# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-26-042910
**Filing Date:** 2026-5
**Character Count:** 1170425
**Document Hash:** e909037fcb8725c614942d3232620ac4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042910.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042910

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EDWARD JONES MONEY MARKET FUND
- **CENTRAL INDEX KEY:** 0000314650

**ORGANIZATION NAME:**
- **EIN:** 256215504
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02993
- **FILM NUMBER:** 26952549

**BUSINESS ADDRESS:**
- **STREET 1:** 12555 MANCHESTER ROAD
- **CITY:** ST. LOUIS
- **STATE:** MO
- **ZIP:** 63131
- **BUSINESS PHONE:** 3145155987

**MAIL ADDRESS:**
- **STREET 1:** 12555 MANCHESTER ROAD
- **CITY:** ST. LOUIS
- **STATE:** MO
- **ZIP:** 63131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JONES EDWARD D & CO DAILY PASSPORT CASH TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BROKERS TRUST FOR SHORT TERM UNITED STATES GOVERNMENT OBLIGA
- **DATE OF NAME CHANGE:** 19800319

## Series and Classes Contracts Data

### EDWARD JONES MONEY MARKET FUND (Series ID: S000009066)

| Class ID   | Class Name        | Ticker Symbol   |
|:---|:---|:---|
| C000024632 | Investment Shares | JNSXX           |
| C000024633 | Retirement Shares | JRSXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000314650

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** Edward Jones Money Market Fund

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

**Name of Series:** Edward Jones Money Market Fund

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

**Total number of share classes in the series:** 2

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

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

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

### Service Providers
| Role                          | Details                                                  | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Olive Street Investment Advisers LLC                     | 801-77754         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | State Street Bank and Trust Company                      |  |
| Transfer Agent                | Edward D. Jones & Co.<br>CIK: 0000810417                 | 084-01496         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-66437

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $33608265880.94

- **Amortized Cost of Portfolio Securities:** $33610143605.66

- **Cash:** $777890.57

- **Total Other Assets:** $57964124.89

- **Total Liabilities:** $795940275.88

- **Net Assets of Series:** $32872945345.24

- **Number of Shares Outstanding (Series):** 32872547128.8720

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $21924772516.77           | $28355540516.77            | 64.0100%                  | 82.7800%                   |
| 2026-04-02 | $21836975484.86           | $28267747484.86            | 63.9000%                  | 82.7200%                   |
| 2026-04-06 | $22168384157.96           | $28299172157.96            | 64.8100%                  | 82.7400%                   |
| 2026-04-07 | $21626853003.72           | $27957645003.72            | 63.6300%                  | 82.2600%                   |
| 2026-04-08 | $22239127274.49           | $28070924691.29            | 64.2300%                  | 81.0700%                   |
| 2026-04-09 | $23043572570.53           | $27975875181.73            | 67.2200%                  | 81.6100%                   |
| 2026-04-10 | $21689522403.17           | $27821327491.97            | 64.0200%                  | 82.1200%                   |
| 2026-04-13 | $21446818750.17           | $27778634750.17            | 63.3900%                  | 82.1100%                   |
| 2026-04-14 | $21004529462.47           | $27336348962.47            | 62.9100%                  | 81.8700%                   |
| 2026-04-15 | $20977301798.89           | $27109125065.69            | 62.7800%                  | 81.1300%                   |
| 2026-04-16 | $20940724335.22           | $27121551379.62            | 62.9400%                  | 81.5200%                   |
| 2026-04-17 | $20687723501.33           | $27118554568.13            | 62.0400%                  | 81.3200%                   |
| 2026-04-20 | $20641086434.78           | $26946929567.98            | 62.1400%                  | 81.1200%                   |
| 2026-04-21 | $20271910326.51           | $26777758537.71            | 61.3800%                  | 81.0800%                   |
| 2026-04-22 | $20191062246.83           | $26696914452.43            | 61.2900%                  | 81.0300%                   |
| 2026-04-23 | $20461373427.01           | $26717229827.01            | 61.8300%                  | 80.7400%                   |
| 2026-04-24 | $20223489991.42           | $26679349797.02            | 61.1800%                  | 80.7000%                   |
| 2026-04-27 | $20096594445.54           | $26602466801.14            | 60.9400%                  | 80.6700%                   |
| 2026-04-28 | $19950576276.90           | $26556452276.90            | 60.5800%                  | 80.6400%                   |
| 2026-04-29 | $21243443046.27           | $26625323046.27            | 64.3700%                  | 80.6700%                   |
| 2026-04-30 | $21002944662.31           | $26598829527.51            | 62.3800%                  | 79.0000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7100%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7200%             |
| 2026-04-07 | 3.7200%             |
| 2026-04-08 | 3.7100%             |
| 2026-04-09 | 3.7100%             |
| 2026-04-10 | 3.7000%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7100%             |
| 2026-04-17 | 3.7200%             |
| 2026-04-20 | 3.7200%             |
| 2026-04-21 | 3.7200%             |
| 2026-04-22 | 3.7200%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7100%             |
| 2026-04-27 | 3.7200%             |
| 2026-04-28 | 3.7200%             |
| 2026-04-29 | 3.7200%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $23114296865.19

- **Number of Shares Outstanding:** 23114020059.0550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $605667535.83             | $639481057.01           |
| 2026-04-02 | $599713648.37             | $664187818.71           |
| 2026-04-06 | $756576854.38             | $647573530.68           |
| 2026-04-07 | $689940168.57             | $849429339.86           |
| 2026-04-08 | $609901729.25             | $710317320.79           |
| 2026-04-09 | $508132350.44             | $570673015.38           |
| 2026-04-10 | $717907569.65             | $650857651.85           |
| 2026-04-13 | $470436350.45             | $510744738.32           |
| 2026-04-14 | $453949841.36             | $594635445.38           |
| 2026-04-15 | $494566257.84             | $687622246.87           |
| 2026-04-16 | $560287554.90             | $596934350.19           |
| 2026-04-17 | $500738197.22             | $515090050.00           |
| 2026-04-20 | $436809078.78             | $470415180.46           |
| 2026-04-21 | $433546816.63             | $449817879.00           |
| 2026-04-22 | $429411097.45             | $508150903.03           |
| 2026-04-23 | $416037533.93             | $419680778.79           |
| 2026-04-24 | $415689016.58             | $451462817.59           |
| 2026-04-27 | $425925036.03             | $396860222.70           |
| 2026-04-28 | $406017838.01             | $444971477.62           |
| 2026-04-29 | $410323094.39             | $450631788.74           |
| 2026-04-30 | $437533496.57             | $444761485.94           |

**Total Gross Subscriptions (Month):** $10779111066.63

**Total Gross Redemptions (Month):** $11674299098.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0100%           |
| 2026-04-02 | 3.0100%           |
| 2026-04-06 | 3.0100%           |
| 2026-04-07 | 3.0100%           |
| 2026-04-08 | 3.0100%           |
| 2026-04-09 | 3.0000%           |
| 2026-04-10 | 2.9900%           |
| 2026-04-13 | 2.9900%           |
| 2026-04-14 | 2.9900%           |
| 2026-04-15 | 3.0000%           |
| 2026-04-16 | 3.0100%           |
| 2026-04-17 | 3.0200%           |
| 2026-04-20 | 3.0200%           |
| 2026-04-21 | 3.0100%           |
| 2026-04-22 | 3.0100%           |
| 2026-04-23 | 3.0000%           |
| 2026-04-24 | 3.0000%           |
| 2026-04-27 | 3.0100%           |
| 2026-04-28 | 3.0100%           |
| 2026-04-29 | 3.0100%           |
| 2026-04-30 | 3.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-profit                |  | 0.0000%          | 0.0000%              |
| Non-financial corporation |  | 0.0000%          | 0.0000%              |
| Pension plan              |  | 0.0000%          | 0.0000%              |
| Retail investor           |  | 0.0000%          | 0.0000%              |

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9758648480.05

- **Number of Shares Outstanding:** 9758527069.8170

- **Expense Reimbursement/Waiver:** 3832793.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $792847806.40             | $667258754.41           |
| 2026-04-02 | $641646408.56             | $669270558.49           |
| 2026-04-06 | $570685069.65             | $654870329.61           |
| 2026-04-07 | $519281813.96             | $507636738.21           |
| 2026-04-08 | $710192924.39             | $679372494.98           |
| 2026-04-09 | $566313155.74             | $585030455.75           |
| 2026-04-10 | $534595686.30             | $734917522.76           |
| 2026-04-13 | $549998375.44             | $560036916.24           |
| 2026-04-14 | $493155227.06             | $492511878.60           |
| 2026-04-15 | $605514047.02             | $641838657.45           |
| 2026-04-16 | $637454264.50             | $624412154.83           |
| 2026-04-17 | $557773038.40             | $550581105.31           |
| 2026-04-20 | $525053613.41             | $542976824.10           |
| 2026-04-21 | $512809293.79             | $492805609.84           |
| 2026-04-22 | $603160067.77             | $607514469.36           |
| 2026-04-23 | $536495167.60             | $516128797.22           |
| 2026-04-24 | $529259027.92             | $536004149.26           |
| 2026-04-27 | $516495436.75             | $503401738.70           |
| 2026-04-28 | $482857744.79             | $492711748.63           |
| 2026-04-29 | $580227035.38             | $564364360.05           |
| 2026-04-30 | $592682533.58             | $581670323.62           |

