% BNDNATIONAL AUSTRALIA BANK LIMITED 3.0 05-JUL-2022 Reg-S (SENIOR) 0.004% BNDNATIONAL AUSTRALIA BANK LIMITED 3.0 10-FEB-2023 Reg-S (SENIOR) 0.012% BNDNATIONAL AUSTRALIA BANK LIMITED 3.0 12-MAY-2021 Reg-S (SENIOR) 0.001% BNDNATIONAL AUSTRALIA BANK LIMITED 3.25 24-MAR-2022 Reg-S (SENIOR) 0.012% BNDNATIONAL AUSTRALIA BANK LIMITED 3.25 26-SEP-2023 Reg-S (SENIOR) 0.005% BNDNATIONAL AUSTRALIA BANK LIMITED COVERED 3.0 16-MAR-2023 Dual 144a|Reg-S 0.011% BNDNATIONAL AUSTRALIA BANK LIMITED COVERED 3.6 16-MAR-2028 Dual 144a|Reg-S 0.003% BNDNATIONAL AUSTRALIA BANK LIMITED COVERED 5.0 11-MAR-2024 Reg-S 0.022% BNDNATIONAL AUSTRALIA BANK LTD 0.613% EQUITYNATIONAL AUSTRALIA BANK LTD ( NEW 2.5 12-JUL-2026 (SENIOR) 0.001% BNDNATIONAL AUSTRALIA BANK LTD 1.65 21-JAN-2025 (SENIOR) 0.016% BNDNATIONAL AUSTRALIA BANK LTD 5.0 25-JUN-2024 Reg-S (SENIOR) 0.005% BNDNATIONAL AUSTRALIA BANK LTD CLIMAT 4.0 16-DEC-2021 Reg-S (SENIOR) 0.006% BNDNATIONAL BANK OF CANADA 0.003% EQUITYNATIONAL BANK OF KUWAIT 0.011% EQUITYNATIONAL GRID PLC 0.018% EQUITYNATIONAL GRID PLC 0.163 20-JAN-2028 Reg-S (SENIOR) 0.000% BNDNATIONAL GRID PLC 0.553 18-SEP-2029 Reg-S (SENIOR) 0.001% BNDNATIONAL HOUSING FINANCE AND INVES GOVTGUAR 1.41 29-JUN-2032 Reg-S 0.004% BNDNATIONAL HOUSING FINANCE SOCIAL GOVTGUAR 1.52 27-MAY-2030 Reg-S 0.001% BNDNATIONAL HOUSING FINANCE SOCIAL GOVTGUAR 2.38 28-MAR-2029 Reg-S 0.001% BNDNATIONAL INDUSTRIALIZATION 0.001% EQUITYNATIONAL PETROCHEMICAL PETROCHEM 0.000% EQUITYNATIONAL RETAIL PROPERTIES REIT IN REIT 0.000% EQUITYNATIONAL SILICON INDUSTRY GROUP LT A 0.000% EQUITYNATIONAL STORAGE REIT STAPLED UNIT REIT 0.007% EQUITYNATIONWIDE BUILDING SOCIETY 1.5 08-MAR-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDNATIONWIDE BUILDING SOCIETY T2 2.0 25-JUL-2029 Reg-S (SUB) 0.001% BNDNATIXIS SA 0.000% EQUITYNATURA CO HOLDING SA 0.001% EQUITYNATURGY ENERGY SA 0.003% EQUITYNATURGY FINANCE BV 0.75 28-NOV-2029 Reg-S (SENIOR) 0.001% BNDNATWEST GROUP PLC 0.006% EQUITYNATWEST GROUP PLC 0.78 26-FEB-2030 Reg-S (SENIOR) 0.001% BNDNATWEST GROUP PLC 1.642 14-JUN-2027 (SENIOR) 0.001% BNDNATWEST MARKETS PLC 0.125 18-JUN-2026 Reg-S (SENIOR) 0.002% BNDNAURA TECHNOLOGY GROUP LTD A A 0.000% EQUITYNAURA TECHNOLOGY GROUP LTD A A 0.001% EQUITYNAVER CORP 0.034% EQUITYNAVINFO LTD A A 0.000% EQUITYNAVINFO LTD A A 0.000% EQUITYNBN CO LTD 0.75 09-SEP-2024 Reg-S (SENIOR) 0.006% BNDNBN CO LTD 1.0 03-DEC-2025 Reg-S (SENIOR) 0.023% BNDNBN CO LTD 2.15 02-JUN-2028 Reg-S (SENIOR) 0.010% BNDNBN CO LTD 2.2 16-DEC-2030 Reg-S (SENIOR) 0.010% BNDNCSOFT CORP 0.007% EQUITYNE PROPERTY BV 1.875 09-OCT-2026 Reg-S (SENIOR) 0.001% BNDNE PROPERTY BV 2.625 22-MAY-2023 Reg-S (SENIOR) 0.001% BNDNE PROPERTY BV 3.375 14-JUL-2027 Reg-S (SENIOR) 0.001% BNDNE PROPERTY COOPERATIEF UA 1.75 23-NOV-2024 Reg-S (SENIOR) 0.000% BND

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NEW SOUTH WALES TREASURY CORPORATI NONDMUNI 2.25 07-MAY-2041 0.006% BNDNEW SOUTH WALES TREASURY CORPORATI NONDMUNI 3.0 20-APR-2029 Reg-S 0.030% BNDNEW SOUTH WALES TREASURY CORPORATI NONDMUNI 3.0 20-MAY-2027 Reg-S 0.033% BNDNEW SOUTH WALES TREASURY CORPORATI NONDMUNI 3.5 20-MAR-2034 0.001% BNDNEW SOUTH WALES TREASURY CORPORATI NONDMUNI 3.5 20-NOV-2037 Reg-S 0.004% BNDNEW SOUTH WALES TREASURY SUSTAINAB NONDMUNI 1.25 20-MAR-2025 Reg-S 0.006% BNDNEW WORLD DEVELOPMENT BVI LTD HYBRID-P 4.125 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.015% BNDNEW WORLD DEVELOPMENT COMPANY LTD 0.004% EQUITYNEW WORLD DEVELOPMENT LTD 0.002% EQUITYNEW ZEALAND MILK (AUSTRALASIA) PTY 5.25 23-MAY-2022 (SENIOR) 0.007% BNDNEWCREST MINING LTD 0.049% EQUITYNEWELL BRANDS INC 0.001% EQUITYNEWLAND DIGITAL TECHNOLOGY LTD A A 0.000% EQUITYNEWMONT 0.013% EQUITYNEWMONT CORPORATION 2.25 01-OCT-2030 (SENIOR) 0.001% BNDNEWMONT CORPORATION 2.6 15-JUL-2032 (SENIOR) 0.001% BNDNEWMONT MINING CORP 4.875 15-MAR-2042 (SENIOR) 0.001% BNDNEWMONT MINING CORP 6.25 01-OCT-2039 (SENIOR) 0.001% BNDNEWS CORP CLASS A A 0.003% EQUITYNEWS CORP CLASS B B 0.000% EQUITYNEWS CORPORATION CLASS B VOTING CD 0.218% EQUITYNEXI 0.000% EQUITYNEXON LTD 0.001% EQUITYNEXT PLC 0.002% EQUITYNEXTDC LTD 0.014% EQUITYNEXTEER AUTOMOTIVE GROUP LTD RED 0.000% EQUITYNEXTERA ENERGY CAPITAL HOLDINGS IN 1.875 15-JAN-2027 (SENIOR) 0.001% BNDNEXTERA ENERGY CAPITAL HOLDINGS IN 1.9 15-JUN-2028 (SENIOR) 0.001% BNDNEXTERA ENERGY CAPITAL HOLDINGS IN 2.2 02-DEC-2026 Reg-S (SENIOR) 0.011% BNDNEXTERA ENERGY CAPITAL HOLDINGS IN 2.25 01-JUN-2030 (SENIOR) 0.002% BNDNEXTERA ENERGY CAPITAL HOLDINGS IN 2.44 15-JAN-2032 (SENIOR) 0.001% BNDNEXTERA ENERGY CAPITAL HOLDINGS IN 2.75 01-NOV-2029 (SENIOR) 0.001% BNDNEXTERA ENERGY CAPITAL HOLDINGS IN 3.55 01-MAY-2027 (SENIOR) 0.001% BNDNEXTERA ENERGY INC 0.038% EQUITYNGG FINANCE PLC HYBRID 1.625 05-DEC-2079 Reg-S (JUNIOR SUB) 0.001% BNDNGG FINANCE PLC HYBRID 2.125 05-SEP-2082 Reg-S (JUNIOR SUB) 0.001% BNDNGK INSULATORS LTD 0.002% EQUITYNGK SPARK PLUG LTD 0.000% EQUITYNH FOODS LTD 0.000% EQUITYNH INVESTMENT & SECURITIES LTD 0.001% EQUITYNHN CORP 0.000% EQUITYNHPC LTD 0.001% EQUITYNIB HOLDINGS LTD 0.008% EQUITYNIBC BANK NV 0.875 08-JUL-2025 Reg-S 0.000% BNDNIBC BANK NV 2.0 09-APR-2024 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDNIBE INDUSTRIER CLASS B 0.001% EQUITYNICE LTD 0.002% EQUITYNICKEL MINES LTD 0.006% EQUITYNIDEC CORP 0.005% EQUITYNIELSEN HOLDINGS PLC 0.000% EQUITYNIEN MADE ENTERPRISE LTD 0.002% EQUITYNIGERIA (FEDERAL REPUBLIC OF) 6.375 12-JUL-2023 Reg-S (SENIOR) 0.004% BNDNIGERIA (FEDERAL REPUBLIC OF) 6.5 28-NOV-2027 Reg-S (SENIOR) 0.004% BNDNIGERIA (FEDERAL REPUBLIC OF) 7.625 21-NOV-2025 Reg-S 0.004% BNDNIGERIA (FEDERAL REPUBLIC OF) 7.625 28-NOV-2047 Reg-S (SENIOR) 0.006% BND

NIGERIA (FEDERAL REPUBLIC OF) 7.696 23-FEB-2038 Reg-S (SENIOR) 0.003% BNDNIHON M&A CENTER HOLDINGS INC 0.000% EQUITYNIKE INC 2.375 01-NOV-2026 (SENIOR) 0.001% BNDNIKE INC 2.4 27-MAR-2025 (SENIOR) 0.001% BNDNIKE INC 2.75 27-MAR-2027 (SENIOR) 0.001% BNDNIKE INC 2.85 27-MAR-2030 (SENIOR) 0.001% BNDNIKE INC 3.25 27-MAR-2040 (SENIOR) 0.001% BNDNIKE INC 3.375 27-MAR-2050 (SENIOR) 0.002% BNDNIKE INC 3.875 01-NOV-2045 (SENIOR) 0.001% BNDNIKE INC CLASS B B 0.024% EQUITYNIKON CORP 0.000% EQUITYNINE DRAGONS PAPER HOLDINGS LTD 0.002% EQUITYNINE ENTERTAINMENT CO HOLDINGS LTD 0.010% EQUITYNINESTAR CORP A A 0.000% EQUITYNINESTAR CORP A A 0.000% EQUITYNINGBO JOYSON ELECTRONIC CORP A A 0.000% EQUITYNINGBO JOYSON ELECTRONIC CORP A A 0.000% EQUITYNINGBO TUOPU GROUP CLS LTD A A 0.000% EQUITYNINGBO TUOPU GROUP CLS LTD A A 0.000% EQUITYNINGXIA BAOFENG ENERGY GROUP LTD A A 0.001% EQUITYNINGXIA BAOFENG ENERGY GROUP LTD A A 0.000% EQUITYNINTENDO LTD 0.006% EQUITYNIO AMERICAN DEPOSITARY SHARES REP ADR 0.036% EQUITYNIPPON BUILDING FUND REIT INC REIT 0.003% EQUITYNIPPON ELECTRIC GLASS LTD 0.000% EQUITYNIPPON EXPRESS LTD 0.002% EQUITYNIPPON LIFE INDIA ASSET MANAGMNT L 0.000% EQUITYNIPPON PAINT HOLDINGS LTD 0.001% EQUITYNIPPON PROLOGIS REIT INC REIT 0.002% EQUITYNIPPON SANSO HOLDINGS CORP 0.000% EQUITYNIPPON SHINYAKU LTD 0.000% EQUITYNIPPON STEEL CORP 0.005% EQUITYNIPPON TELEGRAPH AND TELEPHONE COR 0.011% EQUITYNIPPON YUSEN 0.004% EQUITYNISOURCE INC 0.003% EQUITYNISOURCE INC 0.95 15-AUG-2025 (SENIOR) 0.001% BNDNISOURCE INC 1.7 15-FEB-2031 (SENIOR) 0.001% BNDNISOURCE INC 2.95 01-SEP-2029 (SENIOR) 0.001% BNDNISOURCE INC 3.49 15-MAY-2027 (SENIOR) 0.001% BNDNISOURCE INC 3.6 01-MAY-2030 (SENIOR) 0.001% BNDNISOURCE INC 3.95 30-MAR-2048 (SENIOR) 0.001% BNDNISOURCE INC 4.375 15-MAY-2047 (SENIOR) 0.001% BNDNISOURCE INC 4.8 15-FEB-2044 (SENIOR) 0.001% BNDNISSAN CHEMICAL CORP 0.001% EQUITYNISSAN FINANCIAL SERVICES AUSTRALI 3.0 22-MAR-2021 Reg-S (SENIOR) 0.000% BNDNISSAN MOTOR CO LTD 1.94 15-SEP-2023 Reg-S (SENIOR) 0.001% BNDNISSAN MOTOR CO LTD 2.652 17-MAR-2026 Reg-S (SENIOR) 0.001% BNDNISSAN MOTOR CO LTD 3.201 17-SEP-2028 Reg-S (SENIOR) 0.001% BNDNISSAN MOTOR LTD 0.004% EQUITYNISSHIN SEIFUN GROUP INC 0.001% EQUITYNISSIN FOODS HOLDINGS LTD 0.001% EQUITYNITORI HOLDINGS LTD 0.001% EQUITYNITTO DENKO CORP 0.004% EQUITYNK LUKOIL 0.018% EQUITYNK ROSNEFT 0.005% EQUITY

NMC HEALTH PLC 0.000% EQUITYNMDC LTD 0.001% EQUITYNN GROUP NV 0.005% EQUITYNN GROUP NV 4.625 13-JAN-2048 Reg-S (SUB) 0.002% BNDNN GROUP NV T2 4.625 08-APR-2044 Reg-S (SUB) 0.001% BNDNN GROUP NV T2-P 4.375 31-DEC-2049 Reg-S (SUB) 0.001% BNDNN GROUP NV T2-P 4.5 31-DEC-2049 Reg-S (SUB) 0.001% BNDNOAH HOLDINGS ADR REPRESENTING .5 ADR 0.001% EQUITYNOBLE ENERGY INC 0.000% EQUITYNOKIA 0.009% EQUITYNOKIAN RENKAAT 0.000% EQUITYNOMURA HOLDINGS INC 0.005% EQUITYNOMURA HOLDINGS INC 1.653 14-JUL-2026 (SENIOR) 0.001% BNDNOMURA HOLDINGS INC 1.851 16-JUL-2025 (SENIOR) 0.001% BNDNOMURA HOLDINGS INC 2.172 14-JUL-2028 (SENIOR) 0.001% BNDNOMURA HOLDINGS INC 2.608 14-JUL-2031 (SENIOR) 0.001% BNDNOMURA HOLDINGS INC 2.648 16-JAN-2025 (SENIOR) 0.001% BNDNOMURA HOLDINGS INC 2.679 16-JUL-2030 (SENIOR) 0.001% BNDNOMURA HOLDINGS INC 3.103 16-JAN-2030 (SENIOR) 0.001% BNDNOMURA REAL ESTATE HOLDINGS INC 0.001% EQUITYNOMURA REAL ESTATE MASTER FUND REI REIT 0.002% EQUITYNOMURA RESEARCH INSTITUTE LTD 0.001% EQUITYNONGFU SPRING LTD H H 0.006% EQUITYNONGHYUP BANK 1.25 20-JUL-2025 Reg-S (SENIOR) 0.015% BNDNONGSHIM LTD 0.000% EQUITYNORDEA BANK 0.014% EQUITYNORDEA BANK ABP 0.5 19-MAR-2031 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDNORDEA BANK ABP T2 0.625 18-AUG-2031 Reg-S (SUB) 0.001% BNDNORDIC INVESTMENT BANK 4.75 28-FEB-2024 (SENIOR) 0.005% BNDNORDIC INVESTMENT BANK 5.0 19-APR-2022 (SENIOR) 0.011% BNDNORDSON CORP 0.001% EQUITYNORDSTROM INC 0.000% EQUITYNORFOLK SOUTHERN CORP 0.019% EQUITYNORFOLK SOUTHERN CORPORATION 3.05 15-MAY-2050 (SENIOR) 0.001% BNDNORFOLK SOUTHERN CORPORATION 3.155 15-MAY-2055 (SENIOR) 0.001% BNDNORSK HYDRO 0.004% EQUITYNORSK HYDRO ASA 1.125 11-APR-2025 Reg-S (SENIOR) 0.001% BNDNORTEGAS ENERGIA DISTRIBUCION SAU 0.905 22-JAN-2031 Reg-S (SENIOR) 0.001% BNDNORTEGAS ENERGIA DISTRIBUCION SAU 2.065 28-SEP-2027 Reg-S (SENIOR) 0.001% BNDNORTH HUAJIN CHEMICAL INDUSTRIES L A 0.000% EQUITYNORTH INDUSTRIES GROUP RED ARROW L A 0.000% EQUITYNORTHAM PLATINUM HLDGS LTD 0.002% EQUITYNORTHEAST SECURITIES LTD A A 0.000% EQUITYNORTHEAST SECURITIES LTD A A 0.000% EQUITYNORTHERN STAR RESOURCES LTD 0.027% EQUITYNORTHERN TERRITORY TREASURY CORP 3.75 21-APR-2033 0.003% BNDNORTHERN TERRITORY TREASURY CORP GOVTGUAR 2.5 21-NOV-2022 Reg-S 0.001% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 2.0 21-APR-2031 Reg-S 0.004% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 2.0 21-MAY-2029 0.003% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 2.75 21-APR-2027 Reg-S 0.003% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 2.75 21-OCT-2024 Reg-S 0.004% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 3.5 21-APR-2028 Reg-S 0.003% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 3.5 21-MAY-2030 Reg-S 0.003% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 4.1 21-NOV-2042 Reg-S 0.001% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 4.25 20-SEP-2021 0.002% BND

NORTHERN TERRITORY TREASURY CORP NONDMUNI 6.0 15-MAR-2024 Reg-S 0.001% BNDNORTHERN TERRITORY TREASURY CORP NONDMUNI 6.0 15-MAR-2026 Reg-S 0.002% BNDNORTHERN TRUST CORP 0.006% EQUITYNORTHERN TRUST CORPORATION 1.95 01-MAY-2030 (SENIOR) 0.001% BNDNORTHERN TRUST CORPORATION LT2 3.95 30-OCT-2025 (SUB) 0.001% BNDNORTHLAND POWER INC 0.000% EQUITYNORTHROP GRUMMAN CORP 0.015% EQUITYNORTHROP GRUMMAN CORP 2.93 15-JAN-2025 (SENIOR) 0.001% BNDNORTHROP GRUMMAN CORP 3.2 01-FEB-2027 (SENIOR) 0.001% BNDNORTHROP GRUMMAN CORP 3.25 15-JAN-2028 (SENIOR) 0.002% BNDNORTHROP GRUMMAN CORP 4.03 15-OCT-2047 (SENIOR) 0.002% BNDNORTHROP GRUMMAN CORP 4.4 01-MAY-2030 (SENIOR) 0.001% BNDNORTHROP GRUMMAN CORP 4.75 01-JUN-2043 (SENIOR) 0.001% BNDNORTHROP GRUMMAN CORP 5.25 01-MAY-2050 (SENIOR) 0.001% BNDNORTONLIFELOCK INC 0.003% EQUITYNORWEGIAN CRUISE LINE HOLDINGS LTD 0.000% EQUITYNOTRE DAME INTERMEDICA PARTICIPACO 0.002% EQUITYNOV INC 0.000% EQUITYNOVARTIS AG N 0.068% EQUITYNOVARTIS CAPITAL CORP 1.75 14-FEB-2025 (SENIOR) 0.001% BNDNOVARTIS CAPITAL CORP 2.0 14-FEB-2027 (SENIOR) 0.001% BNDNOVARTIS CAPITAL CORP 2.2 14-AUG-2030 (SENIOR) 0.001% BNDNOVARTIS CAPITAL CORP 2.75 14-AUG-2050 (SENIOR) 0.001% BNDNOVARTIS CAPITAL CORP 3.0 20-NOV-2025 (SENIOR) 0.002% BNDNOVARTIS CAPITAL CORP 3.1 17-MAY-2027 (SENIOR) 0.001% BNDNOVARTIS CAPITAL CORP 4.0 20-NOV-2045 (SENIOR) 0.001% BNDNOVARTIS CAPITAL CORP 4.4 06-MAY-2044 (SENIOR) 0.002% BNDNOVATEK MICROELECTRONICS CORP 0.009% EQUITYNOVAVAX INC 0.001% EQUITYNOVO NORDISK CLASS B B 0.023% EQUITYNOVOCURE LTD 0.000% EQUITYNOVOLIPETSK STEEL 0.002% EQUITYNOVOMATIC AG 1.625 20-SEP-2023 Reg-S (SENIOR) 0.000% BNDNOVONIX LTD 0.007% EQUITYNOVOZYMES CLASS B B 0.002% EQUITYNRG ENERGY INC 0.002% EQUITYNRW BANK 0.7 22-MAY-2023 (SENIOR) 0.002% BNDNRW BANK 1.6 31-JUL-2024 Reg-S (SENIOR) 0.002% BNDNRW BANK 3.5 08-MAY-2028 Reg-S (SENIOR) 0.002% BNDNSFOCUS TECHNOLOGIES GROUP LTD A A 0.000% EQUITYNSK LTD 0.000% EQUITYNSW ELECTRICITY NETWORKS FINANCE P 2.543 23-SEP-2030 (SECURED) 0.011% BNDNSW ELECTRICITY NETWORKS FINANCE P 2.732 23-APR-2029 Reg-S (SECURED) 0.010% BNDNTPC LTD 0.006% EQUITYNTPC LTD 2.75 01-FEB-2027 Reg-S (SENIOR) 0.001% BNDNTPC LTD 4.25 26-FEB-2026 Reg-S (SENIOR) 0.016% BNDNTT DATA CORP 0.002% EQUITYNTT DOCOMO INC 0.002% EQUITYNUANCE COMMUNICATIONS INC 0.001% EQUITYNUCOR CORP 0.009% EQUITYNUFARM LTD 0.004% EQUITYNUTRIEN LTD 0.005% EQUITYNUTRIEN LTD 4.2 01-APR-2029 0.001% BNDNUTRIEN LTD 5.0 01-APR-2049 0.001% BNDNUVEI SUBORDINATE VOTING CORP 0.000% EQUITY

NVIDIA CORP 0.054% EQUITYNVIDIA CORPORATION 1.55 15-JUN-2028 (SENIOR) 0.001% BNDNVIDIA CORPORATION 2.0 15-JUN-2031 (SENIOR) 0.001% BNDNVIDIA CORPORATION 2.85 01-APR-2030 (SENIOR) 0.001% BNDNVIDIA CORPORATION 3.2 16-SEP-2026 (SENIOR) 0.001% BNDNVIDIA CORPORATION 3.5 01-APR-2040 (SENIOR) 0.001% BNDNVIDIA CORPORATION 3.5 01-APR-2050 (SENIOR) 0.002% BNDNVR INC 0.002% EQUITYNWD FINANCE (BVI) LTD BTP-P 5.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDNWD FINANCE (BVI) LTD BTP-P 6.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDNWS HOLDINGS LTD 0.001% EQUITYNXP BV 2.5 11-MAY-2031 144a (SENIOR) 0.001% BNDNXP BV 2.65 15-FEB-2032 144a (SENIOR) 0.001% BNDNXP BV 3.25 11-MAY-2041 144a (SENIOR) 0.001% BNDNXP BV 3.4 01-MAY-2030 144a (SENIOR) 0.001% BNDNXP BV/NXP FUNDING LLC 3.875 18-JUN-2026 144a (SENIOR) 0.001% BNDNXP BV/NXP FUNDING LLC 4.3 18-JUN-2029 144a 0.001% BNDNXP SEMICONDUCTORS NV 0.008% EQUITYNYKREDIT REALKREDIT A/S 0.125 10-JUL-2024 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDNYKREDIT REALKREDIT A/S 0.25 13-JAN-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDNYKREDIT REALKREDIT A/S 0.375 17-JAN-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDNYKREDIT REALKREDIT A/S 0.75 20-JAN-2027 (SENIOR NON-PREFERRED) 0.001% BNDNYKREDIT REALKREDIT A/S T2 0.875 28-JUL-2031 Reg-S (SUB) 0.001% BNDO FILM TECH LTD A A 0.000% EQUITYO FILM TECH LTD A A 0.000% EQUITYO REILLY AUTOMOTIVE INC 0.006% EQUITYO2 TELEFONICA DEUTSCHLAND FINANZIE 1.75 05-JUL-2025 Reg-S (SENIOR) 0.001% BNDOAK STREET HEALTH INC 0.000% EQUITYOBAYASHI CORP 0.002% EQUITYOBEROI REALTY LTD 0.000% EQUITYOBI PHARMA INC 0.000% EQUITYOBIC LTD 0.001% EQUITYOCADO GROUP PLC 0.002% EQUITYOCCIDENTAL PETROLEUM CORP 0.006% EQUITYOCEANWIDE HOLDINGS LTD A A 0.000% EQUITYOCI LTD 0.000% EQUITYODAKYU ELECTRIC RAILWAY LTD 0.001% EQUITYOERSTED A/S HYBRID 2.25 31-DEC-2099 Reg-S (CAPSEC (BTP)) 0.001% BNDOESTERREICHISCHE KONTROLLBANK AG GOVTGUAR 3.2 25-AUG-2025 Reg-S (SENIOR) 0.004% BNDOESTERREICHISCHE KONTROLLBANK AG GOVTGUAR 3.5 03-AUG-2027 (SENIOR) 0.001% BNDOFFCN EDUCATION TECHNOLOGY LTD A A 0.000% EQUITYOFFSHORE OIL ENGINEERING LTD A A 0.000% EQUITYOFFSHORE OIL ENGINEERING LTD A A 0.000% EQUITYOGE ENERGY CORP 0.000% EQUITYOIL AND NATURAL GAS LTD 0.004% EQUITYOIL INDIA INTERNATIONAL PTE LTD 4.0 21-APR-2027 Reg-S (SENIOR) 0.016% BNDOIL INDIA LTD 0.000% EQUITYOJI HOLDINGS CORP 0.001% EQUITYOKTA INC CLASS A A 0.002% EQUITYOLAM INTERNATIONAL LTD 0.000% EQUITYOLD DOMINION FREIGHT LINE INC 0.003% EQUITYOLD MUTUAL LIMITED LTD 0.002% EQUITYOLYMPUS CORP 0.003% EQUITYOMAN GOVERNMENT INTERNATIONAL BOND 6.0 01-AUG-2029 Reg-S (SENIOR) 0.008% BNDOMAN SOVEREIGN SUKUK SAOC 4.397 01-JUN-2024 Reg-S (Sukuk Ijarah) 0.007% BND

OMAN SULTANATE OF (GOVERNMENT) 3.875 08-MAR-2022 Reg-S (SENIOR) 0.004% BNDOMAN SULTANATE OF (GOVERNMENT) 4.125 17-JAN-2023 Reg-S (SENIOR) 0.004% BNDOMAN SULTANATE OF (GOVERNMENT) 4.75 15-JUN-2026 Reg-S (SENIOR) 0.013% BNDOMAN SULTANATE OF (GOVERNMENT) 4.875 01-FEB-2025 Reg-S (SENIOR) 0.007% BNDOMAN SULTANATE OF (GOVERNMENT) 5.375 08-MAR-2027 Reg-S (SENIOR) 0.004% BNDOMAN SULTANATE OF (GOVERNMENT) 5.625 17-JAN-2028 Reg-S (SENIOR) 0.009% BNDOMAN SULTANATE OF (GOVERNMENT) 6.5 08-MAR-2047 Reg-S (SENIOR) 0.007% BNDOMAN SULTANATE OF (GOVERNMENT) 6.75 17-JAN-2048 Reg-S (SENIOR) 0.010% BNDOMNICOM FINANCE HOLDINGS PLC 1.4 08-JUL-2031 (SENIOR) 0.001% BNDOMNICOM GROUP INC 0.004% EQUITYOMNICOM GROUP INC 2.6 01-AUG-2031 (SENIOR) 0.001% BNDOMNICOM GROUP INC 3.6 15-APR-2026 (SENIOR) 0.001% BNDOMRON CORP 0.002% EQUITYOMV AG 0.003% EQUITYOMV AG 0.75 16-JUN-2030 Reg-S (SENIOR) 0.001% BNDOMV AG HYBRID-P 2.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDOMV AG PERP 2.5 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDOMV AG PERP 2.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDOMV AG PERP 6.25 31-DEC-2049 Reg-S (SUB) 0.001% BNDON SEMICONDUCTOR CORP 0.005% EQUITYONECONNECT FINANCIAL TECHNOLOGY AD ADR 0.000% EQUITYONENESS BIOTECH LTD 0.002% EQUITYONEOK INC 0.007% EQUITYONEOK INC 3.1 15-MAR-2030 (SENIOR) 0.001% BNDONEOK INC 3.4 01-SEP-2029 (SENIOR) 0.001% BNDONEOK INC 4.55 15-JUL-2028 (SENIOR) 0.001% BNDONEOK INC 5.2 15-JUL-2048 (SENIOR) 0.001% BNDONEX CORP 0.001% EQUITYONGC VIDESH LTD 4.625 15-JUL-2024 Reg-S (SENIOR) 0.016% BNDONO PHARMACEUTICAL LTD 0.001% EQUITYONTARIO (PROVINCE OF) 3.1 26-AUG-2025 (SENIOR) 0.001% BNDONTARIO (PROVINCE OF) 3.5 27-JAN-2027 (SENIOR) 0.003% BNDONTARIO (PROVINCE OF) 4.25 22-AUG-2024 (SENIOR) 0.001% BNDOOREDOO 0.001% EQUITYOP CORPORATE BANK PLC 0.25 23-MAR-2026 (SENIOR NON-PREFERRED) 0.001% BNDOP CORPORATE BANK PLC 0.375 16-JUN-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDOP CORPORATE BANK PLC 0.6 18-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDOP CORPORATE BANK PLC 0.625 12-NOV-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDOP CORPORATE BANK PLC 1.625 09-JUN-2030 Reg-S (SENIOR SUB) 0.001% BNDOPEN HOUSE GROUP LTD 0.000% EQUITYOPEN TEXT CORP 0.001% EQUITYOPPEIN HOME GROUP INC A A 0.000% EQUITYOPTUS FINANCE PTY LTD 1.0 20-JUN-2029 Reg-S (SENIOR) 0.001% BNDOPTUS FINANCE PTY LTD 1.6 01-JUL-2025 Reg-S (SENIOR) 0.014% BNDOPTUS FINANCE PTY LTD 2.5 01-JUL-2030 Reg-S 0.014% BNDOPTUS FINANCE PTY LTD 3.25 06-SEP-2023 Reg-S (SENIOR) 0.012% BNDOPTUS FINANCE PTY LTD 3.25 23-AUG-2022 Reg-S (SENIOR) 0.010% BNDOPTUS FINANCE PTY LTD 4.0 17-JUN-2022 Reg-S (SENIOR) 0.004% BNDORACLE CORP 0.041% EQUITYORACLE CORP 4.5 08-JUL-2044 (SENIOR) 0.001% BNDORACLE CORP 5.375 15-JUL-2040 (SENIOR) 0.003% BNDORACLE CORP 6.5 15-APR-2038 (SENIOR) 0.002% BNDORACLE CORPORATION 1.65 25-MAR-2026 (SENIOR) 0.003% BNDORACLE CORPORATION 2.3 25-MAR-2028 (SENIOR) 0.002% BNDORACLE CORPORATION 2.5 01-APR-2025 (SENIOR) 0.003% BND