**Total Gross Subscriptions (Month):** $12058497738.41

**Total Gross Redemptions (Month):** $12205315587.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0000%           |
| 2026-04-02 | 3.0000%           |
| 2026-04-06 | 3.0100%           |
| 2026-04-07 | 3.0000%           |
| 2026-04-08 | 3.0000%           |
| 2026-04-09 | 3.0000%           |
| 2026-04-10 | 2.9900%           |
| 2026-04-13 | 2.9900%           |
| 2026-04-14 | 2.9900%           |
| 2026-04-15 | 2.9900%           |
| 2026-04-16 | 3.0000%           |
| 2026-04-17 | 3.0100%           |
| 2026-04-20 | 3.0100%           |
| 2026-04-21 | 3.0100%           |
| 2026-04-22 | 3.0100%           |
| 2026-04-23 | 3.0000%           |
| 2026-04-24 | 3.0000%           |
| 2026-04-27 | 3.0000%           |
| 2026-04-28 | 3.0100%           |
| 2026-04-29 | 3.0100%           |
| 2026-04-30 | 3.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-profit                |  | 0.0000%          | 0.0000%              |
| Non-financial corporation |  | 0.0000%          | 0.0000%              |
| Pension plan              |  | 0.0000%          | 0.0000%              |
| Retail investor           |  | 0.0000%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399G001, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 06399G001_3.66_0507
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  | 0.0000% | $448482.46         | $450690.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2761 | 2041-01-01      | 4.0000%  | 0.0000% | $504061.76         | $492229.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2609 | 2056-01-01      | 5.5000%  | 0.0000% | $475003.63         | $483161.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2583 | 2041-01-01      | 4.0000%  | 0.0000% | $251628.89         | $245721.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  | 0.0000% | $337101.13         | $327535.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9308 | 2051-02-01      | 3.0000%  | 0.0000% | $274811.49         | $241477.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8366 | 2056-02-01      | 6.5000%  | 0.0000% | $375241.95         | $385323.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  | 0.0000% | $527524.02         | $547419.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  | 0.0000% | $382206.82         | $387536.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  | 0.0000% | $523352.06         | $546864.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  | 0.0000% | $334491.10         | $350672.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1826 | 2046-01-01      | 5.5000%  | 0.0000% | $525135.38         | $532856.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  | 0.0000% | $390242.90         | $403961.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4553 | 2054-09-01      | 5.5000%  | 0.0000% | $297552.92         | $301931.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  | 0.0000% | $331458.79         | $359242.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  | 0.0000% | $440271.93         | $473539.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB1455 | 2039-05-01      | 5.5000%  | 0.0000% | $667829.94         | $685354.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0430 | 2056-04-01      | 5.5000%  | 0.0000% | $258936.00         | $263281.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0401 | 2056-04-01      | 5.5000%  | 0.0000% | $320073.53         | $328629.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0398 | 2056-04-01      | 5.5000%  | 0.0000% | $244871.29         | $249767.88         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16153 G | 2031-10-01      | 3.5000%  | 0.0000% | $253849.86         | $250778.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB0938 | 2038-08-01      | 5.0000%  | 0.0000% | $804952.89         | $813464.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0152 | 2056-04-01      | 5.5000%  | 0.0000% | $331420.24         | $337531.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9601 | 2056-04-01      | 6.0000%  | 0.0000% | $626398.85         | $648839.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9390 | 2056-02-01      | 6.0000%  | 0.0000% | $458491.27         | $482292.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9371 | 2056-02-01      | 5.5000%  | 0.0000% | $296760.11         | $301456.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9038 | 2056-03-01      | 5.5000%  | 0.0000% | $333744.91         | $343524.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9814 | 2056-04-01      | 5.5000%  | 0.0000% | $234593.65         | $241219.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8742 | 2056-03-01      | 6.0000%  | 0.0000% | $269221.02         | $279159.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8495 | 2056-03-01      | 6.5000%  | 0.0000% | $299257.09         | $316173.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8494 | 2056-03-01      | 6.5000%  | 0.0000% | $548756.43         | $576540.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8355 | 2056-02-01      | 6.0000%  | 0.0000% | $335781.92         | $353213.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB0336 | 2056-04-01      | 5.0000%  | 0.0000% | $861984.00         | $856209.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8987 | 2056-03-01      | 5.5000%  | 0.0000% | $811357.47         | $824420.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8986 | 2056-03-01      | 6.0000%  | 0.0000% | $230963.07         | $239642.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8879 | 2056-03-01      | 6.0000%  | 0.0000% | $294849.04         | $303578.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7655 | 2056-03-01      | 5.0000%  | 0.0000% | $540723.41         | $537569.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7653 | 2056-03-01      | 5.0000%  | 0.0000% | $815502.92         | $809459.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7608 | 2056-03-01      | 6.0000%  | 0.0000% | $229296.45         | $238894.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  | 0.0000% | $437110.53         | $463368.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  | 0.0000% | $828697.09         | $820188.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  | 0.0000% | $376503.53         | $386197.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6516 | 2055-09-01      | 6.5000%  | 0.0000% | $255582.22         | $266640.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  | 0.0000% | $661034.49         | $667593.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  | 0.0000% | $428938.35         | $433712.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  | 0.0000% | $474016.72         | $491255.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  | 0.0000% | $367969.59         | $371769.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  | 0.0000% | $735441.97         | $754567.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2364 | 2055-06-01      | 6.5000%  | 0.0000% | $230944.03         | $247006.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8353 | 2055-05-01      | 5.5000%  | 0.0000% | $328417.05         | $331504.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  | 0.0000% | $821049.33         | $877722.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  | 0.0000% | $352503.08         | $379070.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  | 0.0000% | $675375.56         | $696631.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  | 0.0000% | $458389.19         | $493434.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7512 | 2056-02-01      | 6.0000%  | 0.0000% | $467913.52         | $485781.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7217 | 2056-02-01      | 6.0000%  | 0.0000% | $360623.26         | $375410.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7211 | 2056-02-01      | 6.0000%  | 0.0000% | $339531.51         | $357157.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7227 | 2056-02-01      | 6.0000%  | 0.0000% | $549982.32         | $569384.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7225 | 2056-03-01      | 6.0000%  | 0.0000% | $704831.75         | $730466.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7159 | 2056-03-01      | 6.5000%  | 0.0000% | $376866.46         | $397534.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5295 | 2056-02-01      | 5.5000%  | 0.0000% | $655259.19         | $664151.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4343 | 2055-11-01      | 6.5000%  | 0.0000% | $235730.27         | $251996.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7619 | 2056-04-01      | 5.5000%  | 0.0000% | $767601.00         | $778576.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7618 | 2056-04-01      | 5.5000%  | 0.0000% | $406054.06         | $412056.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6801 | 2056-04-01      | 5.5000%  | 0.0000% | $368875.34         | $374149.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6717 | 2056-04-01      | 5.5000%  | 0.0000% | $391009.39         | $396955.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6574 | 2056-04-01      | 5.5000%  | 0.0000% | $359568.53         | $366719.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6544 | 2056-04-01      | 5.5000%  | 0.0000% | $789213.53         | $812339.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6538 | 2056-04-01      | 5.5000%  | 0.0000% | $445864.81         | $454086.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG7138 | 2041-04-01      | 4.0000%  | 0.0000% | $363246.71         | $354706.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5757 | 2056-03-01      | 6.0000%  | 0.0000% | $356118.58         | $370905.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5734 | 2056-03-01      | 6.0000%  | 0.0000% | $399864.42         | $414407.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6122 | 2053-09-01      | 3.0000%  | 0.0000% | $802459.27         | $704083.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  | 0.0000% | $298251.79         | $265532.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $349697.00         | $309186.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $340101.06         | $298726.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  | 0.0000% | $439103.95         | $392542.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0369 | 2052-01-01      | 2.5000%  | 0.0000% | $288795.63         | $242478.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  | 0.0000% | $264914.23         | $268328.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  | 0.0000% | $540204.22         | $570414.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4756 | 2041-01-01      | 4.0000%  | 0.0000% | $278951.38         | $272318.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  | 0.0000% | $243867.50         | $262695.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  | 0.0000% | $375395.80         | $402924.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6175 | 2056-05-01      | 6.0000%  | 0.0000% | $334147.06         | $339615.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PRE6174 | 2056-05-01      | 5.5000%  | 0.0000% | $382941.18         | $382705.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5189 | 2042-10-01      | 4.5000%  | 0.0000% | $323175.99         | $320915.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9304 | 2053-06-01      | 5.5000%  | 0.0000% | $237328.14         | $241608.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  | 0.0000% | $375593.78         | $315359.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  | 0.0000% | $366936.16         | $296818.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4871 | 2041-01-01      | 5.5000%  | 0.0000% | $584247.00         | $599760.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PQU8372 | 2056-04-01      | 5.5000%  | 0.0000% | $579132.18         | $576645.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1331 | 2056-03-01      | 5.0000%  | 0.0000% | $257095.12         | $255900.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1345 | 2056-03-01      | 5.5000%  | 0.0000% | $234057.77         | $238077.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1091 | 2056-02-01      | 5.5000%  | 0.0000% | $354371.06         | $364380.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1722 | 2055-12-01      | 5.5000%  | 0.0000% | $395722.02         | $401001.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0083 | 2056-01-01      | 5.5000%  | 0.0000% | $235349.55         | $238567.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9203 | 2056-02-01      | 6.0000%  | 0.0000% | $275422.89         | $287192.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9169 | 2056-01-01      | 6.0000%  | 0.0000% | $243726.96         | $250690.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8282 | 2056-01-01      | 5.5000%  | 0.0000% | $450408.63         | $457038.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8725 | 2054-06-01      | 6.5000%  | 0.0000% | $248375.80         | $260650.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  | 0.0000% | $585721.35         | $595415.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  | 0.0000% | $395189.85         | $383162.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4149 | 2049-09-01      | 3.0000%  | 0.0000% | $686374.37         | $602579.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4113 | 2047-01-01      | 3.5000%  | 0.0000% | $344092.79         | $320537.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  | 0.0000% | $646370.14         | $641006.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2163 | 2055-07-01      | 6.5000%  | 0.0000% | $335256.12         | $353791.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  | 0.0000% | $458136.68         | $456233.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9545 | 2055-11-01      | 5.5000%  | 0.0000% | $496299.52         | $504988.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8504 | 2055-10-01      | 6.5000%  | 0.0000% | $260753.51         | $278048.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  | 0.0000% | $345420.26         | $373615.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  | 0.0000% | $726514.51         | $750030.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  | 0.0000% | $364351.51         | $382333.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  | 0.0000% | $448361.66         | $464666.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  | 0.0000% | $680141.65         | $697773.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3044 | 2055-09-01      | 6.5000%  | 0.0000% | $245363.18         | $259225.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  | 0.0000% | $481366.92         | $493901.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1897 | 2055-08-01      | 6.5000%  | 0.0000% | $241287.61         | $257937.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  | 0.0000% | $817127.36         | $838426.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0493 | 2055-08-01      | 6.5000%  | 0.0000% | $283556.75         | $301322.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  | 0.0000% | $338163.98         | $341545.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8488 | 2055-07-01      | 7.0000%  | 0.0000% | $252362.24         | $271458.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ2138 | 2054-08-01      | 5.0000%  | 0.0000% | $526597.77         | $522706.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7977 | 2053-07-01      | 5.5000%  | 0.0000% | $254363.88         | $258909.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8348 | 2055-10-01      | 6.0000%  | 0.0000% | $726398.72         | $737408.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6375 | 2052-07-01      | 4.5000%  | 0.0000% | $837913.92         | $819875.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3989 | 2053-07-01      | 5.5000%  | 0.0000% | $799285.03         | $822312.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $300098.93         | $302889.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | 0.0000% | $532449.68         | $467169.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $535030.92         | $503968.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $891768.19         | $840876.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2030 | 2056-05-01      | 6.0000%  | 0.0000% | $477763.94         | $502566.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB1162 | 2056-04-01      | 6.0000%  | 0.0000% | $471983.29         | $488162.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV6290 | 2055-09-01      | 5.0000%  | 0.0000% | $739862.18         | $738831.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBU7166 | 2051-12-01      | 3.5000%  | 0.0000% | $338624.25         | $302354.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4217 | 2053-09-01      | 6.5000%  | 0.0000% | $808057.14         | $844490.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1099 | 2032-03-01      | 3.0000%  | 0.0000% | $365287.30         | $355384.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6568 | 2055-12-01      | 6.5000%  | 0.0000% | $693165.71         | $727674.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7168 | 2055-12-01      | 5.5000%  | 0.0000% | $682727.54         | $709419.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6056 | 2055-12-01      | 4.5000%  | 0.0000% | $252423.50         | $244141.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5937 | 2055-12-01      | 6.0000%  | 0.0000% | $550782.63         | $570789.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6171 | 2056-03-01      | 5.5000%  | 0.0000% | $236397.87         | $239232.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6170 | 2056-02-01      | 5.5000%  | 0.0000% | $275961.91         | $279567.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKDF2737 | 2056-02-01      | 6.5000%  | 0.0000% | $383713.91         | $394022.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  | 0.0000% | $787987.06         | $828089.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1484 | 2055-10-01      | 6.5000%  | 0.0000% | $260986.19         | $273157.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  | 0.0000% | $467423.95         | $491328.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  | 0.0000% | $706302.95         | $739685.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  | 0.0000% | $515005.67         | $530226.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0274 | 2055-09-01      | 5.0000%  | 0.0000% | $284360.97         | $281766.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  | 0.0000% | $417868.42         | $429950.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  | 0.0000% | $331332.74         | $339938.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $514961.60         | $413123.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $845021.85         | $679263.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $785942.83         | $633187.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  | 0.0000% | $474037.06         | $362721.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $515551.00         | $394136.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $485441.65         | $442865.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  | 0.0000% | $378041.95         | $367995.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTSC0484 | 2044-02-01      | 5.0000%  | 0.0000% | $239578.42         | $239955.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0860 | 2039-11-01      | 3.5000%  | 0.0000% | $396073.21         | $384580.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8362 | 2040-02-01      | 4.5000%  | 0.0000% | $581837.45         | $580158.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $273010.77         | $270017.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4699 | 2055-11-01      | 6.5000%  | 0.0000% | $433920.34         | $455913.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM6733 | 2035-02-01      | 2.5000%  | 0.0000% | $270908.62         | $260861.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  | 0.0000% | $373433.18         | $383106.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX8714 | 2055-03-01      | 5.5000%  | 0.0000% | $271644.18         | $276755.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6965 | 2055-02-01      | 5.5000%  | 0.0000% | $579858.60         | $589925.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  | 0.0000% | $264108.98         | $275394.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  | 0.0000% | $387786.82         | $416157.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  | 0.0000% | $322091.99         | $345851.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  | 0.0000% | $586934.20         | $627581.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5278 | 2055-02-01      | 5.5000%  | 0.0000% | $330125.40         | $334982.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1780 | 2054-12-01      | 5.5000%  | 0.0000% | $633675.52         | $644996.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  | 0.0000% | $309983.12         | $317935.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6023 | 2056-02-01      | 6.0000%  | 0.0000% | $678017.12         | $688294.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6022 | 2056-02-01      | 5.5000%  | 0.0000% | $497585.64         | $499184.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6014 | 2056-01-01      | 5.5000%  | 0.0000% | $736270.72         | $738634.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  | 0.0000% | $527849.39         | $549661.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  | 0.0000% | $333632.35         | $331847.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0080 | 2041-04-01      | 3.0000%  | 0.0000% | $349478.39         | $333299.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0076 | 2041-04-01      | 5.0000%  | 0.0000% | $659879.84         | $666543.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5607 | 2056-04-01      | 6.0000%  | 0.0000% | $507821.99         | $526289.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5535 | 2056-03-01      | 6.5000%  | 0.0000% | $279983.57         | $294302.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5530 | 2056-03-01      | 6.5000%  | 0.0000% | $295822.65         | $309910.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5528 | 2056-03-01      | 6.5000%  | 0.0000% | $679743.07         | $712481.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5522 | 2056-03-01      | 6.5000%  | 0.0000% | $566781.62         | $594845.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG5415 | 2041-03-01      | 4.0000%  | 0.0000% | $491590.17         | $479896.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6236 | 2056-04-01      | 6.0000%  | 0.0000% | $711947.74         | $739088.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6224 | 2056-04-01      | 6.0000%  | 0.0000% | $827905.28         | $858014.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5104 | 2056-03-01      | 6.0000%  | 0.0000% | $298895.36         | $309168.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5375 | 2056-03-01      | 6.0000%  | 0.0000% | $255281.73         | $266576.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4171 | 2056-03-01      | 6.0000%  | 0.0000% | $243298.86         | $252442.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3925 | 2056-03-01      | 5.0000%  | 0.0000% | $254808.78         | $253247.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3812 | 2056-03-01      | 5.5000%  | 0.0000% | $687970.08         | $697385.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3411 | 2056-04-01      | 6.0000%  | 0.0000% | $380872.06         | $401203.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1853 | 2056-02-01      | 5.5000%  | 0.0000% | $507462.87         | $522332.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1584 | 2056-02-01      | 6.0000%  | 0.0000% | $538886.01         | $556825.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1382 | 2056-03-01      | 6.0000%  | 0.0000% | $319512.52         | $330261.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5097 | 2052-01-01      | 3.0000%  | 0.0000% | $413348.74         | $366396.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4466 | 2048-03-01      | 3.0000%  | 0.0000% | $346354.50         | $312190.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  | 0.0000% | $683750.81         | $579675.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG9300 | 2056-04-01      | 6.5000%  | 0.0000% | $230732.47         | $243634.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9082 | 2056-05-01      | 6.0000%  | 0.0000% | $288705.88         | $298891.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7828 | 2056-04-01      | 5.5000%  | 0.0000% | $235250.29         | $242751.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7637 | 2056-04-01      | 6.0000%  | 0.0000% | $486398.29         | $502814.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  | 0.0000% | $385091.31         | $395476.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | 0.0000% | $357558.77         | $355647.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5936 | 2055-12-01      | 6.5000%  | 0.0000% | $315366.61         | $322202.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  | 0.0000% | $577422.54         | $591899.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  | 0.0000% | $263486.77         | $271516.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7625 | 2056-04-01      | 5.5000%  | 0.0000% | $684737.47         | $695116.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0052 | 2041-01-01      | 4.0000%  | 0.0000% | $263995.19         | $257717.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  | 0.0000% | $280998.34         | $294426.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  | 0.0000% | $460925.48         | $472881.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $640806.82         | $647277.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  | 0.0000% | $507968.47         | $529651.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  | 0.0000% | $520755.80         | $515047.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  | 0.0000% | $248720.62         | $247391.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1335 | 2056-03-01      | 5.5000%  | 0.0000% | $430482.15         | $436819.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB9370 | 2054-09-01      | 6.0000%  | 0.0000% | $263068.97         | $272316.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  | 0.0000% | $315893.47         | $338972.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0003 | 2054-03-01      | 7.5000%  | 0.0000% | $236636.53         | $254262.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  | 0.0000% | $42042.13          | $43483.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  | 0.0000% | $619196.76         | $566959.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5239 | 2041-03-01      | 5.0000%  | 0.0000% | $360136.08         | $363949.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5262 | 2041-04-01      | 4.0000%  | 0.0000% | $342429.18         | $334379.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8354 | 2053-08-01      | 6.0000%  | 0.0000% | $511014.50         | $526746.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2220 | 2052-05-01      | 3.0000%  | 0.0000% | $300131.80         | $266462.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7372 | 2050-02-01      | 3.5000%  | 0.0000% | $284531.19         | $254289.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $594537.22         | $454520.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | 0.0000% | $909913.10         | $799355.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $446362.06         | $419822.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  | 0.0000% | $766436.77         | $758123.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8373 | 2056-05-01      | 5.5000%  | 0.0000% | $603649.76         | $614438.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4469 | 2056-03-01      | 6.0000%  | 0.0000% | $252060.51         | $260451.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5312 | 2041-03-01      | 5.0000%  | 0.0000% | $306764.12         | $309956.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $440387.12         | $371405.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0285 | 2054-07-01      | 7.5000%  | 0.0000% | $270986.29         | $292073.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  | 0.0000% | $313334.94         | $330521.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6048 | 2056-02-01      | 6.0000%  | 0.0000% | $598505.38         | $607577.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7652 | 2056-03-01      | 5.0000%  | 0.0000% | $377410.41         | $374924.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2100 | 2056-04-01      | 6.0000%  | 0.0000% | $258482.82         | $269434.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $252830.73         | $250059.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  | 0.0000% | $383793.98         | $381742.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3708 | 2055-09-01      | 6.5000%  | 0.0000% | $227106.90         | $239039.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDF2773 | 2056-03-01      | 6.0000%  | 0.0000% | $626291.75         | $635784.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8395 | 2056-03-01      | 6.5000%  | 0.0000% | $261859.06         | $277850.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8269 | 2056-01-01      | 6.0000%  | 0.0000% | $487179.27         | $503569.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4982 | 2041-02-01      | 4.0000%  | 0.0000% | $554745.11         | $541550.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0115 | 2056-05-01      | 3.5000%  | 0.0000% | $807177.71         | $736420.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  | 0.0000% | $532707.57         | $573647.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0902 | 2052-02-01      | 2.5000%  | 0.0000% | $417428.75         | $350474.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  | 0.0000% | $477500.41         | $486181.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8829 | 2054-12-01      | 5.5000%  | 0.0000% | $478883.37         | $487438.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5094 | 2041-03-01      | 4.0000%  | 0.0000% | $312549.88         | $305115.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2426 | 2041-01-01      | 4.0000%  | 0.0000% | $719872.09         | $702751.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0182 | 2056-01-01      | 5.5000%  | 0.0000% | $234892.67         | $240641.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7620 | 2056-04-01      | 5.5000%  | 0.0000% | $747278.65         | $757643.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $521674.17         | $528110.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  | 0.0000% | $340991.94         | $359281.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  | 0.0000% | $329001.95         | $353289.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG1928 | 2041-03-01      | 4.0000%  | 0.0000% | $453333.90         | $442551.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4436 | 2056-01-01      | 6.5000%  | 0.0000% | $255683.12         | $269736.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9539 | 2055-12-01      | 5.0000%  | 0.0000% | $560106.65         | $557696.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB1819 | 2056-05-01      | 5.5000%  | 0.0000% | $388332.71         | $394334.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2608 | 2056-01-01      | 5.0000%  | 0.0000% | $742712.35         | $738417.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6413 | 2056-04-01      | 5.5000%  | 0.0000% | $378505.86         | $384635.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $510641.28         | $447891.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  | 0.0000% | $249422.32         | $242624.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  | 0.0000% | $401563.03         | $416130.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7607 | 2056-03-01      | 6.0000%  | 0.0000% | $301401.24         | $314453.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1825 | 2046-01-01      | 5.0000%  | 0.0000% | $244372.68         | $244657.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9087 | 2056-04-01      | 6.0000%  | 0.0000% | $274910.80         | $287074.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7464 | 2056-02-01      | 5.5000%  | 0.0000% | $473681.26         | $487060.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS9371 | 2051-11-01      | 2.5000%  | 0.0000% | $311187.02         | $264466.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 3PRE6090 | 2051-03-01      | 1.5000%  | 0.0000% | $667329.78         | $496905.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  | 0.0000% | $609111.31         | $638220.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  | 0.0000% | $654944.00         | $650381.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5691 | 2056-04-01      | 6.0000%  | 0.0000% | $257139.35         | $266491.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0845 | 2056-04-01      | 6.0000%  | 0.0000% | $247941.18         | $260812.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1324 | 2056-03-01      | 5.5000%  | 0.0000% | $261145.76         | $264845.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1339 | 2056-03-01      | 5.5000%  | 0.0000% | $266759.70         | $271054.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6361 | 2055-12-01      | 6.0000%  | 0.0000% | $596308.20         | $615863.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0081 | 2041-05-01      | 3.5000%  | 0.0000% | $17216.65          | $16562.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2480 | 2048-10-01      | 4.5000%  | 0.0000% | $421571.37         | $414248.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4869 | 2041-01-01      | 4.5000%  | 0.0000% | $885156.44         | $881101.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2894 | 2056-01-01      | 6.0000%  | 0.0000% | $239157.15         | $248869.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKDG7264 | 2056-04-01      | 5.5000%  | 0.0000% | $598131.53         | $595562.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9091 | 2056-03-01      | 6.0000%  | 0.0000% | $339136.32         | $356742.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0309 | 2055-09-01      | 6.0000%  | 0.0000% | $353822.17         | $363044.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  | 0.0000% | $296262.90         | $309145.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9681 | 2055-07-01      | 5.5000%  | 0.0000% | $300867.52         | $303886.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  | 0.0000% | $327200.59         | $331606.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2622 | 2053-03-01      | 3.0000%  | 0.0000% | $401411.53         | $352566.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3427 | 2056-01-01      | 5.5000%  | 0.0000% | $258938.24         | $265755.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA6056 | 2056-05-01      | 6.5000%  | 0.0000% | $651046.76         | $679896.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6223 | 2056-04-01      | 6.0000%  | 0.0000% | $829269.25         | $860432.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $274288.03         | $240947.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3820 | 2056-03-01      | 5.0000%  | 0.0000% | $806911.77         | $799738.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  | 0.0000% | $300029.29         | $321153.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6024 | 2056-02-01      | 6.5000%  | 0.0000% | $718598.34         | $737904.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3788 | 2051-09-01      | 2.0000%  | 0.0000% | $781014.19         | $632389.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7631 | 2056-04-01      | 6.0000%  | 0.0000% | $230470.94         | $238302.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $627741.94         | $550537.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4462 | 2055-01-01      | 7.0000%  | 0.0000% | $254035.26         | $270217.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7756 | 2054-12-01      | 5.5000%  | 0.0000% | $274665.99         | $279791.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5093 | 2056-03-01      | 5.0000%  | 0.0000% | $362607.84         | $359598.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2577 | 2041-02-01      | 4.0000%  | 0.0000% | $537005.29         | $524398.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6573 | 2056-04-01      | 5.5000%  | 0.0000% | $246552.71         | $251873.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9036 | 2053-04-01      | 5.5000%  | 0.0000% | $269724.11         | $274668.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3284 | 2055-02-01      | 5.5000%  | 0.0000% | $462898.73         | $469709.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG1820 | 2056-01-01      | 6.0000%  | 0.0000% | $577264.82         | $586015.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8253 | 2052-12-01      | 5.5000%  | 0.0000% | $250138.88         | $256122.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5113 | 2055-07-01      | 5.0000%  | 0.0000% | $520948.03         | $515291.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6917 | 2056-04-01      | 6.0000%  | 0.0000% | $372238.06         | $386227.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8374 | 2056-03-01      | 6.0000%  | 0.0000% | $527039.29         | $535027.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9053 | 2056-03-01      | 5.5000%  | 0.0000% | $510358.61         | $518622.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5096 | 2048-05-01      | 3.0000%  | 0.0000% | $575354.53         | $524799.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3882 | 2056-03-01      | 6.0000%  | 0.0000% | $504241.92         | $522885.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0577 | 2055-11-01      | 5.5000%  | 0.0000% | $242738.22         | $249847.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8103 | 2055-12-01      | 5.5000%  | 0.0000% | $469603.58         | $482860.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  | 0.0000% | $558408.81         | $573956.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  | 0.0000% | $719877.48         | $741514.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $355739.66         | $364794.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  | 0.0000% | $535696.86         | $515349.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $792028.36         | $812572.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $608392.90         | $604351.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $907477.92         | $827701.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $472352.66         | $414818.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA4637 | 2032-06-01      | 3.0000%  | 0.0000% | $398086.39         | $384311.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $464880.66         | $424352.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $633705.13         | $556600.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $531783.92         | $485422.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $326128.82         | $275208.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  | 0.0000% | $509296.64         | $389711.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $700051.33         | $563792.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3970 | 2035-03-01      | 2.0000%  | 0.0000% | $415013.99         | $384079.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  | 0.0000% | $576812.80         | $624755.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1060 | 2055-09-01      | 6.5000%  | 0.0000% | $576330.34         | $608310.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0146 | 2055-12-01      | 6.5000%  | 0.0000% | $324816.33         | $342854.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0040 | 2055-11-01      | 6.0000%  | 0.0000% | $328547.40         | $340136.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0087 | 2041-05-01      | 3.0000%  | 0.0000% | $348625.59         | $332485.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8837 | 2054-12-01      | 5.5000%  | 0.0000% | $268408.32         | $273543.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8860 | 2055-01-01      | 5.5000%  | 0.0000% | $369164.41         | $375759.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  | 0.0000% | $589223.93         | $632297.90         | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40001719.60
- **C.18.a - Value (excl. sponsor support):** $40001719.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $37003217.52
- **C.18.a - Value (excl. sponsor support):** $37003217.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60013357.20
- **C.18.a - Value (excl. sponsor support):** $60013357.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30006415.80
- **C.18.a - Value (excl. sponsor support):** $30006415.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70022623.30
- **C.18.a - Value (excl. sponsor support):** $70022623.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99991834.00
- **C.18.a - Value (excl. sponsor support):** $99991834.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60024821.40
- **C.18.a - Value (excl. sponsor support):** $60024821.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14000080.22
- **C.18.a - Value (excl. sponsor support):** $14000080.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99856046.00
- **C.18.a - Value (excl. sponsor support):** $99856046.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99911248.00
- **C.18.a - Value (excl. sponsor support):** $99911248.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $59994591.60
- **C.18.a - Value (excl. sponsor support):** $59994591.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125024825.00
- **C.18.a - Value (excl. sponsor support):** $125024825.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $134861795.10
- **C.18.a - Value (excl. sponsor support):** $134861795.10
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119813620.80
- **C.18.a - Value (excl. sponsor support):** $119813620.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119916057.60
- **C.18.a - Value (excl. sponsor support):** $119916057.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $129804840.10
- **C.18.a - Value (excl. sponsor support):** $129804840.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99994494.00
- **C.18.a - Value (excl. sponsor support):** $99994494.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65792751.99
- **C.18.a - Value (excl. sponsor support):** $65792751.99
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125814758.58
- **C.18.a - Value (excl. sponsor support):** $125814758.58
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BT6, C.4 - ISIN: US3130B9BT69, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199996944.00
- **C.18.a - Value (excl. sponsor support):** $199996944.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-03
- **C.13 - Final Legal Maturity Date:** 2028-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999458.80
- **C.18.a - Value (excl. sponsor support):** $29999458.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $186640008.17
- **C.18.a - Value (excl. sponsor support):** $186640008.17
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124866078.75
- **C.18.a - Value (excl. sponsor support):** $124866078.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125035898.75
- **C.18.a - Value (excl. sponsor support):** $125035898.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAB55, C.4 - ISIN: US3130BAB557, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124875250.00
- **C.18.a - Value (excl. sponsor support):** $124875250.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFR3, C.4 - ISIN: US3130BAFR30, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119860916.40
- **C.18.a - Value (excl. sponsor support):** $119860916.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHP5, C.4 - ISIN: US3130BAHP55, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124922105.00
- **C.18.a - Value (excl. sponsor support):** $124922105.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $168022303.38
- **C.18.a - Value (excl. sponsor support):** $168022303.38
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $205694407.36
- **C.18.a - Value (excl. sponsor support):** $205694407.36
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $151075757.43
- **C.18.a - Value (excl. sponsor support):** $151075757.43
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $123502083.75
- **C.18.a - Value (excl. sponsor support):** $123502083.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39884322.40
- **C.18.a - Value (excl. sponsor support):** $39884322.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34997405.45
- **C.18.a - Value (excl. sponsor support):** $34997405.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30007089.00
- **C.18.a - Value (excl. sponsor support):** $30007089.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25002518.50
- **C.18.a - Value (excl. sponsor support):** $25002518.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $11002090.44
- **C.18.a - Value (excl. sponsor support):** $11002090.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30002356.20
- **C.18.a - Value (excl. sponsor support):** $30002356.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30003620.70
- **C.18.a - Value (excl. sponsor support):** $30003620.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35006979.00
- **C.18.a - Value (excl. sponsor support):** $35006979.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20004011.40
- **C.18.a - Value (excl. sponsor support):** $20004011.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35009281.30
- **C.18.a - Value (excl. sponsor support):** $35009281.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60018871.20
- **C.18.a - Value (excl. sponsor support):** $60018871.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40016000.00
- **C.18.a - Value (excl. sponsor support):** $40016000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15004018.35
- **C.18.a - Value (excl. sponsor support):** $15004018.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40001849.20
- **C.18.a - Value (excl. sponsor support):** $40001849.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35009221.45
- **C.18.a - Value (excl. sponsor support):** $35009221.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100032018.00
- **C.18.a - Value (excl. sponsor support):** $100032018.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15003667.50
- **C.18.a - Value (excl. sponsor support):** $15003667.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20006869.80
- **C.18.a - Value (excl. sponsor support):** $20006869.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90001047.60
- **C.18.a - Value (excl. sponsor support):** $90001047.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49995725.50
- **C.18.a - Value (excl. sponsor support):** $49995725.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $9999792.90
- **C.18.a - Value (excl. sponsor support):** $9999792.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15003201.75
- **C.18.a - Value (excl. sponsor support):** $15003201.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69996840.90
- **C.18.a - Value (excl. sponsor support):** $69996840.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50018087.00
- **C.18.a - Value (excl. sponsor support):** $50018087.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34999566.70
- **C.18.a - Value (excl. sponsor support):** $34999566.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24998268.50
- **C.18.a - Value (excl. sponsor support):** $24998268.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39996176.00
- **C.18.a - Value (excl. sponsor support):** $39996176.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $86004318.06
- **C.18.a - Value (excl. sponsor support):** $86004318.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70002015.30
- **C.18.a - Value (excl. sponsor support):** $70002015.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30005345.40
- **C.18.a - Value (excl. sponsor support):** $30005345.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99991018.00
- **C.18.a - Value (excl. sponsor support):** $99991018.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99969670.00
- **C.18.a - Value (excl. sponsor support):** $99969670.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $79992436.80
- **C.18.a - Value (excl. sponsor support):** $79992436.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24999069.00
- **C.18.a - Value (excl. sponsor support):** $24999069.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $62994559.95
- **C.18.a - Value (excl. sponsor support):** $62994559.95
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999772.30
- **C.18.a - Value (excl. sponsor support):** $29999772.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40009143.20
- **C.18.a - Value (excl. sponsor support):** $40009143.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44897722.22
- **C.18.a - Value (excl. sponsor support):** $44897722.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $84999498.50
- **C.18.a - Value (excl. sponsor support):** $84999498.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999709.00
- **C.18.a - Value (excl. sponsor support):** $49999709.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30003779.70
- **C.18.a - Value (excl. sponsor support):** $30003779.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49956204.29
- **C.18.a - Value (excl. sponsor support):** $49956204.29
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $54999226.15
- **C.18.a - Value (excl. sponsor support):** $54999226.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15005494.05
- **C.18.a - Value (excl. sponsor support):** $15005494.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44999266.95
- **C.18.a - Value (excl. sponsor support):** $44999266.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44999826.30
- **C.18.a - Value (excl. sponsor support):** $44999826.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $26036043.02
- **C.18.a - Value (excl. sponsor support):** $26036043.02
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWME7, C.4 - ISIN: US3133EWME75, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124998533.75
- **C.18.a - Value (excl. sponsor support):** $124998533.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-20
- **C.13 - Final Legal Maturity Date:** 2028-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60018145.80
- **C.18.a - Value (excl. sponsor support):** $60018145.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40000542.80
- **C.18.a - Value (excl. sponsor support):** $40000542.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $98488282.44
- **C.18.a - Value (excl. sponsor support):** $98488282.44
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119989603.20
- **C.18.a - Value (excl. sponsor support):** $119989603.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75080148.00
- **C.18.a - Value (excl. sponsor support):** $75080148.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65007458.10
- **C.18.a - Value (excl. sponsor support):** $65007458.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19003129.68
- **C.18.a - Value (excl. sponsor support):** $19003129.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60018694.20
- **C.18.a - Value (excl. sponsor support):** $60018694.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60165542.40
- **C.18.a - Value (excl. sponsor support):** $60165542.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50026531.00
- **C.18.a - Value (excl. sponsor support):** $50026531.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40016194.40
- **C.18.a - Value (excl. sponsor support):** $40016194.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130045295.90
- **C.18.a - Value (excl. sponsor support):** $130045295.90
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50015683.00
- **C.18.a - Value (excl. sponsor support):** $50015683.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: J.P. Morgan Securities LLC