ORACLE CORPORATION 2.65 15-JUL-2026 (SENIOR) 0.003% BNDORACLE CORPORATION 2.8 01-APR-2027 (SENIOR) 0.002% BNDORACLE CORPORATION 2.875 25-MAR-2031 (SENIOR) 0.003% BNDORACLE CORPORATION 2.95 01-APR-2030 (SENIOR) 0.003% BNDORACLE CORPORATION 2.95 15-MAY-2025 (SENIOR) 0.002% BNDORACLE CORPORATION 3.25 15-NOV-2027 (SENIOR) 0.003% BNDORACLE CORPORATION 3.6 01-APR-2040 (SENIOR) 0.003% BNDORACLE CORPORATION 3.6 01-APR-2050 (SENIOR) 0.004% BNDORACLE CORPORATION 3.65 25-MAR-2041 (SENIOR) 0.002% BNDORACLE CORPORATION 3.8 15-NOV-2037 (SENIOR) 0.002% BNDORACLE CORPORATION 3.85 01-APR-2060 (SENIOR) 0.003% BNDORACLE CORPORATION 3.85 15-JUL-2036 (SENIOR) 0.001% BNDORACLE CORPORATION 3.9 15-MAY-2035 (SENIOR) 0.001% BNDORACLE CORPORATION 3.95 25-MAR-2051 (SENIOR) 0.003% BNDORACLE CORPORATION 4.0 15-JUL-2046 (SENIOR) 0.003% BNDORACLE CORPORATION 4.0 15-NOV-2047 (SENIOR) 0.002% BNDORACLE CORPORATION 4.1 25-MAR-2061 (SENIOR) 0.001% BNDORACLE CORPORATION 4.125 15-MAY-2045 (SENIOR) 0.002% BNDORACLE CORPORATION 4.3 08-JUL-2034 (SENIOR) 0.002% BNDORACLE CORPORATION 4.375 15-MAY-2055 (SENIOR) 0.001% BNDORACLE CORPORATION 6.125 08-JUL-2039 (SENIOR) 0.002% BNDORACLE FINANCIAL SERVICES SOFTWARE 0.001% EQUITYORACLE JAPAN CORP 0.000% EQUITYORANGE POLSKA SA 0.001% EQUITYORANGE SA 0.008% EQUITYORANGE SA 5.375 13-JAN-2042 (SENIOR) 0.001% BNDORANGE SA 5.5 06-FEB-2044 (SENIOR) 0.001% BNDORANGE SA 9.0 01-MAR-2031 (SENIOR) 0.004% BNDORANGE SA HYBRID-P 1.375 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDORANGE SA HYBRID-P 1.75 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDORANGE SA HYBRID-P 1.75 31-DEC-2049 Reg-S (SUB) 0.001% BNDORANGE SA HYBRID-P 5.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDORANGE SA HYBRID-P 5.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDORANGE SA PERP 2.375 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDORBIA ADVANCE CORP SA DE CV 0.001% EQUITYOREILLY AUTOMOTIVE INC 3.6 01-SEP-2027 (SENIOR) 0.001% BNDORG TECHNOLOGY LTD A A 0.000% EQUITYORICA LTD 0.101% EQUITYORIENT SECURITIES LTD A A 0.000% EQUITYORIENTAL LAND LTD 0.004% EQUITYORIGIN ENERGY FINANCE LTD 1.0 17-SEP-2029 Reg-S (SENIOR) 0.001% BNDORIGIN ENERGY FINANCE LTD 2.65 11-NOV-2027 (SENIOR) 0.764% BNDORIGIN ENERGY LTD 0.121% EQUITYORION CLASS B 0.002% EQUITYORION CORP 0.002% EQUITYORIX CORP 0.009% EQUITYORIX JREIT REIT INC REIT 0.001% EQUITYORKLA 0.003% EQUITYORLEN CAPITAL PUBL AB 2.5 07-JUN-2023 Reg-S (SENIOR) 0.001% BNDORORA LTD 0.007% EQUITYORPEA SA 0.000% EQUITYORSTED 0.006% EQUITYORSTED A/S 1.75 09-DEC-2049 Reg-S (SUB) 0.001% BNDORSTED A/S BTP 1.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDOSAKA GAS LTD 0.002% EQUITY

OSOTSPA PCL 0.000% EQUITYOSOTSPA PCL NON-VOTING DR 0.000% EQUITYOSOTSPA PUBLIC PCL F 0.001% EQUITYOSRAM LICHT N AG 0.000% EQUITYOTE PLC 0.875 24-SEP-2026 Reg-S (SENIOR) 0.000% BNDOTIS WORLDWIDE CORP 0.007% EQUITYOTIS WORLDWIDE CORP 2.056 05-APR-2025 (SENIOR) 0.001% BNDOTIS WORLDWIDE CORP 2.565 15-FEB-2030 (SENIOR) 0.001% BNDOTIS WORLDWIDE CORP 3.112 15-FEB-2040 (SENIOR) 0.001% BNDOTP BANK 0.006% EQUITYOTSUKA CORP 0.001% EQUITYOTSUKA HOLDINGS LTD 0.005% EQUITYOTTOGI CORP 0.000% EQUITYOVERSEA-CHINESE BANKING CORPORATIO 0.3344 12-AUG-2024 (SENIOR) 0.002% BNDOVERSEA-CHINESE BANKING CORPORATIO 0.6682 23-MAY-2022 Reg-S (SENIOR) 0.050% BNDOVERSEA-CHINESE BANKING CORPORATIO 0.685 05-DEC-2022 Reg-S (SENIOR) 0.062% BNDOVERSEA-CHINESE BANKING CORPORATIO T2 1.832 10-SEP-2030 Reg-S (SUB) 0.015% BNDOVERSEA-CHINESE BANKING CORPORATIO T2 4.25 19-JUN-2024 Reg-S (SUB) 0.016% BNDOVERSEA-CHINESE BANKING LTD 0.018% EQUITYOVINTIV CORP 0.000% EQUITYOWENS CORNING 0.001% EQUITYOWL ROCK CAPITAL CORP 2.875 11-JUN-2028 (SENIOR) 0.001% BNDOWL ROCK CAPITAL CORP 3.4 15-JUL-2026 (SENIOR) 0.001% BNDOZ MINERALS LTD 0.023% EQUITYOZON HOLDINGS ADR PLC ADR 0.001% EQUITYP.I. INDUSTRIES LTD 0.003% EQUITYPACCAR FINANCIAL PTY LTD 0.75 24-MAY-2024 Reg-S (SENIOR) 0.003% BNDPACCAR FINANCIAL PTY LTD 0.9 24-SEP-2024 Reg-S (SENIOR) 0.010% BNDPACCAR FINANCIAL PTY LTD 2.1 13-JUN-2023 Reg-S (SENIOR) 0.007% BNDPACCAR FINANCIAL PTY LTD 3.0 13-SEP-2022 Reg-S (SENIOR) 0.003% BNDPACCAR INC 0.008% EQUITYPACIFIC GAS & ELECTRIC UTILITIES 3.15 01-JAN-2026 (SECURED) 0.002% BNDPACIFIC GAS & ELECTRIC UTILITIES 4.5 01-JUL-2040 (SECURED) 0.002% BNDPACIFIC GAS AND ELECTRIC CO 3.3 01-DEC-2027 (SENIOR) 0.001% BNDPACIFIC GAS AND ELECTRIC CO 3.95 01-DEC-2047 (SENIOR) 0.001% BNDPACIFIC GAS AND ELECTRIC COMPANY 3.0 15-JUN-2028 (SENIOR) 0.001% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 2.1 01-AUG-2027 (SECURED) 0.001% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 2.5 01-FEB-2031 (SECURED) 0.002% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 3.25 01-JUN-2031 (SECURED) 0.001% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 3.3 01-AUG-2040 (SECURED) 0.001% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 3.45 01-JUL-2025 (SECURED) 0.001% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 3.5 01-AUG-2050 (SECURED) 0.002% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 3.75 01-JUL-2028 (SECURED) 0.001% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 4.55 01-JUL-2030 (SECURED) 0.003% BNDPACIFIC GAS AND ELECTRIC COMPANY MORT 4.95 01-JUL-2050 (SECURED) 0.003% BNDPACIFIC NATIONAL FINANCE 5.25 19-MAY-2025 (SENIOR) 0.009% BNDPACIFIC NATIONAL FINANCE 5.4 12-MAY-2027 (SENIOR) 0.008% BNDPACIFIC NATIONAL FINANCE PTY LTD 3.7 24-SEP-2029 (SENIOR) 0.011% BNDPACIFIC NATIONAL FINANCE PTY LTD 3.8 08-SEP-2031 Reg-S (SENIOR) 0.775% BNDPACIFICORP 2.9 15-JUN-2052 (1ST LIEN) 0.001% BNDPACKAGING CORP OF AMERICA 0.003% EQUITYPAGE INDUSTRIES LTD 0.003% EQUITYPAKISTAN (ISLAMIC REPUBLIC OF) 6.0 08-APR-2026 Reg-S (SENIOR) 0.038% BNDPAKISTAN (ISLAMIC REPUBLIC OF) 6.875 05-DEC-2027 Reg-S (SENIOR) 0.023% BNDPAKISTAN (ISLAMIC REPUBLIC OF) 7.375 08-APR-2031 Reg-S (SENIOR) 0.030% BND

PAKISTAN (ISLAMIC REPUBLIC OF) 8.25 15-APR-2024 Reg-S (SENIOR) 0.024% BNDPAKISTAN (ISLAMIC REPUBLIC OF) 8.25 30-SEP-2025 Reg-S (SENIOR) 0.008% BNDPAKISTAN (ISLAMIC REPUBLIC OF) 8.875 08-APR-2051 Reg-S (SENIOR) 0.015% BNDPAKISTAN WATER AND POWER DEVELOPME 7.5 04-JUN-2031 Reg-S (SENIOR) 0.007% BNDPALADIN ENERGY LTD 0.005% EQUITYPALANTIR TECHNOLOGIES INC CLASS A A 0.002% EQUITYPALO ALTO NETWORKS INC 0.006% EQUITYPAN AMERICAN SILVER CORP 0.000% EQUITYPAN OCEAN LTD 0.001% EQUITYPAN PACIFIC INTERNATIONAL HOLDINGS 0.000% EQUITYPANAMA (REPUBLIC OF) 7.125 29-JAN-2026 (SENIOR) 0.003% BNDPANAMA (REPUBLIC OF) 8.875 30-SEP-2027 (SENIOR) 0.005% BNDPANAMA (REPUBLIC OF) FACT 6.7 26-JAN-2036 (SENIOR) 0.013% BNDPANAMA REPUBLIC OF (GOVERNMENT) 4.3 29-APR-2053 (SENIOR) 0.004% BNDPANAMA REPUBLIC OF (GOVERNMENT) GDN 3.75 17-APR-2026 Reg-S (SENIOR) 0.002% BNDPANAMA REPUBLIC OF (GOVERNMENT) GDN 5.625 25-JUL-2022 Reg-S (SENIOR) 0.007% BNDPANASONIC CORP 0.008% EQUITYPANDORA 0.001% EQUITYPANGANG GROUP VANADIUM TITANIUM&RE A 0.000% EQUITYPAO NOVATEK GDR GDR 0.011% EQUITYPARADE TECHNOLOGIES LTD 0.005% EQUITYPARADISE LTD 0.000% EQUITYPARAGUAY REPUBLIC OF (GOVERNMENT) 5.0 15-APR-2026 Reg-S (SENIOR) 0.004% BNDPARAGUAY REPUBLIC OF (GOVERNMENT) 5.6 13-MAR-2048 Reg-S (SENIOR) 0.004% BNDPARAMOUNT GLOBAL CLASS A 0.000% EQUITYPARAMOUNT GLOBAL CLASS B 0.003% EQUITYPARGESA HOLDING SA 0.000% EQUITYPARK24 LTD 0.000% EQUITYPARKER HANNIFIN CORP 1.125 01-MAR-2025 (SENIOR) 0.001% BNDPARKER HANNIFIN CORPORATION 3.25 14-JUN-2029 (SENIOR) 0.001% BNDPARKER HANNIFIN CORPORATION 4.0 14-JUN-2049 (SENIOR) 0.001% BNDPARKER-HANNIFIN CORP 0.010% EQUITYPARKLAND CORP 0.000% EQUITYPARKWAY PANTAI LTD PERP 4.25 31-DEC-2049 Reg-S (SENIOR) 0.015% BNDPARSLEY ENERGY INC CLASS A A 0.000% EQUITYPARTNERRE IRELAND FINANCE DAC 1.25 15-SEP-2026 Reg-S (SENIOR) 0.001% BNDPARTNERS GROUP HOLDING AG 0.004% EQUITYPAYCHEX INC 0.005% EQUITYPAYCOM SOFTWARE INC 0.001% EQUITYPAYPAL HOLDINGS INC 0.024% EQUITYPAYPAL HOLDINGS INC 1.65 01-JUN-2025 (SENIOR) 0.001% BNDPAYPAL HOLDINGS INC 2.3 01-JUN-2030 (SENIOR) 0.001% BNDPAYPAL HOLDINGS INC 2.65 01-OCT-2026 (SENIOR) 0.001% BNDPAYPAL HOLDINGS INC 2.85 01-OCT-2029 (SENIOR) 0.001% BNDPAYPAL HOLDINGS INC 3.25 01-JUN-2050 (SENIOR) 0.001% BNDPCCW LTD 0.001% EQUITYPCPD CAPITAL LTD 5.125 18-JUN-2026 Reg-S (SENIOR) 0.015% BNDPEARLABYSS CORP 0.003% EQUITYPEARSON PLC 0.002% EQUITYPEGATRON CORP 0.004% EQUITYPELABUHAN INDONESIA (PELINDO) II P 4.25 05-MAY-2025 Reg-S (SENIOR) 0.016% BNDPELOTON INTERACTIVE CLASS A INC 0.001% EQUITYPEMBINA PIPELINE CORP 0.002% EQUITYPENDAL GROUP LTD 0.005% EQUITYPENTAIR PLC 0.001% EQUITY

PEOPLES UNITED FINANCIAL INC 0.000% EQUITYPEPKOR HOLDINGS SHS LTD 0.001% EQUITYPEPSICO INC 0.061% EQUITYPEPSICO INC 1.4 25-FEB-2031 (SENIOR) 0.001% BNDPEPSICO INC 1.625 01-MAY-2030 (SENIOR) 0.001% BNDPEPSICO INC 1.95 21-OCT-2031 (SENIOR) 0.001% BNDPEPSICO INC 2.25 19-MAR-2025 (SENIOR) 0.001% BNDPEPSICO INC 2.375 06-OCT-2026 (SENIOR) 0.001% BNDPEPSICO INC 2.625 21-OCT-2041 (SENIOR) 0.001% BNDPEPSICO INC 2.625 29-JUL-2029 (SENIOR) 0.001% BNDPEPSICO INC 2.75 19-MAR-2030 (SENIOR) 0.001% BNDPEPSICO INC 2.75 21-OCT-2051 (SENIOR) 0.001% BNDPEPSICO INC 2.75 30-APR-2025 (SENIOR) 0.001% BNDPEPSICO INC 2.85 24-FEB-2026 (SENIOR) 0.001% BNDPEPSICO INC 2.875 15-OCT-2049 (SENIOR) 0.001% BNDPEPSICO INC 3.0 15-OCT-2027 (SENIOR) 0.001% BNDPEPSICO INC 3.45 06-OCT-2046 (SENIOR) 0.001% BNDPEPSICO INC 3.625 19-MAR-2050 (SENIOR) 0.001% BNDPEPSICO INC 4.45 14-APR-2046 (SENIOR) 0.001% BNDPERFECT WORLD LTD A A 0.000% EQUITYPERFECT WORLD LTD A A 0.000% EQUITYPERIAMA HOLDINGS LLC 5.95 19-APR-2026 Reg-S (SENIOR) 0.016% BNDPERKINELMER INC 0.001% EQUITYPERKINELMER INC 1.875 19-JUL-2026 (SENIOR) 0.000% BNDPERKINELMER INC 3.3 15-SEP-2029 (SENIOR) 0.001% BNDPERNOD RICARD SA 0.010% EQUITYPERPETUAL LTD 0.005% EQUITYPERRIGO PLC 0.000% EQUITYPERSEUS MINING LTD 0.005% EQUITYPERSIMMON PLC 0.004% EQUITYPERSOL HOLDINGS LTD 0.001% EQUITYPERTAMINA PERSERO PT 3.65 30-JUL-2029 Reg-S (SENIOR) 0.008% BNDPERTAMINA PERSERO PT 4.175 21-JAN-2050 Reg-S (SENIOR) 0.016% BNDPERTAMINA PERSERO PT 6.45 30-MAY-2044 Reg-S (SENIOR) 0.039% BNDPERTH AIRPORT PTY LTD 5.5 25-MAR-2021 Reg-S (SECURED) 0.002% BNDPERU (REPUBLIC OF) 2.844 20-JUN-2030 (SENIOR) 0.006% BNDPERU (REPUBLIC OF) 4.125 25-AUG-2027 (SENIOR) 0.004% BNDPERU (REPUBLIC OF) 5.35 12-AUG-2040 0.001% BNDPERU (REPUBLIC OF) 5.4 12-AUG-2034 0.002% BNDPERU (REPUBLIC OF) 5.625 18-NOV-2050 (SENIOR) 0.007% BNDPERU (REPUBLIC OF) 5.94 12-FEB-2029 Dual 144a|Reg-S 0.003% BNDPERU (REPUBLIC OF) 6.15 12-AUG-2032 Dual 144a|Reg-S 0.003% BNDPERU (REPUBLIC OF) 6.35 12-AUG-2028 0.003% BNDPERU (REPUBLIC OF) 6.9 12-AUG-2037 0.003% BNDPERU (REPUBLIC OF) 6.95 12-AUG-2031 0.003% BNDPERU (REPUBLIC OF) 7.35 21-JUL-2025 (SENIOR) 0.003% BNDPERU (REPUBLIC OF) 8.2 12-AUG-2026 0.003% BNDPERU (REPUBLIC OF) 8.75 21-NOV-2033 (SENIOR) 0.007% BNDPERU (REPUBLIC OF) FACT 6.55 14-MAR-2037 (SENIOR) 0.007% BNDPERU (THE REPUBLIC OF) 5.7 12-AUG-2024 0.001% BNDPERUSAHAAN GAS NEGARA 0.000% EQUITYPERUSAHAAN LISTRIK NEGARA (PERSERO 2.875 25-OCT-2025 Reg-S (SENIOR) 0.001% BNDPERUSAHAAN LISTRIK NEGARA (PERSERO 3.875 17-JUL-2029 Reg-S (SENIOR) 0.020% BNDPERUSAHAAN LISTRIK NEGARA (PERSERO 5.375 25-JAN-2029 Reg-S (SENIOR) 0.035% BNDPERUSAHAAN LISTRIK NEGARA PT 5.25 24-OCT-2042 Reg-S (SENIOR) 0.017% BND

PERUSAHAAN PENERBIT PBS 19 NONDMUNI 8.25 15-SEP-2023 0.002% BNDPERUSAHAAN PENERBIT SBSN ID PBS026 NONDMUNI 6.625 15-OCT-2024 0.002% BNDPERUSAHAAN PENERBIT SBSN IND PBS12 GOVTOWN 8.875 15-NOV-2031 0.002% BNDPERUSAHAAN PENERBIT SBSN IND PBS29 NONDMUNI 6.375 15-MAR-2034 0.001% BNDPERUSAHAAN PENERBIT SBSN INDONESIA 4.325 28-MAY-2025 Reg-S (Sukuk) 0.004% BNDPERUSAHAAN PENERBIT SBSN INDONESIA 4.35 10-SEP-2024 Reg-S (Sukuk Wakala) 0.004% BNDPERUSAHAAN PENERBIT SBSN INDONESIA 6.5 15-MAY-2023 0.002% BNDPERUSAHAAN PENERBIT SBSN INDONESIA GOVTGUAR 4.55 29-MAR-2026 Reg-S (Sukuk Wakala) 0.023% BNDPERUSAHAAN PENERBIT SBSN PBS11 GOVTOWN 8.75 15-AUG-2023 0.001% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 2.8 23-JUN-2030 Reg-S (Sukuk Wakala) 0.004% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 3.4 29-MAR-2022 Reg-S (Sukuk Wakala) 0.004% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 3.75 01-MAR-2023 Reg-S (Sukuk Wakala) 0.004% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 3.8 23-JUN-2050 Reg-S (Sukuk Wakala) 0.016% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 3.9 20-AUG-2024 Reg-S (Sukuk Wakala) 0.004% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 4.15 29-MAR-2027 Reg-S (Sukuk Wakala) 0.021% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 4.4 01-MAR-2028 Reg-S (Sukuk Wakala) 0.008% BNDPERUSAHAAN PENERBIT SURAT BERHARGA 4.45 20-FEB-2029 Reg-S (Sukuk Wakala) 0.017% BNDPETRO-CANADA 6.8 15-MAY-2038 (SENIOR) 0.001% BNDPETROCHINA LTD A A 0.001% EQUITYPETROCHINA LTD H H 0.008% EQUITYPETROLEO BRASILEIRO PREF SA PREF 0.009% EQUITYPETROLEO BRASILEIRO SA 0.007% EQUITYPETROLIAM NASIONAL BERHAD 7.625 15-OCT-2026 Reg-S (SENIOR) 0.019% BNDPETRON CORP PERP 5.95 31-DEC-2079 Reg-S (SENIOR) 0.016% BNDPETRONAS CAPITAL LTD 2.48 28-JAN-2032 Reg-S (SENIOR) 0.015% BNDPETRONAS CAPITAL LTD 3.404 28-APR-2061 Reg-S (SENIOR) 0.038% BNDPETRONAS CAPITAL LTD 3.5 21-APR-2030 Reg-S (SENIOR) 0.069% BNDPETRONAS CAPITAL LTD 4.55 21-APR-2050 Reg-S (SENIOR) 0.037% BNDPETRONAS CAPITAL LTD. 4.5 18-MAR-2045 Reg-S (SENIOR) 0.055% BNDPETRONAS CHEMICALS GROUP 0.005% EQUITYPETRONAS DAGANGAN 0.002% EQUITYPETRONAS GAS 0.003% EQUITYPETRONET LNG LTD 0.002% EQUITYPEUGEOT SA 0.001% EQUITYPEUGEOT SA 2.0 20-MAR-2025 Reg-S (SENIOR) 0.001% BNDPEUGEOT SA 2.75 15-MAY-2026 Reg-S (SENIOR) 0.001% BNDPFIZER INC 0.084% EQUITYPFIZER INC 0.8 28-MAY-2025 (SENIOR) 0.001% BNDPFIZER INC 1.7 28-MAY-2030 (SENIOR) 0.001% BNDPFIZER INC 1.75 18-AUG-2031 (SENIOR) 0.001% BNDPFIZER INC 2.55 28-MAY-2040 (SENIOR) 0.001% BNDPFIZER INC 2.625 01-APR-2030 (SENIOR) 0.001% BNDPFIZER INC 2.7 28-MAY-2050 (SENIOR) 0.001% BNDPFIZER INC 2.75 03-JUN-2026 (SENIOR) 0.001% BNDPFIZER INC 3.0 15-DEC-2026 (SENIOR) 0.002% BNDPFIZER INC 3.45 15-MAR-2029 (SENIOR) 0.002% BNDPFIZER INC 3.6 15-SEP-2028 (SENIOR) 0.001% BNDPFIZER INC 3.9 15-MAR-2039 (SENIOR) 0.001% BNDPFIZER INC 4.0 15-DEC-2036 (SENIOR) 0.001% BNDPFIZER INC 4.0 15-MAR-2049 (SENIOR) 0.001% BNDPFIZER INC 4.125 15-DEC-2046 (SENIOR) 0.001% BNDPFIZER INC 4.2 15-SEP-2048 (SENIOR) 0.001% BNDPFIZER INC 4.3 15-JUN-2043 (SENIOR) 0.001% BNDPFIZER INC 4.4 15-MAY-2044 (SENIOR) 0.001% BNDPFIZER INC. 7.2 15-MAR-2039 (SENIOR) 0.004% BND

PG&E CORP 0.004% EQUITYPGE POLSKA GRUPA ENERGETYCZNA SA 0.001% EQUITYPHARMABLOCK SCIENCES (NANJING) INC A 0.000% EQUITYPHARMARON BEIJING LTD A A 0.001% EQUITYPHARMARON BEIJING LTD A A 0.000% EQUITYPHARMARON BEIJING LTD H H 0.001% EQUITYPHILIP MORRIS INTERNATIONAL INC 0.037% EQUITYPHILIP MORRIS INTERNATIONAL INC 0.125 03-AUG-2026 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 0.8 01-AUG-2031 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 0.875 01-MAY-2026 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 1.5 01-MAY-2025 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 1.75 01-NOV-2030 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 2.1 01-MAY-2030 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 2.75 25-FEB-2026 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 2.875 03-MAR-2026 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 3.375 11-AUG-2025 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 3.375 15-AUG-2029 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 3.875 21-AUG-2042 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 4.125 04-MAR-2043 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 4.25 10-NOV-2044 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 4.375 15-NOV-2041 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 4.875 15-NOV-2043 (SENIOR) 0.001% BNDPHILIP MORRIS INTERNATIONAL INC 6.375 16-MAY-2038 (SENIOR) 0.002% BNDPHILIPPINE NATIONAL BANK 3.28 27-SEP-2024 Reg-S (SENIOR) 0.019% BNDPHILIPPINES (REPUBLIC OF) 10.625 16-MAR-2025 (SENIOR) 0.006% BNDPHILIPPINES (REPUBLIC OF) 2.457 05-MAY-2030 (SENIOR) 0.016% BNDPHILIPPINES (REPUBLIC OF) 3.0 01-FEB-2028 (SENIOR) 0.048% BNDPHILIPPINES (REPUBLIC OF) 3.2 06-JUL-2046 (SENIOR) 0.019% BNDPHILIPPINES (REPUBLIC OF) 3.7 01-MAR-2041 (SENIOR) 0.067% BNDPHILIPPINES (REPUBLIC OF) 3.75 14-JAN-2029 0.038% BNDPHILIPPINES (REPUBLIC OF) 3.9 26-NOV-2022 0.000% BNDPHILIPPINES (REPUBLIC OF) 3.95 20-JAN-2040 (SENIOR) 0.063% BNDPHILIPPINES (REPUBLIC OF) 4.2 21-JAN-2024 (SENIOR) 0.020% BNDPHILIPPINES (REPUBLIC OF) 5.0 13-JAN-2037 (SENIOR) 0.004% BNDPHILIPPINES (REPUBLIC OF) 5.5 30-MAR-2026 (SENIOR) 0.008% BNDPHILIPPINES (REPUBLIC OF) 6.25 14-JAN-2036 0.001% BNDPHILIPPINES (REPUBLIC OF) 6.375 15-JAN-2032 (SENIOR) 0.025% BNDPHILIPPINES (REPUBLIC OF) 6.375 23-OCT-2034 (SENIOR) 0.034% BNDPHILIPPINES (REPUBLIC OF) 7.75 14-JAN-2031 (SENIOR) 0.049% BNDPHILIPPINES (REPUBLIC OF) 9.5 02-FEB-2030 (SENIOR) 0.048% BNDPHILLIPS 0.008% EQUITYPHILLIPS 66 2.15 15-DEC-2030 (SENIOR) 0.001% BNDPHILLIPS 66 3.3 15-MAR-2052 (SENIOR) 0.001% BNDPHILLIPS 66 3.9 15-MAR-2028 (SENIOR) 0.001% BNDPHILLIPS 66 4.65 15-NOV-2034 (SENIOR) 0.001% BNDPHILLIPS 66 4.875 15-NOV-2044 (SENIOR) 0.002% BNDPHILLIPS 66 5.875 01-MAY-2042 (SENIOR) 0.002% BNDPHOENIX GROUP HOLDINGS PLC 0.002% EQUITYPHOENIX GROUP HOLDINGS T2 4.375 24-JAN-2029 Reg-S (SUB) 0.001% BNDPICC PROPERTY AND CASUALTY LTD H H 0.005% EQUITYPIDILITE INDUSTRIES LTD 0.004% EQUITYPIGEON CORP 0.000% EQUITYPILBARA MINERALS LTD 0.020% EQUITYPINDUODUO ADR REPRESENTING INC ADR 0.020% EQUITYPING AN BANK LTD A A 0.002% EQUITY

PING AN BANK LTD A A 0.001% EQUITYPING AN HEALTHCARE AND TECHNOLOGY 0.001% EQUITYPING AN INSURANCE (GROUP) CO OF CH H 0.037% EQUITYPING AN INSURANCE (GROUP) OF CHINA A 0.002% EQUITYPING AN INSURANCE (GROUP) OF CHINA A 0.003% EQUITYPINNACLE INVESTMENT MANAGEMENT GRO 0.006% EQUITYPINNACLE WEST CORP 0.000% EQUITYPINTEREST INC CLASS A 0.001% EQUITYPIONEER NATURAL RESOURCE 0.004% EQUITYPIONEER NATURAL RESOURCES COMPANY 1.125 15-JAN-2026 (SENIOR) 0.001% BNDPIONEER NATURAL RESOURCES COMPANY 1.9 15-AUG-2030 (SENIOR) 0.001% BNDPIONEER NATURAL RESOURCES USA INC 2.15 15-JAN-2031 (SENIOR) 0.001% BNDPIRAMAL ENTERPRISES LTD 0.003% EQUITYPIRELLI & C 0.000% EQUITYPJSC PHOSAGRO GDR GDR 0.002% EQUITYPLACES FOR PEOPLE TREASURY PLC 4.0 22-AUG-2022 Reg-S (SENIOR) 0.004% BNDPLAINS ALL AMERICAN PIPELINE LP / 4.5 15-DEC-2026 (SENIOR) 0.001% BNDPLAINS ALL AMERICAN PIPELINE LP / 4.65 15-OCT-2025 (SENIOR) 0.001% BNDPLAINS ALL AMERICAN PIPELINE LP 3.55 15-DEC-2029 (SENIOR) 0.001% BNDPLAINS ALL AMERICAN PIPELINE LP 3.8 15-SEP-2030 (SENIOR) 0.001% BNDPLAINS GP HOLDINGS CLASS A 0.000% EQUITYPLATINUM ASSET MANAGEMENT LTD 0.003% EQUITYPLDT INC 0.003% EQUITYPLUG POWER INC 0.001% EQUITYPNC BANK NATIONAL ASSOCIATION 2.95 23-FEB-2025 (SENIOR) 0.001% BNDPNC BANK NATIONAL ASSOCIATION 3.1 25-OCT-2027 (SENIOR) 0.001% BNDPNC BANK NATIONAL ASSOCIATION 3.25 01-JUN-2025 (SENIOR) 0.001% BNDPNC BANK NATIONAL ASSOCIATION T2 2.7 22-OCT-2029 (SUB) 0.001% BNDPNC BANK NATIONAL ASSOCIATION T2 4.05 26-JUL-2028 (SUB) 0.001% BNDPNC FINANCIAL SERVICES GROUP INC 0.022% EQUITYPNC FINANCIAL SERVICES GROUP INC ( 2.307 23-APR-2032 (SENIOR) 0.001% BNDPNC FINANCIAL SERVICES GROUP INC ( 2.55 22-JAN-2030 (SENIOR) 0.002% BNDPNC FINANCIAL SERVICES GROUP INC ( 2.6 23-JUL-2026 (SENIOR) 0.001% BNDPNC FINANCIAL SERVICES GROUP INC ( 3.15 19-MAY-2027 (SENIOR) 0.001% BNDPNC FINANCIAL SERVICES GROUP INC ( 3.45 23-APR-2029 (SENIOR) 0.002% BNDPOINTSBET HOLDINGS LTD 0.004% EQUITYPOLA ORBIS HOLDINGS INC 0.000% EQUITYPOLAND (REPUBLIC OF) 0.25 25-OCT-2026 0.005% BNDPOLAND (REPUBLIC OF) 0.75 25-APR-2025 0.005% BNDPOLAND (REPUBLIC OF) 1.25 25-OCT-2030 0.005% BNDPOLAND (REPUBLIC OF) 2.25 25-OCT-2024 0.006% BNDPOLAND (REPUBLIC OF) 2.5 25-APR-2024 0.006% BNDPOLAND (REPUBLIC OF) 2.5 25-JAN-2023 0.006% BNDPOLAND (REPUBLIC OF) 2.5 25-JUL-2026 0.008% BNDPOLAND (REPUBLIC OF) 2.5 25-JUL-2027 0.005% BNDPOLAND (REPUBLIC OF) 2.75 25-APR-2028 0.006% BNDPOLAND (REPUBLIC OF) 2.75 25-OCT-2029 0.008% BNDPOLAND (REPUBLIC OF) 3.25 06-APR-2026 (SENIOR) 0.010% BNDPOLAND (REPUBLIC OF) 3.25 25-JUL-2025 0.007% BNDPOLAND (REPUBLIC OF) 4.0 22-JAN-2024 (SENIOR) 0.003% BNDPOLAND (REPUBLIC OF) 4.0 25-OCT-2023 0.005% BNDPOLAND (REPUBLIC OF) 5.0 23-MAR-2022 (SENIOR) 0.012% BNDPOLAND (REPUBLIC OF) 5.75 23-SEP-2022 0.003% BNDPOLAND REPUBLIC OF (GOVERNMENT) 3.0 17-MAR-2023 (SENIOR) 0.007% BNDPOLARIS INC 0.000% EQUITY

POLSKI KONCERN NAFTOWY ORLEN SA 0.003% EQUITYPOLSKI KONCERN NAFTOWY ORLEN SA 1.125 27-MAY-2028 Reg-S (SENIOR) 0.001% BNDPOLSKIE GORNICTWO NAFTOWE I GAZOWN 0.001% EQUITYPOLY DEVELOPMENTS AND HOLDINGS GRO A 0.001% EQUITYPOLY DEVELOPMENTS AND HOLDINGS GRO A 0.001% EQUITYPOLY PROPERTY SERVICES LTD H H 0.001% EQUITYPOLYMETAL INTERNATIONAL PLC 0.003% EQUITYPOLYNOVO LTD 0.002% EQUITYPOLYUS 0.003% EQUITYPOOL CORP 0.001% EQUITYPOP MART INTERNATIONAL GROUP LTD 0.001% EQUITYPORSCHE AUTOMOBIL HOLDING PREF PREF 0.005% EQUITYPOSCO 0.014% EQUITYPOSCO 0.5 17-JAN-2024 Reg-S (SENIOR) 0.000% BNDPOSCO 2.375 17-JAN-2023 Reg-S (SENIOR) 0.015% BNDPOSCO CHEMICAL LTD 0.003% EQUITYPOSCO INTERNATIONAL CORP 0.000% EQUITYPOSTAL SAVINGS BANK OF CHINA LTD A A 0.001% EQUITYPOSTAL SAVINGS BANK OF CHINA LTD H H 0.005% EQUITYPOSTE ITALIANE 0.002% EQUITYPOSTE ITALIANE S.P.A. NONDMUNI 0.5 10-DEC-2028 Reg-S 0.001% BNDPOU CHEN CORP 0.002% EQUITYPOWER ASSETS HOLDINGS LTD 0.006% EQUITYPOWER CONSTRUCTION CORPORATION OF A 0.000% EQUITYPOWER CONSTRUCTION CORPORATION OF A 0.001% EQUITYPOWER CORPORATION OF CANADA 0.002% EQUITYPOWER FINANCE CORPORATION LTD 0.001% EQUITYPOWER FINANCE CORPORATION LTD 3.9 16-SEP-2029 Reg-S (SENIOR) 0.016% BNDPOWER FINANCE CORPORATION LTD 4.5 18-JUN-2029 Reg-S (SENIOR) 0.016% BNDPOWER FINANCIAL CORP 0.000% EQUITYPOWER GRID CORPORATION OF INDIA LT 0.007% EQUITYPOWER SECTOR ASSETS AND LIABILITIE GOVTGUAR 7.39 02-DEC-2024 Reg-S (SENIOR) 0.018% BNDPOWERLONG REAL ESTATE HOLDINGS LTD 0.000% EQUITYPOWERTECH TECHNOLOGY INC 0.001% EQUITYPOWSZECHNA KASA OSZCZEDNOSCI BANK 0.005% EQUITYPPB GROUP 0.003% EQUITYPPG INDUSTRIES INC 0.010% EQUITYPPL CORP 0.006% EQUITYPRADA S.P.A. 0.001% EQUITYPRAIRIESKY ROYALTY LTD 0.000% EQUITYPRECISION CASTPARTS CORP 3.25 15-JUN-2025 (SENIOR) 0.001% BNDPREMIER INVESTMENTS LTD 0.007% EQUITYPRESIDENT CHAIN STORE CORP 0.005% EQUITYPRESS METAL ALUMINIUM HOLDINGS 0.004% EQUITYPRIME FIDELITE 2023 0.000% EQUITYPRINCIPAL FINANCIAL GROUP INC 0.005% EQUITYPRO MEDICUS LTD 0.007% EQUITYPROCTER & GAMBLE 0.101% EQUITYPROCTER & GAMBLE CO 0.55 29-OCT-2025 (SENIOR) 0.001% BNDPROCTER & GAMBLE CO 1.0 23-APR-2026 (SENIOR) 0.001% BNDPROCTER & GAMBLE CO 1.2 29-OCT-2030 (SENIOR) 0.001% BNDPROCTER & GAMBLE CO 1.95 23-APR-2031 (SENIOR) 0.001% BNDPROCTER & GAMBLE CO 3.0 25-MAR-2030 (SENIOR) 0.002% BNDPROCTER & GAMBLE COMPANY 2.45 03-NOV-2026 (SENIOR) 0.001% BNDPROCTER & GAMBLE COMPANY 2.85 11-AUG-2027 (SENIOR) 0.001% BND

PROGRESSIVE CORP 0.015% EQUITYPROGRESSIVE CORPORATION (THE) 4.125 15-APR-2047 (SENIOR) 0.001% BNDPROLOGIS LP REIT 1.25 15-OCT-2030 (SENIOR) 0.001% BNDPROLOGIS LP REIT 2.25 15-APR-2030 (SENIOR) 0.001% BNDPROLOGIS REIT INC REIT 0.030% EQUITYPROMOTORA Y OPERADORA DE INFRAESTR 0.001% EQUITYPROSEGUR CASH SA 1.375 04-FEB-2026 Reg-S (SENIOR) 0.001% BNDPROSIEBEN SAT.1 MEDIA N 0.000% EQUITYPROSUS NV 0.005% EQUITYPROSUS NV 1.288 13-JUL-2029 Reg-S (SENIOR) 0.001% BNDPROSUS NV 1.539 03-AUG-2028 Reg-S (SENIOR) 0.001% BNDPROXIMUS NV 0.001% EQUITYPROYA COSMETICS LTD A A 0.000% EQUITYPROYA COSMETICS LTD A A 0.000% EQUITYPRUDENTIAL FINANCIAL INC 0.011% EQUITYPRUDENTIAL FINANCIAL INC 3.7 13-MAR-2051 (SENIOR) 0.002% BNDPRUDENTIAL FINANCIAL INC 3.905 07-DEC-2047 (SENIOR) 0.001% BNDPRUDENTIAL FINANCIAL INC 3.935 07-DEC-2049 (SENIOR) 0.001% BNDPRUDENTIAL FINANCIAL INC 4.35 25-FEB-2050 (SENIOR) 0.001% BNDPRUDENTIAL FINANCIAL INC 4.6 15-MAY-2044 (SENIOR) 0.001% BNDPRUDENTIAL FINANCIAL INC 5.7 14-DEC-2036 (SENIOR) 0.001% BNDPRUDENTIAL PLC 0.016% EQUITYPRYSMIAN 0.001% EQUITYPSA BANQUE FRANCE 0.625 21-JUN-2024 Reg-S (SENIOR) 0.001% BNDPSA TREASURY PTE LTD 2.125 05-SEP-2029 Reg-S (SENIOR) 0.015% BNDPTC INC 0.002% EQUITYPTEROSAUR CAPITAL CO LTD 1.0 25-SEP-2024 Reg-S (SENIOR) 0.001% BNDPTT EXPLORATION AND PRODUCTION NON 0.002% EQUITYPTT EXPLORATION AND PRODUCTION PCL 0.000% EQUITYPTT EXPLORATION AND PRODUCTION PCL 0.002% EQUITYPTT GLOBAL CHEMICAL NON-VOTING DR 0.002% EQUITYPTT GLOBAL CHEMICAL PCL 0.000% EQUITYPTT GLOBAL CHEMICAL PCL F 0.001% EQUITYPTT NON-VOTING DR PCL 0.005% EQUITYPTT OIL AND RETAIL BUSINESS PCL 0.000% EQUITYPTT OIL AND RETAIL BUSINESS PCL F 0.001% EQUITYPTT OIL AND RETAIL BUSINESS PCL NO 0.001% EQUITYPTT PCL 0.001% EQUITYPTT PCL F 0.005% EQUITYPTT TREASURY CENTER CO LTD 3.7 16-JUL-2070 Reg-S (SENIOR) 0.015% BNDPTTEP CANADA INTERNATIONAL FINANCE 6.35 12-JUN-2042 Reg-S (SENIOR) 0.021% BNDPTTEP TREASURY CENTER CO LTD 2.993 15-JAN-2030 Reg-S (SENIOR) 0.016% BNDPUBLIC BANK 0.013% EQUITYPUBLIC POWER CORPORATION SA R 0.001% EQUITYPUBLIC SERVICE COMPANY OF COLORADO MORT 1.875 15-JUN-2031 (SECURED) 0.001% BNDPUBLIC SERVICE ENTERPRISE GROUP IN 0.009% EQUITYPUBLIC SERVICE ENTERPRISE GROUP IN 2.45 15-NOV-2031 (SENIOR) 0.001% BNDPUBLIC STORAGE REIT REIT 0.007% EQUITYPUBLICIS GROUPE SA 0.005% EQUITYPULTEGROUP INC 0.004% EQUITYPUMA 0.001% EQUITYPUNJAB NATIONAL BANK 0.000% EQUITYPURE GOLD PRICE CLUB INC 0.000% EQUITYPVH CORP 0.000% EQUITYPVH CORP 3.125 15-DEC-2027 Reg-S (SENIOR) 0.001% BND

PVH CORP 3.625 15-JUL-2024 Reg-S (SENIOR) 0.001% BNDPZU SA 0.003% EQUITYQANTAS AIRWAYS LIMITED 7.75 19-MAY-2022 (SENIOR) 0.008% BNDQANTAS AIRWAYS LTD 0.024% EQUITYQANTAS AIRWAYS LTD 2.95 27-NOV-2029 Reg-S (SENIOR) 0.008% BNDQANTAS AIRWAYS LTD 3.15 27-SEP-2028 Reg-S (SENIOR) 0.014% BNDQANTAS AIRWAYS LTD 4.4 10-OCT-2023 Reg-S (SENIOR) 0.011% BNDQANTAS AIRWAYS LTD 4.75 12-OCT-2026 Reg-S (SENIOR) 0.012% BNDQANTAS AIRWAYS LTD 5.25 09-SEP-2030 Reg-S (SENIOR) 0.014% BNDQANTAS AIRWAYS LTD 7.5 11-JUN-2021 (SENIOR) 0.007% BNDQATAR (STATE OF) 3.25 02-JUN-2026 Reg-S (SENIOR) 0.008% BNDQATAR (STATE OF) 3.375 14-MAR-2024 Reg-S (SENIOR) 0.007% BNDQATAR (STATE OF) 3.4 16-APR-2025 Reg-S (SENIOR) 0.009% BNDQATAR (STATE OF) 3.75 16-APR-2030 Reg-S (SENIOR) 0.008% BNDQATAR (STATE OF) 3.875 23-APR-2023 Reg-S (SENIOR) 0.009% BNDQATAR (STATE OF) 4.0 14-MAR-2029 Reg-S (SENIOR) 0.016% BNDQATAR (STATE OF) 4.4 16-APR-2050 Reg-S (SENIOR) 0.025% BNDQATAR (STATE OF) 4.5 23-APR-2028 Reg-S (SENIOR) 0.012% BNDQATAR (STATE OF) 4.625 02-JUN-2046 Reg-S (SENIOR) 0.007% BNDQATAR (STATE OF) 4.817 14-MAR-2049 Reg-S (SENIOR) 0.023% BNDQATAR (STATE OF) 5.103 23-APR-2048 Reg-S (SENIOR) 0.026% BNDQATAR (STATE OF) 9.75 15-JUN-2030 Reg-S (SENIOR) 0.008% BNDQATAR ELECTRICITY AND WATER 0.001% EQUITYQATAR FUEL 0.001% EQUITYQATAR GAS TRANSPORT COMPANY LTD 0.001% EQUITYQATAR INTERNATIONAL ISLAMIC BANK 0.001% EQUITYQATAR ISLAMIC BANK 0.003% EQUITYQATAR NATIONAL BANK 0.012% EQUITYQATAR STATE OF (GOVERNMENT) 4.5 20-JAN-2022 Reg-S (SENIOR) 0.008% BNDQATAR STATE OF (GOVERNMENT) 5.75 20-JAN-2042 Reg-S (SENIOR) 0.012% BNDQATAR STATE OF (GOVERNMENT) 6.4 20-JAN-2040 Reg-S (SENIOR) 0.013% BNDQBE INSURANCE GROUP LTD 0.316% EQUITYQIAGEN NV 0.001% EQUITYQIAGEN NV 0.001% EQUITYQIC FINANCE (SHOPPING CENTRE FUND) 2.0 15-AUG-2025 Reg-S (SENIOR) 0.008% BNDQIC FINANCE (SHOPPING CENTRE FUND) 3.75 06-DEC-2023 Reg-S (SENIOR) 0.005% BNDQIC FINANCE (SHOPPING CENTRE FUND) 3.75 24-FEB-2021 (SENIOR) 0.001% BNDQINGDAO PORT INTERNATIONAL LTD A A 0.000% EQUITYQINGDAO RURAL COMMERCIAL BANK CO L A 0.001% EQUITYQINGDAO RURAL COMMERCIAL BANK CO L A 0.000% EQUITYQINGDAO TGOOD ELECTRIC LTD A A 0.000% EQUITYQINHUANGDAO PORT LTD A A 0.000% EQUITYQL RESOURCES 0.001% EQUITYQNB FINANCE LTD 4.15 01-FEB-2023 Reg-S (SENIOR) 0.004% BNDQNB FINANCE LTD 4.9 01-FEB-2028 Reg-S (SENIOR) 0.009% BNDQORVO INC 0.004% EQUITYQORVO INC 4.375 15-OCT-2029 (SENIOR) 0.001% BNDQPH FINANCE CO PTY LTD 2.3 29-JUL-2027 (SECURED) 0.006% BNDQPH FINANCE CO PTY LTD 2.85 29-JAN-2031 (SECURED) 0.010% BNDQPH FINANCE CO PTY LTD 3.75 07-JUN-2023 Reg-S (SECURED) 0.008% BNDQPH FINANCE CO PTY LTD 5.0 07-JUL-2021 (SECURED) 0.001% BNDQUALCOMM INC 0.039% EQUITYQUALCOMM INCORPORATED 1.3 20-MAY-2028 (SENIOR) 0.001% BNDQUALCOMM INCORPORATED 1.65 20-MAY-2032 (SENIOR) 0.001% BNDQUALCOMM INCORPORATED 2.15 20-MAY-2030 (SENIOR) 0.001% BND

QUALCOMM INCORPORATED 3.25 20-MAY-2027 (SENIOR) 0.002% BNDQUALCOMM INCORPORATED 3.25 20-MAY-2050 (SENIOR) 0.001% BNDQUALCOMM INCORPORATED 3.45 20-MAY-2025 (SENIOR) 0.001% BNDQUALCOMM INCORPORATED 4.3 20-MAY-2047 (SENIOR) 0.002% BNDQUALCOMM INCORPORATED 4.65 20-MAY-2035 (SENIOR) 0.001% BNDQUALCOMM INCORPORATED 4.8 20-MAY-2045 (SENIOR) 0.002% BNDQUANTA COMPUTER INC 0.008% EQUITYQUANTA SERVICES INC. 2.9 01-OCT-2030 (SENIOR) 0.001% BNDQUBE HOLDINGS LTD 0.015% EQUITYQUEBEC (PROVINCE OF) 2.6 18-OCT-2029 Reg-S (SENIOR) 0.001% BNDQUEBEC (PROVINCE OF) 3.25 18-OCT-2028 (SENIOR) 0.001% BNDQUEBEC (PROVINCE OF) 3.7 20-MAY-2026 (SENIOR) 0.001% BNDQUEBEC (PROVINCE OF) 6.5 12-JUL-2021 (SENIOR) 0.001% BNDQUEBEC PROVINCE OF 4.2 10-MAR-2025 (SENIOR) 0.006% BNDQUEBECOR INC CLASS B 0.000% EQUITYQUEENSLAND TREASURY CORP GOVTGUAR 6.0 14-JUN-2021 0.005% BNDQUEENSLAND TREASURY CORP GREEN 3.0 22-MAR-2024 Dual 144a|Reg-S 0.004% BNDQUEENSLAND TREASURY CORP GREEN NONDMUNI 2.5 06-MAR-2029 Dual 144a|Reg-S 0.000% BNDQUEENSLAND TREASURY CORP NONDMUNI 4.25 21-JUL-2023 Dual 144a|Reg-S 0.042% BNDQUEENSLAND TREASURY CORP NONDMUNI 4.75 21-JUL-2025 Dual 144a|Reg-S 0.042% BNDQUEENSLAND TREASURY CORP NONDMUNI 5.5 21-JUN-2021 Reg-S 0.029% BNDQUEENSLAND TREASURY CORP NONDMUNI 5.75 22-JUL-2024 Reg-S 0.036% BNDQUEENSLAND TREASURY CORP NONDMUNI 6.0 21-JUL-2022 0.032% BNDQUEENSLAND TREASURY CORP NONDMUNI 6.5 14-MAR-2033 0.011% BNDQUEENSLAND TREASURY CORPORATION 3.5 21-AUG-2030 Dual 144a|Reg-S 0.024% BNDQUEENSLAND TREASURY CORPORATION GOVTGUAR 2.75 20-AUG-2027 Dual 144a|Reg-S 0.033% BNDQUEENSLAND TREASURY CORPORATION GOVTGUAR 3.25 21-JUL-2026 Dual 144a|Reg-S 0.039% BNDQUEENSLAND TREASURY CORPORATION GOVTGUAR 3.25 21-JUL-2028 Dual 144a|Reg-S 0.020% BNDQUEENSLAND TREASURY CORPORATION NONDMUNI 1.75 20-JUL-2034 Dual 144a|Reg-S 0.007% BNDQUEENSLAND TREASURY CORPORATION NONDMUNI 1.75 21-AUG-2031 Dual 144a|Reg-S 0.010% BNDQUEENSLAND TREASURY CORPORATION NONDMUNI 2.25 16-APR-2040 Dual 144a|Reg-S 0.005% BNDQUEENSLAND TREASURY CORPORATION NONDMUNI 2.25 20-NOV-2041 Dual 144a|Reg-S 0.004% BNDQUEENSLAND TREASURY CORPORATION NONDMUNI 3.25 21-AUG-2029 Dual 144a|Reg-S 0.041% BNDQUEENSLAND TREASURY CORPORATION NONDMUNI 4.2 20-FEB-2047 Dual 144a|Reg-S 0.005% BNDQUEST DIAGNOSTICS INC 0.005% EQUITYQUEST DIAGNOSTICS INCORPORATED 2.95 30-JUN-2030 (SENIOR) 0.001% BNDQURATE RETAIL INC SERIES A A 0.000% EQUITYRABIGH REFINING AND PETROCHEMICAL 0.001% EQUITYRABOBANK NEDERLAND (AUSTRALIA BRAN 4.25 12-MAY-2026 Reg-S (SENIOR PREFERRED) 0.011% BNDRABOBANK NEDERLAND (NY BRANCH) 3.375 21-MAY-2025 (SENIOR) 0.001% BNDRABOBANK NEDERLAND 5.25 24-MAY-2041 (SENIOR) 0.002% BNDRABOBANK NEDERLAND NV/AUSTRALIA 5.5 11-APR-2024 Reg-S (SENIOR PREFERRED) 0.007% BNDRABOBANK NEDERLAND/UTRECHT LT2 5.75 01-DEC-2043 (SUB) 0.002% BNDRAIA DROGASIL SA 0.002% EQUITYRAIFFEISEN BANK INTERNATIONAL AG 0.002% EQUITYRAIFFEISEN BANK INTERNATIONAL AG T2 1.375 17-JUN-2033 Reg-S (SUB) 0.001% BNDRAIFFEISEN BANK INTERNATIONAL AG T2 1.5 12-MAR-2030 Reg-S (SENIOR SUB) 0.001% BNDRAIFFEISEN BANK INTERNATIONAL AG T2 2.875 18-JUN-2032 Reg-S (SENIOR SUB) 0.001% BNDRAJESH EXPORTS LTD 0.000% EQUITYRAK CAPITAL 3.094 31-MAR-2025 Reg-S (Sukuk Ijarah) 0.005% BNDRAKUTEN GROUP INC 0.002% EQUITYRALPH LAUREN CORP CLASS A A 0.000% EQUITYRAMELIUS RESOURCES LTD 0.003% EQUITYRAMSAY HEALTH CARE LTD 0.288% EQUITYRAMSAY HEALTH CARE LTD PERP 3.4645081967 31-DEC-2049 0.405% EQUITY

RAND MERCHANT INSURANCE HOLDING LT 0.001% EQUITYRANDSTAD NV 0.003% EQUITYRATCH GROUP PCL 0.000% EQUITYRATCH GROUP PCL 0.000% EQUITYRATCH GROUP PCL NON-VOTING DR 0.000% EQUITYRATIONAL AG 0.000% EQUITYRAYMOND JAMES FINANCIAL INC. 3.75 01-APR-2051 (SENIOR) 0.001% BNDRAYMOND JAMES FINANCIAL INC. 4.95 15-JUL-2046 (SENIOR) 0.001% BNDRAYMOND JAMES INC 0.004% EQUITYRAYTHEON 0.002% EQUITYRAYTHEON TECH CORP 4.125 16-NOV-2028 (SENIOR) 0.003% BNDRAYTHEON TECHNOLOGIES CORP 0.026% EQUITYRAYTHEON TECHNOLOGIES CORP 0.004% EQUITYRAYTHEON TECHNOLOGIES CORP 3.95 16-AUG-2025 (SENIOR) 0.002% BNDRAYTHEON TECHNOLOGIES CORPORATION 1.9 01-SEP-2031 (SENIOR) 0.001% BNDRAYTHEON TECHNOLOGIES CORPORATION 2.25 01-JUL-2030 (SENIOR) 0.001% BNDRAYTHEON TECHNOLOGIES CORPORATION 2.375 15-MAR-2032 (SENIOR) 0.001% BNDRAYTHEON TECHNOLOGIES CORPORATION 2.82 01-SEP-2051 (SENIOR) 0.001% BNDRAYTHEON TECHNOLOGIES CORPORATION 3.03 15-MAR-2052 (SENIOR) 0.001% BNDRAYTHEON TECHNOLOGIES CORPORATION 3.125 01-JUL-2050 (SENIOR) 0.001% BNDRAYTHEON TECHNOLOGIES CORPORATION 3.5 15-MAR-2027 (SENIOR) 0.001% BNDRAYTHEON TECHNOLOGIES CORPORATION 4.35 15-APR-2047 (SENIOR) 0.001% BNDRAYTRON TECHNOLOGY LTD A A 0.000% EQUITYRBL BANK LTD 0.000% EQUITYRCI BANQUE SA 1.125 15-JAN-2027 (SENIOR) 0.001% BNDRCI BANQUE SA 1.375 08-MAR-2024 Reg-S (SENIOR) 0.001% BNDRCI BANQUE SA 1.625 11-APR-2025 Reg-S (SENIOR) 0.001% BNDRCI BANQUE SA 1.625 26-MAY-2026 Reg-S (SENIOR) 0.001% BNDRCI BANQUE SA 1.75 10-APR-2026 Reg-S (SENIOR PREFERRED) 0.001% BNDRCI BANQUE SA 2.0 11-JUL-2024 Reg-S (SENIOR) 0.001% BNDREA GROUP LTD 0.021% EQUITYREALTEK SEMICONDUCTOR CORP 0.008% EQUITYREALTY INCOME CORPORATION REIT 3.25 15-JAN-2031 (SENIOR) 0.001% BNDREALTY INCOME REIT CORP REIT 0.005% EQUITYREC LTD 0.001% EQUITYREC LTD 3.375 25-JUL-2024 Reg-S (SENIOR) 0.016% BNDRECKITT BENCKISER GROUP PLC 0.012% EQUITYRECORDATI INDUSTRIA CHIMICA E FARM 0.001% EQUITYRECRUIT HOLDINGS LTD 0.009% EQUITYRED ELECTRICA SA 0.002% EQUITYRED HAT INC 0.002% EQUITYRED STAR MACALLINE GROUP CORP LTD A 0.000% EQUITYREDE DOR SAO LUIZ SA 0.001% EQUITYREDEXIS GAS FINANCE BV 1.875 27-APR-2027 Reg-S (SENIOR) 0.001% BNDREDEXIS GAS FINANCE BV 1.875 28-MAY-2025 Reg-S (SENIOR) 0.001% BNDREECE LTD 0.019% EQUITYREGENCY CENTERS REIT CORP REIT 0.002% EQUITYREGENERON PHARMACEUTICALS INC 0.007% EQUITYREGENERON PHARMACEUTICALS INC. 1.75 15-SEP-2030 (SENIOR) 0.001% BNDREGENERON PHARMACEUTICALS INC. 2.8 15-SEP-2050 (SENIOR) 0.001% BNDREGIONS FINANCIAL CORP 0.005% EQUITYREGIS RESOURCES LTD 0.004% EQUITYREINET INVESTMENTS S.C.A. 0.001% EQUITYREINSURANCE GROUP OF AMERICA INC 0.000% EQUITYRELIANCE INDUSTRIES LTD 0.078% EQUITY

RELIANCE INDUSTRIES LTD 6.25 19-OCT-2040 Reg-S (SENIOR) 0.027% BNDRELIANCE INDUSTRIES PARTLY PAID LT 0.000% EQUITYRELIANCE WORLDWIDE CORPORATION LTD 0.012% EQUITYRELX CAPITAL INC 3.0 22-MAY-2030 (SENIOR) 0.001% BNDRELX CAPITAL INC 4.0 18-MAR-2029 (SENIOR) 0.001% BNDRELX FINANCE BV 0.5 10-MAR-2028 Reg-S (SENIOR) 0.001% BNDRELX PLC 0.007% EQUITYREMEGEN LTD CLASS H H 0.000% EQUITYREMGRO LTD 0.002% EQUITYREMY COINTREAU SA 0.001% EQUITYRENAISSANCERE HOLDING LTD 0.000% EQUITYRENAULT SA 0.002% EQUITYRENAULT SA 1.0 08-MAR-2023 Reg-S (SENIOR) 0.001% BNDRENAULT SA 1.0 18-APR-2024 Reg-S (SENIOR) 0.001% BNDRENAULT SA 1.0 28-NOV-2025 Reg-S (SENIOR) 0.001% BNDRENAULT SA 1.125 04-OCT-2027 Reg-S (SENIOR) 0.001% BNDRENAULT SA 1.25 24-JUN-2025 Reg-S (SENIOR) 0.001% BNDRENAULT SA 2.0 28-SEP-2026 Reg-S (SENIOR) 0.001% BNDRENESAS ELECTRONICS CORP 0.001% EQUITYRENEW POWER LT 6.67 12-MAR-2024 Reg-S (SECURED) 0.016% BNDRENTOKIL INITIAL PLC 0.001% EQUITYRENTOKIL INITIAL PLC 0.5 14-OCT-2028 Reg-S (SENIOR) 0.001% BNDREPSOL EUROPE FINANCE SARL 0.375 06-JUL-2029 Reg-S (SENIOR) 0.001% BNDREPSOL INTERNATIONAL FINANCE BV 2.625 15-APR-2030 Reg-S (SENIOR) 0.001% BNDREPSOL SA 0.006% EQUITYREPUBLIC OF CHILE 4.7 01-SEP-2030 144a 0.003% BNDREPUBLIC OF HUNGARY 7.625 29-MAR-2041 (SENIOR) 0.007% BNDREPUBLIC OF KOREA 3.875 11-SEP-2023 (SENIOR) 0.015% BNDREPUBLIC OF PHILIPPINES 3.7 02-FEB-2042 (SENIOR) 0.042% BNDREPUBLIC SERVICES INC 0.008% EQUITYREPUBLIC SERVICES INC 1.75 15-FEB-2032 (SENIOR) 0.001% BNDREPUBLIC SERVICES INC 3.95 15-MAY-2028 (SENIOR) 0.001% BNDREPUBLICA ORIENT URUGUAY 4.375 27-OCT-2027 (SENIOR) 0.007% BNDRESMED CDI INC GDR 0.034% EQUITYRESMED INC 0.004% EQUITYRESONA HOLDINGS INC 0.003% EQUITYRESTAURANTS BRANDS INTERNATIONAL I 0.002% EQUITYREXEL SA 0.000% EQUITYREYNOLDS AMERICAN INC 4.45 12-JUN-2025 (SENIOR) 0.002% BNDREYNOLDS AMERICAN INC 5.7 15-AUG-2035 (SENIOR) 0.001% BNDREYNOLDS AMERICAN INC 5.85 15-AUG-2045 (SENIOR) 0.003% BNDRHB BANK 0.002% EQUITYRHB BANK BHD 1.658 29-JUN-2026 Reg-S (SENIOR) 0.015% BNDRICOH LTD 0.001% EQUITYRIDLEY CORPORATION LTD 0.016% EQUITYRINGCENTRAL INC CLASS A A 0.001% EQUITYRINNAI CORP 0.001% EQUITYRIO TINTO ALCAN INC 6.125 15-DEC-2033 (SENIOR) 0.001% BNDRIO TINTO FINANCE (USA) LTD 2.75 02-NOV-2051 (SENIOR) 0.001% BNDRIO TINTO FINANCE (USA) LTD 5.2 02-NOV-2040 (SENIOR) 0.001% BNDRIO TINTO FINANCE (USA) LTD 7.125 15-JUL-2028 (SENIOR) 0.001% BNDRIO TINTO FINANCE (USA) PLC 4.125 21-AUG-2042 (SENIOR) 0.001% BNDRIO TINTO LTD 0.528% EQUITYRIO TINTO PLC 0.026% EQUITYRIOCAN REAL ESTATE INVESTMENT TRUS REI_UNT 0.000% EQUITY

RISESUN REAL ESTATE DEVELOPMENT LT A 0.000% EQUITYRISESUN REAL ESTATE DEVELOPMENT LT A 0.000% EQUITYRITCHIE BROS AUCTIONEERS INC 0.000% EQUITYRIVIAN AUTOMOTIVE INC CLASS A 0.001% EQUITYRIYAD BANK 0.004% EQUITYRIYUE HEAVY INDUSTRY LTD A A 0.000% EQUITYRLX TECHNOLOGY AMERICAN DEPOSITARY ADR 0.002% EQUITYROBERT HALF INC 0.001% EQUITYROBINHOOD MARKETS INC CLASS A A 0.000% EQUITYROCHE HOLDING AG 0.001% EQUITYROCHE HOLDING PAR AG 0.034% EQUITYROCKET COMPANIES INC CLASS A 0.000% EQUITYROCKWELL AUTOMATION INC 0.005% EQUITYROCKWOOL INTERNATIONAL CLASS B B 0.000% EQUITYROGERS COMMUNICATIONS INC 3.7 15-NOV-2049 (SENIOR) 0.001% BNDROGERS COMMUNICATIONS INC 4.3 15-FEB-2048 (SENIOR) 0.001% BNDROGERS COMMUNICATIONS INC 4.35 01-MAY-2049 (SENIOR) 0.001% BNDROGERS COMMUNICATIONS INC 5.0 15-MAR-2044 (SENIOR) 0.001% BNDROGERS COMMUNICATIONS NON-VOTING I B 0.002% EQUITYROHM LTD 0.002% EQUITYROKU INC CLASS A 0.002% EQUITYROLLINS INC 0.001% EQUITYROLLS-ROYCE HOLDINGS PLC 0.001% EQUITYROLLS-ROYCE PLC 0.875 09-MAY-2024 Reg-S (SENIOR) 0.000% BNDROLLS-ROYCE PLC 1.625 09-MAY-2028 Reg-S (SENIOR) 0.001% BNDROMANIA (REPUBLIC OF) 3.25 24-JUN-2026 0.001% BNDROMANIA (REPUBLIC OF) 3.25 29-APR-2024 0.002% BNDROMANIA (REPUBLIC OF) 3.5 19-DEC-2022 0.002% BNDROMANIA (REPUBLIC OF) 3.65 24-SEP-2031 0.002% BNDROMANIA (REPUBLIC OF) 3.65 28-JUL-2025 0.002% BNDROMANIA (REPUBLIC OF) 3.7 25-NOV-2024 0.002% BNDROMANIA (REPUBLIC OF) 4.0 25-OCT-2023 0.002% BNDROMANIA (REPUBLIC OF) 4.15 24-OCT-2030 0.001% BNDROMANIA (REPUBLIC OF) 4.15 26-JAN-2028 0.002% BNDROMANIA (REPUBLIC OF) 4.25 28-JUN-2023 0.002% BNDROMANIA (REPUBLIC OF) 4.375 22-AUG-2023 Reg-S (SENIOR) 0.004% BNDROMANIA (REPUBLIC OF) 4.4 25-SEP-2023 0.002% BNDROMANIA (REPUBLIC OF) 4.5 17-JUN-2024 0.002% BNDROMANIA (REPUBLIC OF) 4.75 11-OCT-2034 0.001% BNDROMANIA (REPUBLIC OF) 4.75 24-FEB-2025 0.002% BNDROMANIA (REPUBLIC OF) 4.85 22-APR-2026 0.002% BNDROMANIA (REPUBLIC OF) 5.0 12-FEB-2029 0.002% BNDROMANIA (REPUBLIC OF) 5.125 15-JUN-2048 Reg-S (SENIOR) 0.004% BNDROMANIA (REPUBLIC OF) 5.8 26-JUL-2027 0.002% BNDROMANIA (REPUBLIC OF) 5.85 26-APR-2023 0.002% BNDROMANIA (REPUBLIC OF) 6.125 22-JAN-2044 Reg-S (SENIOR) 0.004% BNDROMANIA (REPUBLIC OF) 6.75 07-FEB-2022 Reg-S (SENIOR) 0.012% BNDROMANIAN MINISTRY OF FINANCE 4.875 22-JAN-2024 Reg-S (SENIOR) 0.002% BNDRONGSHENG PETRO CHEMICAL LTD A A 0.001% EQUITYRONGSHENG PETRO CHEMICAL LTD A A 0.000% EQUITYROPER TECHNOLOGIES INC 0.006% EQUITYROPER TECHNOLOGIES INC 1.75 15-FEB-2031 (SENIOR) 0.001% BNDROPER TECHNOLOGIES INC 4.2 15-SEP-2028 (SENIOR) 0.001% BNDROSS STORES INC 0.005% EQUITYROYAL BANK OF CANADA 0.017% EQUITY