- **C.1 - Title:** J P Morgan Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.4 - ISIN: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 466999000_3.63_0507
- **C.18 - Value (incl. sponsor support):** $998500000.00
- **C.18.a - Value (excl. sponsor support):** $998500000.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $246474240.00      | $249353290.62      | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $113690400.00      | $112876035.67      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $59902720.00       | $55574361.93       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  | 0.0000% | $92668991.61       | $92196314.43       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $359531918.72      | $365550862.33      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $72509177.92       | $71525825.09       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $70648343.47       | $71393316.68       | U.S. Treasuries (including strips) |

### Security 95: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_3.64_0501
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 7.6100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50138544.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50138544.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50138544.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50138544.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50138544.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50138544.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50138544.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  | 0.0000% | $23459700.00       | $23524704.21       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $39704000.00       | $39497725.81       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50788655.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $1187300.00        | $1206027.41        | U.S. Treasuries (including strips) |
| UST - 1.6250 - 04/15/2030 | 2030-04-15      | 1.6250%  | 0.0000% | $51312000.00       | $52782908.95       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 04/15/2030 | 2030-04-15      | 1.6250%  | 0.0000% | $51312000.00       | $52782908.95       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 04/15/2030 | 2030-04-15      | 1.6250%  | 0.0000% | $51312000.00       | $52065741.65       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 04/15/2030 | 2030-04-15      | 1.6250%  | 0.0000% | $51312000.00       | $52065741.65       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 04/15/2030 | 2030-04-15      | 1.6250%  | 0.0000% | $18472320.00       | $18743666.99       | U.S. Treasuries (including strips) |