ROYAL BANK OF CANADA SYDNEY BRANC 4.2 22-JUN-2026 Reg-S (SENIOR) 0.010% BNDROYAL BANK OF CANADA (SYDNEY BRANC COVERED 1.065 24-APR-2023 Reg-S 0.075% BNDROYAL BANK OF CANADA 0.875 20-JAN-2026 (SENIOR) 0.001% BNDROYAL BANK OF CANADA 1.15 10-JUN-2025 (SENIOR) 0.001% BNDROYAL BANK OF CANADA 1.15 14-JUL-2026 (SENIOR) 0.001% BNDROYAL BANK OF CANADA 1.2 27-APR-2026 (SENIOR) 0.002% BNDROYAL BANK OF CANADA 1.4 02-NOV-2026 (SENIOR) 0.001% BNDROYAL BANK OF CANADA 2.3 03-NOV-2031 0.001% BNDROYAL BANK OF CANADA T2 4.65 27-JAN-2026 (SUB) 0.002% BNDROYAL BANK OF SCOTLAND GROUP PLC 0.75 15-NOV-2025 Reg-S (SENIOR) 0.001% BNDROYAL BANK OF SCOTLAND GROUP PLC 1.75 02-MAR-2026 Reg-S (SENIOR) 0.002% BNDROYAL BANK OF SCOTLAND GROUP PLC 4.445 08-MAY-2030 (SENIOR) 0.001% BNDROYAL BANK OF SCOTLAND GROUP PLC 4.8 05-APR-2026 (SENIOR) 0.002% BNDROYAL BANK OF SCOTLAND GROUP PLC 4.892 18-MAY-2029 (SENIOR NON-PREFERRED) 0.002% BNDROYAL BANK OF SCOTLAND GROUP PLC 5.076 27-JAN-2030 (SENIOR) 0.002% BNDROYAL BANK OF SCOTLAND PLC 3.073 22-MAY-2028 (SENIOR) 0.001% BNDROYAL CARIBBEAN GROUP LTD 0.002% EQUITYROYAL MAIL PLC 0.000% EQUITYROYAL MAIL PLC 1.25 08-OCT-2026 Reg-S (SENIOR) 0.001% BNDROYAL MAIL PLC 2.375 29-JUL-2024 Reg-S (SENIOR) 0.001% BNDROYAL SCHIPHOL GROUP NV 1.5 05-NOV-2030 Reg-S (SENIOR) 0.001% BNDROYALTY PHARMA PLC 1.2 02-SEP-2025 (SENIOR) 0.001% BNDROYALTY PHARMA PLC 1.75 02-SEP-2027 (SENIOR) 0.001% BNDROYALTY PHARMA PLC 2.2 02-SEP-2030 (SENIOR) 0.001% BNDROYALTY PHARMA PLC 3.3 02-SEP-2040 (SENIOR) 0.001% BNDROYALTY PHARMA PLC 3.55 02-SEP-2050 (SENIOR) 0.001% BNDROYALTY PHARMA PLC CLASS A A 0.003% EQUITYRPM INTERNATIONAL INC 0.001% EQUITYRSA INSURANCE GROUP LTD 0.000% EQUITYRTL GROUP SA 0.000% EQUITYRUENTEX DEVELOPMENT LTD 0.001% EQUITYRUMO SA 0.001% EQUITYRURAL ELECTRIFICATION CORP LTD 3.875 07-JUL-2027 Reg-S (SENIOR) 0.016% BNDRUSSIAN (FEDERATION OF) FACT 7.5 31-MAR-2030 Reg-S (SENIOR) 0.003% BNDRUSSIAN FEDERATION 4.5 16-JUL-2025 0.004% BNDRUSSIAN FEDERATION 4.875 16-SEP-2023 Reg-S (SENIOR) 0.022% BNDRUSSIAN FEDERATION 5.625 04-APR-2042 Reg-S (SENIOR) 0.014% BNDRUSSIAN FEDERATION 5.7 17-MAY-2028 0.004% BNDRUSSIAN FEDERATION 5.875 16-SEP-2043 Reg-S (SENIOR) 0.005% BNDRUSSIAN FEDERATION 6.0 06-OCT-2027 0.004% BNDRUSSIAN FEDERATION 6.1 18-JUL-2035 0.004% BNDRUSSIAN FEDERATION 6.5 28-FEB-2024 0.003% BNDRUSSIAN FEDERATION 6.9 23-JUL-2031 0.004% BNDRUSSIAN FEDERATION 6.9 23-MAY-2029 0.003% BNDRUSSIAN FEDERATION 7.0 16-AUG-2023 0.002% BNDRUSSIAN FEDERATION 7.0 25-JAN-2023 0.001% BNDRUSSIAN FEDERATION 7.05 19-JAN-2028 0.003% BNDRUSSIAN FEDERATION 7.1 16-OCT-2024 0.003% BNDRUSSIAN FEDERATION 7.15 12-NOV-2025 0.004% BNDRUSSIAN FEDERATION 7.25 10-MAY-2034 0.003% BNDRUSSIAN FEDERATION 7.4 07-DEC-2022 0.003% BNDRUSSIAN FEDERATION 7.4 17-JUL-2024 0.004% BNDRUSSIAN FEDERATION 7.65 10-APR-2030 0.004% BNDRUSSIAN FEDERATION 7.7 16-MAR-2039 0.003% BNDRUSSIAN FEDERATION 7.7 23-MAR-2033 0.003% BND

RUSSIAN FEDERATION 7.75 16-SEP-2026 0.003% BNDRUSSIAN FEDERATION 7.95 07-OCT-2026 0.003% BNDRUSSIAN FEDERATION 8.15 03-FEB-2027 0.003% BNDRUSSIAN FEDERATION 8.5 17-SEP-2031 0.002% BNDRWE AG 0.009% EQUITYRYANAIR DAC 0.875 25-MAY-2026 Reg-S (SENIOR) 0.002% BNDRYANAIR DAC 2.875 15-SEP-2025 Reg-S (SENIOR) 0.001% BNDRYANAIR HOLDINGS ADR REPRESENTING ADR 0.000% EQUITYRYMAN HEALTHCARE LTD 0.001% EQUITYRYOHIN KEIKAKU LTD 0.001% EQUITYS&P GLOBAL INC 0.013% EQUITYS&P/TSE 60 INDEX JUN 19 PT 20-JUN-2019 0.001% FUTURES&P500 EMINI JUN 19 ME 21-JUN-2019 0.011% FUTURES&P500 EMINI MAR 22 ME 18-MAR-2022 -1.507% FUTURES-1 CORP 0.001% EQUITYS-OIL CORP 0.003% EQUITYS.F. HOLDING LTD A A 0.002% EQUITYS.F. HOLDING LTD A A 0.000% EQUITYSABIC AGRI-NUTRIENTS 0.004% EQUITYSABINE PASS LIQUEFACTION LLC 4.2 15-MAR-2028 (SECURED) 0.001% BNDSABINE PASS LIQUEFACTION LLC 4.5 15-MAY-2030 (SECURED) 0.002% BNDSABINE PASS LIQUEFACTION LLC 5.0 15-MAR-2027 (SECURED) 0.002% BNDSABINE PASS LIQUEFACTION LLC 5.625 01-MAR-2025 (SECURED) 0.002% BNDSABINE PASS LIQUEFACTION LLC 5.875 30-JUN-2026 (SECURED) 0.002% BNDSABRE CORP 0.000% EQUITYSACE SPA HYBRID-P 3.875 31-DEC-2049 Reg-S (SUB) 0.001% BNDSAFRAN SA 0.005% EQUITYSAFRAN SA 0.75 17-MAR-2031 Reg-S (SENIOR) 0.001% BNDSAGAX AB 2.0 17-JAN-2024 Reg-S (SENIOR) 0.001% BNDSAGAX CLASS B B 0.000% EQUITYSAGAX EURO MTN NL BV 0.75 26-JAN-2028 Reg-S (SENIOR) 0.001% BNDSAGE GROUP PLC 0.003% EQUITYSAHARA INTERNATIONAL PETROCHEMICAL 0.002% EQUITYSAIC MOTOR CORP LTD A A 0.001% EQUITYSAIC MOTOR CORP LTD A A 0.001% EQUITYSAILUN GROUP LTD A A 0.000% EQUITYSAINSBURY(J) PLC 0.002% EQUITYSAKA ENERGI INDONESIA PT 4.45 05-MAY-2024 Reg-S (SENIOR) 0.007% BNDSALESFORCE.COM INC 0.026% EQUITYSALESFORCE.COM INC. 1.5 15-JUL-2028 (SENIOR) 0.001% BNDSALESFORCE.COM INC. 1.95 15-JUL-2031 (SENIOR) 0.001% BNDSALESFORCE.COM INC. 2.7 15-JUL-2041 (SENIOR) 0.001% BNDSALESFORCE.COM INC. 2.9 15-JUL-2051 (SENIOR) 0.002% BNDSALESFORCE.COM INC. 3.05 15-JUL-2061 (SENIOR) 0.001% BNDSALESFORCE.COM INC. 3.7 11-APR-2028 (SENIOR) 0.002% BNDSAMHALLSBYGGNADSBOLAGET I NORDEN A 1.0 12-AUG-2027 Reg-S (SENIOR) 0.001% BNDSAMHALLSBYGGNADSBOLAGET I NORDEN A 1.125 04-SEP-2026 Reg-S (SENIOR) 0.001% BNDSAMHALLSBYGGNADSBOLAGET I NORDEN A 1.75 14-JAN-2025 Reg-S (SENIOR) 0.001% BNDSAMPO A 0.009% EQUITYSAMPO OYJ T2 3.375 23-MAY-2049 Reg-S (SUB) 0.001% BNDSAMSONITE INTERNATIONAL SA 0.001% EQUITYSAMSUNG BIOLOGICS LTD 0.010% EQUITYSAMSUNG C&T CORP 0.007% EQUITYSAMSUNG CARD LTD 0.000% EQUITYSAMSUNG ELECTRO MECHANICS LTD 0.008% EQUITY

SAMSUNG ELECTRONICS LTD 0.262% EQUITYSAMSUNG ELECTRONICS NON VOTING PRE PREF 0.043% EQUITYSAMSUNG ENGINEERING LTD 0.003% EQUITYSAMSUNG FIRE & MARINE INSURANCE LT 0.004% EQUITYSAMSUNG FIRE INS PREFERRED STOCK L PREF 0.000% EQUITYSAMSUNG HEAVY INDUSTRIES LTD 0.002% EQUITYSAMSUNG LIFE LTD 0.003% EQUITYSAMSUNG SDI LTD 0.025% EQUITYSAMSUNG SDI PREF LTD PREF 0.001% EQUITYSAMSUNG SDS LTD 0.004% EQUITYSAMSUNG SECURITIES LTD 0.002% EQUITYSAN DIEGO GAS & ELECTRIC CO MORT 1.7 01-OCT-2030 (SECURED) 0.001% BNDSAN DIEGO GAS & ELECTRIC CO MORT 2.95 15-AUG-2051 (SECURED) 0.001% BNDSAN MIGUEL CORP 0.000% EQUITYSAN MIGUEL CORPORATION BTP-P 5.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDSAN MIGUEL FOOD AND BEVERAGE INC B 0.000% EQUITYSANAN OPTOELECTRONICS LTD A A 0.001% EQUITYSANDFIRE RESOURCES LTD 0.007% EQUITYSANDS CHINA LTD 0.004% EQUITYSANDS CHINA LTD 3.8 08-JAN-2026 (SENIOR) 0.031% BNDSANDS CHINA LTD 4.375 18-JUN-2030 (SENIOR) 0.031% BNDSANDS CHINA LTD 5.125 08-AUG-2025 (SENIOR) 0.034% BNDSANDS CHINA LTD 5.4 08-AUG-2028 (SENIOR) 0.035% BNDSANDVIK 0.004% EQUITYSANEF SA 1.875 16-MAR-2026 Reg-S (SENIOR) 0.001% BNDSANGFOR TECHNOLOGIES INC A A 0.000% EQUITYSANGFOR TECHNOLOGIES INC A A 0.000% EQUITYSANKYO LTD 0.000% EQUITYSANLAM LIMITED LTD 0.003% EQUITYSANOFI SA 0.040% EQUITYSANOFI SA 3.625 19-JUN-2028 (SENIOR) 0.001% BNDSANTANDER BANK POLSKA SA 0.002% EQUITYSANTANDER CONSUMER BANK AG 0.25 15-OCT-2024 Reg-S (SENIOR PREFERRED) 0.001% BNDSANTANDER CONSUMER BANK AS 0.125 14-APR-2026 Reg-S (SENIOR PREFERRED) 0.001% BNDSANTANDER CONSUMER BANK AS 0.125 25-FEB-2025 Reg-S (SENIOR PREFERRED) 0.001% BNDSANTANDER CONSUMER FINANCE SA 0.5 14-NOV-2026 Reg-S (SENIOR) 0.001% BNDSANTANDER CONSUMER FINANCE SA 23-FEB-2026 Reg-S (SENIOR) 0.001% BNDSANTANDER HOLDINGS USA INC 3.244 05-OCT-2026 (SENIOR) 0.001% BNDSANTANDER HOLDINGS USA INC 3.45 02-JUN-2025 (SENIOR) 0.001% BNDSANTANDER HOLDINGS USA INC 4.4 13-JUL-2027 (SENIOR) 0.001% BNDSANTANDER HOLDINGS USA INC 4.5 17-JUL-2025 (SENIOR) 0.001% BNDSANTANDER ISSUANCES SAU T2 2.5 18-MAR-2025 Reg-S (SUB) 0.002% BNDSANTANDER ISSUANCES SAU T2 3.25 04-APR-2026 Reg-S (SUB) 0.002% BNDSANTANDER UK GROUP HOLDINGS PLC 1.532 21-AUG-2026 (SENIOR) 0.001% BNDSANTANDER UK GROUP HOLDINGS PLC 1.673 14-JUN-2027 (SENIOR) 0.001% BNDSANTANDER UK GROUP HOLDINGS PLC 3.823 03-NOV-2028 (SENIOR) 0.001% BNDSANTEN PHARMACEUTICAL LTD 0.002% EQUITYSANTOS LTD 0.207% EQUITYSANY HEAVY EQUIPMENT INTERNATIONAL 0.001% EQUITYSANY HEAVY INDUSTRY LTD A A 0.001% EQUITYSANY HEAVY INDUSTRY LTD A A 0.001% EQUITYSAO PAULO ALPARGATAS PREF SA PREF 0.000% EQUITYSAP 0.034% EQUITYSAPUTO INC 0.001% EQUITYSARANA MENARA NUSANTARA 0.002% EQUITY

SARTORIUS PREF AG PREF 0.002% EQUITYSARTORIUS STEDIM BIOTECH SA 0.002% EQUITYSASOL LTD 0.005% EQUITYSATELLITE CHEMICAL LTD A A 0.000% EQUITYSATS LTD 0.001% EQUITYSAUDI ARABIA (KINGDOM OF) 2.375 26-OCT-2021 Reg-S (SENIOR) 0.008% BNDSAUDI ARABIA (KINGDOM OF) 2.875 04-MAR-2023 Reg-S (SENIOR) 0.008% BNDSAUDI ARABIA (KINGDOM OF) 2.9 22-OCT-2025 Reg-S 0.011% BNDSAUDI ARABIA (KINGDOM OF) 3.25 22-OCT-2030 Reg-S 0.004% BNDSAUDI ARABIA (KINGDOM OF) 3.25 26-OCT-2026 Reg-S (SENIOR) 0.016% BNDSAUDI ARABIA (KINGDOM OF) 3.625 04-MAR-2028 Reg-S (SENIOR) 0.015% BNDSAUDI ARABIA (KINGDOM OF) 3.75 21-JAN-2055 Reg-S (SENIOR) 0.004% BNDSAUDI ARABIA (KINGDOM OF) 4.0 17-APR-2025 Reg-S (SENIOR) 0.010% BNDSAUDI ARABIA (KINGDOM OF) 4.375 16-APR-2029 Reg-S (SENIOR) 0.014% BNDSAUDI ARABIA (KINGDOM OF) 4.5 17-APR-2030 Reg-S (SENIOR) 0.012% BNDSAUDI ARABIA (KINGDOM OF) 4.5 22-APR-2060 Reg-S (SENIOR) 0.009% BNDSAUDI ARABIA (KINGDOM OF) 4.5 26-OCT-2046 Reg-S (SENIOR) 0.017% BNDSAUDI ARABIA (KINGDOM OF) 4.625 04-OCT-2047 Reg-S (SENIOR) 0.020% BNDSAUDI ARABIA (KINGDOM OF) 5.0 17-APR-2049 Reg-S (SENIOR) 0.010% BNDSAUDI ARABIA (KINGDOM OF) 5.25 16-JAN-2050 Reg-S (SENIOR) 0.013% BNDSAUDI ARABIAN MINING 0.004% EQUITYSAUDI ARABIAN OIL 0.008% EQUITYSAUDI BASIC INDUSTRIES 0.011% EQUITYSAUDI BRITISH BANK 0.003% EQUITYSAUDI CEMENT 0.000% EQUITYSAUDI ELECTRICITY 0.002% EQUITYSAUDI INDUSTRIAL INVESTMENT GROUP 0.001% EQUITYSAUDI KAYAN PETROCHEMICAL 0.001% EQUITYSAUDI TELECOM 0.007% EQUITYSAVOLA GROUP 0.001% EQUITYSBA COMMUNICATIONS REIT CORP CLASS REIT 0.005% EQUITYSBB TREASURY OYJ 0.75 14-DEC-2028 Reg-S (SENIOR) 0.001% BNDSBB TREASURY OYJ 1.125 26-NOV-2029 Reg-S (SENIOR) 0.001% BNDSBERBANK ROSSII 0.021% EQUITYSBI CARDS & PAYMENT SERVICES LTD 0.003% EQUITYSBI HOLDINGS INC 0.002% EQUITYSBI LIFE INSURANCE COMPANY LTD 0.006% EQUITYSCANIA CV AB 0.5 06-OCT-2023 Reg-S (SENIOR) 0.001% BNDSCANIA CV AB 2.25 03-JUN-2025 Reg-S (SENIOR) 0.001% BNDSCENTRE GROUP TRST 1 2.25 16-JUL-2024 Reg-S (SENIOR) 0.001% BNDSCENTRE GROUP TRST 1 4.5 08-SEP-2021 Reg-S (SENIOR) 0.001% BNDSCENTRE GROUP UNIT REIT 0.043% EQUITYSCENTRE MANAGEMENT LTD 1.45 28-MAR-2029 Reg-S (SENIOR) 0.001% BNDSCENTRE MANAGEMENT LTD 1.75 11-APR-2028 Reg-S (SENIOR) 0.001% BNDSCG PACKAGING PCL 0.000% EQUITYSCG PACKAGING PCL F 0.001% EQUITYSCG PACKAGING PCL NON-VOTING DR 0.001% EQUITYSCHAEFFLER AG 1.875 26-MAR-2024 Reg-S (SENIOR) 0.001% BNDSCHAEFFLER AG 2.875 26-MAR-2027 Reg-S (SENIOR) 0.001% BNDSCHIBSTED CLASS A 0.000% EQUITYSCHIBSTED CLASS B 0.000% EQUITYSCHINDLER HOLDING AG N 0.001% EQUITYSCHINDLER HOLDING PAR AG 0.001% EQUITYSCHLUMBERGER INVESTMENT SA 2.65 26-JUN-2030 (SENIOR) 0.001% BNDSCHLUMBERGER NV 0.011% EQUITY

SCHNEIDER ELECTRIC 0.012% EQUITYSCHRODERS PLC 0.002% EQUITYSCOR 0.000% EQUITYSCOR SE T2 3.0 08-JUN-2046 Reg-S (SUB) 0.001% BNDSCOR SE T2 3.625 27-MAY-2048 Reg-S (SUB) 0.001% BNDSCOUT24 N 0.001% EQUITYSCSK CORP 0.000% EQUITYSD BIOSENSOR INC 0.001% EQUITYSDIC CAPITAL LTD A A 0.000% EQUITYSDIC CAPITAL LTD A A 0.000% EQUITYSDIC POWER HOLDINGS LTD A A 0.000% EQUITYSDIC POWER HOLDINGS LTD A A 0.000% EQUITYSEA ADS REPRESENTING LTD CLASS A ADR 0.002% EQUITYSEAGATE TECHNOLOGY HOLDINGS PLC 0.005% EQUITYSEAGATE TECHNOLOGY HOLDINGS PLC 0.001% EQUITYSEAGEN INC 0.001% EQUITYSEAGEN INC 0.001% EQUITYSEALAND SECURITIES LTD A A 0.000% EQUITYSEALAND SECURITIES LTD A A 0.000% EQUITYSEALED AIR CORP 0.001% EQUITYSEAZEN GROUP LTD 0.001% EQUITYSEAZEN GROUP RIGHTS LTD RIGHTS 0.000% EQUITYSEAZEN HOLDINGS LTD A A 0.000% EQUITYSEAZEN HOLDINGS LTD A A 0.000% EQUITYSEB SA 0.001% EQUITYSECOM LTD 0.003% EQUITYSECURITAS CLASS B B 0.002% EQUITYSEEGENE INC 0.002% EQUITYSEEK LTD 0.158% EQUITYSEGA SAMMY HOLDINGS INC 0.000% EQUITYSEGRO REIT PLC REIT 0.005% EQUITYSEI INVESTMENTS 0.001% EQUITYSEIBU HOLDINGS INC 0.000% EQUITYSEIKO EPSON CORP 0.002% EQUITYSEKISUI CHEMICAL LTD 0.002% EQUITYSEKISUI HOUSE LTD 0.005% EQUITYSELP FINANCE SARL 0.875 27-MAY-2029 Reg-S (SENIOR) 0.001% BNDSELP FINANCE SARL 1.25 25-OCT-2023 Reg-S (SENIOR) 0.000% BNDSELP FINANCE SARL 1.5 20-DEC-2026 Reg-S (SENIOR) 0.001% BNDSELP FINANCE SARL 1.5 20-NOV-2025 Reg-S (SENIOR) 0.001% BNDSEMBCORP INDUSTRIES LTD 0.001% EQUITYSEMBCORP MARINE LTD 0.000% EQUITYSEMEN INDONESIA (PERSERO) 0.001% EQUITYSEMIRARA MINING AND POWER 0.000% EQUITYSEMPRA 0.010% EQUITYSEMPRA ENERGY 3.25 15-JUN-2027 (SENIOR) 0.001% BNDSEMPRA ENERGY 3.4 01-FEB-2028 (SENIOR) 0.001% BNDSEMPRA ENERGY 3.8 01-FEB-2038 (SENIOR) 0.001% BNDSEMPRA ENERGY 4.0 01-FEB-2048 (SENIOR) 0.001% BNDSEMPRA ENERGY 6.0 15-OCT-2039 (SENIOR) 0.001% BNDSENSATA TECHNOLOGIES HOLDING PLC 0.001% EQUITYSERBIA (REPUBLIC OF) 4.5 11-JAN-2026 0.001% BNDSERBIA (REPUBLIC OF) 4.5 20-AUG-2032 0.001% BNDSERBIA (REPUBLIC OF) 5.875 08-FEB-2028 0.001% BNDSERVICENOW INC 0.014% EQUITY

SES SA 0.875 04-NOV-2027 Reg-S (SENIOR) 0.001% BNDSES SA FDR GDR 0.000% EQUITYSEVEN & I HOLDINGS LTD 0.012% EQUITYSEVEN BANK LTD 0.000% EQUITYSEVEN GENERATIONS ENERGY LTD CLASS A 0.000% EQUITYSEVEN GROUP HOLDINGS LTD 0.008% EQUITYSEVERN TRENT PLC 0.003% EQUITYSEVERSTAL 0.002% EQUITYSG HOLDINGS LTD 0.001% EQUITYSG MICRO CORP A A 0.000% EQUITYSG MICRO CORP A A 0.000% EQUITYSGCMS_16-C5-A4 3.055 10-OCT-2048 0.004% CMBSSGS SA N 0.004% EQUITYSGSP (AUSTRALIA) ASSETS PTY LTD 1.843 15-SEP-2028 Reg-S (SENIOR) 0.008% BNDSGSP (AUSTRALIA) ASSETS PTY LTD 3.75 27-SEP-2024 Reg-S (SENIOR) 0.061% BNDSGSP (AUSTRALIA) ASSETS PTY LTD 3.75 28-JUN-2023 Reg-S (SENIOR) 0.008% BNDSGSP (AUSTRALIA) ASSETS PTY LTD 5.5 12-MAR-2021 (SENIOR) 0.003% BNDSHAANXI COAL INDUSTRY LTD A A 0.001% EQUITYSHAANXI COAL INDUSTRY LTD A A 0.001% EQUITYSHAANXI INTERNATIONAL TRUST LTD A A 0.000% EQUITYSHANDONG BUCHANG PHARMACEUTICALS L A 0.000% EQUITYSHANDONG CHENMING PAPER HOLDINGS L A 0.000% EQUITYSHANDONG CHENMING PAPER HOLDINGS L B 0.000% EQUITYSHANDONG CHENMING PAPER HOLDINGS L H 0.000% EQUITYSHANDONG GOLD MINING LTD H H 0.001% EQUITYSHANDONG GOLD-MINING LTD A A 0.000% EQUITYSHANDONG GOLD-MINING LTD A A 0.001% EQUITYSHANDONG HUALU-HENGSHENG CHEMICAL A 0.000% EQUITYSHANDONG HUALU-HENGSHENG CHEMICAL A 0.000% EQUITYSHANDONG HUMON SMELTING LTD A A 0.000% EQUITYSHANDONG LINGLONG TYRE CO LTD A A 0.000% EQUITYSHANDONG LINGLONG TYRE CO LTD A A 0.000% EQUITYSHANDONG NANSHAN ALUMINIUM LTD A A 0.000% EQUITYSHANDONG NANSHAN ALUMINIUM LTD A A 0.001% EQUITYSHANDONG PHARMACEUTICAL GLASS LTD A 0.000% EQUITYSHANDONG SUNPAPER LTD A A 0.000% EQUITYSHANDONG SUNPAPER LTD A A 0.000% EQUITYSHANDONG WEIGAO GP MEDICAL POLYMER H 0.003% EQUITYSHANGHAI NETWORK HOLDING GROUP LT A 0.000% EQUITYSHANGHAI AJ LTD A A 0.000% EQUITYSHANGHAI BAILIAN GROUP LTD B B 0.000% EQUITYSHANGHAI BAIRUN INVESTMENT HOLDING A 0.000% EQUITYSHANGHAI BAIRUN INVESTMENT HOLDING A 0.000% EQUITYSHANGHAI BAOSIGHT SOFTWARE LTD A A 0.000% EQUITYSHANGHAI BAOSIGHT SOFTWARE LTD A A 0.000% EQUITYSHANGHAI BAOSIGHT SOFTWARE LTD B B 0.001% EQUITYSHANGHAI COMMERCIAL LTD 0.005% EQUITYSHANGHAI CONSTRUCTION GROUP LTD A A 0.000% EQUITYSHANGHAI CONSTRUCTION GROUP LTD A A 0.000% EQUITYSHANGHAI DAZHONG PUBLIC UTILITIES A 0.000% EQUITYSHANGHAI ELECTRIC GROUP LTD A A 0.000% EQUITYSHANGHAI ELECTRIC GROUP LTD H H 0.000% EQUITYSHANGHAI ELECTRIC POWER A A 0.000% EQUITYSHANGHAI FOSUN PHARMACEUTICAL (GRO A 0.000% EQUITYSHANGHAI FOSUN PHARMACEUTICAL (GRO A 0.000% EQUITY

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SICHUAN CHUANTOU ENERGY LTD A A 0.000% EQUITYSICHUAN CHUANTOU ENERGY LTD A A 0.000% EQUITYSICHUAN HEBANG BIOTECHNOLOGY LTD A A 0.000% EQUITYSICHUAN KELUN PHARMACEUTICAL LTD A A 0.000% EQUITYSICHUAN KELUN PHARMACEUTICAL LTD A A 0.000% EQUITYSICHUAN LANGUANG DEVELOPMENT LTD A A 0.000% EQUITYSICHUAN NEW ENERGY POWER LTD A A 0.000% EQUITYSICHUAN ROAD & BRIDGE LTD A A 0.001% EQUITYSICHUAN ROAD & BRIDGE LTD A A 0.000% EQUITYSICHUAN SWELLFUN LTD A A 0.000% EQUITYSICHUAN SWELLFUN LTD A A 0.000% EQUITYSICHUAN TEWAY FOOD GROUP LTD A A 0.000% EQUITYSICHUAN YAHUA INDUSTRIAL GROUP LTD A 0.000% EQUITYSIEMENS ENERGY N AG 0.002% EQUITYSIEMENS GAMESA RENEWABLE ENERGY SA 0.001% EQUITYSIEMENS HEALTHINEERS AG 0.002% EQUITYSIEMENS LTD 0.001% EQUITYSIEMENS N AG N 0.047% EQUITYSIEYUAN ELECTRIC LTD A A 0.000% EQUITYSIGMA ALIMENTOS SA DE CV 2.625 07-FEB-2024 Reg-S (SENIOR) 0.001% BNDSIGNATURE BANK 0.002% EQUITYSIGNIFY NV 2.0 11-MAY-2024 Reg-S (SENIOR) 0.001% BNDSIGNIFY NV 2.375 11-MAY-2027 Reg-S (SENIOR) 0.001% BNDSIKA AG 0.007% EQUITYSIKA CAPITAL BV 1.5 29-APR-2031 Reg-S (SENIOR) 0.001% BNDSILERGY CORP 0.010% EQUITYSILLAJEN INC 0.000% EQUITYSILVER LAKE RESOURCES LTD 0.004% EQUITYSIME DARBY 0.002% EQUITYSIME DARBY PLANTATION 0.002% EQUITYSIME DARBY PROPERTY 0.000% EQUITYSIMON PROPERTY GROUP LP 2.45 13-SEP-2029 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP 2.65 15-JUL-2030 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP 3.25 13-SEP-2049 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP 3.25 30-NOV-2026 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP 3.3 15-JAN-2026 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP 3.375 15-JUN-2027 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP 3.5 01-SEP-2025 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP REIT 1.75 01-FEB-2028 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP REIT 3.375 01-DEC-2027 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP LP REIT 3.8 15-JUL-2050 (SENIOR) 0.001% BNDSIMON PROPERTY GROUP REIT INC REIT 0.013% EQUITYSIMS LTD 0.006% EQUITYSINCH 0.000% EQUITYSINGAPORE AIRLINES LTD 0.002% EQUITYSINGAPORE AIRLINES LTD 3.0 20-JUL-2026 Reg-S (SENIOR) 0.015% BNDSINGAPORE EXCHANGE LTD 0.002% EQUITYSINGAPORE POST LTD 0.000% EQUITYSINGAPORE PRESS HOLDINGS LTD 0.001% EQUITYSINGAPORE TECHNOLOGIES ENGINEERING 0.002% EQUITYSINGAPORE TELECOMMUNICATIONS LTD 0.001% EQUITYSINGAPORE TELECOMMUNICATIONS LTD 0.005% EQUITYSINGTEL GROUP TREASURY PTE LTD 1.875 10-JUN-2030 Reg-S (SENIOR) 0.018% BNDSINGTEL GROUP TREASURY PTE LTD 2.375 28-AUG-2029 Reg-S (SENIOR) 0.016% BNDSINGTEL GROUP TREASURY PTE LTD 3.25 30-JUN-2025 Reg-S (SENIOR) 0.016% BND

SINO BIOPHARMACEUTICAL LTD 0.006% EQUITYSINO LAND LTD 0.003% EQUITYSINO-AMERICAN SILICON PRODUCTS INC 0.002% EQUITYSINO-OCEAN GROUP HOLDING LTD 0.000% EQUITYSINO-OCEAN LAND TREASURE FINANCE I 6.0 30-JUL-2024 Reg-S (SENIOR) 0.008% BNDSINOCHEM OFFSHORE CAPITAL CO LTD 1.5 23-SEP-2026 Reg-S (SENIOR) 0.015% BNDSINOLINK SECURITIES LTD A A 0.000% EQUITYSINOLINK SECURITIES LTD A A 0.000% EQUITYSINOMA SCIENCE & TECHNOLOGY LTD A A 0.000% EQUITYSINOPAC FINANCIAL HOLDINGS LTD 0.005% EQUITYSINOPEC ENGINEERING GROUP LTD H H H 0.000% EQUITYSINOPEC GROUP OVERSEAS DEVELOPMENT 2.3 08-JAN-2031 Reg-S (SENIOR) 0.015% BNDSINOPEC GROUP OVERSEAS DEVELOPMENT 2.7 13-MAY-2030 Reg-S (SENIOR) 0.015% BNDSINOPEC OILFIELD SERVICE CORP A A 0.000% EQUITYSINOPEC OILFIELD SERVICE CORP H H 0.000% EQUITYSINOPEC SHANGHAI PETROCHEMICAL LTD A 0.000% EQUITYSINOPEC SHANGHAI PETROCHEMICAL LTD H 0.001% EQUITYSINOPHARM GROUP LTD H H 0.002% EQUITYSINOTRANS LTD A A 0.000% EQUITYSINOTRANS LTD A A 0.000% EQUITYSINOTRANS LTD H H 0.000% EQUITYSINOTRUK (HONG KONG) LTD RED 0.001% EQUITYSIRIUS XM HOLDINGS INC 0.001% EQUITYSITC INTERNATIONAL HOLDINGS LTD 0.002% EQUITYSJM HLDGS LTD 0.001% EQUITYSK BATTERY AMERICA INC 2.125 26-JAN-2026 Reg-S (SENIOR) 0.015% BNDSK BIOPHARMACEUTICALS LTD 0.002% EQUITYSK BIOSCIENCE LTD 0.004% EQUITYSK CHEMICALS LTD 0.001% EQUITYSK HYNIX INC 0.049% EQUITYSK HYNIX INC 1.5 19-JAN-2026 Reg-S (SENIOR) 0.015% BNDSK IE TECHNOLOGY LTD 0.001% EQUITYSK INC 0.007% EQUITYSK INNOVATION LTD 0.009% EQUITYSK NETWORKS 0.000% EQUITYSK SQUARE LTD 0.000% EQUITYSK TELECOM CO LTD 6.625 20-JUL-2027 Reg-S (SENIOR) 0.010% BNDSK TELECOM LTD 0.001% EQUITYSKANDINAVISKA ENSKILDA BANKEN AB 0.375 11-FEB-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSKANDINAVISKA ENSKILDA BANKEN AB 0.375 21-JUN-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSKANDINAVISKA ENSKILDA BANKEN AB 0.625 12-NOV-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSKANDINAVISKA ENSKILDA BANKEN AB T2 1.375 31-OCT-2028 Reg-S (SUB) 0.001% BNDSKANDINAVISKA ENSKILDA BANKEN CLAS A 0.008% EQUITYSKANSKA CLASS B B 0.003% EQUITYSKC LTD 0.003% EQUITYSKF CLASS B B 0.003% EQUITYSKSHU PAINT CO LTD A A 0.000% EQUITYSKY CITY ENTERTAINMENT GROUP LTD 0.002% EQUITYSKYWORKS SOLUTIONS INC 0.003% EQUITYSKYWORTH DIGITAL LTD A A 0.000% EQUITYSL GREEN REALTY REIT CORP REIT 0.000% EQUITYSM INVESTMENTS CORP 0.005% EQUITYSM PRIME HOLDINGS INC 0.006% EQUITYSMARTCENTRES RL ESTATE INVESTMENT REI_UNT 0.000% EQUITYSMARTFREN TELECOM 0.000% EQUITY