### Security 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $793921589.08
- **C.18.a - Value (excl. sponsor support):** $793921589.08
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $835659690.00
- **C.18.a - Value (excl. sponsor support):** $835659690.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $317094380.97
- **C.18.a - Value (excl. sponsor support):** $317094380.97
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $305520974.04
- **C.18.a - Value (excl. sponsor support):** $305520974.04
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $456267838.97
- **C.18.a - Value (excl. sponsor support):** $456267838.97
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $504181730.89
- **C.18.a - Value (excl. sponsor support):** $504181730.89
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119697304.96
- **C.18.a - Value (excl. sponsor support):** $119697304.96
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $247373703.88
- **C.18.a - Value (excl. sponsor support):** $247373703.88
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $507305538.81
- **C.18.a - Value (excl. sponsor support):** $507305538.81
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $38568122.19
- **C.18.a - Value (excl. sponsor support):** $38568122.19
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $647011664.00
- **C.18.a - Value (excl. sponsor support):** $647011664.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $500209640.90
- **C.18.a - Value (excl. sponsor support):** $500209640.90
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $347882864.00
- **C.18.a - Value (excl. sponsor support):** $347882864.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $98765211.78
- **C.18.a - Value (excl. sponsor support):** $98765211.78
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $502507803.91
- **C.18.a - Value (excl. sponsor support):** $502507803.91
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $331556677.01
- **C.18.a - Value (excl. sponsor support):** $331556677.01
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $198101056.00
- **C.18.a - Value (excl. sponsor support):** $198101056.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $306160552.94
- **C.18.a - Value (excl. sponsor support):** $306160552.94
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $91370416.36
- **C.18.a - Value (excl. sponsor support):** $91370416.36
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60840351.41
- **C.18.a - Value (excl. sponsor support):** $60840351.41
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65300947.80
- **C.18.a - Value (excl. sponsor support):** $65300947.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $76798629.20
- **C.18.a - Value (excl. sponsor support):** $76798629.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50078044.40
- **C.18.a - Value (excl. sponsor support):** $50078044.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $137100090.94
- **C.18.a - Value (excl. sponsor support):** $137100090.94
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52045968.75
- **C.18.a - Value (excl. sponsor support):** $52045968.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $63390251.87
- **C.18.a - Value (excl. sponsor support):** $63390251.87
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $78798769.14
- **C.18.a - Value (excl. sponsor support):** $78798769.14
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $58289313.67
- **C.18.a - Value (excl. sponsor support):** $58289313.67
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30052734.30
- **C.18.a - Value (excl. sponsor support):** $30052734.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.848200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130101537.80
- **C.18.a - Value (excl. sponsor support):** $130101537.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $142076056.29
- **C.18.a - Value (excl. sponsor support):** $142076056.29
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $247334068.98
- **C.18.a - Value (excl. sponsor support):** $247334068.98
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.741200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $335100473.20
- **C.18.a - Value (excl. sponsor support):** $335100473.20
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $104404300.00
- **C.18.a - Value (excl. sponsor support):** $104404300.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.803200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $397431082.45
- **C.18.a - Value (excl. sponsor support):** $397431082.45
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90867390.85
- **C.18.a - Value (excl. sponsor support):** $90867390.85
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_3.66_0507
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.5286%  | 0.0000% | $443236.76         | $444995.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.3786%  | 0.0000% | $1124338.56        | $1126245.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.4186%  | 0.0000% | $882380.94         | $884449.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  | 0.0000% | $340441.24         | $342474.87         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PK 04/25/56 | 2056-04-25      | 4.5000%  | 0.0000% | $13257.93          | $11047.52          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650HT 05/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $5973803.64        | $5981108.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650CK 04/25/50 | 2050-04-25      | 5.0000%  | 0.0000% | $3875910.48        | $3884390.11        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  | 0.0000% | $28710799.72       | $28168274.07       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  | 0.0000% | $10709853.52       | $10588763.75       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623AH 08/25/48 | 2048-08-25      | 4.2500%  | 0.0000% | $41258.21          | $40937.45          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PY 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $551949.34         | $493025.43         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $236803.80         | $199741.87         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $8478598.38        | $8405746.97        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  | 0.0000% | $2204097.05        | $2173915.49        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  | 0.0000% | $8392832.04        | $8313818.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 4.8952%  | 0.0000% | $90609.72          | $90848.02          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $410699.55         | $357236.33         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  | 0.0000% | $1045232.00        | $635302.58         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  | 0.0000% | $456587.91         | $413417.83         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1552539.01        | $1433431.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DY R26F027 | 2056-04-25      | 5.0000%  | 0.0000% | $331167.35         | $299044.04         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DT R26F027 | 2056-03-25      | 4.5000%  | 0.0000% | $22854.66          | $22432.69          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  | 0.0000% | $235385.47         | $232015.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $380219.24         | $353788.98         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  | 0.0000% | $145711.44         | $144479.94         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $317432.73         | $305153.09         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $561274.99         | $506949.62         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.8952%  | 0.0000% | $10628517.09       | $10674175.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 KF     | 2056-02-20      | 4.4901%  | 0.0000% | $2288766.58        | $2276920.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 P      | 2056-02-20      | 4.5000%  | 0.0000% | $10904224.80       | $10718155.11       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $7774.10           | $7552.94           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065 | 2054-09-25      | 4.8452%  | 0.0000% | $7345586.63        | $7370039.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $198180.90         | $193430.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0401%  | 0.0000% | $3001078.57        | $3036317.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.3286%  | 0.0000% | $1863128.62        | $1864862.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.1286%  | 0.0000% | $62974.43          | $62891.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  | 0.0000% | $236367.38         | $238034.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  | 0.0000% | $1475349.61        | $1488511.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $1514356.83        | $1524867.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $2317106.03        | $2330659.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $1336938.94        | $1352107.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $745850.60         | $720541.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $750354.04         | $725048.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $396098.67         | $383545.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $417626.14         | $408781.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.6986%  | 0.0000% | $827677.71         | $832696.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.7286%  | 0.0000% | $1701035.14        | $1715263.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  | 0.0000% | $172184.26         | $173398.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.6786%  | 0.0000% | $770777.52         | $775644.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.4386%  | 0.0000% | $1149764.59        | $1152780.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 4.8401%  | 0.0000% | $6019609.21        | $6115233.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2756756.70        | $1908202.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027GA R26F027 | 2031-04-25      | 4.0000%  | 0.0000% | $22378879.03       | $22056314.83       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $3938.00           | $3864.86           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027DL R26F027 | 2056-04-25      | 5.0000%  | 0.0000% | $6108.28           | $5455.11           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043 | 2047-03-25      | 4.0000%  | 0.0000% | $970234.77         | $940368.25         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  | 0.0000% | $40049835.95       | $38960380.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2528076.50        | $2441140.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.6886%  | 0.0000% | $587866.20         | $591625.25         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $6049285.41        | $5980976.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  | 0.0000% | $17619952.71       | $17564238.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8401%  | 0.0000% | $5371234.20        | $5409431.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.6786%  | 0.0000% | $2347340.23        | $2361080.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.6786%  | 0.0000% | $598089.06         | $601826.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2255%  | 0.0000% | $6893924.21        | $6767432.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029 | 2054-07-25      | 2.0000%  | 0.0000% | $2297297.30        | $1643385.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8401%  | 0.0000% | $3875088.41        | $3909617.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.3901%  | 0.0000% | $30652751.46       | $31015105.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9345009.27        | $8252523.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9435262.02        | $8367739.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.6901%  | 0.0000% | $4413639.34        | $4441135.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2325823.58        | $2314074.04        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $4746341.10        | $4715001.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  | 0.0000% | $832371.67         | $840329.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $27685.19          | $26005.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.7286%  | 0.0000% | $1560253.57        | $1569977.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $579727.17         | $584845.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.4186%  | 0.0000% | $844751.54         | $846449.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  | 0.0000% | $1144045.28        | $1152633.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.7786%  | 0.0000% | $607797.83         | $612295.77         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PL 04/25/56 | 2056-04-25      | 4.7500%  | 0.0000% | $31926.00          | $27514.99          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $14318767.28       | $14171550.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  | 0.0000% | $10940862.24       | $10866540.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $66711.14          | $58352.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QY     | 2056-02-20      | 4.5000%  | 0.0000% | $1148878.38        | $989658.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS     | 2056-02-20      | 4.4401%  | 0.0000% | $4229489.59        | $4213046.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 LF     | 2054-10-20      | 4.2901%  | 0.0000% | $5208816.65        | $5199314.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 HT     | 2055-09-20      | 5.0000%  | 0.0000% | $2925127.37        | $2926372.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.3601%  | 0.0000% | $30652751.46       | $30992780.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.6901%  | 0.0000% | $6762452.24        | $6791326.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  | 0.0000% | $7681795.77        | $7501788.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.8901%  | 0.0000% | $4794257.53        | $4828365.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8401%  | 0.0000% | $4947324.03        | $4978964.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT     | 2056-02-20      | 5.0000%  | 0.0000% | $22902302.82       | $22710628.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8401%  | 0.0000% | $5309747.84        | $5345246.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8401%  | 0.0000% | $4759497.81        | $4792088.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9401%  | 0.0000% | $4318601.89        | $4353190.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.8901%  | 0.0000% | $2959236.29        | $2988616.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  | 0.0000% | $1587375.69        | $1158398.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022  | 2054-07-25      | 2.0000%  | 0.0000% | $1378378.38        | $822353.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029 | 2054-07-25      | 2.0000%  | 0.0000% | $1079729.73        | $651674.24         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $104254.93         | $99933.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6401%  | 0.0000% | $3920428.24        | $3934604.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2395163.82        | $2295490.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $1587345.14        | $1564195.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY     | 2052-01-20      | 2.5000%  | 0.0000% | $4675689.19        | $3744721.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5181072.75        | $5077400.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  | 0.0000% | $1465216.22        | $974631.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.7401%  | 0.0000% | $10331209.45       | $10380393.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.6401%  | 0.0000% | $17580044.75       | $17746280.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $6844380.68        | $6069023.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2548988.99        | $2256916.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $389553.16         | $342128.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $6753042.09        | $5781896.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.2786%  | 0.0000% | $1013944.72        | $1015084.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1755%  | 0.0000% | $4971859.07        | $4880674.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2255%  | 0.0000% | $3465155.40        | $3411195.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0201%  | 0.0000% | $4720318.78        | $4714062.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.7786%  | 0.0000% | $2602096.29        | $2623390.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.0286%  | 0.0000% | $1045450.03        | $1061029.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7401%  | 0.0000% | $4794257.53        | $4812095.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  | 0.0000% | $144799.57         | $134367.15         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $465245.10         | $438206.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $1682973.14        | $1699867.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $1477795.90        | $1492739.43        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  | 0.0000% | $2451084.77        | $2334479.85        | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBZ2545 | 2029-12-01      | 4.8300%  | 0.0000% | $3470067.57        | $3531341.44        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0574 G        | 2056-03-01      | 4.6350%  | 0.0000% | $1514908.91        | $1519032.11        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0600 G        | 2056-04-01      | 4.5500%  | 0.0000% | $2306541.62        | $2303490.71        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9280%  | 0.0000% | $9070.07           | $9449.91           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4165 | 2030-06-01      | 4.2800%  | 0.0000% | $4289972.97        | $4301284.68        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.2050%  | 0.0000% | $10575.77          | $11009.34          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.430 WNWN4109 | 2035-04-01      | 4.4300%  | 0.0000% | $3082513.51        | $3026237.95        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  | 0.0000% | $3273648.65        | $3253544.54        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0197 | 2029-01-01      | 5.1600%  | 0.0000% | $4123165.70        | $4211424.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  | 0.0000% | $2843135.14        | $2880638.30        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5517 | 2027-05-01      | 2.8600%  | 0.0000% | $42500.00          | $42057.74          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6453 | 2036-02-01      | 4.6000%  | 0.0000% | $617513.51         | $614573.88         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1266 | 2029-07-01      | 4.6900%  | 0.0000% | $4098263.51        | $4159118.86        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  | 0.0000% | $3105945.95        | $3039758.24        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WDWD0021 | 2030-11-01      | 3.7500%  | 0.0000% | $4360729.73        | $4260331.92        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4488 | 2030-07-01      | 4.0000%  | 0.0000% | $1492725.70        | $1479370.62        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8951 | 2056-02-01      | 4.4530%  | 0.0000% | $2341245.75        | $2335839.68        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  | 0.0000% | $61184.08          | $59324.55          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  | 0.0000% | $10337.84          | $9596.57           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $43486.07          | $43162.09          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3714 | 2030-05-01      | 4.2500%  | 0.0000% | $4076554.05        | $4082973.04        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2879 | 2030-01-01      | 4.7100%  | 0.0000% | $3518081.08        | $3573494.96        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WNWN1788 | 2030-10-01      | 3.9000%  | 0.0000% | $4763445.95        | $4685014.22        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8101 | 2055-12-01      | 3.0200%  | 0.0000% | $232734.27         | $215835.15         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9591 | 2028-09-01      | 4.8150%  | 0.0000% | $3303743.24        | $3351104.88        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9125 | 2030-07-01      | 4.7750%  | 0.0000% | $1488189.19        | $1509468.10        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  | 0.0000% | $1548378.38        | $1550525.63        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  | 0.0000% | $2352432.43        | $2390969.39        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4562 | 2030-08-01      | 4.5000%  | 0.0000% | $4040945.95        | $4073596.79        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  | 0.0000% | $11464215.80       | $11216347.35       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0052A2 R26M00 | 2036-01-25      | 4.3000%  | 0.0000% | $13783783.78       | $13428725.77       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A1 R26M005 | 2035-08-25      | 4.0000%  | 0.0000% | $6828965.68        | $6704919.03        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1511%  | 0.0000% | $3000540.10        | $2864146.80        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $958004.31         | $894170.56         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5674%  | 0.0000% | $1855261.57        | $1782372.62        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 3.9891%  | 0.0000% | $1046128.40        | $944269.55         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 3.9891%  | 0.0000% | $19372462.57       | $17497432.06       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0051A2 R26M00 | 2036-01-25      | 4.3000%  | 0.0000% | $23625911.73       | $22950349.79       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.450 WAWA2224 | 2037-05-01      | 3.4500%  | 0.0000% | $109330.65         | $98296.91          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.1840%  | 0.0000% | $8713.52           | $9068.13           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841485 G        | 2052-09-01      | 4.1690%  | 0.0000% | $236880.14         | $234908.91         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.2040%  | 0.0000% | $9289.34           | $9666.91           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.1420%  | 0.0000% | $7907.34           | $8232.63           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.1740%  | 0.0000% | $9891.78           | $10301.49          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.1780%  | 0.0000% | $7925.23           | $8253.71           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.1780%  | 0.0000% | $9510.28           | $9904.46           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  | 0.0000% | $59729.73          | $59633.90          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.400 WAWA2535 | 2054-05-01      | 4.4000%  | 0.0000% | $786611.30         | $707782.97         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  | 0.0000% | $2774216.22        | $2790177.36        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.1020%  | 0.0000% | $311258.28         | $321933.44         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.1310%  | 0.0000% | $9329.54           | $9738.71           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G        | 2051-08-01      | 1.8510%  | 0.0000% | $385162.62         | $370927.43         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841475 G        | 2052-08-01      | 3.4040%  | 0.0000% | $442598.53         | $430985.68         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  | 0.0000% | $2500378.38        | $2531528.65        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8002 | 2056-03-01      | 4.7700%  | 0.0000% | $4792175.49        | $4810934.46        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS9409 | 2032-01-01      | 5.6200%  | 0.0000% | $7914.02           | $8242.47           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3197 | 2037-07-01      | 3.9000%  | 0.0000% | $45361.96          | $42318.70          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS5591 | 2037-09-01      | 3.8500%  | 0.0000% | $164256.76         | $151375.97         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197 | 2038-07-01      | 4.2400%  | 0.0000% | $89289.53          | $85238.87          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  | 0.0000% | $45571.58          | $45351.25          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959 | 2029-03-01      | 2.3000%  | 0.0000% | $11470.25          | $10906.52          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  | 0.0000% | $12414.21          | $11102.03          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7954 | 2056-02-01      | 4.1250%  | 0.0000% | $4029837.45        | $3953179.09        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7933 | 2056-01-01      | 4.7310%  | 0.0000% | $5038628.28        | $5070880.96        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8004 | 2056-01-01      | 4.8070%  | 0.0000% | $4443462.53        | $4461913.14        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7091 | 2052-10-01      | 3.9070%  | 0.0000% | $247038.84         | $244114.31         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.4600%  | 0.0000% | $340804.94         | $356420.42         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  | 0.0000% | $2184270.27        | $2090257.21        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3866 | 2029-09-01      | 2.7100%  | 0.0000% | $3980067.57        | $3808761.70        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2631 | 2029-06-01      | 3.1400%  | 0.0000% | $21433.18          | $20841.40          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0722 | 2039-01-01      | 4.6900%  | 0.0000% | $334790.96         | $330154.46         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0840 | 2039-02-01      | 4.7000%  | 0.0000% | $320409.00         | $316182.85         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF6742 | 2056-01-01      | 4.9920%  | 0.0000% | $1775868.66        | $1796059.11        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  | 0.0000% | $5181.31           | $5123.48           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6168 | 2032-07-01      | 3.1300%  | 0.0000% | $338895.61         | $315505.51         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN2495 | 2028-09-01      | 2.5500%  | 0.0000% | $43094.72          | $41709.83          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.700 WAWA2225 | 2037-05-01      | 3.7000%  | 0.0000% | $36682.69          | $33811.19          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8349 | 2027-04-01      | 2.9800%  | 0.0000% | $101001.96         | $100233.09         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  | 0.0000% | $3087567.57        | $3131393.70        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0541 G        | 2055-12-01      | 4.8050%  | 0.0000% | $2059099.38        | $2064262.97        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8570 | 2056-04-01      | 4.5400%  | 0.0000% | $2729294.18        | $2725296.37        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0616 G        | 2056-05-01      | 4.5000%  | 0.0000% | $1822187.04        | $1812899.35        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4879 | 2040-12-01      | 4.5000%  | 0.0000% | $1053899.34        | $1003211.00        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4839 | 2054-01-01      | 4.0000%  | 0.0000% | $449343.89         | $375336.16         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.100 WAWA4814 | 2039-06-01      | 3.1000%  | 0.0000% | $143158.83         | $121024.50         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8571 | 2056-04-01      | 4.6650%  | 0.0000% | $2411204.19        | $2413337.91        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8569 | 2056-05-01      | 4.4150%  | 0.0000% | $1945199.04        | $1937777.19        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8568 | 2056-05-01      | 4.0950%  | 0.0000% | $1659972.35        | $1640409.16        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8577 | 2056-05-01      | 4.5400%  | 0.0000% | $2623784.82        | $2610467.07        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6791 | 2033-04-01      | 4.1750%  | 0.0000% | $991513.51         | $973130.05         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6653 | 2033-03-01      | 4.4800%  | 0.0000% | $1836689.19        | $1831004.43        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6652 | 2033-04-01      | 4.1800%  | 0.0000% | $1693108.11        | $1661655.62        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6575 | 2033-03-01      | 4.4700%  | 0.0000% | $1481756.76        | $1478464.05        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5179 | 2030-10-01      | 4.2500%  | 0.0000% | $4410810.81        | $4414425.96        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  | 0.0000% | $2241963.97        | $2290320.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  | 0.0000% | $2196445.95        | $2238205.14        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  | 0.0000% | $1183108.11        | $1200101.29        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0399 | 2029-02-01      | 4.6700%  | 0.0000% | $3439498.23        | $3479165.77        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  | 0.0000% | $45945.95          | $45250.22          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  | 0.0000% | $5612.00           | $4516.73           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  | 0.0000% | $2634922.33        | $2685525.42        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  | 0.0000% | $2453513.51        | $2495885.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0082 | 2029-01-01      | 5.2800%  | 0.0000% | $149324.32         | $153392.42         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0068 | 2029-01-01      | 4.8600%  | 0.0000% | $3245162.16        | $3303312.22        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4759 | 2030-08-01      | 4.2700%  | 0.0000% | $18378.38          | $18367.53          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4102 | 2030-06-01      | 4.8500%  | 0.0000% | $1703998.06        | $1736568.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4008 | 2030-07-01      | 4.0400%  | 0.0000% | $5539932.43        | $5501155.37        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3900 | 2030-05-01      | 3.9450%  | 0.0000% | $3579189.19        | $3543361.21        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3822 | 2030-05-01      | 4.3800%  | 0.0000% | $4733581.08        | $4750514.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3785 | 2030-05-01      | 4.2800%  | 0.0000% | $4198310.81        | $4209708.29        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3741 | 2030-05-01      | 4.3300%  | 0.0000% | $4681891.89        | $4703489.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  | 0.0000% | $2544736.20        | $2532516.80        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2413 | 2034-06-01      | 4.5750%  | 0.0000% | $114864.86         | $115471.63         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2299 | 2029-11-01      | 4.8900%  | 0.0000% | $3623986.49        | $3705436.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2216 | 2029-11-01      | 3.9800%  | 0.0000% | $4624459.46        | $4594021.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2114 | 2034-10-01      | 4.3400%  | 0.0000% | $4703716.22        | $4626128.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1913 | 2029-09-01      | 4.4100%  | 0.0000% | $4374054.05        | $4397658.64        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1520 | 2029-09-01      | 4.5700%  | 0.0000% | $3445945.95        | $3479093.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1400 | 2029-07-01      | 4.7900%  | 0.0000% | $3424121.62        | $3485501.09        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  | 0.0000% | $2413310.81        | $2456570.88        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0946 | 2029-06-01      | 4.6350%  | 0.0000% | $3659594.59        | $3707314.79        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0714 | 2029-04-01      | 4.7400%  | 0.0000% | $3322121.62        | $3374147.15        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0066 | 2028-12-01      | 5.2800%  | 0.0000% | $3525202.70        | $3618459.59        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0033 | 2033-12-01      | 5.6200%  | 0.0000% | $11204.45          | $11828.51          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0892 | 2029-05-01      | 4.6500%  | 0.0000% | $4789864.86        | $4837944.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  | 0.0000% | $1684378.38        | $1708144.54        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9589 | 2028-09-01      | 4.8150%  | 0.0000% | $3611351.35        | $3663122.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9586 | 2028-09-01      | 4.8150%  | 0.0000% | $3956864.86        | $4013589.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  | 0.0000% | $2285810.81        | $2311433.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9849 | 2028-11-01      | 4.9700%  | 0.0000% | $4346486.49        | $4422204.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9818 | 2028-10-01      | 5.3100%  | 0.0000% | $229729.73         | $234927.25         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6512 | 2032-09-01      | 3.7500%  | 0.0000% | $91891.89          | $87779.81          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  | 0.0000% | $45945.95          | $46362.69          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WDWD0039 | 2030-12-01      | 4.0000%  | 0.0000% | $4150527.03        | $4096396.78        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WDWD0037 | 2036-01-01      | 4.3500%  | 0.0000% | $4352895.26        | $4238989.42        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1351 G        | 2056-02-01      | 4.5040%  | 0.0000% | $2642782.19        | $2623490.47        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  | 0.0000% | $48255.19          | $44589.17          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8507 | 2027-04-01      | 2.9600%  | 0.0000% | $49420.99          | $48967.93          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL9089 | 2028-09-01      | 2.7910%  | 0.0000% | $173230.85         | $169217.75         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.6700%  | 0.0000% | $449.77            | $457.09            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.4360%  | 0.0000% | $698.19            | $687.77            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.3890%  | 0.0000% | $20.92             | $20.84             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.0340%  | 0.0000% | $11567.33          | $11363.10          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.6020%  | 0.0000% | $8953.14           | $8914.03           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.2030%  | 0.0000% | $40.68             | $40.51             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.3420%  | 0.0000% | $7732.81           | $8050.84           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WNWN5090 | 2029-09-01      | 4.0000%  | 0.0000% | $2884831.08        | $2859540.41        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.810 WNWN5031 | 2029-07-01      | 3.8100%  | 0.0000% | $45945.95          | $45425.80          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN4122 | 2035-07-01      | 4.3500%  | 0.0000% | $1121081.08        | $1092833.39        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2732 | 2032-07-01      | 4.1500%  | 0.0000% | $2592270.27        | $2543201.33        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2615 | 2031-06-01      | 4.1500%  | 0.0000% | $9189.19           | $9084.74           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN1577 | 2032-06-01      | 4.2500%  | 0.0000% | $2215513.51        | $2188835.65        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WNWN1782 | 2030-10-01      | 3.7500%  | 0.0000% | $5732216.22        | $5602678.64        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  | 0.0000% | $2269845.44        | $2280579.54        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $45071.16          | $42028.93          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 5.6920%  | 0.0000% | $17731.36          | $17743.69          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  | 0.0000% | $14942.87          | $14477.98          | Agency Mortgage-Backed Securities         |

### Security 133: BNP Paribas SA

- **C.1 - Title:** Bnp Bank Repo A3 Bnp Repo A3 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 938AEM002, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 938AEM002_3.66_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | 0.0000% | $91361590.00       | $90583189.25       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $7650120.00        | $7414649.31        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $4963890.00        | $4925097.20        | U.S. Treasuries (including strips) |

### Security 134: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo Repo 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUN008, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 964FUN008_3.65_0507
- **C.18 - Value (incl. sponsor support):** $798500000.00
- **C.18.a - Value (excl. sponsor support):** $798500000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 4.9952%  | 0.0000% | $464303.78         | $467636.91         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9452%  | 0.0000% | $3556872.42        | $3587240.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.1952%  | 0.0000% | $8345997.28        | $8232054.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  | 0.0000% | $2610466.80        | $2422146.85        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2043%  | 0.0000% | $328687.90         | $324242.65         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $406273.05         | $396582.49         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1043%  | 0.0000% | $2631242.56        | $2582851.68        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8452%  | 0.0000% | $196343.86         | $197601.43         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $208238.82         | $205129.40         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0452%  | 0.0000% | $3848159.32        | $3890895.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.6952%  | 0.0000% | $703934.61         | $706859.53         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.0952%  | 0.0000% | $1235785.67        | $1248169.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.8952%  | 0.0000% | $3937986.45        | $3977554.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  | 0.0000% | $30557.43          | $30498.33          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  | 0.0000% | $3290072.16        | $3111752.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  | 0.0000% | $451056.77         | $445115.40         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8752%  | 0.0000% | $7358685.75        | $7410351.86        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2552%  | 0.0000% | $9051398.37        | $8969166.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5047%  | 0.0000% | $121508.83         | $125916.91         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6452%  | 0.0000% | $1194324.24        | $1204498.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  | 0.0000% | $89711.03          | $89468.58          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8452%  | 0.0000% | $370541.98         | $373528.53         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5601FC 11/25/55 | 2055-11-25      | 4.6952%  | 0.0000% | $494503.98         | $497483.91         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0543%  | 0.0000% | $4215001.58        | $4123819.64        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.1330%  | 0.0000% | $81682.19          | $80920.06          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8452%  | 0.0000% | $5171519.29        | $5224237.43        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4827%  | 0.0000% | $47930.99          | $48072.20          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5293%  | 0.0000% | $172315.68         | $177975.90         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL020FJ R26F020 | 2055-02-25      | 4.6452%  | 0.0000% | $3843282.87        | $3826545.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  | 0.0000% | $2352290.24        | $2271528.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.4952%  | 0.0000% | $2789549.11        | $2788250.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4452%  | 0.0000% | $14176087.66       | $14217742.44       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.5952%  | 0.0000% | $2935698.37        | $2935804.69        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $93926.95          | $91894.53          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  | 0.0000% | $699414.75         | $697368.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8452%  | 0.0000% | $420124.95         | $423850.59         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.3952%  | 0.0000% | $8933345.44        | $9085483.24        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.6952%  | 0.0000% | $5978010.78        | $5995078.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.7952%  | 0.0000% | $4779191.67        | $4800779.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6452%  | 0.0000% | $1828934.95        | $1826310.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062BA R25F062 | 2051-11-25      | 5.5000%  | 0.0000% | $2358678.00        | $2369090.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FM R25F052 | 2055-07-25      | 4.9952%  | 0.0000% | $7068285.11        | $7143235.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7452%  | 0.0000% | $278713.17         | $280647.17         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC058FC R25F058 | 2055-07-25      | 4.8452%  | 0.0000% | $11549075.19       | $11676379.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL040B R25F040  | 2050-10-25      | 5.0000%  | 0.0000% | $134217.43         | $134760.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1667852.11        | $1600951.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1596%  | 0.0000% | $915514.66         | $910827.89         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8452%  | 0.0000% | $957509.61         | $963721.87         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7452%  | 0.0000% | $3061133.28        | $3074418.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  | 0.0000% | $93149.96          | $93815.20          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8452%  | 0.0000% | $810615.16         | $817877.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8452%  | 0.0000% | $919140.80         | $928925.92         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 4.9952%  | 0.0000% | $692439.31         | $697573.59         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8452%  | 0.0000% | $185346.85         | $187194.94         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.2072%  | 0.0000% | $89126.58          | $89965.46          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.3904%  | 0.0000% | $68228.76          | $68498.51          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.2522%  | 0.0000% | $169632.53         | $171022.54         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.8859%  | 0.0000% | $76428.40          | $79569.41          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  | 0.0000% | $2530594.83        | $2564445.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL006FA R25F006 | 2055-02-25      | 4.8952%  | 0.0000% | $65761.89          | $66266.80          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8452%  | 0.0000% | $613698.69         | $617869.35         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016DA R25F016 | 2051-10-25      | 5.0000%  | 0.0000% | $143622.14         | $144427.83         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.6952%  | 0.0000% | $3342240.54        | $3363129.90        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578GF 09/25/55 | 2055-09-25      | 4.7452%  | 0.0000% | $9818640.90        | $9896542.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.5952%  | 0.0000% | $692877.76         | $697484.16         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5571FA 08/25/55 | 2055-08-25      | 4.8452%  | 0.0000% | $124110.94         | $125481.37         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5564PF 08/25/55 | 2055-08-25      | 4.8452%  | 0.0000% | $137992.29         | $139584.16         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6452%  | 0.0000% | $265036.80         | $267435.69         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7452%  | 0.0000% | $583501.05         | $587540.07         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5537FC 05/25/55 | 2055-05-25      | 4.7952%  | 0.0000% | $191786.89         | $192987.86         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.1952%  | 0.0000% | $2004126.88        | $2029442.11        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.4952%  | 0.0000% | $3936792.55        | $3955328.26        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.5852%  | 0.0000% | $2690850.36        | $2709839.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0452%  | 0.0000% | $734526.94         | $740807.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.7952%  | 0.0000% | $6438391.49        | $6500296.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FH 02/25/55 | 2055-02-25      | 4.8452%  | 0.0000% | $115468.95         | $116200.67         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6452%  | 0.0000% | $652460.56         | $658064.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 4.9952%  | 0.0000% | $116.94            | $118.06            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1452%  | 0.0000% | $546614.33         | $552412.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL083FA R24F083 | 2054-10-25      | 4.7952%  | 0.0000% | $3755961.01        | $3765553.72        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0652%  | 0.0000% | $380168.58         | $384170.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1452%  | 0.0000% | $2464046.61        | $2490287.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.0952%  | 0.0000% | $1975562.91        | $1995359.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.7952%  | 0.0000% | $2406571.33        | $2421696.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.4952%  | 0.0000% | $3604946.66        | $3617085.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 4.9952%  | 0.0000% | $429635.12         | $432702.61         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.4686%  | 0.0000% | $931430.33         | $921465.74         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.0952%  | 0.0000% | $2429909.68        | $2455853.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 4.9952%  | 0.0000% | $8072325.68        | $8137402.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.7952%  | 0.0000% | $3918592.20        | $3951829.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8452%  | 0.0000% | $3908810.83        | $3934284.31        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8452%  | 0.0000% | $1992525.94        | $2004909.36        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 4.9952%  | 0.0000% | $993586.99         | $999867.23         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5462FA 10/25/54 | 2054-10-25      | 4.7452%  | 0.0000% | $1508667.35        | $1515613.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7452%  | 0.0000% | $4008079.04        | $4026925.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6452%  | 0.0000% | $1531360.84        | $1536610.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5436FA 07/25/54 | 2054-07-25      | 4.7452%  | 0.0000% | $187290.53         | $188534.14         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0452%  | 0.0000% | $6017785.76        | $6078732.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.4952%  | 0.0000% | $2667553.86        | $2672038.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.4952%  | 0.0000% | $2199665.18        | $2204808.72        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HA R24F063 | 2052-06-25      | 5.0000%  | 0.0000% | $140642.63         | $141431.74         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6452%  | 0.0000% | $538469.90         | $542468.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9452%  | 0.0000% | $1955390.15        | $1975968.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.1952%  | 0.0000% | $1629894.81        | $1654353.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $301134.01         | $306289.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $291.71            | $299.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  | 0.0000% | $788199.74         | $819993.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9995 | 2056-01-01      | 5.0000%  | 0.0000% | $159.00            | $157.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9992 | 2056-01-01      | 5.0000%  | 0.0000% | $323039.77         | $321452.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $157.70            | $160.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9069 | 2056-01-01      | 5.5000%  | 0.0000% | $158.99            | $161.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  | 0.0000% | $155.79            | $161.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  | 0.0000% | $159.63            | $161.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  | 0.0000% | $183709.47         | $182185.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $40.29             | $36.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  | 0.0000% | $39.24             | $35.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  | 0.0000% | $50.14             | $44.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7234 | 2046-05-01      | 3.0000%  | 0.0000% | $277078.11         | $249020.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  | 0.0000% | $20.83             | $20.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  | 0.0000% | $24.44             | $23.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  | 0.0000% | $27.56             | $25.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8721 | 2053-04-01      | 4.5000%  | 0.0000% | $139.05            | $134.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $128515.14         | $125184.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $14143451.40       | $14195439.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5712 | 2045-08-01      | 3.5000%  | 0.0000% | $50211.27          | $46894.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5309 | 2045-07-01      | 3.5000%  | 0.0000% | $2434727.60        | $2296392.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  | 0.0000% | $2290295.13        | $2144880.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4336 | 2045-01-01      | 3.5000%  | 0.0000% | $27.57             | $25.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $3703.83           | $3459.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2676 | 2029-06-01      | 3.0000%  | 0.0000% | $7068.79           | $6974.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  | 0.0000% | $14.17             | $13.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAR1938 | 2027-12-01      | 2.5000%  | 0.0000% | $6133.88           | $6062.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  | 0.0000% | $49777.14          | $46787.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  | 0.0000% | $6605.99           | $6390.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  | 0.0000% | $7129.86           | $6685.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ0527 | 2042-11-01      | 3.5000%  | 0.0000% | $2204245.98        | $2066931.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP4793 | 2042-09-01      | 3.5000%  | 0.0000% | $47.88             | $45.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | 0.0000% | $595265.63         | $533431.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  | 0.0000% | $230.29            | $187.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  | 0.0000% | $109.10            | $92.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  | 0.0000% | $119.68            | $96.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  | 0.0000% | $28994.03          | $24532.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $671.20            | $659.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $147.44            | $150.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  | 0.0000% | $418689.40         | $404811.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  | 0.0000% | $158.99            | $153.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  | 0.0000% | $1763461.60        | $1800213.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  | 0.0000% | $158.52            | $157.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4545 | 2052-01-01      | 2.5000%  | 0.0000% | $157.48            | $133.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $136.96            | $139.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $23297.24          | $21758.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD5043 | 2054-02-01      | 7.0000%  | 0.0000% | $107.18            | $116.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  | 0.0000% | $23052.07          | $23325.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  | 0.0000% | $1.70              | $1.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $1.36              | $1.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $41.62             | $38.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  | 0.0000% | $32.10             | $29.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | 0.0000% | $44.75             | $41.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  | 0.0000% | $506150.03         | $461286.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX9517 | 2045-02-01      | 3.5000%  | 0.0000% | $1584295.53        | $1480130.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX4277 | 2045-01-01      | 3.0000%  | 0.0000% | $321772.04         | $292850.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $32.79             | $31.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  | 0.0000% | $63.32             | $61.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $56471.49          | $57120.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1570779.83        | $1533159.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | 0.0000% | $66.42             | $69.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $11940964.21       | $12451110.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $3498.11           | $3575.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  | 0.0000% | $313.68            | $324.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8365 | 2054-07-01      | 7.0000%  | 0.0000% | $172421.02         | $185966.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  | 0.0000% | $157.05            | $165.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  | 0.0000% | $245.37            | $260.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $267.78            | $278.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB4897 | 2054-12-01      | 4.5000%  | 0.0000% | $156.88            | $152.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  | 0.0000% | $1351381.68        | $1385245.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  | 0.0000% | $159.37            | $163.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $40159.45          | $34372.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  | 0.0000% | $27.38             | $26.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $252.80            | $208.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | 0.0000% | $117.19            | $108.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | 0.0000% | $44.49             | $43.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  | 0.0000% | $11793.42          | $10875.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0212 | 2041-02-01      | 4.5000%  | 0.0000% | $4941.71           | $4916.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $100.66            | $90.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  | 0.0000% | $28594.12          | $27678.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $3757922.30        | $3548610.62        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  | 0.0000% | $367735.79         | $353010.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $913685.49         | $900948.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  | 0.0000% | $1109.98           | $1141.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $8552700.52        | $8860027.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  | 0.0000% | $2223048.78        | $2203683.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  | 0.0000% | $158.81            | $158.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  | 0.0000% | $146.63            | $149.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $966.61            | $1000.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  | 0.0000% | $126.76            | $128.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  | 0.0000% | $133.92            | $133.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $239.19            | $242.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $134.75            | $136.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $128.18            | $127.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $121.73            | $124.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  | 0.0000% | $10841.94          | $10490.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  | 0.0000% | $158.56            | $160.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV9185 | 2034-03-01      | 3.5000%  | 0.0000% | $8739.83           | $8457.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $1032.85           | $1029.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $7374184.44        | $7479366.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $104.42            | $109.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $127.15            | $123.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $244.36            | $236.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $429130.00         | $402939.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  | 0.0000% | $5092.62           | $5079.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $12.21             | $12.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  | 0.0000% | $4.55              | $4.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  | 0.0000% | $4525.30           | $4745.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $2136.49           | $2039.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  | 0.0000% | $34.86             | $31.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  | 0.0000% | $12787.93          | $12657.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  | 0.0000% | $6047.53           | $6235.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  | 0.0000% | $36.94             | $36.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $3920767.38        | $4091831.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $106.90            | $86.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $108.53            | $97.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $22.17             | $20.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  | 0.0000% | $25.68             | $25.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $217938.26         | $216650.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $8026244.81        | $8132645.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $82.69             | $86.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  | 0.0000% | $117.94            | $119.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  | 0.0000% | $140.49            | $145.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0799 | 2053-08-01      | 6.0000%  | 0.0000% | $79.51             | $81.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  | 0.0000% | $92160.64          | $93732.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  | 0.0000% | $118.98            | $126.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  | 0.0000% | $101.34            | $105.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  | 0.0000% | $156.76            | $164.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $155.70            | $158.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | 0.0000% | $148.50            | $147.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  | 0.0000% | $210083.00         | $223689.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  | 0.0000% | $239672.48         | $239173.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  | 0.0000% | $84.05             | $90.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB4914 | 2055-02-01      | 7.0000%  | 0.0000% | $272623.01         | $301250.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA2570 | 2053-09-01      | 6.5000%  | 0.0000% | $93.93             | $99.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  | 0.0000% | $148.03            | $151.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | 0.0000% | $141.35            | $144.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $151.03            | $150.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  | 0.0000% | $143.37            | $144.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | 0.0000% | $60219.32          | $59615.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  | 0.0000% | $120.69            | $119.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $604480.45         | $612756.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $1547493.78        | $1567731.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $1988484.27        | $2052349.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  | 0.0000% | $123.80            | $126.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $2890014.05        | $2890409.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  | 0.0000% | $42635.05          | $41415.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | 0.0000% | $119.42            | $116.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $7745029.73        | $7696365.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  | 0.0000% | $118.79            | $120.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  | 0.0000% | $237572.13         | $238812.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $236.48            | $209.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $44526.59          | $39669.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  | 0.0000% | $25.67             | $24.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $21741.61          | $19907.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  | 0.0000% | $30.41             | $28.51             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.1250%  | 0.0000% | $36.41             | $37.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  | 0.0000% | $57.13             | $53.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  | 0.0000% | $143.31            | $145.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  | 0.0000% | $110.61            | $90.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0405 | 2055-10-01      | 4.5000%  | 0.0000% | $158.12            | $153.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  | 0.0000% | $4074897.39        | $4152045.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8530 | 2055-09-01      | 6.5000%  | 0.0000% | $106.83            | $112.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  | 0.0000% | $27877.37          | $28517.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  | 0.0000% | $149.81            | $155.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3548 | 2055-02-01      | 4.0000%  | 0.0000% | $156.98            | $148.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $94.55             | $76.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  | 0.0000% | $356303.23         | $305727.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $94.90             | $77.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  | 0.0000% | $95.18             | $78.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $89.29             | $76.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $111.52            | $90.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $2149029.07        | $1751712.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  | 0.0000% | $243.02            | $198.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  | 0.0000% | $84.31             | $72.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $72.54             | $61.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $168721.84         | $168158.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $14313.93          | $14535.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $80.87             | $68.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $74.38             | $63.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | 0.0000% | $16.60             | $16.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  | 0.0000% | $6064.06           | $5897.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $3646.33           | $3709.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  | 0.0000% | $1.34              | $1.39              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $104.00            | $92.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  | 0.0000% | $4990.54           | $4932.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  | 0.0000% | $126.36            | $133.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  | 0.0000% | $130.17            | $138.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  | 0.0000% | $17743.04          | $18549.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5930 | 2055-08-01      | 6.0000%  | 0.0000% | $124.89            | $128.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $159.15            | $157.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  | 0.0000% | $158.81            | $168.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  | 0.0000% | $495369.28         | $506149.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0273 | 2055-06-01      | 5.5000%  | 0.0000% | $153.08            | $157.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  | 0.0000% | $178855.18         | $189868.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  | 0.0000% | $89.16             | $74.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1382 | 2050-07-01      | 3.0000%  | 0.0000% | $15049.14          | $13321.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | 0.0000% | $183.45            | $180.31            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  | 0.0000% | $31.61             | $28.93             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90879 G | 2043-02-01      | 3.5000%  | 0.0000% | $37.79             | $35.48             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  | 0.0000% | $30.40             | $28.54             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  | 0.0000% | $14.42             | $14.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  | 0.0000% | $213898.74         | $222981.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  | 0.0000% | $116.79            | $121.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  | 0.0000% | $12556100.82       | $13164761.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $317.44            | $314.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3731 | 2055-10-01      | 6.0000%  | 0.0000% | $150.76            | $154.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1185673.93        | $1248035.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  | 0.0000% | $158.51            | $157.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  | 0.0000% | $117.68            | $122.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | 0.0000% | $31.18             | $28.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | 0.0000% | $24.98             | $24.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  | 0.0000% | $12952.54          | $10763.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | 0.0000% | $42.28             | $41.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $1383658.49        | $1429362.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  | 0.0000% | $30517.79          | $27614.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $114.50            | $111.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $614477.40         | $621493.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  | 0.0000% | $106955.02         | $98081.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | 0.0000% | $114.09            | $97.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | 0.0000% | $203.96            | $210.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7882 | 2053-02-01      | 5.5000%  | 0.0000% | $117.03            | $120.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $300785.28         | $304379.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  | 0.0000% | $139.26            | $148.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $104.78            | $111.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $121.63            | $121.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  | 0.0000% | $2654.14           | $2681.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0145 | 2055-09-01      | 6.5000%  | 0.0000% | $158.50            | $168.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  | 0.0000% | $258529.11         | $263992.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  | 0.0000% | $654608.38         | $665377.06         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $87112.94          | $83687.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  | 0.0000% | $3.67              | $3.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  | 0.0000% | $9697.70           | $9790.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  | 0.0000% | $2130386.92        | $2151052.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  | 0.0000% | $1009878.02        | $1012198.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  | 0.0000% | $119.48            | $126.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $567.54            | $579.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $1401.06           | $1426.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  | 0.0000% | $138.46            | $140.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  | 0.0000% | $19.21             | $17.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | 0.0000% | $236.54            | $240.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $41861.85          | $35894.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | 0.0000% | $105.20            | $89.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  | 0.0000% | $101.07            | $87.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  | 0.0000% | $145.04            | $132.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6899 | 2049-04-01      | 4.5000%  | 0.0000% | $7030.29           | $6903.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  | 0.0000% | $34.82             | $34.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | 0.0000% | $138.34            | $135.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  | 0.0000% | $329260.01         | $323341.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN6074 | 2049-05-01      | 4.5000%  | 0.0000% | $30.08             | $29.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0547 | 2042-12-01      | 4.0000%  | 0.0000% | $21.37             | $20.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $20.38             | $18.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  | 0.0000% | $16.08             | $14.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9924 | 2028-05-01      | 3.0000%  | 0.0000% | $29.57             | $29.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  | 0.0000% | $53.38             | $47.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $164.73            | $156.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  | 0.0000% | $156.60            | $155.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | 0.0000% | $153.56            | $151.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  | 0.0000% | $156.35            | $155.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $135.47            | $135.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $21.27             | $19.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $29100.65          | $29514.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6432 | 2050-07-01      | 3.5000%  | 0.0000% | $1211557.06        | $1123088.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $118.99            | $119.96            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $840564.66         | $830581.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  | 0.0000% | $148.43            | $154.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  | 0.0000% | $476.52            | $494.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  | 0.0000% | $146.59            | $149.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  | 0.0000% | $8159606.30        | $8113559.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  | 0.0000% | $250.84            | $268.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $991.22            | $1039.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  | 0.0000% | $132.89            | $137.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | 0.0000% | $95.72             | $99.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $116.42            | $115.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  | 0.0000% | $116.19            | $121.74            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $34.56             | $34.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $174.28            | $179.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $244.89            | $237.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $13962.21          | $11815.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $5347.94           | $4524.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $124.77            | $130.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $267080.39         | $228508.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  | 0.0000% | $33783.07          | $33821.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  | 0.0000% | $131.53            | $131.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  | 0.0000% | $1714360.85        | $1590360.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  | 0.0000% | $833593.99         | $769567.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  | 0.0000% | $7257.93           | $6823.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $8646.38           | $7676.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  | 0.0000% | $103.04            | $97.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  | 0.0000% | $361617.32         | $363377.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0599 | 2051-04-01      | 2.0000%  | 0.0000% | $10290.39          | $8419.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  | 0.0000% | $105.35            | $86.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  | 0.0000% | $34543.77          | $30642.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $1161078.73        | $1040218.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  | 0.0000% | $29.69             | $28.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  | 0.0000% | $10652.07          | $9452.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7385 | 2045-09-01      | 3.5000%  | 0.0000% | $55.76             | $52.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  | 0.0000% | $49.66             | $46.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $4448.91           | $4166.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7013 | 2045-07-01      | 3.5000%  | 0.0000% | $1614035.12        | $1511547.