SMC (JAPAN) CORP 0.004% EQUITYSMC GLOBAL POWER HOLDINGS CORP 5.95 31-DEC-2049 Reg-S (SENIOR) 0.015% BNDSMC GLOBAL POWER HOLDINGS CORP 6.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.015% BNDSMC GLOBAL POWER HOLDINGS CORP BTP-P 7.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.016% BNDSMITH AND NEPHEW PLC 0.005% EQUITYSMITHS GROUP PLC 0.003% EQUITYSMITHS GROUP PLC 2.0 23-FEB-2027 Reg-S (SENIOR) 0.001% BNDSMOORE INTERNATIONAL HOLDINGS LTD 0.008% EQUITYSMURFIT KAPPA ACQUISITIONS 2.875 15-JAN-2026 Reg-S (SENIOR) 0.001% BNDSMURFIT KAPPA GROUP PLC 0.005% EQUITYSMURFIT KAPPA TREASURY UNLIMITED C 1.5 15-SEP-2027 Reg-S (SENIOR) 0.001% BNDSNAM 0.004% EQUITYSNAM SPA 0.625 30-JUN-2031 Reg-S (SENIOR) 0.001% BNDSNAM SPA 0.75 17-JUN-2030 Reg-S (SENIOR) 0.001% BNDSNAM SPA 07-DEC-2028 Reg-S (SENIOR) 0.001% BNDSNAP INC CLASS A A 0.003% EQUITYSNAP ON INC 0.003% EQUITYSNC LAVALIN INC 0.000% EQUITYSNOWFLAKE CLASS A A 0.004% EQUITYSOCIEDAD QUIMICA Y MINERA DE CHILE PREF 0.003% EQUITYSOCIETA INIZIATIVE AUTOSTRADALI E 1.625 08-FEB-2028 Reg-S (SECURED) 0.001% BNDSOCIETA INIZIATIVE AUTOSTRADALI E 3.375 13-FEB-2024 Reg-S (SECURED) 0.001% BNDSOCIETE FONCIERE LYONNAISE SA REIT 1.5 05-JUN-2027 Reg-S (SENIOR) 0.001% BNDSOCIETE GENERALE SA 0.010% EQUITYSOCIETE GENERALE SA 0.125 18-FEB-2028 Reg-S (SENIOR PREFERRED) 0.001% BNDSOCIETE GENERALE SA 0.5 12-JUN-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSOCIETE GENERALE SA 0.75 25-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDSOCIETE GENERALE SA 0.875 01-JUL-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSOCIETE GENERALE SA 0.875 22-SEP-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSOCIETE GENERALE SA 0.875 24-SEP-2029 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSOCIETE GENERALE SA 1.125 21-APR-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSOCIETE GENERALE SA 1.125 23-JAN-2025 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDSOCIETE GENERALE SA 1.25 12-JUN-2030 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSOCIETE GENERALE SA 1.375 13-JAN-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSOCIETE GENERALE SA 1.75 22-MAR-2029 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDSOCIETE GENERALE SA 2.125 27-SEP-2028 Reg-S (SENIOR NON-PREFERRED) 0.002% BNDSOCIETE GENERALE SA LT2 2.625 27-FEB-2025 Reg-S (SUB) 0.002% BNDSOCIETE GENERALE SA T2 1.0 24-NOV-2030 (SUB) 0.001% BNDSOCIETE GENERALE SA T2 1.125 30-JUN-2031 Reg-S (SUB) 0.001% BNDSOCIETE GENERALE SA T2 1.375 23-FEB-2028 Reg-S (SUB) 0.001% BNDSODEXO SA 0.001% EQUITYSOFI TECHNOLOGIES INC 0.000% EQUITYSOFINA SA 0.000% EQUITYSOFTBANK CORP 0.012% EQUITYSOFTBANK GROUP CORP 0.019% EQUITYSOGECAP SA T2-P 4.125 31-DEC-2049 Reg-S (SUB) 0.001% BNDSOHGO SECURITY SERVICES LTD 0.000% EQUITYSOHO CHINA LTD 0.000% EQUITYSOLAREDGE TECHNOLOGIES INC 0.001% EQUITYSOLUS ADVANCED MATERIALS LTD 0.000% EQUITYSOLVAY FINANCE SA HYBRID-P 5.425 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDSOLVAY SA 0.003% EQUITYSOMPO HOLDINGS INC 0.005% EQUITYSONGCHENG PERFORMANCE DEVELOPMENT A 0.000% EQUITYSONGCHENG PERFORMANCE DEVELOPMENT A 0.000% EQUITY

SONIC HEALTHCARE LTD 0.176% EQUITYSONOVA HOLDING AG 0.002% EQUITYSONY FINANCIAL HOLDINGS INC 0.000% EQUITYSONY GROUP CORP 0.018% EQUITYSOOCHOW SECURITIES CO LTD A A 0.000% EQUITYSOOCHOW SECURITIES CO LTD A A 0.000% EQUITYSOQ SUKUK A QSC GOVTGUAR 3.241 18-JAN-2023 Reg-S (Sukuk Ijarah) 0.004% BNDSOUTH AFRICA (REPUBLIC OF) 4.3 12-OCT-2028 (SENIOR) 0.004% BNDSOUTH AFRICA (REPUBLIC OF) 4.665 17-JAN-2024 (SENIOR) 0.004% BNDSOUTH AFRICA (REPUBLIC OF) 4.85 30-SEP-2029 (SENIOR) 0.007% BNDSOUTH AFRICA (REPUBLIC OF) 5.375 24-JUL-2044 (SENIOR) 0.003% BNDSOUTH AFRICA (REPUBLIC OF) 5.65 27-SEP-2047 (SENIOR) 0.007% BNDSOUTH AFRICA (REPUBLIC OF) 5.75 30-SEP-2049 (SENIOR) 0.007% BNDSOUTH AFRICA (REPUBLIC OF) 5.875 16-SEP-2025 (SENIOR) 0.004% BNDSOUTH AFRICA (REPUBLIC OF) 5.875 22-JUN-2030 (SENIOR) 0.007% BNDSOUTH AFRICA (REPUBLIC OF) 6.25 08-MAR-2041 (SENIOR) 0.002% BNDSOUTH AFRICA (REPUBLIC OF) 6.25 31-MAR-2036 0.003% BNDSOUTH AFRICA (REPUBLIC OF) 6.5 28-FEB-2041 0.002% BNDSOUTH AFRICA (REPUBLIC OF) 7.0 28-FEB-2031 0.005% BNDSOUTH AFRICA (REPUBLIC OF) 7.75 28-FEB-2023 0.003% BNDSOUTH AFRICA (REPUBLIC OF) 8.0 31-JAN-2030 0.012% BNDSOUTH AFRICA (REPUBLIC OF) 8.25 31-MAR-2032 0.008% BNDSOUTH AFRICA (REPUBLIC OF) 8.5 31-JAN-2037 0.008% BNDSOUTH AFRICA (REPUBLIC OF) 8.75 28-FEB-2048 0.011% BNDSOUTH AFRICA (REPUBLIC OF) 8.75 31-JAN-2044 0.007% BNDSOUTH AFRICA (REPUBLIC OF) 8.875 28-FEB-2035 0.008% BNDSOUTH AFRICA (REPUBLIC OF) 9.0 31-JAN-2040 0.006% BNDSOUTH AFRICA (REPUBLIC OF) SR R186 10.5 21-DEC-2026 0.015% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC 1.75 24-MAY-2032 0.005% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC 3.0 20-JUL-2026 Reg-S 0.010% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC GOVTGUAR 1.5 22-SEP-2022 Reg-S 0.007% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC GOVTGUAR 2.25 15-AUG-2024 Reg-S 0.009% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC NONDMUNI 2.75 16-APR-2025 Reg-S 0.009% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC NONDMUNI 2.75 24-MAY-2030 0.007% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC NONDMUNI 3.0 20-SEP-2027 Reg-S 0.004% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC NONDMUNI 3.0 24-MAY-2028 Reg-S 0.012% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC NONDMUNI 4.25 20-NOV-2023 0.005% BNDSOUTH AUSTRALIAN GOVERNMENT FINANC NONDMUNI 5.0 20-MAY-2021 0.012% BNDSOUTH32 LTD 0.455% EQUITYSOUTHERN 0.018% EQUITYSOUTHERN CALIFORNIA EDISON CO MORT 4.65 01-OCT-2043 (SECURED) 0.001% BNDSOUTHERN CALIFORNIA EDISON COMPANY MORT 2.95 01-FEB-2051 (SECURED) 0.001% BNDSOUTHERN CALIFORNIA EDISON COMPANY MORT 3.65 01-FEB-2050 (SECURED) 0.001% BNDSOUTHERN CALIFORNIA EDISON COMPANY MORT 3.7 01-AUG-2025 (SECURED) 0.001% BNDSOUTHERN CALIFORNIA EDISON COMPANY MORT 4.0 01-APR-2047 (SECURED) 0.002% BNDSOUTHERN CALIFORNIA EDISON COMPANY MORT 4.125 01-MAR-2048 (SECURED) 0.001% BNDSOUTHERN COMPANY (THE) 3.25 01-JUL-2026 (SENIOR) 0.002% BNDSOUTHERN COMPANY (THE) 3.7 30-APR-2030 (SENIOR) 0.001% BNDSOUTHERN COMPANY (THE) 4.0 15-JAN-2051 (JUNIOR SUB) 0.001% BNDSOUTHERN COMPANY (THE) 4.4 01-JUL-2046 (SENIOR) 0.002% BNDSOUTHERN COPPER CORP 0.003% EQUITYSOUTHWEST AIRLINES 0.004% EQUITYSOUTHWEST AIRLINES CO 5.125 15-JUN-2027 (SENIOR) 0.002% BNDSOUTHWEST AIRLINES CO 5.25 04-MAY-2025 (SENIOR) 0.002% BNDSOUTHWEST SECURITIES LTD A A 0.000% EQUITY

SOUTHWEST SECURITIES LTD A A 0.000% EQUITYSP POWERASSETS LIMITED 3.25 24-NOV-2025 Reg-S (SENIOR) 0.016% BNDSP POWERASSETS LTD 3.0 26-SEP-2027 Reg-S (SENIOR) 0.016% BNDSPAR GROUP LTD 0.001% EQUITYSPAREBANK 1 SMN 0.01 18-FEB-2028 Reg-S (SENIOR PREFERRED) 0.001% BNDSPAREBANK 1 SR BANK ASA 0.375 15-JUL-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSPARK FINANCE LTD 1.9 05-JUN-2026 Reg-S (SENIOR) 0.004% BNDSPARK FINANCE LTD 2.6 18-MAR-2030 Reg-S (SENIOR) 0.005% BNDSPARK NEW ZEALAND LTD 0.002% EQUITYSPARK NEW ZEALAND LTD 0.002% EQUITYSPI 200 MAR 22 XP 17-MAR-2022 -1.365% FUTURESPIRAX-SARCO ENGINEERING PLC 0.001% EQUITYSPIRIT AEROSYSTEMS INC CLASS A A 0.000% EQUITYSPLUNK INC 0.002% EQUITYSPP - DISTRIBUCIA AS 1.0 09-JUN-2031 Reg-S (SENIOR) 0.001% BNDSPP INFRASTRUCTURE FINANCING BV 2.625 12-FEB-2025 Reg-S (SENIOR) 0.001% BNDSPRING AIRLINES LTD A A 0.000% EQUITYSPRINT CORP 0.000% EQUITYSQUARE ENIX HLDG LTD 0.000% EQUITYSRF LTD 0.002% EQUITYSRI LANKA (DEMOCRATIC SOCIALIST RE 5.75 18-APR-2023 Reg-S (SENIOR) 0.004% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 6.2 11-MAY-2027 Reg-S (SENIOR) 0.021% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 6.35 28-JUN-2024 Reg-S (SENIOR) 0.012% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 6.75 18-APR-2028 Reg-S (SENIOR) 0.013% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 6.825 18-JUL-2026 Reg-S (SENIOR) 0.010% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 6.85 03-NOV-2025 Reg-S (SENIOR) 0.014% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 6.85 14-MAR-2024 Reg-S (SENIOR) 0.012% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 7.55 28-MAR-2030 Reg-S (SENIOR) 0.012% BNDSRI LANKA (DEMOCRATIC SOCIALIST RE 7.85 14-MAR-2029 Reg-S (SENIOR) 0.017% BNDSRI LANKA DEMOCRATIC SOCIALIST (RE 5.875 25-JUL-2022 Reg-S (SENIOR) 0.002% BNDSRI LANKA DEMOCRATIC SOCIALIST RE 6.125 03-JUN-2025 Reg-S (SENIOR) 0.012% BNDSRI TRANG GLOVES (THAILAND) PCL 0.000% EQUITYSRI TRANG GLOVES (THAILAND) PCL F 0.000% EQUITYSRI TRANG GLOVES (THAILAND) PCL NO 0.000% EQUITYSRISAWAD CORPORATION PCL 0.000% EQUITYSRISAWAD CORPORATION PCL F 0.001% EQUITYSRISAWAD CORPORATION PCL NON-VOTIN 0.001% EQUITYSS AND C TECHNOLOGIES HOLDINGS INC 0.002% EQUITYSSANGYONG C&E LTD 0.000% EQUITYSSE PLC 0.008% EQUITYSSE PLC 1.75 16-APR-2030 Reg-S (SENIOR) 0.001% BNDSSE PLC HYBRID-P 3.125 31-DEC-2049 Reg-S (SUB) 0.001% BNDST BARBARA LTD 0.018% EQUITYST.JAMES PLACE PLC 0.004% EQUITYSTANDARD BANK GROUP LTD 0.006% EQUITYSTANDARD CHARTERED PLC 0.004% EQUITYSTANDARD CHARTERED PLC 0.85 27-JAN-2028 Reg-S (SENIOR) 0.001% BNDSTANDARD CHARTERED PLC 0.9 02-JUL-2027 Reg-S (SENIOR) 0.001% BNDSTANDARD CHARTERED PLC 1.625 03-OCT-2027 Reg-S (SENIOR) 0.001% BNDSTANDARD CHARTERED PLC 2.5 09-SEP-2030 Reg-S (SUB) 0.001% BNDSTANDARD CHARTERED PLC 2.9 28-JUN-2025 Reg-S (SENIOR) 0.011% BNDSTANDARD CHARTERED PLC T2 1.2 23-SEP-2031 Reg-S (SUB) 0.001% BNDSTANDARD CHARTERED PLC T2 3.125 19-NOV-2024 Reg-S (SUB) 0.001% BNDSTANLEY BLACK & DECKER INC 0.008% EQUITYSTANLEY BLACK & DECKER INC 2.3 15-MAR-2030 (SENIOR) 0.001% BND

STANLEY BLACK & DECKER INC 2.75 15-NOV-2050 (SENIOR) 0.001% BNDSTANLEY ELECTRIC LTD 0.001% EQUITYSTAR ENERGY GEOTHERMAL 4.85 14-OCT-2038 Reg-S (SENIOR) 0.017% BNDSTARBUCKS CORP 0.016% EQUITYSTARBUCKS CORPORATION 2.25 12-MAR-2030 (SENIOR) 0.001% BNDSTARBUCKS CORPORATION 2.55 15-NOV-2030 (SENIOR) 0.001% BNDSTARBUCKS CORPORATION 3.5 15-NOV-2050 (SENIOR) 0.001% BNDSTARBUCKS CORPORATION 3.55 15-AUG-2029 (SENIOR) 0.001% BNDSTARBUCKS CORPORATION 3.8 15-AUG-2025 (SENIOR) 0.001% BNDSTARBUCKS CORPORATION 4.0 15-NOV-2028 (SENIOR) 0.001% BNDSTARBUCKS CORPORATION 4.45 15-AUG-2049 (SENIOR) 0.001% BNDSTARBUCKS CORPORATION 4.5 15-NOV-2048 (SENIOR) 0.001% BNDSTARHUB LTD 0.000% EQUITYSTARPOWER SEMICONDUCTOR LTD A A 0.000% EQUITYSTARS GROUP INC 0.000% EQUITYSTATE BANK OF INDIA 0.009% EQUITYSTATE BANK OF INDIA (LONDON BRANCH 1.8 13-JUL-2026 Reg-S (SENIOR) 0.015% BNDSTATE BANK OF INDIA (LONDON BRANCH 3.25 24-JAN-2022 Reg-S (SENIOR) 0.015% BNDSTATE BANK OF INDIA REG S INDIA GD GDR 0.001% EQUITYSTATE GRID OVERSEAS INVESTMENT (20 1.75 19-MAY-2025 Reg-S (SENIOR) 0.001% BNDSTATE GRID OVERSEAS INVESTMENT 0.797 05-AUG-2026 Reg-S (SENIOR) 0.002% BNDSTATE GRID OVERSEAS INVESTMENT 201 1.625 05-AUG-2030 Reg-S (SENIOR) 0.022% BNDSTATE GRID OVERSEAS INVESTMENT BVI 1.375 02-MAY-2025 Reg-S (SENIOR) 0.001% BNDSTATE STREET CORP 0.008% EQUITYSTATE STREET CORP 2.2 03-MAR-2031 (SUB) 0.001% BNDSTATE STREET CORP 2.4 24-JAN-2030 (SENIOR) 0.001% BNDSTATE STREET CORP 2.65 19-MAY-2026 (SENIOR) 0.001% BNDSTATE STREET CORP 3.55 18-AUG-2025 (SENIOR) 0.001% BNDSTATKRAFT AS 1.5 26-MAR-2030 Reg-S (SENIOR) 0.001% BNDSTEADFAST GROUP LTD 0.012% EQUITYSTEDIN HOLDING NV PERP 1.5 31-DEC-2049 Reg-S (SUB) 0.001% BNDSTEEL AUTHORITY OF INDIA LTD 0.000% EQUITYSTEEL DYNAMICS INC 0.002% EQUITYSTEEL FUNDING DAC LPN 1.45 02-JUN-2026 Reg-S (SENIOR) 0.001% BNDSTELLANTIS NV 0.001% EQUITYSTELLANTIS NV 0.011% EQUITYSTELLANTIS NV 0.625 30-MAR-2027 Reg-S (SENIOR) 0.002% BNDSTELLANTIS NV 0.75 18-JAN-2029 Reg-S (SENIOR) 0.002% BNDSTELLANTIS NV 1.125 18-SEP-2029 Reg-S (SENIOR) 0.001% BNDSTELLANTIS NV 3.875 05-JAN-2026 Reg-S (SENIOR) 0.002% BNDSTELLANTIS NV 4.5 07-JUL-2028 Reg-S (SENIOR) 0.002% BNDSTERIS 0.003% EQUITYSTMICROELECTRONICS NV 0.002% EQUITYSTMICROELECTRONICS NV 0.002% EQUITYSTO EXPRESS LTD A A 0.000% EQUITYSTOCKLAND STAPLED UNITS LTD REI_UNT 0.218% EQUITYSTOCKLAND TRUST MANAGEMENT LTD 8.25 25-NOV-2020 Reg-S (SENIOR) 0.001% BNDSTOCKLAND TRUST MANAGEMENT LTD REIT 2.3 24-MAR-2028 Reg-S (SENIOR) 0.006% BNDSTOCKLAND TRUST MANAGEMENT LTD REIT 4.5 23-NOV-2022 Reg-S (SENIOR) 0.006% BNDSTOCKLAND TRUST REIT 3.3 22-MAR-2024 Reg-S (SENIOR) 0.005% BNDSTORA ENSO CLASS R R 0.002% EQUITYSTORA ENSO OYJ 0.625 02-DEC-2030 Reg-S (SENIOR) 0.001% BNDSTRAUMANN HOLDING AG N 0.002% EQUITYSTRYKER CORP 0.010% EQUITYSTRYKER CORPORATION 0.75 01-MAR-2029 (SENIOR) 0.001% BND

STRYKER CORPORATION 1.95 15-JUN-2030 (SENIOR) 0.001% BNDSTRYKER CORPORATION 2.125 30-NOV-2027 (SENIOR) 0.001% BNDSTRYKER CORPORATION 2.625 30-NOV-2030 (SENIOR) 0.001% BNDSTRYKER CORPORATION 3.375 01-NOV-2025 (SENIOR) 0.001% BNDSTRYKER CORPORATION 3.5 15-MAR-2026 (SENIOR) 0.001% BNDSTRYKER CORPORATION 4.625 15-MAR-2046 (SENIOR) 0.001% BNDSTUDIO CITY FINANCE LTD 5.0 15-JAN-2029 Reg-S (SENIOR) 0.014% BNDSTUDIO CITY FINANCE LTD 6.0 15-JUL-2025 Reg-S (SENIOR) 0.015% BNDSTUDIO CITY FINANCE LTD 6.5 15-JAN-2028 Reg-S (SENIOR) 0.015% BNDSUBARU CORP 0.004% EQUITYSUEDZUCKER INTERNATIONAL FINANCE B 1.0 28-NOV-2025 Reg-S (SENIOR) 0.001% BNDSUEZ SA 0.003% EQUITYSUEZ SA 1.625 17-SEP-2030 Reg-S (SENIOR) 0.001% BNDSUEZ SA HYBRID-P 1.625 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.000% BNDSUEZ SA PERP 2.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDSUMCO CORP 0.001% EQUITYSUMITOMO CHEMICAL LTD 0.002% EQUITYSUMITOMO CORP 0.006% EQUITYSUMITOMO ELECTRIC INDUSTRIES LTD 0.004% EQUITYSUMITOMO HEAVY INDUSTRIES LTD 0.000% EQUITYSUMITOMO METAL MINING LTD 0.003% EQUITYSUMITOMO MITSUI BANKING CORP (SYDN CD 0.74 18-AUG-2022 Reg-S (SENIOR) 0.062% BNDSUMITOMO MITSUI BANKING CORP (SYDN CD 1.005 05-JUN-2023 Reg-S (SENIOR) 0.050% BNDSUMITOMO MITSUI BANKING CORP (SYDN CD 1.5 05-JUN-2025 Reg-S (SENIOR) 0.007% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 0.016% EQUITYSUMITOMO MITSUI FINANCIAL GROUP IN 0.303 28-OCT-2027 Reg-S (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 0.632 23-OCT-2029 Reg-S (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 0.948 12-JAN-2026 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 1.402 17-SEP-2026 (SENIOR) 0.002% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 1.413 14-JUN-2027 Reg-S (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 1.474 08-JUL-2025 (SENIOR) 0.002% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 1.902 17-SEP-2028 (SENIOR) 0.002% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 2.13 08-JUL-2030 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 2.222 17-SEP-2031 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 2.348 15-JAN-2025 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 2.632 14-JUL-2026 (SENIOR) 0.002% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 2.75 15-JAN-2030 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.01 19-OCT-2026 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.04 16-JUL-2029 (SENIOR) 0.002% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.352 18-OCT-2027 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.364 12-JUL-2027 (SENIOR) 0.002% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.446 11-JAN-2027 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.544 17-JAN-2028 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.784 09-MAR-2026 (SENIOR) 0.002% BNDSUMITOMO MITSUI FINANCIAL GROUP IN 3.944 19-JUL-2028 (SENIOR) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN T2 2.142 23-SEP-2030 (SUB) 0.001% BNDSUMITOMO MITSUI FINANCIAL GROUP IN T2 2.93 17-SEP-2041 (SUB) 0.001% BNDSUMITOMO MITSUI TRUST HOLDINGS INC 0.004% EQUITYSUMITOMO REALTY & DEVELOPMENT LTD 0.003% EQUITYSUMITOMO RUBBER INDUSTRIES LTD 0.000% EQUITYSUN ART RETAIL GROUP LTD 0.001% EQUITYSUN COMMUNITIES REIT INC REIT 0.001% EQUITYSUN HUNG KAI PROPERTIES (CAPITAL 3.75 25-FEB-2029 Reg-S (SENIOR) 0.017% BNDSUN HUNG KAI PROPERTIES LTD 0.012% EQUITYSUN LIFE FINANCIAL INC 0.004% EQUITY

SUN PHARMACEUTICAL INDUSTRIES LTD 0.009% EQUITYSUN TV NETWORK LTD 0.000% EQUITYSUNAC CHINA HOLDINGS LTD 0.003% EQUITYSUNAC CHINA HOLDINGS LTD 7.95 11-OCT-2023 Reg-S (SENIOR) 0.005% BNDSUNAC SERVICES HOLDINGS LTD 0.001% EQUITYSUNCOR ENERGY INC 0.004% EQUITYSUNCOR ENERGY INC 3.75 04-MAR-2051 (SENIOR) 0.001% BNDSUNCOR ENERGY INC 4.0 15-NOV-2047 (SENIOR) 0.001% BNDSUNCOR ENERGY INC 6.5 15-JUN-2038 (SENIOR) 0.001% BNDSUNCOR ENERGY INC. 6.85 01-JUN-2039 (SENIOR) 0.001% BNDSUNCORP GROUP LTD 0.204% EQUITYSUNCORP METWAY LTD 0.495 24-FEB-2026 Reg-S (SENIOR) 0.004% BNDSUNCORP METWAY LTD 0.5421 15-SEP-2026 (SENIOR) 0.061% BNDSUNCORP METWAY LTD 1.85 30-JUL-2024 Reg-S (SENIOR) 0.004% BNDSUNCORP METWAY LTD 3.5 20-OCT-2020 Reg-S (SENIOR) 0.000% BNDSUNCORP METWAY LTD COVERED 3.0 13-SEP-2023 Reg-S 0.098% BNDSUNCORP METWAY LTD COVERED 3.25 24-AUG-2026 Reg-S 0.013% BNDSUNDARAM FINANCE LTD 0.000% EQUITYSUNDRUG LTD 0.000% EQUITYSUNGROW POWER SUPPLY LTD A A 0.001% EQUITYSUNGROW POWER SUPPLY LTD A A 0.001% EQUITYSUNING.COM LTD A A 0.000% EQUITYSUNING.COM LTD A A 0.000% EQUITYSUNNY OPTICAL TECHNOLOGY LTD 0.019% EQUITYSUNOCO LOGISTICS PARTNERS LP 5.35 15-MAY-2045 (SENIOR) 0.001% BNDSUNOCO LOGISTICS PARTNERS OPERATIO 4.0 01-OCT-2027 (SENIOR) 0.001% BNDSUNOCO LOGISTICS PARTNERS OPERATIO 5.4 01-OCT-2047 (SENIOR) 0.002% BNDSUNRUN INC 0.000% EQUITYSUNTEC UNITS TRUST REI_UNT 0.001% EQUITYSUNTORY BEVERAGE & FOOD LTD 0.002% EQUITYSUNTRUST BANK 3.3 15-MAY-2026 (SUB) 0.001% BNDSUNTRUST BANKS INC 0.002% EQUITYSUNTRUST BANKS INC 4.0 01-MAY-2025 (SENIOR) 0.001% BNDSUNWODA ELECTRONIC LTD A A 0.000% EQUITYSUNWODA ELECTRONIC LTD A A 0.000% EQUITYSUPER RETAIL GROUP LTD 0.005% EQUITYSUPERMAX CORPORATION 0.000% EQUITYSURGUTNEFTEGAZ 0.002% EQUITYSURGUTNEFTEGAZ PREF PREF 0.002% EQUITYSURYA CITRA MEDIA 0.000% EQUITYSUZANO SA 0.003% EQUITYSUZHOU ANJIE TECHNOLOGY LTD A A 0.000% EQUITYSUZHOU DONGSHAN PRECISION MANUFACT A 0.000% EQUITYSUZHOU DONGSHAN PRECISION MANUFACT A 0.000% EQUITYSUZHOU GOLD MANTIS CONSTRUCTION DE A 0.000% EQUITYSUZHOU MAXWELL TECHNOLOGIES LTD A A 0.000% EQUITYSUZHOU MAXWELL TECHNOLOGIES LTD A A 0.000% EQUITYSUZHOU TA&A ULTRA CLEAN TECHNOLOGY A 0.000% EQUITYSUZUKEN LTD 0.000% EQUITYSUZUKI MOTOR CORP 0.003% EQUITYSVB FINANCIAL GROUP 0.004% EQUITYSVENSK EXPORTKREDIT AB (SWEDISH EX 4.5 22-NOV-2024 Reg-S (SENIOR) 0.008% BNDSVENSKA CELLULOSA AKTIEBOLAGET SCA B 0.003% EQUITYSVENSKA HANDELSBANKEN AB 0.01 02-DEC-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSVENSKA HANDELSBANKEN AB 0.5 18-FEB-2030 Reg-S (SENIOR NON-PREFERRED) 0.001% BND

SVENSKA HANDELSBANKEN AB 1.2 04-MAR-2026 Reg-S (SENIOR) 0.007% BNDSVENSKA HANDELSBANKEN AB 3.25 27-SEP-2023 Reg-S (SENIOR) 0.008% BNDSVENSKA HANDELSBANKEN AB 4.0 02-MAR-2026 Reg-S (SENIOR) 0.002% BNDSVENSKA HANDELSBANKEN AB T2 1.625 05-MAR-2029 Reg-S (CAPSEC (BTP)) 0.001% BNDSVENSKA HANDELSBANKEN CLASS A A 0.006% EQUITYSWEDBANK AB 0.2 12-JAN-2028 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSWEDBANK AB 0.3 20-MAY-2027 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDSWEDBANK AB 3.5 17-FEB-2022 Reg-S (SENIOR) 0.007% BNDSWEDBANK AB T2 1.5 18-SEP-2028 Reg-S (SUB) 0.000% BNDSWEDBANK CLASS A A 0.006% EQUITYSWEDISH EXPORT CREDIT CORP 3.3 18-SEP-2026 (SENIOR) 0.007% BNDSWEDISH MATCH 0.001% EQUITYSWEDISH MATCH 0.001% EQUITYSWIRE PACIFIC LTD A 0.002% EQUITYSWIRE PACIFIC MTN FINANCING LTD 3.875 21-SEP-2025 Reg-S (SENIOR) 0.016% BNDSWIRE PROPERTIES LTD 0.002% EQUITYSWISS LIFE HOLDING AG N 0.007% EQUITYSWISS MKT IX JUN 19 SM 21-JUN-2019 0.001% FUTURESWISS PRIME SITE AG N 0.003% EQUITYSWISS RE AG 0.010% EQUITYSWISS RE FINANCE (LUXEMBOURG) SA T2 2.534 30-APR-2050 Reg-S (SUB) 0.001% BNDSWISSCOM AG N 0.005% EQUITYSYDNEY AIRPORT FINANCE CO PTY LTD 1.75 26-APR-2028 Reg-S (SECURED) 0.001% BNDSYDNEY AIRPORT FINANCE COMPANY PTY 2.75 23-APR-2024 Reg-S (SECURED) 0.001% BNDSYDNEY AIRPORT STAPLED UNITS UNIT 0.058% EQUITYSYMANTEC INC 0.001% EQUITYSYMRISE AG 0.002% EQUITYSYNCHRONY FINANCIAL 0.007% EQUITYSYNCHRONY FINANCIAL 2.875 28-OCT-2031 (SENIOR) 0.001% BNDSYNCHRONY FINANCIAL 3.95 01-DEC-2027 (SENIOR) 0.001% BNDSYNCHRONY FINANCIAL 4.5 23-JUL-2025 (SENIOR) 0.001% BNDSYNGENTA FINANCE NV 1.25 10-SEP-2027 Reg-S (SENIOR) 0.001% BNDSYNGENTA FINANCE NV 3.375 16-APR-2026 Reg-S (SENIOR) 0.001% BNDSYNNEX TECHNOLOGY INTERNATIONAL CO 0.002% EQUITYSYNOPSYS INC 0.006% EQUITYSYSCO CORP 0.010% EQUITYSYSCO CORPORATION 3.15 14-DEC-2051 (SENIOR) 0.001% BNDSYSCO CORPORATION 3.25 15-JUL-2027 (SENIOR) 0.001% BNDSYSCO CORPORATION 3.3 15-JUL-2026 (SENIOR) 0.001% BNDSYSCO CORPORATION 3.75 01-OCT-2025 (SENIOR) 0.001% BNDSYSCO CORPORATION 5.95 01-APR-2030 (SENIOR) 0.001% BNDSYSCO CORPORATION 6.6 01-APR-2050 (SENIOR) 0.002% BNDSYSMEX CORP 0.003% EQUITYT MOBILE US INC 0.015% EQUITYT ROWE PRICE GROUP INC 0.011% EQUITYT&D HOLDINGS INC 0.002% EQUITYT-MOBILE USA INC 1.5 15-FEB-2026 (SECURED) 0.001% BNDT-MOBILE USA INC 2.05 15-FEB-2028 (SECURED) 0.002% BNDT-MOBILE USA INC 2.25 15-NOV-2031 (SECURED) 0.001% BNDT-MOBILE USA INC 2.55 15-FEB-2031 (SECURED) 0.002% BNDT-MOBILE USA INC 2.7 15-MAR-2032 144a (SENIOR) 0.001% BNDT-MOBILE USA INC 3.0 15-FEB-2041 (SECURED) 0.002% BNDT-MOBILE USA INC 3.3 15-FEB-2051 (SECURED) 0.003% BNDT-MOBILE USA INC 3.4 15-OCT-2052 144a (SENIOR) 0.001% BNDT-MOBILE USA INC 3.5 15-APR-2025 (SECURED) 0.003% BND