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $13080.62          | $12835.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAL6425 | 2029-10-01      | 2.5000%  | 0.0000% | $1935.12           | $1889.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $24.55             | $23.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5779 | 2043-09-01      | 3.0000%  | 0.0000% | $1613108.83        | $1476629.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  | 0.0000% | $3929.37           | $3898.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  | 0.0000% | $4.41              | $4.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $1084379.61        | $1027817.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $26.00             | $23.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5219 | 2050-02-01      | 3.0000%  | 0.0000% | $36.94             | $32.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  | 0.0000% | $45.97             | $43.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  | 0.0000% | $148.27            | $147.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $142.20            | $137.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9401 | 2054-10-01      | 6.0000%  | 0.0000% | $119.25            | $124.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  | 0.0000% | $1366784.59        | $1182674.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  | 0.0000% | $133.65            | $135.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  | 0.0000% | $143.50            | $130.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  | 0.0000% | $125.42            | $131.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $118.17            | $117.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $96.47             | $99.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $10532533.22       | $10809702.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $123.57            | $109.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  | 0.0000% | $3934303.90        | $3858706.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  | 0.0000% | $119.56            | $112.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $114.30            | $97.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  | 0.0000% | $229.26            | $196.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  | 0.0000% | $157.63            | $150.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $11288232.01       | $9504170.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  | 0.0000% | $158.74            | $153.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  | 0.0000% | $3266.09           | $3241.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  | 0.0000% | $102797.10         | $101547.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  | 0.0000% | $15.98             | $15.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU0100 | 2043-06-01      | 3.5000%  | 0.0000% | $264896.02         | $248391.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9636 | 2043-07-01      | 3.5000%  | 0.0000% | $1588734.28        | $1491723.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $93.13             | $75.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  | 0.0000% | $67.22             | $62.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  | 0.0000% | $131.82            | $122.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  | 0.0000% | $1364.46           | $1305.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBJ9151 | 2033-01-01      | 2.5000%  | 0.0000% | $9944.04           | $9487.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  | 0.0000% | $98.52             | $79.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $3094057.20        | $2780823.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5884 | 2045-09-01      | 3.5000%  | 0.0000% | $1617171.95        | $1510329.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | 0.0000% | $24.68             | $22.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  | 0.0000% | $12382576.51       | $10002213.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $5635446.55        | $5600612.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $47.27             | $42.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  | 0.0000% | $120.36            | $122.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  | 0.0000% | $39931.90          | $41504.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9661 | 2055-06-01      | 5.5000%  | 0.0000% | $132.62            | $134.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0976 | 2055-01-01      | 6.5000%  | 0.0000% | $394029.40         | $416060.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  | 0.0000% | $259.54            | $275.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  | 0.0000% | $104.13            | $107.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $9582480.43        | $10162641.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363 | 2055-12-01      | 6.5000%  | 0.0000% | $159.14            | $169.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  | 0.0000% | $423528.97         | $410016.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  | 0.0000% | $24202.00          | $24587.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  | 0.0000% | $132.58            | $134.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  | 0.0000% | $914429.48         | $953725.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6448 | 2056-01-01      | 5.5000%  | 0.0000% | $191629.08         | $195948.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $4217.43           | $4215.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | 0.0000% | $44.64             | $43.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $17.30             | $16.28             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $25.62             | $25.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  | 0.0000% | $10.14             | $10.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $460804.85         | $469560.40         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $925.13            | $943.87            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $6.43              | $6.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $125.41            | $101.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  | 0.0000% | $5.01              | $4.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $8.97              | $8.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAV5665 | 2028-12-01      | 2.5000%  | 0.0000% | $5060.37           | $4958.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  | 0.0000% | $267991.52         | $259385.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  | 0.0000% | $4737.43           | $4676.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220 | 2029-09-01      | 3.0000%  | 0.0000% | $5239.89           | $5166.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $7595810.65        | $6571902.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  | 0.0000% | $1966224.86        | $1763476.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  | 0.0000% | $81.56             | $84.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $119.58            | $121.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  | 0.0000% | $24428.43          | $24855.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | 0.0000% | $1128522.28        | $1095766.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  | 0.0000% | $33142.61          | $32902.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $823276.08         | $711327.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $2962.63           | $2644.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  | 0.0000% | $28336.57          | $23120.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  | 0.0000% | $148.42            | $147.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  | 0.0000% | $158.86            | $146.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  | 0.0000% | $33.56             | $30.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  | 0.0000% | $64.46             | $60.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  | 0.0000% | $59.08             | $55.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  | 0.0000% | $18316.92          | $17462.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  | 0.0000% | $1521.90           | $1393.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $22.99             | $21.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $128.80            | $128.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $2340.52           | $2317.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  | 0.0000% | $119.82            | $110.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  | 0.0000% | $116.42            | $124.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $36108.76          | $35981.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | 0.0000% | $56299.33          | $56137.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  | 0.0000% | $30.05             | $26.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2856 | 2046-09-01      | 3.0000%  | 0.0000% | $45.53             | $41.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9654 | 2046-11-01      | 3.0000%  | 0.0000% | $38.86             | $35.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  | 0.0000% | $12580.30          | $11987.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $6319160.34        | $6278804.78        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $2502.79           | $2517.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  | 0.0000% | $54137.29          | $56454.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $3487778.08        | $3542300.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  | 0.0000% | $63.04             | $59.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | 0.0000% | $22401978.35       | $18997054.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $131.52            | $133.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  | 0.0000% | $119.16            | $124.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  | 0.0000% | $23.05             | $23.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $18446.88          | $17193.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  | 0.0000% | $16.49             | $15.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  | 0.0000% | $5413032.61        | $5449471.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  | 0.0000% | $111.96            | $108.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $304589.27         | $314299.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5611 | 2053-06-01      | 5.5000%  | 0.0000% | $84.09             | $85.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $3685085.32        | $3646512.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7410 | 2051-09-01      | 2.5000%  | 0.0000% | $112.78            | $96.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $248.05            | $250.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $113.73            | $114.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1765.43           | $1787.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $16026.47          | $16220.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $7301.75           | $6857.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  | 0.0000% | $41.15             | $37.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  | 0.0000% | $25.25             | $23.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | 0.0000% | $76.24             | $68.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  | 0.0000% | $57.54             | $53.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $29191.92          | $26140.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  | 0.0000% | $40.51             | $38.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNAS8537 | 2026-12-01      | 2.0000%  | 0.0000% | $1.77              | $1.76              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $46335.49          | $41586.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $34.62             | $32.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  | 0.0000% | $1183.48           | $1200.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $5234261.92        | $4969786.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  | 0.0000% | $12361019.44       | $12054713.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $16031730.67       | $15675377.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $2643048.62        | $2522150.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4409 | 2052-08-01      | 5.0000%  | 0.0000% | $127.24            | $127.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $112.59            | $102.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | 0.0000% | $121.98            | $111.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3241 | 2052-04-01      | 3.0000%  | 0.0000% | $126.09            | $110.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $148.58            | $147.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $1281744.62        | $1308713.24        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $43.32             | $44.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $138.16            | $137.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  | 0.0000% | $3549915.06        | $3543655.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  | 0.0000% | $275.93            | $293.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  | 0.0000% | $4590987.76        | $4563321.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1682577.20        | $1709999.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5737 | 2050-05-01      | 3.5000%  | 0.0000% | $78.31             | $72.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  | 0.0000% | $237.42            | $223.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5796 | 2053-02-01      | 5.5000%  | 0.0000% | $121.24            | $122.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $11790.56          | $11528.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  | 0.0000% | $55.76             | $53.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  | 0.0000% | $157.35            | $172.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  | 0.0000% | $1567900.37        | $1479952.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | 0.0000% | $11254889.16       | $11201482.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $3597230.70        | $3767255.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $125.67            | $121.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  | 0.0000% | $39066.56          | $38154.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  | 0.0000% | $106.90            | $106.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  | 0.0000% | $2243.68           | $1807.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT5901 | 2043-06-01      | 3.5000%  | 0.0000% | $1591645.09        | $1495448.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  | 0.0000% | $70.76             | $66.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  | 0.0000% | $29229.36          | $27414.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0660 | 2043-03-01      | 3.5000%  | 0.0000% | $27.11             | $26.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  | 0.0000% | $27.79             | $27.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $6340.27           | $6547.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $10167.40          | $8147.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  | 0.0000% | $7706.31           | $6241.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $7651.66           | $7212.40           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $186.39            | $180.08            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $10.39             | $10.74             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $307.69            | $319.58            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $7083.88           | $7134.38           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $26.98             | $27.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0136 | 2055-09-01      | 5.5000%  | 0.0000% | $154.84            | $158.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4952 | 2055-11-01      | 5.5000%  | 0.0000% | $158.86            | $162.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1673 | 2056-02-01      | 5.0000%  | 0.0000% | $1717434.09        | $1713856.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  | 0.0000% | $53.54             | $50.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  | 0.0000% | $144.51            | $139.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1637 | 2053-10-01      | 6.0000%  | 0.0000% | $1302710.57        | $1347353.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  | 0.0000% | $20213.81          | $18262.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  | 0.0000% | $874728.14         | $727952.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  | 0.0000% | $117.13            | $122.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  | 0.0000% | $141.39            | $146.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $894005.55         | $939799.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  | 0.0000% | $70.87             | $76.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  | 0.0000% | $82.01             | $72.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  | 0.0000% | $124.38            | $128.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $129.93            | $125.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $4858.45           | $4846.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $5565305.24        | $4734888.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $29100.50          | $27988.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  | 0.0000% | $83870.96          | $83129.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM1100 | 2045-02-01      | 3.5000%  | 0.0000% | $32.53             | $30.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  | 0.0000% | $3345.98           | $3214.42           | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  | 0.0000% | $245.33            | $220.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $28630.98          | $26877.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7616 | 2048-09-01      | 5.0000%  | 0.0000% | $4388.35           | $4416.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  | 0.0000% | $329976.81         | $336853.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  | 0.0000% | $3986.70           | $4133.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  | 0.0000% | $635.33            | $663.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  | 0.0000% | $634.87            | $669.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  | 0.0000% | $226550.42         | $235955.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  | 0.0000% | $1249.69           | $1273.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $7473232.72        | $7393999.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $1440023.91        | $1504108.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1067 | 2054-06-01      | 6.0000%  | 0.0000% | $18170.50          | $18811.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  | 0.0000% | $217090.87         | $226296.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  | 0.0000% | $1386813.09        | $1429670.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  | 0.0000% | $99.72             | $107.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0147 | 2055-09-01      | 5.5000%  | 0.0000% | $269356.60         | $274044.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  | 0.0000% | $152.66            | $154.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $36437.05          | $36278.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  | 0.0000% | $158.95            | $167.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  | 0.0000% | $9068688.78        | $9252144.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  | 0.0000% | $49395.00          | $46621.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  | 0.0000% | $1522602.69        | $1569245.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $271.75            | $270.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $129.64            | $133.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  | 0.0000% | $108.48            | $92.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0451 | 2042-09-01      | 3.5000%  | 0.0000% | $23.91             | $22.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  | 0.0000% | $372431.88         | $370053.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $4.99              | $5.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.490 CA824295 | 2035-06-01      | 4.4900%  | 0.0000% | $7358.43           | $7276.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $16.18             | $14.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | 0.0000% | $74.89             | $70.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  | 0.0000% | $38.33             | $38.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  | 0.0000% | $158.23            | $170.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5737 | 2056-04-01      | 5.5000%  | 0.0000% | $159.55            | $164.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  | 0.0000% | $158.87            | $164.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU6016 | 2043-09-01      | 3.5000%  | 0.0000% | $28149.12          | $26290.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  | 0.0000% | $124.58            | $123.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  | 0.0000% | $356549.18         | $304897.28         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $3858074.44        | $3812251.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  | 0.0000% | $111.72            | $90.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  | 0.0000% | $1970093.98        | $1590360.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  | 0.0000% | $48327.21          | $39042.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  | 0.0000% | $105.72            | $86.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | 0.0000% | $162.84            | $131.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  | 0.0000% | $97.35             | $78.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | 0.0000% | $87.36             | $74.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | 0.0000% | $78.55             | $69.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $61.46             | $62.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  | 0.0000% | $17387.12          | $16623.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  | 0.0000% | $30.99             | $27.51             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $485.37            | $487.55            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  | 0.0000% | $1.04              | $1.05              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $284.01            | $286.41            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $217.65            | $224.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  | 0.0000% | $853314.11         | $880985.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  | 0.0000% | $209982.11         | $219834.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  | 0.0000% | $1056.80           | $1085.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  | 0.0000% | $791.90            | $822.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $7775.68           | $7073.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  | 0.0000% | $1567.61           | $1562.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  | 0.0000% | $106.93            | $113.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $98.16             | $105.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  | 0.0000% | $218119.53         | $221132.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $8013.77           | $8113.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $1408709.45        | $1441366.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | 0.0000% | $114.73            | $96.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $26.99             | $25.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM3305 | 2049-06-01      | 5.5000%  | 0.0000% | $42804.12          | $43823.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1369 | 2054-03-01      | 6.0000%  | 0.0000% | $516656.59         | $531811.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $4779265.67        | $4100485.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  | 0.0000% | $146.83            | $142.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  | 0.0000% | $89.51             | $75.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZA3611 | 2043-11-01      | 3.5000%  | 0.0000% | $51.78             | $48.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $129.20            | $132.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  | 0.0000% | $148.84            | $152.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5122 | 2056-03-01      | 5.5000%  | 0.0000% | $966032.02         | $976613.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7587 | 2055-04-01      | 6.0000%  | 0.0000% | $158.06            | $163.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | 0.0000% | $116.28            | $117.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $158.81            | $164.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  | 0.0000% | $279.93            | $295.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  | 0.0000% | $158.04            | $163.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  | 0.0000% | $2315420.12        | $2362260.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  | 0.0000% | $138269.04         | $146666.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $126.85            | $132.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7771 | 2054-12-01      | 5.0000%  | 0.0000% | $22783.87          | $22688.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  | 0.0000% | $4424886.79        | $4517103.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  | 0.0000% | $148.71            | $151.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1552 | 2055-05-01      | 5.0000%  | 0.0000% | $677895.37         | $675023.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $29439154.49       | $30322515.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  | 0.0000% | $146.51            | $119.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  | 0.0000% | $2577737.33        | $2244552.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $11625561.86       | $11867845.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $907440.07         | $790375.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  | 0.0000% | $15.01             | $15.40             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5824%  | 0.0000% | $621465.52         | $595065.28         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5382%  | 0.0000% | $921796.85         | $879561.29         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.7241%  | 0.0000% | $740971.49         | $693454.31         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $2529.78           | $2525.31           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5168%  | 0.0000% | $4100297.50        | $3629919.69        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.5092%  | 0.0000% | $798500.00         | $691617.25         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  | 0.0000% | $34493.14          | $33729.55          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  | 0.0000% | $585420.00         | $558112.93         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3674%  | 0.0000% | $999440.17         | $888755.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  | 0.0000% | $91.88             | $94.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  | 0.0000% | $176.97            | $184.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  | 0.0000% | $232202.15         | $230516.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  | 0.0000% | $125.39            | $122.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1001 | 2052-07-01      | 4.5000%  | 0.0000% | $300.02            | $290.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8464 | 2052-04-01      | 3.0000%  | 0.0000% | $252.96            | $221.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBV7887 | 2037-07-01      | 2.0000%  | 0.0000% | $120.76            | $110.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV6408 | 2055-11-01      | 5.0000%  | 0.0000% | $596738.61         | $592404.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1727 | 2055-06-01      | 5.5000%  | 0.0000% | $152.10            | $155.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  | 0.0000% | $98.97             | $83.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  | 0.0000% | $207524.12         | $217396.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  | 0.0000% | $141.64            | $144.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | 0.0000% | $131.47            | $131.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  | 0.0000% | $1881652.19        | $1908956.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  | 0.0000% | $106.36            | $109.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $3512203.48        | $3680347.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $127.37            | $133.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $147.11            | $149.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  | 0.0000% | $126.04            | $129.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | 0.0000% | $112.91            | $119.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  | 0.0000% | $140.60            | $144.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  | 0.0000% | $92.01             | $96.12             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7403%  | 0.0000% | $1050027.50        | $898303.43         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  | 0.0000% | $35037.86          | $34820.88          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $34295.38          | $33990.59          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  | 0.0000% | $1261630.00        | $1019650.21        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $652007.56         | $599521.55         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  | 0.0000% | $532892.58         | $524707.75         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1970%  | 0.0000% | $282291.34         | $262814.09         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $286866.25         | $275034.88         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1766%  | 0.0000% | $2105924.01        | $2032238.26        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6250%  | 0.0000% | $440008.89         | $443765.99         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.6469%  | 0.0000% | $2610.41           | $2613.12           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6726%  | 0.0000% | $2407830.07        | $2306884.80        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1511%  | 0.0000% | $2508088.50        | $2218107.70        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $4902790.00        | $4262921.97        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1670%  | 0.0000% | $982481.32         | $973733.50         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  | 0.0000% | $234731.56         | $227566.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2971%  | 0.0000% | $3201387.82        | $3033906.60        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $3242229.40        | $3063208.98        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  | 0.0000% | $443660.21         | $372071.54         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.7759%  | 0.0000% | $1475695.65        | $1445293.04        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $369734.74         | $337222.45         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.9826%  | 0.0000% | $3044247.56        | $2782260.55        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.9826%  | 0.0000% | $2376783.62        | $2309445.32        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  | 0.0000% | $75108.40          | $74767.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  | 0.0000% | $12087.57          | $12062.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | 0.0000% | $28.32             | $28.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  | 0.0000% | $76152.15          | $74408.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $3109232.21        | $3088642.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $139347.55         | $122068.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $134799.04         | $126558.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  | 0.0000% | $1763477.55        | $1683216.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  | 0.0000% | $5669059.63        | $5590639.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $286.52            | $274.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0011 | 2055-10-01      | 5.0000%  | 0.0000% | $288052.03         | $286116.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  | 0.0000% | $1122.41           | $1158.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | 0.0000% | $157.90            | $160.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $158.60            | $160.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  | 0.0000% | $457313.30         | $454528.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  | 0.0000% | $126.32            | $129.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  | 0.0000% | $142.01            | $149.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $132.50            | $136.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  | 0.0000% | $125079.64         | $130215.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6909 | 2054-12-01      | 5.0000%  | 0.0000% | $154.56            | $153.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  | 0.0000% | $142.45            | $150.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  | 0.0000% | $132.19            | $131.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $1317887.10        | $1330814.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $3043668.51        | $3248988.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $43.71             | $41.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  | 0.0000% | $57.79             | $56.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  | 0.0000% | $127.26            | $128.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | 0.0000% | $94.57             | $97.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $2918.99           | $2895.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4455 | 2053-07-01      | 5.0000%  | 0.0000% | $126.81            | $126.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2799 | 2053-04-01      | 6.0000%  | 0.0000% | $146.88            | $152.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  | 0.0000% | $216.59            | $223.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  | 0.0000% | $33.75             | $33.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $1013530.94        | $953539.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $2005976.62        | $1887253.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $180369.51         | $169471.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1214 | 2055-10-01      | 5.5000%  | 0.0000% | $557678.41         | $572293.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  | 0.0000% | $22215.10          | $23667.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7763 | 2056-01-01      | 5.0000%  | 0.0000% | $161.97            | $161.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | 0.0000% | $156.26            | $158.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  | 0.0000% | $159.37            | $162.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $182292.42         | $186728.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5496 | 2055-12-01      | 5.5000%  | 0.0000% | $158.98            | $161.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  | 0.0000% | $165360.20         | $172225.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $4273509.02        | $4433651.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $131.36            | $131.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $4544096.09        | $4516012.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $11013851.04       | $11022142.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $3552.22           | $3454.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $14997.98          | $14926.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  | 0.0000% | $111.16            | $115.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  | 0.0000% | $159.22            | $157.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  | 0.0000% | $19038.40          | $19939.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | 0.0000% | $475.00            | $476.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  | 0.0000% | $203.56            | $201.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  | 0.0000% | $158.61            | $160.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6938 | 2056-01-01      | 4.5000%  | 0.0000% | $393820.27         | $384133.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $99.30             | $102.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $29.21             | $29.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  | 0.0000% | $4440031.39        | $4363001.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  | 0.0000% | $111.96            | $109.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $131.85            | $133.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4708 | 2031-05-01      | 4.0000%  | 0.0000% | $44552.05          | $44186.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  | 0.0000% | $26.10             | $24.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA8776 | 2050-04-01      | 4.0000%  | 0.0000% | $38.80             | $36.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  | 0.0000% | $47.77             | $43.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5423 | 2055-05-01      | 6.5000%  | 0.0000% | $87.81             | $92.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $7815049.97        | $7886913.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3186 | 2055-07-01      | 5.5000%  | 0.0000% | $158.09            | $161.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  | 0.0000% | $458.01            | $486.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | 0.0000% | $14.52             | $13.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4067 | 2054-10-01      | 6.0000%  | 0.0000% | $136.73            | $141.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  | 0.0000% | $125.17            | $135.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC4445 | 2054-11-01      | 4.5000%  | 0.0000% | $142.73            | $138.37            | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | 0.0000% | $59248236.87       | $58431281.39       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $16635917.06       | $17064079.31       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $340113.09         | $344158.69         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $836141.29         | $807239.00         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $115335.34         | $114049.03         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  | 0.0000% | $768811.77         | $763047.19         | U.S. Treasuries (including strips)        |