T-MOBILE USA INC 3.6 15-NOV-2060 (SECURED) 0.001% BNDT-MOBILE USA INC 3.75 15-APR-2027 (SECURED) 0.004% BNDT-MOBILE USA INC 3.875 15-APR-2030 (SECURED) 0.007% BNDT-MOBILE USA INC 4.375 15-APR-2040 (SECURED) 0.002% BNDT-MOBILE USA INC 4.5 15-APR-2050 (SECURED) 0.003% BNDTABCORP HOLDINGS LTD 0.029% EQUITYTABLEAU SOFTWARE INC CLASS A A 0.000% EQUITYTAIHEIYO CEMENT CORP 0.000% EQUITYTAIJI COMPUTER CORP LTD A A 0.000% EQUITYTAISEI CORP 0.002% EQUITYTAISHIN FINANCIAL HOLDING LTD 0.006% EQUITYTAISHO PHARMACEUTICAL HOLDINGS LTD 0.001% EQUITYTAIWAN BUSINESS BANK LTD 0.001% EQUITYTAIWAN CEMENT CORP 0.008% EQUITYTAIWAN COOPERATIVE FINANCIAL HOLDI 0.007% EQUITYTAIWAN FERTILIZER LTD 0.000% EQUITYTAIWAN GLASS INDUSTRY CORP 0.001% EQUITYTAIWAN HIGH SPEED RAIL CORP 0.002% EQUITYTAIWAN MOBILE LTD 0.005% EQUITYTAIWAN SECOM LTD 0.000% EQUITYTAIWAN SEMICONDUCTOR MANUFACTURING 0.457% EQUITYTAKASHIMAYA LTD 0.000% EQUITYTAKE TWO INTERACTIVE SOFTWARE INC 0.002% EQUITYTAKEDA PHARMACEUTICAL CO LTD 0.75 09-JUL-2027 (SENIOR) 0.001% BNDTAKEDA PHARMACEUTICAL CO LTD 1.0 09-JUL-2029 (SENIOR) 0.001% BNDTAKEDA PHARMACEUTICAL CO LTD 2.05 31-MAR-2030 (SENIOR) 0.002% BNDTAKEDA PHARMACEUTICAL CO LTD 2.25 21-NOV-2026 Reg-S (SENIOR) 0.002% BNDTAKEDA PHARMACEUTICAL CO LTD 3.0 21-NOV-2030 Reg-S (SENIOR) 0.003% BNDTAKEDA PHARMACEUTICAL CO LTD 3.025 09-JUL-2040 (SENIOR) 0.001% BNDTAKEDA PHARMACEUTICAL CO LTD 3.175 09-JUL-2050 (SENIOR) 0.002% BNDTAKEDA PHARMACEUTICAL CO LTD 3.375 09-JUL-2060 (SENIOR) 0.001% BNDTAKEDA PHARMACEUTICAL CO LTD 5.0 26-NOV-2028 (SENIOR) 0.002% BNDTAKEDA PHARMACEUTICAL LTD 0.015% EQUITYTAL EDUCATION GROUP ADR REPTG ADR 0.001% EQUITYTALANX AG T2 2.25 05-DEC-2047 Reg-S (SUB) 0.001% BNDTALENT YIELD EURO LTD 1.0 24-SEP-2025 Reg-S (SENIOR) 0.000% BNDTANGSHAN JIDONG CEMENT LTD A A 0.000% EQUITYTAPESTRY INC 0.001% EQUITYTARGA RESOURCES CORP 0.001% EQUITYTARGET CORP 0.029% EQUITYTARGET CORP 4.0 01-JUL-2042 (SENIOR) 0.001% BNDTARGET CORPORATION 2.25 15-APR-2025 (SENIOR) 0.001% BNDTARGET CORPORATION 2.35 15-FEB-2030 (SENIOR) 0.001% BNDTARGET CORPORATION 2.5 15-APR-2026 (SENIOR) 0.001% BNDTARGET CORPORATION 3.375 15-APR-2029 (SENIOR) 0.001% BNDTASMANIAN PUBLIC FINANCE CORP NONDMUNI 4.0 11-JUN-2024 Reg-S 0.004% BNDTASMANIAN PUBLIC FINANCE CORPORATI 3.25 19-FEB-2026 Reg-S 0.004% BNDTASMANIAN PUBLIC FINANCE CORPORATI GOVTGUAR 4.35 02-MAY-2046 0.000% BNDTASMANIAN PUBLIC FINANCE CORPORATI NONDMUNI 2.0 24-JAN-2030 Reg-S 0.004% BNDTASMANIAN PUBLIC FINANCE CORPORATI NONDMUNI 3.25 24-JAN-2028 Reg-S 0.003% BNDTASMANIAN PUBLIC FINANCE CORPORATI NONDMUNI 4.25 08-MAR-2022 0.001% BNDTATA COMMUNICATIONS LTD 0.001% EQUITYTATA CONSULTANCY SERVICES LTD 0.041% EQUITYTATA CONSUMER PRODUCTS LTD 0.005% EQUITYTATA MOTORS LTD 0.009% EQUITY

TATA MOTORS LTD CLASS A DVR DVR 0.001% EQUITYTATA POWER LTD 0.004% EQUITYTATA STEEL LTD 0.010% EQUITYTATNEFT 0.005% EQUITYTAURON POLSKA ENERGIA SA 2.375 05-JUL-2027 Reg-S (SENIOR) 0.001% BNDTAYLOR WIMPEY PLC 0.003% EQUITYTBEA LTD A A 0.000% EQUITYTBEA LTD A A 0.000% EQUITYTC ENERGY CORP 0.003% EQUITYTCL TECHNOLOGY GROUP CORP A A 0.000% EQUITYTCL TECHNOLOGY GROUP CORP A A 0.000% EQUITYTCS GROUP HOLDING REPR CLASS A RE GDR 0.005% EQUITYTD AMERITRADE HOLDING CORP 0.001% EQUITYTDF INFRASTRUCTURE SAS 2.5 07-APR-2026 Reg-S (SENIOR) 0.001% BNDTDK CORP 0.001% EQUITYTE CONNECTIVITY LTD 0.013% EQUITYTECH MAHINDRA LTD 0.012% EQUITYTECHNIP ENERGIES NV 1.125 28-MAY-2028 Reg-S (SENIOR) 0.001% BNDTECHNIPFMC PLC 0.000% EQUITYTECHNOLOGY ONE LTD 0.009% EQUITYTECHTRONIC INDUSTRIES LTD 0.011% EQUITYTECK RESOURCES SUBORDINATE VOTING B 0.002% EQUITYTECO ELECTRIC & MACHINERY LTD 0.001% EQUITYTEIJIN LTD 0.000% EQUITYTELADOC HEALTH INC 0.001% EQUITYTELE2 AB 1.125 15-MAY-2024 Reg-S (SENIOR) 0.001% BNDTELE2 AB 2.125 15-MAY-2028 Reg-S (SENIOR) 0.000% BNDTELE2 CLASS B B 0.003% EQUITYTELECOM ITALIA 0.002% EQUITYTELECOM ITALIA SAVING 0.000% EQUITYTELEDYNE TECHNOLOGIES INC 0.001% EQUITYTELEDYNE TECHNOLOGIES INCORPORATED 2.75 01-APR-2031 (SENIOR) 0.001% BNDTELEFLEX INC 0.002% EQUITYTELEFONAKTIEBOLAGET LM ERICSSON 1.0 26-MAY-2029 Reg-S (SENIOR) 0.001% BNDTELEFONICA BRASIL SA 0.001% EQUITYTELEFONICA DEUTSCHLAND HOLDING AG 0.001% EQUITYTELEFONICA EMISIONES SAU 0.664 03-FEB-2030 Reg-S (SENIOR) 0.001% BNDTELEFONICA EMISIONES SAU 1.715 12-JAN-2028 Reg-S (SENIOR) 0.002% BNDTELEFONICA EMISIONES SAU 1.788 12-MAR-2029 Reg-S (SENIOR) 0.001% BNDTELEFONICA EMISIONES SAU 2.932 17-OCT-2029 Reg-S (SENIOR) 0.001% BNDTELEFONICA EMISIONES SAU 4.103 08-MAR-2027 (SENIOR) 0.002% BNDTELEFONICA EMISIONES SAU 4.665 06-MAR-2038 (SENIOR) 0.001% BNDTELEFONICA EMISIONES SAU 4.895 06-MAR-2048 (SENIOR) 0.001% BNDTELEFONICA EMISIONES SAU 5.213 08-MAR-2047 (SENIOR) 0.003% BNDTELEFONICA EMISIONES SAU 5.52 01-MAR-2049 (SENIOR) 0.002% BNDTELEFONICA EMISIONES SAU 7.045 20-JUN-2036 (SENIOR) 0.003% BNDTELEFONICA EUROPE BV 8.25 15-SEP-2030 (SENIOR) 0.002% BNDTELEFONICA SA 0.008% EQUITYTELEKOM MALAYSIA 0.001% EQUITYTELENET GROUP HOLDING NV 0.000% EQUITYTELENOR 0.004% EQUITYTELEPERFORMANCE 0.003% EQUITYTELEPERFORMANCE 0.25 26-NOV-2027 Reg-S (SENIOR) 0.001% BNDTELEPERFORMANCE 1.5 03-APR-2024 Reg-S (SENIOR) 0.001% BNDTELEPERFORMANCE 1.875 02-JUL-2025 Reg-S (SENIOR) 0.001% BND

TELESITES B-1 0.001% EQUITYTELIA COMPANY 0.004% EQUITYTELIA COMPANY AB 0.125 27-NOV-2030 Reg-S (SENIOR) 0.001% BNDTELIA COMPANY AB BTP 1.375 11-MAY-2081 Reg-S (CAPSEC (BTP)) 0.001% BNDTELIA COMPANY AB HYBRID 3.0 04-APR-2078 Reg-S (CAPSEC (BTP)) 0.001% BNDTELKOM INDONESIA 0.012% EQUITYTELSTRA CORPORATION LIMITED 4.0 16-SEP-2022 (SENIOR) 0.019% BNDTELSTRA CORPORATION LTD 0.699% EQUITYTELSTRA CORPORATION LTD 1.0 23-APR-2030 Reg-S (SENIOR) 0.001% BNDTELSTRA CORPORATION LTD 2.9 19-APR-2021 Reg-S (SENIOR) 0.001% BNDTELSTRA CORPORATION LTD 4.0 19-APR-2027 Reg-S (SENIOR) 0.018% BNDTELUS CORP 0.001% EQUITYTELUS CORPORATION 4.6 16-NOV-2048 (SENIOR) 0.001% BNDTEMASEK FINANCIAL (I) LTD 1.625 02-AUG-2031 Reg-S (SENIOR) 0.018% BNDTEMASEK FINANCIAL (I) LTD 2.75 02-AUG-2061 Reg-S (SENIOR) 0.038% BNDTEMASEK FINANCIAL (I) LTD 3.625 01-AUG-2028 Reg-S (SENIOR) 0.021% BNDTEMASEK FINANCIAL I LTD 5.375 23-NOV-2039 Reg-S (SENIOR) 0.027% BNDTEMENOS AG N 0.001% EQUITYTENAGA NASIONAL 0.005% EQUITYTENARIS SA 0.002% EQUITYTENCENT HOLDINGS LTD 0.289% EQUITYTENCENT HOLDINGS LTD 3.595 19-JAN-2028 Reg-S (SENIOR) 0.016% BNDTENCENT HOLDINGS LTD 3.925 19-JAN-2038 Reg-S (SENIOR) 0.016% BNDTENCENT MUSIC ENTERTAINMENT GROUP ADR 0.004% EQUITYTEOLLISUUDEN VOIMA OYJ 2.125 04-FEB-2025 Reg-S (SENIOR) 0.001% BNDTERADYNE INC 0.002% EQUITYTEREGA SA 0.875 17-SEP-2030 Reg-S (SENIOR) 0.001% BNDTERNA RETE ELETTRICA NAZIONALE 0.004% EQUITYTERNA RETE ELETTRICA NAZIONALE SPA 0.375 25-SEP-2030 Reg-S (SENIOR) 0.001% BNDTERUMO CORP 0.003% EQUITYTESCO CORPORATE TREASURY SERVICES 0.375 27-JUL-2029 Reg-S (SENIOR) 0.001% BNDTESCO CORPORATE TREASURY SERVICES 0.875 29-MAY-2026 Reg-S (SENIOR) 0.001% BNDTESCO PLC 0.009% EQUITYTESCO PLC 0.001% EQUITYTESLA INC 0.061% EQUITYTEVA PHARMACEUTICAL FINANCE NETHER 1.125 15-OCT-2024 Reg-S (SENIOR) 0.001% BNDTEVA PHARMACEUTICAL FINANCE NETHER 1.875 31-MAR-2027 Reg-S (SENIOR) 0.001% BNDTEVA PHARMACEUTICAL INDUSTRIES ADR ADR 0.003% EQUITYTEXAS INSTRUMENT INC 0.021% EQUITYTEXAS INSTRUMENTS INC 1.375 12-MAR-2025 (SENIOR) 0.001% BNDTEXAS INSTRUMENTS INC 1.75 04-MAY-2030 (SENIOR) 0.001% BNDTEXAS INSTRUMENTS INC 2.25 04-SEP-2029 0.001% BNDTEXAS INSTRUMENTS INC 3.875 15-MAR-2039 (SENIOR) 0.001% BNDTEXAS INSTRUMENTS INC 4.15 15-MAY-2048 (SENIOR) 0.002% BNDTEXTRON INC 0.004% EQUITYTFI INTERNATIONAL INC 0.001% EQUITYTHAI OIL NON-VOTING DR PCL 0.001% EQUITYTHAI OIL PCL 0.000% EQUITYTHAI OIL PCL F 0.000% EQUITYTHAI UNION GROUP NON-VOTING DR PCL 0.001% EQUITYTHAI UNION GROUP PCL 0.000% EQUITYTHAI UNION GROUP PCL F 0.000% EQUITYTHAILAND KINGDOM OF (GOVERNMENT) 0.75 17-JUN-2024 0.005% BNDTHAILAND KINGDOM OF (GOVERNMENT) 0.75 17-SEP-2024 0.001% BNDTHAILAND KINGDOM OF (GOVERNMENT) 0.95 17-JUN-2025 0.005% BND

THAILAND KINGDOM OF (GOVERNMENT) 1.0 17-JUN-2027 0.003% BNDTHAILAND KINGDOM OF (GOVERNMENT) 1.45 17-DEC-2024 0.005% BNDTHAILAND KINGDOM OF (GOVERNMENT) 1.585 17-DEC-2035 0.003% BNDTHAILAND KINGDOM OF (GOVERNMENT) 1.6 17-DEC-2029 0.004% BNDTHAILAND KINGDOM OF (GOVERNMENT) 1.6 17-JUN-2035 0.002% BNDTHAILAND KINGDOM OF (GOVERNMENT) 2.0 17-DEC-2031 0.003% BNDTHAILAND KINGDOM OF (GOVERNMENT) 2.0 17-JUN-2042 0.002% BNDTHAILAND KINGDOM OF (GOVERNMENT) 2.4 17-DEC-2023 0.004% BNDTHAILAND KINGDOM OF (GOVERNMENT) 2.875 17-DEC-2028 0.004% BNDTHAILAND KINGDOM OF (GOVERNMENT) 3.3 17-JUN-2038 0.006% BNDTHAILAND KINGDOM OF (GOVERNMENT) 3.775 25-JUN-2032 0.006% BNDTHAILAND KINGDOM OF (GOVT) LB22DA 2.0 17-DEC-2022 0.004% BNDTHAILAND KINGDOM OF (GOVT) LB236A 3.625 16-JUN-2023 0.004% BNDTHAILAND KINGDOM OF (GOVT) LB25DA 3.85 12-DEC-2025 0.005% BNDTHAILAND KINGDOM OF (GOVT) LB26DA 2.125 17-DEC-2026 0.005% BNDTHAILAND KINGDOM OF (GOVT) LB296A 4.875 22-JUN-2029 0.006% BNDTHAILAND KINGDOM OF (GOVT) LB316A 3.65 20-JUN-2031 0.005% BNDTHAILAND KINGDOM OF (GOVT) LB366A 3.4 17-JUN-2036 0.004% BNDTHAILAND KINGDOM OF (GOVT) LB466A 2.875 17-JUN-2046 0.004% BNDTHAIOIL TREASURY CENTER CO LTD 2.5 18-JUN-2030 Reg-S (SENIOR) 0.014% BNDTHAIOIL TREASURY CENTER CO LTD 3.5 17-OCT-2049 Reg-S (SENIOR) 0.013% BNDTHAIOIL TREASURY CENTER CO LTD 5.375 20-NOV-2048 Reg-S (SENIOR) 0.017% BNDTHALES SA 0.003% EQUITYTHALES SA 0.25 29-JAN-2027 Reg-S (SENIOR) 0.001% BNDTHALES SA 1.0 15-MAY-2028 Reg-S (SENIOR) 0.001% BNDTHE A2 MILK COMPANY LTD 0.010% EQUITYTHE A2 MILK COMPANY LTD 0.000% EQUITYTHE COOPERATIVE INSURANCE 0.001% EQUITYTHE PACIFIC SECURITIES LTD A A 0.000% EQUITYTHE PEOPLES INSURANCE CO (GROUP) O H 0.002% EQUITYTHE PEOPLES INSURANCE COMPANY (GRO A 0.000% EQUITYTHE PUBLIC WAREHOUSING (AGILITY) 0.002% EQUITYTHE SAUDI NATIONAL BANK 0.015% EQUITYTHE STAR ENTERTAINMENT GROUP LTD 0.008% EQUITYTHE SWATCH GROUP AG 0.003% EQUITYTHE SWATCH GROUP AG N 0.001% EQUITYTHE THIRD PAKISTAN INTERNATIONAL S 5.5 13-OCT-2021 Reg-S (Sukuk Ijarah) 0.003% BNDTHERMO FISHER SCIENTIFIC INC 0.031% EQUITYTHERMO FISHER SCIENTIFIC INC 0.5 01-MAR-2028 (SENIOR) 0.001% BNDTHERMO FISHER SCIENTIFIC INC 1.375 12-SEP-2028 (SENIOR) 0.001% BNDTHERMO FISHER SCIENTIFIC INC 1.95 24-JUL-2029 (SENIOR) 0.001% BNDTHERMO FISHER SCIENTIFIC INC 2.0 15-OCT-2031 (SENIOR) 0.001% BNDTHERMO FISHER SCIENTIFIC INC 2.6 01-OCT-2029 (SENIOR) 0.001% BNDTHERMO FISHER SCIENTIFIC INC 2.8 15-OCT-2041 (SENIOR) 0.001% BNDTHERMO FISHER SCIENTIFIC INC 4.1 15-AUG-2047 (SENIOR) 0.001% BNDTHETA CAPITAL PTE LTD 8.125 22-JAN-2025 Reg-S (SENIOR) 0.008% BNDTHK LTD 0.000% EQUITYTHOMSON REUTERS CORP 0.003% EQUITYTHREE GORGES FINANCE II (CAYMAN IS 1.3 21-JUN-2024 Reg-S (SENIOR) 0.000% BNDTHUNDER SOFTWARE TECHNOLOGY LTD A A 0.000% EQUITYTHUNDER SOFTWARE TECHNOLOGY LTD A A 0.000% EQUITYTHYSSENKRUPP AG 0.000% EQUITYTIANFENG SECURITIES LTD A A 0.000% EQUITYTIANFENG SECURITIES LTD A A 0.000% EQUITYTIANJIN COMMUNICATION & BROADCAST A 0.000% EQUITY

TIANJIN ZHONGHUAN SEMICONDUCTOR LT A 0.001% EQUITYTIANJIN ZHONGHUAN SEMICONDUCTOR LT A 0.001% EQUITYTIANMA MICROELECTRONICS LTD A A 0.000% EQUITYTIANMA MICROELECTRONICS LTD A A 0.000% EQUITYTIANSHAN ALUMINUM GROUP LTD A A 0.000% EQUITYTIANSHUI HUATIAN TECHNOLOGY LTD A A 0.000% EQUITYTIANSHUI HUATIAN TECHNOLOGY LTD A A 0.000% EQUITYTIBET SUMMIT RESOURCES LTD A A 0.000% EQUITYTIBET SUMMIT RESOURCES LTD A A 0.000% EQUITYTIFFANY 0.001% EQUITYTIGER BRANDS LTD 0.001% EQUITYTIKEHAU CAPITAL SC 1.625 31-MAR-2029 Reg-S (SENIOR) 0.001% BNDTIKEHAU CAPITAL SC 2.25 14-OCT-2026 Reg-S (SENIOR) 0.001% BNDTIM SA 0.001% EQUITYTIME WARNER CABLE INC 5.875 15-NOV-2040 (SECURED) 0.001% BNDTIME WARNER CABLE INC 7.3 01-JUL-2038 (SECURED) 0.002% BNDTIME WARNER CABLE LLC 4.5 15-SEP-2042 (SECURED) 0.001% BNDTIME WARNER CABLE LLC 5.5 01-SEP-2041 (SECURED) 0.001% BNDTIME WARNER CABLE LLC 6.55 01-MAY-2037 (SECURED) 0.002% BNDTIME WARNER CABLE LLC 6.75 15-JUN-2039 (SECURED) 0.002% BNDTIME WARNER ENTERTAINMENT CMPNY LP 8.375 15-JUL-2033 (SECURED) 0.001% BNDTIMES CHINA HOLDINGS LTD 0.000% EQUITYTIMES CHINA HOLDINGS LTD 6.75 08-JUL-2025 Reg-S (SENIOR) 0.005% BNDTINGYI (CAYMAN ISLANDS) HOLDINGS C 0.004% EQUITYTIS INC 0.000% EQUITYTITAN COMPANY LTD 0.011% EQUITYTITAN WIND ENERGY (SUZHOU) LTD A A 0.000% EQUITYTJX COMPANIES INC 2.25 15-SEP-2026 (SENIOR) 0.001% BNDTJX INC 0.011% EQUITYTLG FINANCE SARL PERP 3.375 31-DEC-2049 Reg-S (SUB) 0.001% BNDTLG IMMOBILIEN AG 1.5 28-MAY-2026 Reg-S (SENIOR) 0.001% BNDTMBTHANACHART BANK PCL F 0.001% EQUITYTMX GROUP LTD 0.000% EQUITYTNB GLOBAL VENTURES CAPITAL BHD 3.244 19-OCT-2026 Reg-S (Sukuk Wakala) 0.016% BNDTNB GLOBAL VENTURES CAPITAL BHD 4.851 01-NOV-2028 Reg-S (Sukuk Wakala) 0.017% BNDTOBU RAILWAY LTD 0.000% EQUITYTOHO (TOKYO) LTD 0.001% EQUITYTOHO GAS LTD 0.000% EQUITYTOHOKU ELECTRIC POWER INC 0.000% EQUITYTOKIO MARINE HOLDINGS INC 0.008% EQUITYTOKYO CENTURY CORP 0.001% EQUITYTOKYO ELECTRIC POWER HOLDINGS INC 0.001% EQUITYTOKYO ELECTRON LTD 0.010% EQUITYTOKYO GAS LTD 0.002% EQUITYTOKYU CORP 0.002% EQUITYTOKYU FUDOSAN HOLDINGS CORP 0.000% EQUITYTOLY BREAD LTD A A 0.000% EQUITYTONGCHENG TRAVEL HOLDINGS LTD 0.002% EQUITYTONGFU MICROELECTRONICS LTD A A 0.000% EQUITYTONGHUA DONGBAO PHARMACEUTICAL LTD A 0.000% EQUITYTONGKUN GROUP LTD A A 0.000% EQUITYTONGKUN GROUP LTD A A 0.000% EQUITYTONGLING NONFERROUS METALS GROUP L A 0.000% EQUITYTONGWEI LTD A A 0.001% EQUITYTONGWEI LTD A A 0.001% EQUITY

TOP GLOVE CORPORATION 0.003% EQUITYTOPCHOICE MEDICAL CORPORATION INC A 0.000% EQUITYTOPCHOICE MEDICAL CORPORATION INC A 0.000% EQUITYTOPIX INDEX JUN 19 TP 13-JUN-2019 0.001% FUTURETOPIX INDEX MAR 22 TP 10-MAR-2022 0.002% FUTURETOPPAN INC 0.002% EQUITYTOPSPORTS INTERNATIONAL HOLDINGS L 0.002% EQUITYTORAY INDUSTRIES INC 0.003% EQUITYTORCHMARK CORP 0.000% EQUITYTOROMONT INDUSTRIES LTD 0.000% EQUITYTORONTO DOMINION 0.016% EQUITYTORONTO-DOMINION BANK/THE 0.7204 17-MAR-2026 Reg-S (SENIOR) 0.069% BNDTORONTO-DOMINION BANK/THE 0.75 06-JAN-2026 (SENIOR) 0.001% BNDTORONTO-DOMINION BANK/THE 0.75 11-SEP-2025 (SENIOR) 0.001% BNDTORONTO-DOMINION BANK/THE 1.0683 10-JUL-2024 Reg-S (SENIOR) 0.050% BNDTORONTO-DOMINION BANK/THE 1.15 12-JUN-2025 (SENIOR) 0.001% BNDTORONTO-DOMINION BANK/THE 1.2 03-JUN-2026 (SENIOR) 0.001% BNDTORONTO-DOMINION BANK/THE 1.25 10-SEP-2026 (SENIOR) 0.001% BNDTORONTO-DOMINION BANK/THE 1.5 17-MAR-2026 Reg-S (SENIOR NON-PREFERRED) 0.005% BNDTORONTO-DOMINION BANK/THE 2.0 10-SEP-2031 (SENIOR) 0.001% BNDTORONTO-DOMINION BANK/THE 2.05 10-JUL-2024 (SENIOR) 0.019% BNDTORONTO-DOMINION BANK/THE 3.7 22-DEC-2020 (SENIOR) 0.001% BNDTORONTO-DOMINION BANK/THE 4.0 04-FEB-2026 (SENIOR) 0.002% BNDTORONTO-DOMINION BANK/THE 4.2 07-AUG-2025 (SENIOR) 0.074% BNDTORRENT PHARMACEUTICALS LTD 0.002% EQUITYTORRENT POWER LTD 0.000% EQUITYTOSHIBA CORP 0.006% EQUITYTOSOH CORP 0.001% EQUITYTOTAL ACCESS COMMUNICATION PCL F 0.000% EQUITYTOTAL CAPITAL INTERNATIONAL SA 2.434 10-JAN-2025 (SENIOR) 0.001% BNDTOTAL CAPITAL INTERNATIONAL SA 2.829 10-JAN-2030 (SENIOR) 0.001% BNDTOTAL CAPITAL INTERNATIONAL SA 2.986 29-JUN-2041 (SENIOR) 0.001% BNDTOTAL CAPITAL INTERNATIONAL SA 3.127 29-MAY-2050 (SENIOR) 0.002% BNDTOTAL CAPITAL INTERNATIONAL SA 3.386 29-JUN-2060 (SENIOR) 0.001% BNDTOTAL CAPITAL INTERNATIONAL SA 3.455 19-FEB-2029 (SENIOR) 0.001% BNDTOTAL CAPITAL INTERNATIONAL SA 3.461 12-JUL-2049 (SENIOR) 0.001% BNDTOTAL CAPITAL INTERNATIONAL SA 4.25 26-NOV-2021 (SENIOR) 0.007% BNDTOTAL CAPITAL SA 3.883 11-OCT-2028 (SENIOR) 0.001% BNDTOTAL SA HYBRID-P 2.625 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.004% BNDTOTAL SA HYBRID-P 2.708 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.001% BNDTOTAL SA HYBRID-P 3.369 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDTOTAL SA PERP 1.75 31-DEC-2049 Reg-S (SUB) 0.002% BNDTOTAL SE PERP 1.625 31-DEC-2049 Reg-S (JUNIOR SUB) 0.002% BNDTOTAL SE PERP 2.0 31-DEC-2049 Reg-S (JUNIOR SUB) 0.001% BNDTOTAL SYSTEM SERVICES INC 0.001% EQUITYTOTAL SYSTEM SERVICES INC 4.8 01-APR-2026 (SENIOR) 0.001% BNDTOTALENERGIES 0.044% EQUITYTOTO LTD 0.001% EQUITYTOTVS SA 0.001% EQUITYTOURMALINE OIL CORP 0.001% EQUITYTOWER BERSAMA INFRASTRUCTURE 0.001% EQUITYTOWER BERSAMA INFRASTRUCTURE TBK P 2.8 02-MAY-2027 Reg-S (SENIOR) 0.015% BNDTOWNGAS SMART ENERGY LTD 0.000% EQUITYTOYO SEIKAN GROUP HOLDINGS LTD 0.000% EQUITYTOYO SUISAN LTD 0.001% EQUITY

TOYODA GOSEI LTD 0.000% EQUITYTOYOTA FINANCE AUSTRALIA LTD 0.85 09-SEP-2024 Reg-S (SENIOR) 0.005% BNDTOYOTA FINANCE AUSTRALIA LTD 1.3 17-FEB-2023 Reg-S (SENIOR) 0.014% BNDTOYOTA FINANCE AUSTRALIA LTD 3.1 19-MAY-2022 Reg-S (SENIOR) 0.056% BNDTOYOTA FINANCE AUSTRALIA LTD 3.3 22-NOV-2023 Reg-S (SENIOR) 0.007% BNDTOYOTA INDUSTRIES CORP 0.004% EQUITYTOYOTA MOTOR CORP 0.060% EQUITYTOYOTA MOTOR CORPORATION 1.339 25-MAR-2026 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 0.8 16-OCT-2025 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 1.125 18-JUN-2026 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 1.8 13-FEB-2025 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 1.9 06-APR-2028 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 2.15 13-FEB-2030 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 2.75 26-JUL-2021 Reg-S (SENIOR) 0.003% BNDTOYOTA MOTOR CREDIT CORP 3.0 01-APR-2025 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 3.2 11-JAN-2027 (SENIOR) 0.001% BNDTOYOTA MOTOR CREDIT CORP 3.375 01-APR-2030 (SENIOR) 0.001% BNDTOYOTA TSUSHO CORP 0.003% EQUITYTPG TELECOM LTD 0.060% EQUITYTRACTOR SUPPLY 0.003% EQUITYTRADE DESK INC CLASS A A 0.002% EQUITYTRADEWEB MARKETS INC CLASS A A 0.001% EQUITYTRANE TECHNOLOGIES PLC 0.002% EQUITYTRANE TECHNOLOGIES PLC 0.009% EQUITYTRANS-CANADA PIPELINES 6.2 15-OCT-2037 (SENIOR) 0.001% BNDTRANSCANADA CORP 0.002% EQUITYTRANSCANADA PIPELINES 7.625 15-JAN-2039 (SENIOR) 0.002% BNDTRANSCANADA PIPELINES LIMITED 4.625 01-MAR-2034 (SENIOR) 0.001% BNDTRANSCANADA PIPELINES LIMITED 4.875 15-JAN-2026 (SENIOR) 0.001% BNDTRANSCANADA PIPELINES LTD 2.5 12-OCT-2031 (SENIOR) 0.001% BNDTRANSCANADA PIPELINES LTD 4.1 15-APR-2030 (SENIOR) 0.001% BNDTRANSCANADA PIPELINES LTD 4.25 15-MAY-2028 (SENIOR) 0.001% BNDTRANSCANADA PIPELINES LTD 4.875 15-MAY-2048 (SENIOR) 0.001% BNDTRANSCANADA PIPELINES LTD 5.1 15-MAR-2049 (SENIOR) 0.001% BNDTRANSCANADA PIPELINES LTD 6.1 01-JUN-2040 (SENIOR) 0.001% BNDTRANSCEND INFORMATION INC 0.000% EQUITYTRANSCONTINENTAL GAS PIPE LINE COM 7.85 01-FEB-2026 (SENIOR) 0.001% BNDTRANSDIGM GROUP INC 0.008% EQUITYTRANSFAR ZHILIAN LTD A A 0.000% EQUITYTRANSFAR ZHILIAN LTD A A 0.000% EQUITYTRANSPOWER NEW ZEALAND LTD 4.25 06-AUG-2021 Reg-S (SENIOR) 0.000% BNDTRANSPOWER NEW ZEALAND LTD 5.75 28-AUG-2023 (SENIOR) 0.011% BNDTRANSUNION 0.003% EQUITYTRANSURBAN FINANCE COMPANY PTY LTD 1.45 16-MAY-2029 Reg-S (SECURED) 0.001% BNDTRANSURBAN FINANCE COMPANY PTY LTD 1.75 29-MAR-2028 Reg-S (SECURED) 0.001% BNDTRANSURBAN FINANCE COMPANY PTY LTD 1.875 16-SEP-2024 Reg-S (SECURED) 0.001% BNDTRANSURBAN FINANCE COMPANY PTY LTD 2.0 28-AUG-2025 Reg-S (SECURED) 0.001% BNDTRANSURBAN FINANCE COMPANY PTY LTD 3.0 08-APR-2030 Reg-S (SECURED) 0.001% BNDTRANSURBAN GROUP STAPLED UNITS 0.156% EQUITYTRANSURBAN QUEENSLAND FINANCE PTY 3.25 05-AUG-2031 (SECURED) 0.009% BNDTRANSURBAN QUEENSLAND FINANCE PTY 3.75 12-OCT-2023 Reg-S (SECURED) 0.005% BNDTRANSURBAN QUEENSLAND FINANCE PTY 4.9 08-DEC-2021 Reg-S (SECURED) 0.001% BNDTRATON FINANCE LUXEMBOURG SA 0.75 24-MAR-2029 Reg-S (SENIOR) 0.002% BNDTRAVELERS CO INC 5.35 01-NOV-2040 (SENIOR) 0.001% BNDTRAVELERS CO INC 6.25 15-JUN-2037 (SENIOR) 0.001% BND