### Security 135: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPM008, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 986PPM008_3.67_0507
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-049 MF | 2056-03-20      | 4.4901%  | 0.0000% | $186237.75         | $185316.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 LP | 2055-10-20      | 4.5000%  | 0.0000% | $619411.41         | $604909.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM | 2055-12-20      | 4.4401%  | 0.0000% | $13160717.47       | $13214181.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA | 2055-03-20      | 4.8401%  | 0.0000% | $5022626.81        | $5061906.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD | 2053-07-20      | 5.2500%  | 0.0000% | $182764.40         | $183098.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF | 2053-06-20      | 4.6401%  | 0.0000% | $13389751.77       | $13467853.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF | 2055-06-20      | 5.1401%  | 0.0000% | $1583312.92        | $1606503.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 FA | 2055-10-20      | 4.6401%  | 0.0000% | $3072208.54        | $3089277.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP | 2055-06-20      | 4.5000%  | 0.0000% | $279071.68         | $273161.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF | 2055-07-20      | 4.9601%  | 0.0000% | $13344241.95       | $13479189.81       | Agency Collateralized Mortgage Obligation |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $60075150.00       | $60751652.61       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $19539930.00       | $20097099.77       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $22334715.00       | $22496439.31       | U.S. Treasuries (including strips)        |