TRAVELERS COMPANIES INC 0.010% EQUITYTRAVELERS COMPANIES INC 3.05 08-JUN-2051 (SENIOR) 0.001% BNDTRAVELSKY TECHNOLOGY LTD H H 0.002% EQUITYTREASURY CORP OF VICTORIA NONDMUNI 4.25 20-DEC-2032 0.021% BNDTREASURY CORP OF VICTORIA NONDMUNI 4.75 20-NOV-2030 0.001% BNDTREASURY CORP OF VICTORIA NONDMUNI 5.5 17-DEC-2024 0.032% BNDTREASURY CORP OF VICTORIA NONDMUNI 5.5 17-NOV-2026 0.036% BNDTREASURY CORPORATION OF GREEN MTN GOVTGUAR 1.75 27-JUL-2021 Reg-S 0.004% BNDTREASURY CORPORATION OF VICTORIA 1.5 20-NOV-2030 0.015% BNDTREASURY CORPORATION OF VICTORIA GOVTGUAR 3.0 20-OCT-2028 Reg-S 0.032% BNDTREASURY CORPORATION OF VICTORIA GOVTGUAR 5.0 20-NOV-2040 0.005% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 1.0 20-NOV-2023 0.009% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 1.25 19-NOV-2027 0.001% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 2.25 20-NOV-2034 0.006% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 2.25 20-NOV-2041 0.004% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 2.25 29-OCT-2021 Reg-S 0.012% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 2.5 22-OCT-2029 0.023% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 4.0 06-NOV-2047 0.001% BNDTREASURY CORPORATION OF VICTORIA NONDMUNI 6.0 17-OCT-2022 0.021% BNDTREASURY WINE ESTATES LTD 0.022% EQUITYTREND MICRO INC 0.002% EQUITYTRENT LTD 0.002% EQUITYTRIMBLE INC 0.003% EQUITYTRIP COM GROUP ADR LTD ADR 0.011% EQUITYTRIP.COM GROUP LTD 0.000% EQUITYTRIPADVISOR INC 0.000% EQUITYTRITAX EUROBOX PLC REIT 0.95 02-JUN-2026 Reg-S (SENIOR) 0.001% BNDTRUE CORPORATION NON-VOTING DR PCL 0.001% EQUITYTRUE CORPORATION PCL 0.000% EQUITYTRUE CORPORATION PCL F 0.000% EQUITYTRUIST BANK 1.5 10-MAR-2025 (SENIOR) 0.001% BNDTRUIST BANK 2.25 11-MAR-2030 (SUB) 0.001% BNDTRUIST FINANCIAL CORP 0.002% EQUITYTRUIST FINANCIAL CORP 0.015% EQUITYTRUIST FINANCIAL CORP 1.125 03-AUG-2027 (SENIOR) 0.001% BNDTRUIST FINANCIAL CORP 1.2 05-AUG-2025 (SENIOR) 0.001% BNDTRUIST FINANCIAL CORP 1.267 02-MAR-2027 (SENIOR) 0.001% BNDTRUIST FINANCIAL CORP 1.887 07-JUN-2029 (SENIOR) 0.001% BNDTRUIST FINANCIAL CORP 1.95 05-JUN-2030 (SENIOR) 0.001% BNDTRUIST FINANCIAL CORP 3.7 05-JUN-2025 (SENIOR) 0.001% BNDTRYG 0.003% EQUITYTSINGTAO BREWERY LTD A A 0.000% EQUITYTSINGTAO BREWERY LTD A A 0.000% EQUITYTSINGTAO BREWERY LTD H H 0.004% EQUITYTSMC ARIZONA CORP 3.125 25-OCT-2041 (SENIOR) 0.047% BNDTSMC GLOBAL LTD 0.75 28-SEP-2025 Reg-S (SENIOR) 0.022% BNDTSMC GLOBAL LTD 1.0 28-SEP-2027 Reg-S (SENIOR) 0.014% BNDTSMC GLOBAL LTD 1.25 23-APR-2026 Reg-S (SENIOR) 0.030% BNDTSMC GLOBAL LTD 1.375 28-SEP-2030 Reg-S (SENIOR) 0.021% BNDTSMC GLOBAL LTD 1.75 23-APR-2028 Reg-S (SENIOR) 0.015% BNDTSMC GLOBAL LTD 2.25 23-APR-2031 Reg-S (SENIOR) 0.052% BNDTSURUHA HOLDINGS INC 0.000% EQUITYTUI AG 0.000% EQUITYTURKCELL ILETISIM HIZMETLERI A A 0.001% EQUITYTURKEY (REPUBLIC OF) 10.4 20-MAR-2024 0.000% BND

TURKEY (REPUBLIC OF) 10.5 11-AUG-2027 0.001% BNDTURKEY (REPUBLIC OF) 10.6 11-FEB-2026 0.001% BNDTURKEY (REPUBLIC OF) 10.7 17-AUG-2022 0.001% BNDTURKEY (REPUBLIC OF) 11.0 24-FEB-2027 0.001% BNDTURKEY (REPUBLIC OF) 11.7 13-NOV-2030 0.001% BNDTURKEY (REPUBLIC OF) 11.875 15-JAN-2030 (SENIOR) 0.006% BNDTURKEY (REPUBLIC OF) 12.2 18-JAN-2023 0.001% BNDTURKEY (REPUBLIC OF) 12.4 08-MAR-2028 0.000% BNDTURKEY (REPUBLIC OF) 12.6 01-OCT-2025 0.002% BNDTURKEY (REPUBLIC OF) 16.2 14-JUN-2023 0.001% BNDTURKEY (REPUBLIC OF) 3.25 23-MAR-2023 (SENIOR) 0.006% BNDTURKEY (REPUBLIC OF) 4.25 13-MAR-2025 (SENIOR) 0.006% BNDTURKEY (REPUBLIC OF) 4.25 14-APR-2026 (SENIOR) 0.003% BNDTURKEY (REPUBLIC OF) 4.875 09-OCT-2026 (SENIOR) 0.006% BNDTURKEY (REPUBLIC OF) 5.125 17-FEB-2028 (SENIOR) 0.005% BNDTURKEY (REPUBLIC OF) 5.25 13-MAR-2030 (SENIOR) 0.004% BNDTURKEY (REPUBLIC OF) 5.6 14-NOV-2024 (SENIOR) 0.003% BNDTURKEY (REPUBLIC OF) 5.75 11-MAY-2047 (SENIOR) 0.005% BNDTURKEY (REPUBLIC OF) 5.75 22-MAR-2024 (SENIOR) 0.009% BNDTURKEY (REPUBLIC OF) 6.0 14-JAN-2041 (SENIOR) 0.009% BNDTURKEY (REPUBLIC OF) 6.0 25-MAR-2027 (SENIOR) 0.012% BNDTURKEY (REPUBLIC OF) 6.125 24-OCT-2028 (SENIOR) 0.004% BNDTURKEY (REPUBLIC OF) 6.25 26-SEP-2022 (SENIOR) 0.005% BNDTURKEY (REPUBLIC OF) 6.35 10-AUG-2024 (SENIOR) 0.003% BNDTURKEY (REPUBLIC OF) 6.75 30-MAY-2040 (SENIOR) 0.006% BNDTURKEY (REPUBLIC OF) 6.875 17-MAR-2036 (SENIOR) 0.012% BNDTURKEY (REPUBLIC OF) 7.1 08-MAR-2023 0.001% BNDTURKEY (REPUBLIC OF) 7.25 05-MAR-2038 (SENIOR) 0.004% BNDTURKEY (REPUBLIC OF) 7.25 23-DEC-2023 (SENIOR) 0.005% BNDTURKEY (REPUBLIC OF) 7.375 05-FEB-2025 (SENIOR) 0.002% BNDTURKEY (REPUBLIC OF) 7.625 26-APR-2029 (SENIOR) 0.017% BNDTURKEY (REPUBLIC OF) 8.0 12-MAR-2025 0.001% BNDTURKEY (REPUBLIC OF) 8.0 14-FEB-2034 (SENIOR) 0.002% BNDTURKEY (REPUBLIC OF) 8.5 14-SEP-2022 0.001% BNDTURKEY (REPUBLIC OF) 9.0 24-JUL-2024 0.001% BNDTURKEY REPUBLIC OF (GOVERNMENT) 4.875 16-APR-2043 (SENIOR) 0.009% BNDTURKEY REPUBLIC OF (GOVERNMENT) 5.125 25-MAR-2022 (SENIOR) 0.006% BNDTURKEY REPUBLIC OF (GOVERNMENT) 6.625 17-FEB-2045 (SENIOR) 0.008% BNDTURKEY REPUBLIC OF (GOVERNMENT) GOVTGUAR 4.489 25-NOV-2024 Reg-S (Sukuk Ijarah) 0.003% BNDTURKIYE GARANTI BANKASI A A 0.001% EQUITYTURKIYE IS BANKASI C C 0.000% EQUITYTURKIYE PETROL RAFINERILERI A A 0.001% EQUITYTURKIYE SISE VE CAM FABRIKALARI A A 0.001% EQUITYTURQUOISE HILL RESOURCES LTD 0.000% EQUITYTVS MOTOR COMPANY LTD 0.001% EQUITYTWILIO INC CLASS A A 0.003% EQUITYTWITTER INC 0.004% EQUITYTYCO ELECTRONICS GROUP SA 16-FEB-2029 (SENIOR) 0.001% BNDTYLER TECHNOLOGIES INC 0.001% EQUITYTYRO PAYMENTS LTD 0.003% EQUITYTYSON FOODS INC 3.55 02-JUN-2027 (SENIOR) 0.001% BNDTYSON FOODS INC 4.0 01-MAR-2026 (SENIOR) 0.001% BNDTYSON FOODS INC 4.35 01-MAR-2029 (SENIOR) 0.001% BNDTYSON FOODS INC 4.55 02-JUN-2047 (SENIOR) 0.001% BNDTYSON FOODS INC 5.1 28-SEP-2048 (SENIOR) 0.002% BND

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VIATRIS INC 3.85 22-JUN-2040 (SENIOR) 0.001% BNDVIATRIS INC 4.0 22-JUN-2050 (SENIOR) 0.002% BNDVIBRA ENERGIA SA 0.001% EQUITYVICI PPTYS INC REIT 0.001% EQUITYVICINITY CENTRES RE LTD 1.125 07-NOV-2029 Reg-S (SENIOR) 0.001% BNDVICINITY CENTRES RE LTD 3.5 26-APR-2024 (SENIOR) 0.012% BNDVICINITY CENTRES RE LTD 4.0 26-APR-2027 Reg-S (SENIOR) 0.005% BNDVICINITY CENTRES REIT 0.223% EQUITYVICINITY CENTRES TRUST REIT 2.6 27-JUN-2025 Reg-S (SENIOR) 0.003% BNDVICINITY FINANCE PTY LTD 5.0 27-MAY-2021 (SECURED) 0.001% BNDVICTORIA POWER NETWORKS FINANCE PT 1.603 21-APR-2026 0.008% BNDVICTORIA POWER NETWORKS FINANCE PT 2.132 21-APR-2028 Reg-S (SENIOR) 0.007% BNDVICTORIA POWER NETWORKS FINANCE PT 4.0 18-AUG-2027 Reg-S (SENIOR) 0.005% BNDVICTORIA POWER NETWORKS FINANCE PT 4.0 29-MAR-2028 Reg-S (SENIOR) 0.006% BNDVIETNAM (SOCIALIST REPUBLIC OF) 4.8 19-NOV-2024 Reg-S (SENIOR) 0.016% BNDVIFOR PHARMA AG 0.001% EQUITYVINCI SA 0.020% EQUITYVINDA INTERNATIONAL LTD 0.001% EQUITYVIPSHOP HOLDINGS SPONSORED ADS REP ADR 0.003% EQUITYVIRGIN MONEY UK CDI PLC GDR 0.010% EQUITYVIRGIN MONEY UK PLC 2.875 24-JUN-2025 Reg-S (SENIOR) 0.001% BNDVIRGINIA ELEC & POWER CO 3.5 15-MAR-2027 (SENIOR) 0.001% BNDVIRGINIA ELECTRIC AND POWER COMPAN 2.45 15-DEC-2050 (SENIOR) 0.001% BNDVIRGINIA ELECTRIC AND POWER COMPAN 3.15 15-JAN-2026 (SENIOR) 0.001% BNDVISA INC 1.1 15-FEB-2031 (SENIOR) 0.001% BNDVISA INC 1.9 15-APR-2027 (SENIOR) 0.001% BNDVISA INC 2.0 15-AUG-2050 (SENIOR) 0.001% BNDVISA INC 2.05 15-APR-2030 (SENIOR) 0.001% BNDVISA INC 2.7 15-APR-2040 (SENIOR) 0.001% BNDVISA INC 2.75 15-SEP-2027 (SENIOR) 0.001% BNDVISA INC 3.15 14-DEC-2025 (SENIOR) 0.004% BNDVISA INC 3.65 15-SEP-2047 (SENIOR) 0.001% BNDVISA INC 4.15 14-DEC-2035 (SENIOR) 0.002% BNDVISA INC 4.3 14-DEC-2045 (SENIOR) 0.004% BNDVISA INC CLASS A A 0.043% EQUITYVISTRA CORP 0.003% EQUITYVITASOY INTERNATIONAL HOLDINGS LTD 0.001% EQUITYVIVA ENERGY GROUP LTD 0.004% EQUITYVIVENDI 0.001% EQUITYVIVENDI SA 1.125 11-DEC-2028 (SENIOR) 0.001% BNDVMWARE CLASS A INC A 0.003% EQUITYVMWARE INC 1.4 15-AUG-2026 (SENIOR) 0.001% BNDVMWARE INC 1.8 15-AUG-2028 (SENIOR) 0.001% BNDVMWARE INC 2.2 15-AUG-2031 (SENIOR) 0.001% BNDVMWARE INC 3.9 21-AUG-2027 (SENIOR) 0.001% BNDVMWARE INC 4.5 15-MAY-2025 (SENIOR) 0.001% BNDVMWARE INC 4.7 15-MAY-2030 (SENIOR) 0.001% BNDVNET GROUP ADR INC ADR 0.000% EQUITYVODACOM GROUP LTD 0.003% EQUITYVODAFONE GROUP PLC 0.015% EQUITYVODAFONE GROUP PLC 1.6 29-JUL-2031 Reg-S (SENIOR) 0.001% BNDVODAFONE GROUP PLC 1.625 24-NOV-2030 Reg-S (SENIOR) 0.001% BNDVODAFONE GROUP PLC 1.875 20-NOV-2029 Reg-S (SENIOR) 0.001% BNDVODAFONE GROUP PLC 3.25 13-DEC-2022 Reg-S (SENIOR) 0.012% BNDVODAFONE GROUP PLC 4.125 30-MAY-2025 (SENIOR) 0.001% BND

VODAFONE GROUP PLC 4.2 13-DEC-2027 Reg-S (SENIOR) 0.014% BNDVODAFONE GROUP PLC 4.25 17-SEP-2050 (SENIOR) 0.002% BNDVODAFONE GROUP PLC 4.375 19-FEB-2043 (SENIOR) 0.002% BNDVODAFONE GROUP PLC 4.375 30-MAY-2028 (SENIOR) 0.003% BNDVODAFONE GROUP PLC 4.875 19-JUN-2049 (SENIOR) 0.002% BNDVODAFONE GROUP PLC 5.0 30-MAY-2038 (SENIOR) 0.001% BNDVODAFONE GROUP PLC 5.25 30-MAY-2048 (SENIOR) 0.004% BNDVODAFONE GROUP PLC 6.15 27-FEB-2037 (SENIOR) 0.002% BNDVODAFONE GROUP PLC HYBRID 3.1 03-JAN-2079 Reg-S (CAPSEC (BTP)) 0.003% BNDVODAFONE GROUP PLC HYBRID 4.2 03-OCT-2078 Reg-S (CAPSEC (BTP)) 0.001% BNDVODAFONE IDEA LTD 0.001% EQUITYVOESTALPINE AG 0.001% EQUITYVOLKSBANK WIEN AG 0.875 23-MAR-2026 (SENIOR NON-PREFERRED) 0.000% BNDVOLKSWAGEN AG 0.003% EQUITYVOLKSWAGEN BANK GMBH 1.25 15-DEC-2025 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN BANK GMBH 2.5 31-JUL-2026 Reg-S (SENIOR NON-PREFERRED) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AG 0.125 12-FEB-2027 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AG 0.375 12-FEB-2030 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AG 12-FEB-2025 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AG 2.25 01-OCT-2027 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AG 2.25 16-OCT-2026 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AG 3.0 06-APR-2025 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AG 3.375 06-APR-2028 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 1.2 08-APR-2024 Reg-S (SENIOR) 0.010% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 1.4 25-AUG-2025 0.008% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 2.0 08-APR-2026 (SENIOR) 0.004% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 2.4 28-AUG-2024 (SENIOR) 0.007% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 3.1 17-APR-2023 Reg-S (SENIOR) 0.011% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 3.25 13-APR-2021 Reg-S (SENIOR) 0.002% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 3.3 28-FEB-2022 Reg-S (SENIOR) 0.013% BNDVOLKSWAGEN FINANCIAL SERVICES AUST 3.5 14-SEP-2022 Reg-S (SENIOR) 0.004% BNDVOLKSWAGEN INTERNATIONAL FINANCE N 0.05 10-JUN-2024 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN INTERNATIONAL FINANCE N 0.875 22-SEP-2028 Reg-S (SENIOR) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N 1.625 16-JAN-2030 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN INTERNATIONAL FINANCE N 1.875 30-MAR-2027 Reg-S (SENIOR) 0.004% BNDVOLKSWAGEN INTERNATIONAL FINANCE N 2.625 16-NOV-2027 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN INTERNATIONAL FINANCE N 3.25 18-NOV-2030 Reg-S (SENIOR) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N HYBRID-P 2.7 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N HYBRID-P 3.5 31-DEC-2049 Reg-S (SUB) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N HYBRID-P 3.875 31-DEC-2049 Reg-S (SUB) 0.003% BNDVOLKSWAGEN INTERNATIONAL FINANCE N HYBRID-P 4.625 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N HYBRID-P 5.125 31-DEC-2049 Reg-S (SUB) 0.001% BNDVOLKSWAGEN INTERNATIONAL FINANCE N PERP 3.375 31-DEC-2049 Reg-S (SUB) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N PERP 3.5 31-DEC-2049 Reg-S (SUB) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N PERP 3.875 31-DEC-2049 Reg-S (SUB) 0.002% BNDVOLKSWAGEN INTERNATIONAL FINANCE N PERP 4.625 31-DEC-2049 Reg-S (SUB) 0.002% BNDVOLKSWAGEN LEASING GMBH 0.25 12-JAN-2026 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN LEASING GMBH 0.375 20-JUL-2026 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN LEASING GMBH 0.5 12-JAN-2029 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN LEASING GMBH 0.625 19-JUL-2029 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN LEASING GMBH 1.375 20-JAN-2025 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN LEASING GMBH 1.5 19-JUN-2026 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN LEASING GMBH 1.625 15-AUG-2025 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN LEASING GMBH 19-JUL-2024 Reg-S (SENIOR) 0.001% BNDVOLKSWAGEN NON-VOTING PREF AG PREF 0.013% EQUITY

VOLTAS LTD 0.002% EQUITYVOLTRONIC POWER TECHNOLOGY CORP 0.003% EQUITYVOLVO CLASS A A 0.000% EQUITYVOLVO CLASS B B 0.004% EQUITYVOLVO TREASURY AB HYBRID 4.85 10-MAR-2078 Reg-S (SUB) 0.001% BNDVONOVIA 0.014% EQUITYVONOVIA FINANCE BV 0.5 14-SEP-2029 Reg-S (SENIOR) 0.001% BNDVONOVIA FINANCE BV 0.625 07-OCT-2027 Reg-S (SENIOR) 0.001% BNDVONOVIA FINANCE BV 1.0 09-JUL-2030 Reg-S (SENIOR) 0.001% BNDVONOVIA FINANCE BV 1.5 14-JAN-2028 Reg-S (SENIOR) 0.000% BNDVONOVIA FINANCE BV 2.125 22-MAR-2030 Reg-S (SENIOR) 0.000% BNDVONOVIA FINANCE BV 2.25 07-APR-2030 Reg-S (SENIOR) 0.001% BNDVONOVIA SE 0.375 16-JUN-2027 Reg-S (SENIOR) 0.001% BNDVONOVIA SE 0.625 14-DEC-2029 Reg-S (SENIOR) 0.001% BNDVONOVIA SE 0.625 24-MAR-2031 Reg-S (SENIOR) 0.001% BNDVORNADO REALTY TRUST REIT REIT 0.001% EQUITYVOYA FINANCIAL INC 0.001% EQUITYVTECH HOLDINGS LTD 0.000% EQUITYVULCAN MATERIALS 0.003% EQUITYW. P. CAREY REIT INC REIT 0.004% EQUITYWABCO HOLDINGS INC 0.000% EQUITYWABTEC TRANSPORTATION NETHERLANDS 1.25 03-DEC-2027 (SENIOR) 0.001% BNDWACHOVIA BANK NA LT2 6.6 15-JAN-2038 (SUB) 0.002% BNDWACHOVIA CORPORATION LT2 5.5 01-AUG-2035 (SUB) 0.001% BNDWAL-MART STORES INC 5.25 01-SEP-2035 (SENIOR) 0.002% BNDWAL-MART STORES INC 6.2 15-APR-2038 (SENIOR) 0.001% BNDWAL-MART STORES INC 6.5 15-AUG-2037 (SENIOR) 0.001% BNDWALGREEN BOOTS ALLIANCE INC 0.010% EQUITYWALGREENS BOOTS ALLIANCE INC 2.125 20-NOV-2026 (SENIOR) 0.001% BNDWALGREENS BOOTS ALLIANCE INC 3.45 01-JUN-2026 (SENIOR) 0.001% BNDWALGREENS BOOTS ALLIANCE INC 4.1 15-APR-2050 (SENIOR) 0.001% BNDWALGREENS BOOTS ALLIANCE INC 4.8 18-NOV-2044 (SENIOR) 0.001% BNDWALMART DE MEXICO V 0.010% EQUITYWALMART INC 0.053% EQUITYWALMART INC 1.05 17-SEP-2026 (SENIOR) 0.001% BNDWALMART INC 1.5 22-SEP-2028 (SENIOR) 0.001% BNDWALMART INC 1.8 22-SEP-2031 (SENIOR) 0.002% BNDWALMART INC 2.5 22-SEP-2041 (SENIOR) 0.001% BNDWALMART INC 2.65 22-SEP-2051 (SENIOR) 0.001% BNDWALMART INC 3.05 08-JUL-2026 (SENIOR) 0.001% BNDWALMART INC 3.55 26-JUN-2025 (SENIOR) 0.001% BNDWALMART INC 3.7 26-JUN-2028 (SENIOR) 0.002% BNDWALMART INC 4.05 29-JUN-2048 (SENIOR) 0.002% BNDWALSIN LIHWA CORP 0.001% EQUITYWALSIN TECHNOLOGY CORP 0.001% EQUITYWALT DISNEY 0.032% EQUITYWALT DISNEY CO 1.75 13-JAN-2026 (SENIOR) 0.001% BNDWALT DISNEY CO 1.85 30-JUL-2026 (SENIOR) 0.001% BNDWALT DISNEY CO 2.0 01-SEP-2029 (SENIOR) 0.002% BNDWALT DISNEY CO 2.2 13-JAN-2028 (SENIOR) 0.001% BNDWALT DISNEY CO 2.65 13-JAN-2031 (SENIOR) 0.002% BNDWALT DISNEY CO 2.75 01-SEP-2049 (SENIOR) 0.002% BNDWALT DISNEY CO 2.95 15-JUN-2027 (SENIOR) 0.001% BNDWALT DISNEY CO 3.0 13-FEB-2026 (SENIOR) 0.001% BNDWALT DISNEY CO 3.15 17-SEP-2025 (SENIOR) 0.001% BND

WALT DISNEY CO 3.35 24-MAR-2025 (SENIOR) 0.002% BNDWALT DISNEY CO 3.5 13-MAY-2040 (SENIOR) 0.002% BNDWALT DISNEY CO 3.6 13-JAN-2051 (SENIOR) 0.003% BNDWALT DISNEY CO 3.8 13-MAY-2060 (SENIOR) 0.002% BNDWALT DISNEY CO 3.8 22-MAR-2030 (SENIOR) 0.001% BNDWALT DISNEY CO 4.625 23-MAR-2040 (SENIOR) 0.001% BNDWALT DISNEY CO 4.7 23-MAR-2050 (SENIOR) 0.002% BNDWALT DISNEY CO 6.2 15-DEC-2034 (SENIOR) 0.001% BNDWALT DISNEY CO 6.4 15-DEC-2035 (SENIOR) 0.001% BNDWALT DISNEY CO 6.65 15-NOV-2037 (SENIOR) 0.002% BNDWALT DISNEY COMPANY (THE) 4.125 01-JUN-2044 (SENIOR) 0.001% BNDWALVAX BIOTECHNOLOGY LTD A A 0.000% EQUITYWALVAX BIOTECHNOLOGY LTD A A 0.000% EQUITYWAN HAI LINES LTD 0.004% EQUITYWANGFUJING GROUP LTD A A 0.000% EQUITYWANGSU SCIENCE AND TECHNOLOGY LTD A 0.000% EQUITYWANHUA CHEMICAL GROUP LTD A A 0.002% EQUITYWANHUA CHEMICAL GROUP LTD A A 0.001% EQUITYWANT WANT CHINA HOLDINGS LTD 0.004% EQUITYWANXIANG QIANCHAO LTD A A 0.000% EQUITYWARTSILA 0.002% EQUITYWASHINGTON H SOUL PATTINSON & COMP 0.018% EQUITYWASTE CONNECTIONS INC 0.002% EQUITYWASTE CONNECTIONS INC 0.002% EQUITYWASTE CONNECTIONS INC 2.95 15-JAN-2052 (SENIOR) 0.001% BNDWASTE MANAGEMENT INC 0.018% EQUITYWASTE MANAGEMENT INC 1.5 15-MAR-2031 (SENIOR) 0.001% BNDWASTE MANAGEMENT INC 3.15 15-NOV-2027 (SENIOR) 0.001% BNDWATERS CORPORATION 0.003% EQUITYWAYFAIR INC CLASS A A 0.001% EQUITYWAYPOINT REIT STAPLED UNIT LTD REI_UNT 0.029% EQUITYWCX M4 FINCO PTY LTD 3.15 31-MAR-2031 Reg-S (SECURED) 0.765% BNDWEBJET LTD 0.005% EQUITYWEC ENERGY GROUP INC 0.008% EQUITYWEG SA 0.004% EQUITYWEIBO ADR REPRESENTING CORP ADR 0.002% EQUITYWEICHAI POWER LTD A A 0.001% EQUITYWEICHAI POWER LTD A A 0.000% EQUITYWEICHAI POWER LTD H H 0.003% EQUITYWEIFU HIGH-TECHNOLOGY LTD A A 0.000% EQUITYWEIFU HIGH-TECHNOLOGY LTD B B 0.000% EQUITYWEIHAI GUANGWEI COMPOSITES LTD A A 0.000% EQUITYWEIMOB INC 0.001% EQUITYWEIR GROUP PLC 0.000% EQUITYWELCIA HOLDINGS LTD 0.000% EQUITYWELLCARE HEALTHCARE PLANS INC 0.001% EQUITYWELLPOINT INC 4.625 15-MAY-2042 (SENIOR) 0.001% BNDWELLPOINT INC 4.65 15-AUG-2044 (SENIOR) 0.001% BNDWELLPOINT INC 4.65 15-JAN-2043 (SENIOR) 0.001% BNDWELLS FARGO 0.051% EQUITYWELLS FARGO & CO 2.125 04-JUN-2024 Reg-S (SENIOR) 0.002% BNDWELLS FARGO & CO 5.25 07-SEP-2022 Reg-S (SENIOR) 0.005% BNDWELLS FARGO & CO LT2 5.606 15-JAN-2044 (SUB) 0.003% BNDWELLS FARGO & CO T2 4.65 04-NOV-2044 (SUB) 0.002% BNDWELLS FARGO & COMPANY 0.5 26-APR-2024 Reg-S (SENIOR) 0.002% BND

WELLS FARGO & COMPANY 0.625 14-AUG-2030 Reg-S (SENIOR) 0.001% BNDWELLS FARGO & COMPANY 0.625 25-MAR-2030 Reg-S (SENIOR) 0.001% BNDWELLS FARGO & COMPANY 1.0 02-FEB-2027 Reg-S (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 1.375 26-OCT-2026 Reg-S (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 1.5 24-MAY-2027 Reg-S (SENIOR) 0.002% BNDWELLS FARGO & COMPANY 1.625 02-JUN-2025 Reg-S (SENIOR) 0.001% BNDWELLS FARGO & COMPANY 1.741 04-MAY-2030 Reg-S (SENIOR) 0.002% BNDWELLS FARGO & COMPANY 2.0 27-APR-2026 Reg-S (SENIOR) 0.002% BNDWELLS FARGO & COMPANY 2.164 11-FEB-2026 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 2.188 30-APR-2026 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 2.393 02-JUN-2028 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 2.572 11-FEB-2031 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 2.879 30-OCT-2030 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 3.0 19-FEB-2025 (SENIOR) 0.002% BNDWELLS FARGO & COMPANY 3.0 22-APR-2026 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 3.0 23-OCT-2026 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 3.068 30-APR-2041 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 3.196 17-JUN-2027 (SENIOR) 0.002% BNDWELLS FARGO & COMPANY 3.55 29-SEP-2025 (SENIOR) 0.002% BNDWELLS FARGO & COMPANY 3.584 22-MAY-2028 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 3.9 01-MAY-2045 (SENIOR) 0.002% BNDWELLS FARGO & COMPANY 4.15 24-JAN-2029 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 4.478 04-APR-2031 (SENIOR) 0.003% BNDWELLS FARGO & COMPANY 4.75 27-AUG-2024 Reg-S (SENIOR) 0.004% BNDWELLS FARGO & COMPANY 5.013 04-APR-2051 (SENIOR) 0.007% BNDWELLS FARGO & COMPANY LT2 4.1 03-JUN-2026 (SUB) 0.003% BNDWELLS FARGO & COMPANY LT2 5.375 02-NOV-2043 (SUB) 0.002% BNDWELLS FARGO & COMPANY T2 4.3 22-JUL-2027 (SUB) 0.003% BNDWELLS FARGO & COMPANY T2 4.4 14-JUN-2046 (SUB) 0.002% BNDWELLS FARGO & COMPANY T2 4.75 07-DEC-2046 (SUB) 0.002% BNDWELLS FARGO & COMPANY T2 4.9 17-NOV-2045 (SUB) 0.002% BNDWELLS FARGO BANK NA LT2 5.85 01-FEB-2037 (SUB) 0.001% BNDWELLTOWER INC 3.1 15-JAN-2030 (SENIOR) 0.001% BNDWELLTOWER INC 4.0 01-JUN-2025 (SENIOR) 0.001% BNDWELLTOWER INC REIT 0.009% EQUITYWELLTOWER INC REIT 2.8 01-JUN-2031 (SENIOR) 0.001% BNDWELLTOWER INC REIT 4.25 15-APR-2028 (SENIOR) 0.001% BNDWENDEL 0.000% EQUITYWENDEL SA 2.5 09-FEB-2027 Reg-S (SENIOR) 0.001% BNDWENDEL SA 2.75 02-OCT-2024 Reg-S (SENIOR) 0.001% BNDWENS FOODSTUFF GROUP LTD A 0.001% EQUITYWENS FOODSTUFF GROUP LTD A 0.000% EQUITYWESFARMERS LTD 0.337% EQUITYWESFARMERS LTD 1.941 23-JUN-2028 (SENIOR) 0.014% BNDWESFARMERS LTD 2.55 23-JUN-2031 Reg-S (SENIOR) 0.009% BNDWESFARMERS LTD 3.66 18-NOV-2020 (SENIOR) 0.000% BNDWEST FRASER TIMBER LTD 0.001% EQUITYWEST JAPAN RAILWAY 0.003% EQUITYWEST PHARMACEUTICAL SERVICES INC 0.002% EQUITYWESTERN AUST TREAS CORP NONDMUNI 7.0 15-JUL-2021 0.021% BNDWESTERN AUSTRALIAN TREASURY CORP 1.75 22-OCT-2031 0.006% BNDWESTERN AUSTRALIAN TREASURY CORP NONDMUNI 5.0 23-JUL-2025 Reg-S 0.019% BNDWESTERN AUSTRALIAN TREASURY CORPOR GOVTGUAR 2.5 23-JUL-2024 0.024% BNDWESTERN AUSTRALIAN TREASURY CORPOR GOVTGUAR 2.75 20-OCT-2022 0.028% BNDWESTERN AUSTRALIAN TREASURY CORPOR GOVTGUAR 3.0 21-OCT-2027 Reg-S 0.014% BND

WESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 2.0 24-OCT-2034 Reg-S 0.004% BNDWESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 2.25 23-JUL-2041 Reg-S 0.001% BNDWESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 2.75 24-JUL-2029 0.011% BNDWESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 3.0 21-OCT-2026 0.022% BNDWESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 3.25 20-JUL-2028 Reg-S 0.016% BNDWESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 6.0 16-OCT-2023 0.014% BNDWESTERN DIGITAL CORP 0.005% EQUITYWESTERN SECURITIES CO LTD A A 0.000% EQUITYWESTERN SECURITIES CO LTD A A 0.000% EQUITYWESTERN SUPERCONDUCTING TECHNOLOGI A 0.000% EQUITYWESTERN SYDNEY UNIVERSITY 1.606 08-DEC-2027 Reg-S (SENIOR) 0.007% BNDWESTERN UNION 0.002% EQUITYWESTINGHOUSE AIR BRAKE TECHNOLOGIE 0.004% EQUITYWESTINGHOUSE AIR BRAKE TECHNOLOGIE 3.45 15-NOV-2026 (SENIOR) 0.001% BNDWESTINGHOUSE AIR BRAKE TECHNOLOGIE 4.95 15-SEP-2028 (SENIOR) 0.001% BNDWESTLAKE CHEMICAL CORP 0.000% EQUITYWESTLAKE CHEMICAL CORP 1.625 17-JUL-2029 (SENIOR) 0.001% BNDWESTLAKE CHEMICAL CORP 3.6 15-AUG-2026 (SENIOR) 0.001% BNDWESTONE INFORMATION INDUSTRY INC A A 0.000% EQUITYWESTONE INFORMATION INDUSTRY INC A A 0.000% EQUITYWESTPAC BANKING CORP 1.15 03-JUN-2026 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 1.953 20-NOV-2028 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 2.15 03-JUN-2031 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 2.25 16-AUG-2024 (SENIOR) 0.005% BNDWESTPAC BANKING CORP 2.65 16-JAN-2030 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 2.7 19-AUG-2026 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 2.85 13-MAY-2026 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 3.0 24-APR-2024 Reg-S 0.013% BNDWESTPAC BANKING CORP 3.125 27-OCT-2022 Reg-S (SENIOR) 0.005% BNDWESTPAC BANKING CORP 3.2 06-MAR-2023 Reg-S (SENIOR) 0.012% BNDWESTPAC BANKING CORP 3.25 16-NOV-2023 0.003% BNDWESTPAC BANKING CORP 3.25 28-OCT-2020 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 3.35 08-MAR-2027 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 3.4 25-JAN-2028 (SENIOR) 0.001% BNDWESTPAC BANKING CORP 3.5 07-FEB-2022 Reg-S (SENIOR) 0.008% BNDWESTPAC BANKING CORP 4.125 04-JUN-2026 Reg-S (SENIOR) 0.014% BNDWESTPAC BANKING CORP 4.421 24-JUL-2039 (SUB) 0.001% BNDWESTPAC BANKING CORP AT1-P 3.1122 31-DEC-2049 Reg-S 1.678% EQUITYWESTPAC BANKING CORP CLIMATE 3.1 03-JUN-2021 Reg-S (SENIOR) 0.004% BNDWESTPAC BANKING CORP COVERED 2.75 31-AUG-2022 Reg-S 0.011% BNDWESTPAC BANKING CORP COVERED 5.25 21-NOV-2023 0.028% BNDWESTPAC BANKING CORP T2 0.766 13-MAY-2031 Reg-S (SUB) 0.001% BNDWESTPAC BANKING CORP T2 1.625 29-JAN-2031 Reg-S (SUB) 0.776% BNDWESTPAC BANKING CORP T2 2.35 19-FEB-2025 (SENIOR) 0.001% BNDWESTPAC BANKING CORP T2 2.963 16-NOV-2040 (SENIOR SUB) 0.001% BNDWESTPAC BANKING CORP T2 3.133 18-NOV-2041 (SUB) 0.001% BNDWESTPAC BANKING CORP. (NEW ZEALAND AT1-P 5.0 31-DEC-2049 (CAPSEC (BTP)) 0.673% BNDWESTPAC BANKING CORPORATION CORP 0.528% EQUITYWESTPORTS HOLDINGSINARY 0.000% EQUITYWESTROCK 0.003% EQUITYWEYERHAEUSER COMPANY 7.375 15-MAR-2032 (SENIOR) 0.002% BNDWEYERHAEUSER COMPANY REIT 4.0 15-APR-2030 (SENIOR) 0.001% BNDWEYERHAEUSER COMPANY REIT 4.0 15-NOV-2029 (SENIOR) 0.001% BNDWEYERHAEUSER REIT REIT 0.008% EQUITYWFCMT_15-LC20-A3 3.086 15-APR-2050 0.002% CMBS

WFCMT_15-LC20-B 3.719 15-APR-2050 0.003% CMBSWFCM_13-LC12-A4 4.218 15-JUL-2046 0.011% CMBSWFCM_13-LC12-AS 4.30493 15-JUL-2046 0.002% CMBSWFCM_14-LC16-ASB 3.477 15-AUG-2050 0.002% CMBSWFCM_15-C26-AS 3.58 15-FEB-2048 0.003% CMBSWFCM_15-C27-A5 3.451 15-FEB-2048 0.004% CMBSWFCM_15-C27-B 4.139 15-FEB-2048 0.001% CMBSWFCM_15-C28-A4 3.54 15-MAY-2048 0.002% CMBSWFCM_15-C28-AS 3.872 15-MAY-2048 0.001% CMBSWFCM_15-C30-A4 3.664 15-SEP-2058 0.003% CMBSWFCM_15-C30-ASB 3.412 15-SEP-2058 0.001% CMBSWFCM_15-C31-A4 3.695 15-NOV-2048 0.002% CMBSWFCM_15-C31-B 4.482 15-NOV-2048 0.004% CMBSWFCM_15-C31-C 4.60066 15-NOV-2048 0.002% CMBSWFCM_15-NXS2-A5 3.767 15-JUL-2058 0.003% CMBSWFCM_15-NXS4-A4 3.718 17-DEC-2048 0.004% CMBSWFCM_15LC22-A4 3.839 15-SEP-2058 0.004% CMBSWFCM_16-C32-ASB 3.324 15-JAN-2059 0.003% CMBSWFCM_16-C34-A4 3.096 15-JUN-2049 0.004% CMBSWFCM_16-C35-A4 2.931 15-JUL-2048 0.004% CMBSWFCM_16-C36-AS 3.419 15-NOV-2059 0.002% CMBSWFCM_16-C37-ASB 3.615 15-DEC-2049 0.004% CMBSWFCM_16-LC24-A4 2.942 15-OCT-2049 0.006% CMBSWFCM_16-LC25-B 4.34056 17-DEC-2059 0.001% CMBSWFCM_16-NXS6-B 3.811 15-NOV-2049 0.002% CMBSWFCM_17-C38- A4 3.19 15-JUL-2050 0.002% CMBSWFCM_17-C38-A5 3.453 15-JUL-2050 0.008% CMBSWFCM_17-C39-A5 3.418 15-SEP-2050 0.010% CMBSWFCM_17-C39-ASB 3.212 15-SEP-2050 0.004% CMBSWFCM_17-C39-C 4.118 15-SEP-2050 0.002% CMBSWFCM_17-C42-A4 3.589 15-DEC-2050 0.005% CMBSWFCM_17-C42-B 4.002 15-DEC-2050 0.002% CMBSWFCM_18-C44-A5 4.212 15-MAY-2051 0.004% CMBSWFCM_18-C45-AS 4.405 15-JUN-2051 0.001% CMBSWFCM_18-C46-AS 4.382 15-AUG-2051 0.002% CMBSWFCM_18-C47-A4 4.442 15-SEP-2061 0.009% CMBSWFCM_18-C47-ASB 4.365 15-SEP-2061 0.006% CMBSWFCM_18-C48 A5 4.302 15-JAN-2052 0.004% CMBSWFCM_19-C49-A5 4.023 15-MAR-2052 0.006% CMBSWFCM_19-C49-C 4.866 15-MAR-2052 0.003% CMBSWFCM_19-C50-A5 3.729 15-MAY-2052 0.003% CMBSWFCM_19-C50-AS 4.021 15-MAY-2052 0.004% CMBSWFCM_19-C51-AS 3.584 15-JUN-2052 0.002% CMBSWFCM_19-C52-AS 3.143 15-AUG-2052 0.004% CMBSWFCM_19-C53-A4 3.04 15-OCT-2052 0.005% CMBSWFCM_20-C55-A5 2.725 15-FEB-2053 0.004% CMBSWFCM_20-C56-ASB 2.422 15-JUN-2053 0.007% CMBSWFCM_20-C56-B 3.74817 15-JUN-2053 0.001% CMBSWFCM_20-C56-C 3.74817 15-JUN-2053 0.003% CMBSWFCM_20-C57-A4 2.118 15-AUG-2053 0.010% CMBSWFCM_20-C58-A4 2.092 15-JUL-2053 0.004% CMBSWFCM_21-C59-A5 2.626 15-APR-2054 0.004% CMBSWFCM_21-C59-ASB 2.298 15-APR-2054 0.001% CMBSWFRBS_12-C10-AS 3.241 15-DEC-2045 0.001% CMBSWFRBS_13-C13-C 3.91 15-MAY-2045 0.000% CMBS

WFRBS_13-C14-B 3.841 15-JUN-2046 0.002% CMBSWFRBS_13-C15-A4 4.153 15-AUG-2046 0.007% CMBSWFRBS_13-C17-A3 3.754 15-DEC-2046 0.003% CMBSWFRBS_13-C18-A4 3.896 15-DEC-2046 0.002% CMBSWFRBS_13-C18-A5 4.162 15-DEC-2046 0.007% CMBSWFRBS_13-UBS1-A4 4.079 15-MAR-2046 0.003% CMBSWFRBS_14-C19-A4 3.829 15-MAR-2047 0.001% CMBSWFRBS_14-C19-B 4.723 15-MAR-2047 0.001% CMBSWFRBS_14-C20-ASB 3.638 15-MAY-2047 0.001% CMBSWFRBS_14-C22-A 3.488 15-SEP-2057 0.015% CMBSWFRBS_14-C22-A5 3.752 15-SEP-2057 0.001% CMBSWFRBS_14-C22-AS 4.069 15-SEP-2057 0.002% CMBSWFRBS_14-C24-A5 3.607 15-NOV-2047 0.000% CMBSWFRBS_14-C25-A5 3.631 15-NOV-2047 0.004% CMBSWFRBS_14-LC14-A5 4.045 15-MAR-2047 0.004% CMBSWH GROUP LTD 0.003% EQUITYWHARF (HOLDINGS) LTD 0.004% EQUITYWHARF REAL ESTATE INVESTMENT COMPA 0.006% EQUITYWHEATON PRECIOUS METALS CORP 0.002% EQUITYWHEELOCK AND LTD 0.000% EQUITYWHEELOCK MTN (BVI) LIMITED1 2.375 25-JAN-2026 Reg-S (SENIOR) 0.015% BNDWHIRLPOOL CORP 0.004% EQUITYWHIRLPOOL EMEA FINANCE SARL 0.5 20-FEB-2028 (SENIOR) 0.000% BNDWHIRLPOOL FINANCE LUXEMBOURG SARL 1.1 09-NOV-2027 (SENIOR) 0.001% BNDWHIRLPOOL FINANCE LUXEMBOURG SARL 1.25 02-NOV-2026 (SENIOR) 0.001% BNDWHIRLPOOL OF INDIA LTD 0.000% EQUITYWHITBREAD PLC 0.002% EQUITYWHITEHAVEN COAL LTD 0.006% EQUITYWILL SEMICONDUCTOR SHANGHAI LTD A A 0.001% EQUITYWILL SEMICONDUCTOR SHANGHAI LTD A A 0.001% EQUITYWILLIAMS COMPANIES INC 2.6 15-MAR-2031 (SENIOR) 0.001% BNDWILLIAMS COMPANIES INC 3.5 15-NOV-2030 (SENIOR) 0.001% BNDWILLIAMS COMPANIES INC 3.9 15-JAN-2025 (SENIOR) 0.001% BNDWILLIAMS INC 0.008% EQUITYWILLIAMS PARTNERS LP 3.75 15-JUN-2027 (SENIOR) 0.001% BNDWILLIAMS PARTNERS LP 4.0 15-SEP-2025 (SENIOR) 0.001% BNDWILLIAMS PARTNERS LP 4.85 01-MAR-2048 (SENIOR) 0.001% BNDWILLIAMS PARTNERS LP 5.1 15-SEP-2045 (SENIOR) 0.001% BNDWILLIAMS PARTNERS LP 6.3 15-APR-2040 (SENIOR) 0.002% BNDWILLIS TOWERS WATSON PLC 0.008% EQUITYWILMAR INTERNATIONAL LTD 0.005% EQUITYWIN SEMICONDUCTORS CORP 0.004% EQUITYWINBOND ELECTRONICS CORP 0.003% EQUITYWING TAI HOLDINGS LTD 0.000% EQUITYWINGTECH TECHNOLOGY LTD A A 0.001% EQUITYWINGTECH TECHNOLOGY LTD A A 0.001% EQUITYWINNING HEALTH TECHNOLOGY GROUP LT A 0.000% EQUITYWINNING HEALTH TECHNOLOGY GROUP LT A 0.000% EQUITYWINTERSHALL DEA FINANCE BV 0.84 25-SEP-2025 Reg-S (SENIOR) 0.001% BNDWINTERSHALL DEA FINANCE BV 1.332 25-SEP-2028 Reg-S (SENIOR) 0.001% BNDWIPRO ADR REPTG ONE LTD ADR 0.001% EQUITYWIPRO LTD 0.009% EQUITYWIRECARD AG 0.000% EQUITYWISETECHGLOBAL PTY LTD 0.023% EQUITYWISTRON CORP 0.003% EQUITY

WIWYNN CORPORATION CORP 0.003% EQUITYWIX.COM LTD 0.002% EQUITYWIZZ AIR FINANCE COMPANY BV 1.35 19-JAN-2024 Reg-S (SENIOR) 0.001% BNDWOLTERS KLUWER NV 0.75 03-JUL-2030 Reg-S (SENIOR) 0.001% BNDWOLTERS KLUWER NV C 0.004% EQUITYWOOD GROUP (JOHN) PLC 0.000% EQUITYWOODSIDE PETROLEUM LTD 0.056% EQUITYWOOLWORTHS GROUP LTD 0.394% EQUITYWOOLWORTHS GROUP LTD 1.85 15-NOV-2027 (SENIOR) 0.006% BNDWOOLWORTHS GROUP LTD 1.85 20-MAY-2025 Reg-S (SENIOR) 0.016% BNDWOOLWORTHS GROUP LTD 2.75 15-NOV-2031 Reg-S (SENIOR) 0.010% BNDWOOLWORTHS GROUP LTD 2.8 20-MAY-2030 Reg-S (SENIOR) 0.018% BNDWOOLWORTHS GROUP LTD 2.85 23-APR-2024 (SENIOR) 0.099% BNDWOOLWORTHS HOLDING LTD 0.002% EQUITYWOORI BANK 0.75 01-FEB-2026 Reg-S (SENIOR) 0.014% BNDWOORI BANK 0.839 23-OCT-2023 Reg-S (SENIOR) 0.003% BNDWOORI BANK AT1-P 5.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.015% BNDWOORI FINANCIAL GROUP INC 0.005% EQUITYWORKDAY INC CLASS A A 0.005% EQUITYWORLDLINE SA 0.001% EQUITYWORLDPAY INC CLASS A A 0.002% EQUITYWORLEY LTD 0.173% EQUITYWORLEY US FINANCE SUB LTD 0.875 09-JUN-2026 Reg-S (SENIOR) 0.001% BNDWPC EUROBOND BV 0.95 01-JUN-2030 (SENIOR) 0.001% BNDWPC EUROBOND BV 1.35 15-APR-2028 (SENIOR) 0.001% BNDWPC EUROBOND BV 2.125 15-APR-2027 (SENIOR) 0.000% BNDWPC EUROBOND BV 2.25 09-APR-2026 (SENIOR) 0.001% BNDWPC EUROBOND BV 2.25 19-JUL-2024 (SENIOR) 0.001% BNDWPG HOLDINGS LTD 0.001% EQUITYWPP FINANCE DEUTSCHLAND GMBH 1.625 23-MAR-2030 Reg-S (SENIOR) 0.001% BNDWPP FINANCE SA 2.375 19-MAY-2027 Reg-S (SENIOR) 0.001% BNDWPP PLC 0.006% EQUITYWR BERKLEY CORP 0.003% EQUITYWRKCO INC 4.65 15-MAR-2026 (SENIOR) 0.001% BNDWRKCO INC 4.9 15-MAR-2029 (SENIOR) 0.001% BNDWSO FINANCE PTY LTD 2.7 28-JUN-2030 Reg-S (SECURED) 0.007% BNDWSO FINANCE PTY LTD 3.5 14-JUL-2023 Reg-S (SECURED) 0.009% BNDWSO FINANCE PTY LTD 4.5 30-SEP-2027 Reg-S (SECURED) 0.002% BNDWSO FINANCE PTY LTD 4.5 31-MAR-2027 Reg-S (SECURED) 0.014% BNDWSP GLOBAL INC 0.002% EQUITYWUCHAN ZHONGDA GROUP LTD A A 0.000% EQUITYWUHAN GUIDE INFRARED LTD A A 0.000% EQUITYWUHAN GUIDE INFRARED LTD A A 0.000% EQUITYWUHAN HUMANWELL HI A 0.000% EQUITYWUHU SANQI INTERACTIVE ENTERTAINME A 0.000% EQUITYWUHU SANQI INTERACTIVE ENTERTAINME A 0.000% EQUITYWUHU TOKEN SCIENCE LTD A A 0.000% EQUITYWULIANGYE YIBIN LTD A A 0.003% EQUITYWULIANGYE YIBIN LTD A A 0.004% EQUITYWUS PRINTED CIRCUIT (KUNSHAN) LTD A 0.000% EQUITYWUS PRINTED CIRCUIT (KUNSHAN) LTD A 0.000% EQUITYWUXI APPTEC LTD A A 0.002% EQUITYWUXI APPTEC LTD A A 0.002% EQUITYWUXI APPTEC LTD H H 0.004% EQUITYWUXI BIOLOGICS CAYMAN INC 0.035% EQUITY

WUXI LEAD INTELLIGENT EQUIPMENT LT A 0.000% EQUITYWUXI LEAD INTELLIGENT EQUIPMENT LT A 0.000% EQUITYWUXI SHANGJI AUTOMATION LTD A A 0.000% EQUITYWUXI SHANGJI AUTOMATION LTD A A 0.000% EQUITYWW GRAINGER INC 0.006% EQUITYWYETH 5.95 01-APR-2037 (SENIOR) 0.003% BNDWYETH 6.5 01-FEB-2034 (SENIOR) 0.001% BNDWYNN MACAU LTD 0.000% EQUITYWYNN MACAU LTD 4.875 01-OCT-2024 Reg-S (SENIOR) 0.021% BNDWYNN MACAU LTD 5.125 15-DEC-2029 Reg-S (SENIOR) 0.013% BNDWYNN MACAU LTD 5.5 01-OCT-2027 Reg-S (SENIOR) 0.014% BNDWYNN MACAU LTD 5.5 15-JAN-2026 Reg-S (SENIOR) 0.014% BNDWYNN MACAU LTD 5.625 26-AUG-2028 Reg-S (SENIOR) 0.014% BNDWYNN RESORTS LTD 0.001% EQUITYX5 RETAIL GROUP GDR NV GDR 0.001% EQUITYXCEL ENERGY INC 0.009% EQUITYXCMG CONSTRUCTION MACHINERY LTD A A 0.000% EQUITYXCMG CONSTRUCTION MACHINERY LTD A A 0.000% EQUITYXERO LTD 0.045% EQUITYXEROX CORP 0.000% EQUITYXIAMEN C&D INC A A 0.000% EQUITYXIAMEN C&D INC A A 0.000% EQUITYXIAMEN FARATRONIC LTD A A 0.000% EQUITYXIAMEN G-BITS NETWORK TECHNOLOGY L A 0.000% EQUITYXIAMEN INTRETECH INC A A 0.000% EQUITYXIAMEN ITG GROUP CORP LTD A A 0.000% EQUITYXIAMEN MEIYA PICO INFORMATION LTD A 0.000% EQUITYXIAMEN TUNGSTEN LTD A A 0.000% EQUITYXIAOMI CORP 0.028% EQUITYXILINX INC 0.006% EQUITYXINHUA WINSHARE PUBLISHING AND MED A 0.000% EQUITYXINHUA WINSHARE PUBLISHING AND MED H 0.000% EQUITYXINJIANG GOLDWIND SCIENCE AND TECH H 0.001% EQUITYXINJIANG GOLDWIND SCIENCE&TECHNOLO A 0.000% EQUITYXINJIANG GOLDWIND SCIENCE&TECHNOLO A 0.001% EQUITYXINJIANG ZHONGTAI CHEMICAL GROUP L A 0.000% EQUITYXINXING DUCTILE IRON PIPES LTD A A 0.000% EQUITYXINYI GLASS HOLDINGS LTD 0.003% EQUITYXINYI SOLAR HOLDINGS LTD 0.007% EQUITYXL AXIATA 0.000% EQUITYXLIT LTD T2 3.25 29-JUN-2047 (SENIOR SUB) 0.001% BNDXPENG ADR REPRESENTING INC ADR 0.018% EQUITYXPENG CLASS A INC 0.001% EQUITYXPO LOGISTICS INC 0.001% EQUITYXYLEM INC 0.005% EQUITYXYLEM INC/NY 2.25 11-MAR-2023 (SENIOR) 0.000% BNDYADEA GROUP HOLDINGS LTD 0.002% EQUITYYAGEO CORP 0.007% EQUITYYAKULT HONSHA LTD 0.001% EQUITYYAMADA HOLDINGS LTD 0.000% EQUITYYAMAGUCHI FINANCIAL GROUP INC 0.000% EQUITYYAMAHA CORP 0.001% EQUITYYAMAHA MOTOR LTD 0.002% EQUITYYAMATO HOLDINGS LTD 0.001% EQUITYYAMAZAKI BAKING LTD 0.000% EQUITY

YANBU NATIONAL PETROCHEMICALS 0.002% EQUITYYANDEX NV CLASS A 0.009% EQUITYYANG MING MARINE TRANSPORT CORP 0.006% EQUITYYANGO GROUP LTD A A 0.000% EQUITYYANGTZE OPTICAL FIBRE AND CABLE JO A 0.000% EQUITYYANGZIJIANG SHIPBUILDING HOLDINGS 0.001% EQUITYYANKUANG ENERGY GROUP COMPANY LTD H 0.003% EQUITYYANKUANG ENERGY GROUP LTD A A 0.000% EQUITYYANLORD LAND GROUP LTD 0.000% EQUITYYANTAI CHANGYU PIONEER WINE LTD B B 0.000% EQUITYYANTAI EDDIE PRECISION MACHINERY L A 0.000% EQUITYYANTAI EDDIE PRECISION MACHINERY L A 0.000% EQUITYYANTAI JEREH OILFIELD SERVICES GRO A 0.000% EQUITYYANTAI JEREH OILFIELD SERVICES GRO A 0.000% EQUITYYARA INTERNATIONAL 0.003% EQUITYYASKAWA ELECTRIC CORP 0.001% EQUITYYATSEN HOLDING ADR LTD ADR 0.000% EQUITYYEALINK NETWORK TECHNOLOGY LTD A A 0.000% EQUITYYEALINK NETWORK TECHNOLOGY LTD A A 0.000% EQUITYYES BANK LTD 0.000% EQUITYYES BANK LTD 0.001% EQUITYYIFAN PHARMACEUTICAL CO LTD A A 0.000% EQUITYYIFENG PHARMACY CHAIN LTD A A 0.000% EQUITYYIFENG PHARMACY CHAIN LTD A A 0.000% EQUITYYIHAI INTERNATIONAL HOLDING LTD 0.002% EQUITYYIHAI KERRY ARAWANA HOLDINGS LTD A A 0.000% EQUITYYIHAI KERRY ARAWANA HOLDINGS LTD A A 0.000% EQUITYYINTAI GOLD LTD A A 0.000% EQUITYYINTAI GOLD LTD A A 0.000% EQUITYYOKOGAWA ELECTRIC CORP 0.001% EQUITYYOKOHAMA RUBBER LTD 0.000% EQUITYYONGHUI SUPERSTORES LTD A A 0.000% EQUITYYONGHUI SUPERSTORES LTD A A 0.000% EQUITYYONGXING SPECIAL MATERIALS TECHNOL A 0.000% EQUITYYONYOU NETWORK TECHNOLOGY LTD A A 0.001% EQUITYYONYOU NETWORK TECHNOLOGY LTD A A 0.001% EQUITYYORKSHIRE BUILDING SOCIETY 0.5 01-JUL-2028 Reg-S (SENIOR PREFERRED) 0.001% BNDYORKSHIRE BUILDING SOCIETY 0.625 21-SEP-2025 Reg-S (SENIOR PREFERRED) 0.001% BNDYOUNGOR GROUP LTD A A 0.000% EQUITYYOUNGOR GROUP LTD A A 0.000% EQUITYYOUNGY LTD A A 0.000% EQUITYYTL CORPORATION 0.000% EQUITYYTO EXPRESS GROUP LTD A A 0.000% EQUITYYTO EXPRESS GROUP LTD A A 0.000% EQUITYYUAN LONGPING HIGH-TECH AGRICULTUR A 0.000% EQUITYYUAN LONGPING HIGH-TECH AGRICULTUR A 0.000% EQUITYYUANTA FINANCIAL HOLDING LTD 0.008% EQUITYYUE YUEN INDUSTRIAL (HOLDINGS) LTD 0.000% EQUITYYUEXIU PROPERTY COMPANY LTD RED 0.001% EQUITYYUHAN CORP 0.002% EQUITYYULON MOTOR LTD 0.000% EQUITYYULON NISSAN MOTOR LTD 0.000% EQUITYYUM BRANDS INC 0.005% EQUITYYUM CHINA HOLDINGS INC 0.010% EQUITYYUNDA HOLDING LTD A A 0.000% EQUITY

YUNDA HOLDING LTD A A 0.000% EQUITYYUNNAN ALUMINIUM LTD A A 0.000% EQUITYYUNNAN BAIYAO GROUP LTD A A 0.001% EQUITYYUNNAN BAIYAO GROUP LTD A A 0.001% EQUITYYUNNAN ENERGY NEW MATERIALS LTD A A 0.001% EQUITYYUNNAN ENERGY NEW MATERIALS LTD A A 0.001% EQUITYYUNNAN TIN LTD A A 0.000% EQUITYYUTONG BUS LTD A A 0.000% EQUITYYUZHOU PROPERTIES COMPANY LTD 7.7 20-FEB-2025 Reg-S (SENIOR) 0.002% BNDZ HOLDINGS CORP 0.004% EQUITYZAI LABORATORY ADR REPRESENTING LT ADR 0.004% EQUITYZALANDO 0.002% EQUITYZAYO GROUP HOLDINGS INC 0.000% EQUITYZEBRA TECHNOLOGIES CORP CLASS A A 0.002% EQUITYZEE ENTERTAINMENT ENTERPRISES LTD 0.001% EQUITYZENDESK INC 0.001% EQUITYZF EUROPE FINANCE BV 1.25 23-OCT-2023 Reg-S (SENIOR) 0.000% BNDZF EUROPE FINANCE BV 2.0 23-FEB-2026 Reg-S (SENIOR) 0.001% BNDZF EUROPE FINANCE BV 2.5 23-OCT-2027 Reg-S (SENIOR) 0.001% BNDZF EUROPE FINANCE BV 3.0 23-OCT-2029 Reg-S (SENIOR) 0.001% BNDZF NORTH AMERICA CAPITAL INC 2.75 27-APR-2023 Reg-S (SENIOR) 0.002% BNDZHANGZHOU PIENTZEHUANG PHARMACEUTI A 0.001% EQUITYZHANGZHOU PIENTZEHUANG PHARMACEUTI A 0.001% EQUITYZHAOJIN MINING INDUSTRY LTD H H 0.000% EQUITYZHEFU HOLDING GROUP LTD A A 0.000% EQUITYZHEJIANG CENTURY HUATONG GROUP LTD A 0.000% EQUITYZHEJIANG CENTURY HUATONG GROUP LTD A 0.000% EQUITYZHEJIANG CHINA COMMODITIES CITY GR A 0.000% EQUITYZHEJIANG CHINT ELECTRICS LTD A A 0.000% EQUITYZHEJIANG CHINT ELECTRICS LTD A A 0.001% EQUITYZHEJIANG DAHUA TECHNOLOGY LTD A A 0.000% EQUITYZHEJIANG DAHUA TECHNOLOGY LTD A A 0.000% EQUITYZHEJIANG DINGLI MACHINERY LTD A A 0.000% EQUITYZHEJIANG DINGLI MACHINERY LTD A A 0.000% EQUITYZHEJIANG EXPRESSWAY LTD H H 0.001% EQUITYZHEJIANG HANGKE TECHNOLOGY A A 0.000% EQUITYZHEJIANG HUAHAI PHARMACEUTICAL LTD A 0.000% EQUITYZHEJIANG HUAHAI PHARMACEUTICAL LTD A 0.000% EQUITYZHEJIANG HUAYOU COBALT LTD A A 0.001% EQUITYZHEJIANG HUAYOU COBALT LTD A A 0.001% EQUITYZHEJIANG JINGSHENG MECHANICAL & EL A 0.000% EQUITYZHEJIANG JINGSHENG MECHANICAL & EL A 0.000% EQUITYZHEJIANG JIUZHOU PHARMACEUTICAL LT A 0.000% EQUITYZHEJIANG JU HUA LTD A A 0.000% EQUITYZHEJIANG LONGSHENG GROUP LTD A A 0.000% EQUITYZHEJIANG LONGSHENG GROUP LTD A A 0.000% EQUITYZHEJIANG NHU LTD A A 0.000% EQUITYZHEJIANG NHU LTD A A 0.000% EQUITYZHEJIANG RUNTU LTD A A 0.000% EQUITYZHEJIANG SANHUA INTELLIGENT CONTRO A 0.000% EQUITYZHEJIANG SANHUA INTELLIGENT CONTRO A 0.001% EQUITYZHEJIANG SEMIR GARMENT LTD A A 0.000% EQUITYZHEJIANG SUPOR LTD A A 0.000% EQUITYZHEJIANG SUPOR LTD A A 0.000% EQUITYZHEJIANG WEIMING ENVIRONMENT PROTE A 0.000% EQUITY

ZHEJIANG WEIXING NEW BUILDING MATE A 0.000% EQUITYZHEJIANG WEIXING NEW BUILDING MATE A 0.000% EQUITYZHEJIANG WOLWO BIO-PHARMACEUTICAL A 0.000% EQUITYZHEJIANG WOLWO BIO-PHARMACEUTICAL A 0.000% EQUITYZHEJIANG YONGTAI TECHNOLOGY LTD A A 0.000% EQUITYZHEN DING TECHNOLOGY HOLDING LTD 0.002% EQUITYZHESHANG SECURITIES LTD A A 0.000% EQUITYZHESHANG SECURITIES LTD A A 0.000% EQUITYZHONGAN ONLINE P & C INSURANCE COR H 0.001% EQUITYZHONGJI INNOLIGHT LTD A A 0.000% EQUITYZHONGJI INNOLIGHT LTD A A 0.000% EQUITYZHONGJIN GOLD CORP LTD A A 0.000% EQUITYZHONGSHAN BROAD-OCEAN MOTOR LTD A A 0.000% EQUITYZHONGSHENG GROUP HOLDINGS LTD 0.004% EQUITYZHONGTAI SECURITIES LTD A A 0.000% EQUITYZHUZHOU CRRC TIMES ELECTRIC LTD H H 0.003% EQUITYZHUZHOU HONGDA ELECTRONICS CORP LT A 0.000% EQUITYZHUZHOU KIBING GROUP LTD A A 0.000% EQUITYZHUZHOU KIBING GROUP LTD A A 0.000% EQUITYZIBO QIXIANG TENGDA CHEMICAL LTD A A 0.000% EQUITYZIJIN MINING GROUP LTD A A 0.001% EQUITYZIJIN MINING GROUP LTD A A 0.001% EQUITYZIJIN MINING GROUP LTD H H 0.006% EQUITYZILLOW GROUP INC CLASS A A 0.000% EQUITYZILLOW GROUP INC CLASS C C 0.001% EQUITYZIMMER BIOMET HOLDINGS INC 0.007% EQUITYZIMMER BIOMET HOLDINGS INC 1.164 15-NOV-2027 (SENIOR) 0.001% BNDZIMMER BIOMET HOLDINGS INC 2.425 13-DEC-2026 (SENIOR) 0.001% BNDZIMMER BIOMET HOLDINGS INC 2.6 24-NOV-2031 (SENIOR) 0.001% BNDZIMMER BIOMET HOLDINGS INC 3.55 01-APR-2025 (SENIOR) 0.001% BNDZIONS BANCORPORATION 0.001% EQUITYZIP CO LTD 0.005% EQUITYZOETIS INC 2.0 15-MAY-2030 (SENIOR) 0.001% BNDZOETIS INC 3.0 12-SEP-2027 (SENIOR) 0.001% BNDZOETIS INC 4.5 13-NOV-2025 (SENIOR) 0.001% BNDZOETIS INC 4.7 01-FEB-2043 (SENIOR) 0.001% BNDZOETIS INC CLASS A A 0.013% EQUITYZOMATO LTD 0.001% EQUITYZOOM VIDEO COMMUNICATIONS INC CLAS A 0.002% EQUITYZOOMINFO TECHNOLOGIES INC CLASS A A 0.001% EQUITYZOOMLION HEAVY INDUSTRY SCIENCE AN A 0.000% EQUITYZOOMLION HEAVY INDUSTRY SCIENCE AN A 0.001% EQUITYZOOMLION HEAVY INDUSTRY SCIENCE AN H 0.001% EQUITYZOZO INC 0.001% EQUITYZSCALER INC 0.002% EQUITYZTE CORP A A 0.001% EQUITYZTE CORP A A 0.001% EQUITYZTE CORP H H 0.002% EQUITYZTO EXPRESS (CAYMAN) CLASS A INC 0.001% EQUITYZTO EXPRESS CAYMAN ADR REPRESENTIN ADR 0.006% EQUITYZURICH FINANCE (IRELAND) DAC T2 1.875 17-SEP-2050 Reg-S (SUB) 0.001% BNDZURICH FINANCE AUSTRALIA LTD 3.477 31-MAY-2023 Reg-S (SENIOR) 0.008% BNDZURICH INSURANCE GROUP AG N 0.023% EQUITYCash & Cash Equivalents 16.094%

Yours faithfully

Schroder Investment Management Australia Limitedas responsible entity for the Schroder Real Return Fund (Managed Fund)

About the Schroder Real Return Fund (ASX: GROW)

Please note that some holdings may have a negative weighting. This is due to the futures allocation, not physical holding. The data looks through funds and ETF and is based on delta adjusted notional value.

The Schroder Real Return Fund is an actively managed, objective based multi-asset investment strategy, designed to help investors grow their wealth with reduced levels of risk and volatility. The aim is to deliver a return of 4% to 5% above Australian inflation (before fees) over a three year rolling period without taking undue risk, so that the journey to achieving this objective is a relatively stable one.

Utilising broad investment ranges across a variety of assets, the Fund uses a dynamic approach to asset allocation to take full advantage of opportunities presented in the market, whilst maintaining the flexibility to adapt to changing market conditions.