### Security 136: Royal Bank of Canada

- **C.1 - Title:** Tri Party Rbc Ny 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 990ADQWL8, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 990ADQWL8_3.67_0508
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| Forward settling U.S. Treasury Repurchase Agreement, collateral not yet assigned | 2026-05-08      | 0.0000%  | 0.0000% | $0.00              | $0.00              | Other Instrument |

### Security 137: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FVAV8, C.4 - ISIN: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FVAV8_3.67_0507
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLFA3303 | 2049-06-01      | 4.5000%  | 0.0000% | $1464324.01        | $1439598.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2478 C     | 2056-03-20      | 6.0000%  | 0.0000% | $314103.76         | $324653.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4826 | 2055-09-01      | 5.5000%  | 0.0000% | $376617.78         | $385862.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785148 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36616.38          | $32850.52          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 529201 X     | 2030-01-15      | 7.0000%  | 0.0000% | $84.94             | $86.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 508736 X     | 2029-05-15      | 7.0000%  | 0.0000% | $33.55             | $34.25             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588283 X     | 2033-05-15      | 5.5000%  | 0.0000% | $1605.16           | $1614.84           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603406 X     | 2033-01-15      | 5.5000%  | 0.0000% | $10324.30          | $10402.05          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602211 X     | 2033-03-15      | 5.5000%  | 0.0000% | $35.47             | $36.26             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 596838 X     | 2033-01-15      | 5.5000%  | 0.0000% | $94.85             | $95.43             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5600 C     | 2056-04-20      | 6.0000%  | 0.0000% | $139676.25         | $144875.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3720 C     | 2056-03-20      | 6.5000%  | 0.0000% | $156508.70         | $165926.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0179 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1029840.00        | $1048556.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1202 C     | 2056-04-20      | 5.0000%  | 0.0000% | $338869.50         | $338831.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1107 C     | 2056-03-20      | 5.0000%  | 0.0000% | $4278186.38        | $4259434.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $51281598.32       | $51142254.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0872 M     | 2056-01-20      | 5.5000%  | 0.0000% | $3967227.72        | $4015173.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7863 C     | 2056-04-20      | 5.5000%  | 0.0000% | $601295.00         | $612150.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4245 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1113258.00        | $1100833.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4038 C     | 2056-03-20      | 5.5000%  | 0.0000% | $137601.45         | $141495.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2366 C     | 2056-02-20      | 6.5000%  | 0.0000% | $256680.56         | $270808.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1469 C     | 2056-03-20      | 6.0000%  | 0.0000% | $165021.89         | $171164.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2339 C     | 2056-04-20      | 5.5000%  | 0.0000% | $153522.50         | $157496.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8987 C     | 2056-02-20      | 6.0000%  | 0.0000% | $162273.91         | $167822.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6956 C     | 2056-02-20      | 6.0000%  | 0.0000% | $130305.95         | $135156.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5538 C     | 2055-09-20      | 6.5000%  | 0.0000% | $287253.99         | $304538.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT3810 C     | 2053-03-20      | 6.0000%  | 0.0000% | $27778.90          | $28756.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  | 0.0000% | $950230.48         | $980125.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6565 | 2052-08-01      | 3.5000%  | 0.0000% | $170193.59         | $155356.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2248 | 2052-07-01      | 3.0000%  | 0.0000% | $708507.13         | $622107.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG9398 | 2056-04-01      | 6.5000%  | 0.0000% | $263051.00         | $277635.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9855 | 2055-01-01      | 7.0000%  | 0.0000% | $913947.33         | $977244.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2738 | 2056-01-01      | 5.0000%  | 0.0000% | $649991.00         | $647073.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV5853 | 2055-07-01      | 6.5000%  | 0.0000% | $250718.74         | $264315.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8028 | 2051-12-01      | 3.5000%  | 0.0000% | $157758.87         | $144854.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBN7708 | 2034-08-01      | 2.5000%  | 0.0000% | $46147.32          | $43641.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK0706 | 2027-02-01      | 3.5000%  | 0.0000% | $21.93             | $21.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $6113.44           | $6371.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7357 | 2052-07-01      | 4.5000%  | 0.0000% | $10619.73          | $10295.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1996 | 2053-05-01      | 5.5000%  | 0.0000% | $85486.62          | $86390.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD3248 | 2051-12-01      | 2.0000%  | 0.0000% | $2850078.59        | $2302399.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA6946 | 2050-02-01      | 3.0000%  | 0.0000% | $404170.86         | $358531.35         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02067 G | 2041-07-01      | 5.0000%  | 0.0000% | $2501.29           | $2492.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $947436.08         | $959118.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $5691.30           | $5984.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $4827710.02        | $4406475.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $108318.45         | $106778.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA8969 | 2056-03-01      | 4.5000%  | 0.0000% | $142373.81         | $137787.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6591 | 2056-02-01      | 5.5000%  | 0.0000% | $2958451.19        | $2985851.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0984 | 2055-12-01      | 6.5000%  | 0.0000% | $187973.06         | $197603.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5999 | 2056-03-01      | 5.0000%  | 0.0000% | $3003903.71        | $2990406.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL5040 | 2056-04-01      | 5.0000%  | 0.0000% | $8145312.00        | $8102628.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  | 0.0000% | $444.05            | $410.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3399 | 2052-08-01      | 3.5000%  | 0.0000% | $1371865.65        | $1258882.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2053 | 2055-08-01      | 6.0000%  | 0.0000% | $918837.19         | $942230.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1540 | 2055-02-01      | 5.5000%  | 0.0000% | $262805.91         | $269549.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9049 | 2055-11-01      | 6.5000%  | 0.0000% | $88920.71          | $93537.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ8944 | 2055-11-01      | 4.5000%  | 0.0000% | $150785.51         | $145508.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5929 | 2045-10-01      | 6.5000%  | 0.0000% | $10636.18          | $11126.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA5200 | 2056-01-01      | 7.0000%  | 0.0000% | $168741.41         | $181076.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $275858.38         | $242326.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIZT1890 | 2034-03-01      | 4.0000%  | 0.0000% | $2450.29           | $2434.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  | 0.0000% | $95263.72          | $101468.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8993 C     | 2056-01-20      | 6.0000%  | 0.0000% | $74132.03          | $77206.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6388 | 2054-10-01      | 5.5000%  | 0.0000% | $3839.16           | $3881.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | 0.0000% | $107123.18         | $96038.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $214.81            | $212.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  | 0.0000% | $762178.16         | $758100.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2782 C     | 2056-04-20      | 5.5000%  | 0.0000% | $31835.38          | $32410.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2326 C     | 2056-04-20      | 6.5000%  | 0.0000% | $137117.50         | $145368.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $9171740.97        | $7406631.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1464 C     | 2056-03-20      | 5.5000%  | 0.0000% | $966424.10         | $985643.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5319 | 2055-03-01      | 5.0000%  | 0.0000% | $12500000.00       | $12366697.23       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $755955.40         | $648741.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  | 0.0000% | $968815.94         | $888827.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS9945 | 2054-09-01      | 6.5000%  | 0.0000% | $2999.53           | $3135.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7516 | 2055-09-01      | 6.5000%  | 0.0000% | $32109.56          | $34143.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7783 | 2055-09-01      | 6.0000%  | 0.0000% | $1298425.50        | $1333628.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5546 | 2054-11-01      | 6.5000%  | 0.0000% | $16037.46          | $16714.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  | 0.0000% | $117095.30         | $107719.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  | 0.0000% | $51447.38          | $53358.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $215.87            | $224.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZA3674 | 2028-11-01      | 3.5000%  | 0.0000% | $10506.28          | $10429.49          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $22691.31          | $20885.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5316 | 2050-12-01      | 2.0000%  | 0.0000% | $173128.58         | $139786.81         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 593845 X     | 2032-11-15      | 5.5000%  | 0.0000% | $633.23            | $642.01            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 610842 X     | 2033-04-15      | 5.5000%  | 0.0000% | $9029.08           | $9091.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7450 C     | 2056-03-20      | 6.0000%  | 0.0000% | $83770.67          | $87341.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC2249 | 2056-03-01      | 5.5000%  | 0.0000% | $1948301.26        | $2003129.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA2060 | 2055-12-01      | 4.5000%  | 0.0000% | $192475.04         | $185917.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6106 | 2053-10-01      | 5.5000%  | 0.0000% | $2103699.83        | $2151791.58        | Agency Mortgage-Backed Securities |
| GNMA GNII AP 785510 M     | 2051-01-20      | 2.5000%  | 0.0000% | $20827.18          | $17590.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZA2202 | 2031-04-01      | 5.0000%  | 0.0000% | $7943.55           | $8048.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0793 C     | 2056-02-20      | 5.5000%  | 0.0000% | $133247.83         | $136521.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6517 C     | 2056-01-20      | 6.5000%  | 0.0000% | $296273.03         | $314098.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2195 | 2055-12-01      | 5.5000%  | 0.0000% | $190829.96         | $194585.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4540 | 2044-07-01      | 5.0000%  | 0.0000% | $1313642.06        | $1334011.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6355 | 2055-08-01      | 6.5000%  | 0.0000% | $147003.99         | $156789.62         | Agency Mortgage-Backed Securities |

### Security 138: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FZQ75, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FZQ75_3.67_0507
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $252.63            | $248.54            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $63.16             | $60.91             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $35487386.84       | $36105143.98       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $75.51             | $76.32             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $511421.05         | $507631.14         | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  | 0.0000% | $2049.85           | $1455.28           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $741726.32         | $751670.00         | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.8032%  | 0.0000% | $15.79             | $15.80             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $684615.79         | $703157.08         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $69054173.68       | $69122338.08       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $45743568.84       | $46686026.87       | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26    | 2026-09-03      | 0.0000%  | 0.0000% | $14826.32          | $14639.50          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $63.16             | $64.86             | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | 0.0000% | $929468.35         | $526591.27         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $252.63            | $255.13            | U.S. Treasuries (including strips) |

### Security 139: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCHZ3, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GCHZ3_3.71_0507
- **C.18 - Value (incl. sponsor support):** $147000000.00
- **C.18.a - Value (excl. sponsor support):** $147000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $5259590.24        | $5211385.95        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $515247.46         | $518117.98         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $159.46            | $161.03            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  | 0.0000% | $280854.71         | $275704.29         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $10847184.81       | $10762414.06       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $8140919.80        | $8097365.88        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $9274743.25        | $9312769.70        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $8529378.51        | $8817565.59        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $10022031.46       | $10292936.83       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $79.73             | $78.44             | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $14093672.34       | $14179931.74       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $11859661.02       | $11733515.50       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $14374361.98       | $13520849.30       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $9.97              | $9.46              | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $99.66             | $80.62             | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | 0.0000% | $170539.93         | $189424.71         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $12874469.29       | $12730665.48       | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  | 0.0000% | $49.83             | $49.85             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $12756610.17       | $12480812.60       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $4983040.88        | $5138706.29        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $2059295.00        | $1908938.81        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $1834370.64        | $1849770.74        | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $20504596.47       | $20825563.26       | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $39.86             | $39.34             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $5706161.29        | $4951793.21        | U.S. Treasuries (including strips) |

### Security 140: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GNJJ3, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GNJJ3_3.66_0507
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC069QL R21F069  | 2051-10-25      | 2.0000%  | 0.0000% | $133942.11         | $81298.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  | 0.0000% | $29434922.55       | $30373163.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  | 0.0000% | $6435399.15        | $6366546.82        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.3952%  | 0.0000% | $206165.79         | $213742.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  | 0.0000% | $7735461.18        | $7823711.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  | 0.0000% | $266620.63         | $266447.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 FB      | 2056-02-20      | 4.4901%  | 0.0000% | $86499.72          | $86527.77          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLFA3349  | 2055-03-01      | 5.5000%  | 0.0000% | $1660.76           | $1698.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  | 0.0000% | $1836.72           | $1696.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  | 0.0000% | $115238.49         | $105516.70         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7237        | 2060-04-15      | 5.6000%  | 0.0000% | $95782.85          | $99384.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  | 0.0000% | $2668326.76        | $2720344.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0110  | 2056-04-01      | 5.0000%  | 0.0000% | $190648568.22      | $188558636.29      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  | 0.0000% | $2100.63           | $2014.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  | 0.0000% | $51388.00          | $47993.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8728 C      | 2053-01-20      | 6.0000%  | 0.0000% | $1061650.47        | $1084270.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4589 M      | 2047-07-20      | 5.0000%  | 0.0000% | $117876.26         | $120187.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  | 0.0000% | $49780.50          | $49245.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  | 0.0000% | $5130.04           | $4566.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  | 0.0000% | $9403033.18        | $9640209.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9979 C      | 2066-04-20      | 6.0000%  | 0.0000% | $5163406.18        | $5318119.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9954 C      | 2066-04-20      | 6.0000%  | 0.0000% | $1252675.68        | $1290210.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4901 C      | 2056-02-20      | 5.5000%  | 0.0000% | $2054682.78        | $2092089.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3945 C      | 2056-02-20      | 6.5000%  | 0.0000% | $1860832.85        | $1951470.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3279 C      | 2056-02-20      | 6.0000%  | 0.0000% | $27034.39          | $27683.44          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1928        | 2061-03-15      | 5.5300%  | 0.0000% | $190004.89         | $195681.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9409 C      | 2056-04-20      | 5.5000%  | 0.0000% | $2471924.66        | $2513526.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0600 C      | 2055-12-20      | 6.0000%  | 0.0000% | $1049176.73        | $1074365.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6484 C      | 2066-02-20      | 5.5000%  | 0.0000% | $4244087.94        | $4292171.57        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1575        | 2061-01-15      | 5.4400%  | 0.0000% | $162723.74         | $168413.74         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1558        | 2060-11-15      | 5.4000%  | 0.0000% | $187584.04         | $193668.15         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6757        | 2060-12-15      | 5.2500%  | 0.0000% | $262.06            | $267.67            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6744        | 2060-10-15      | 5.3400%  | 0.0000% | $165624.37         | $170291.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  | 0.0000% | $2058323.41        | $1922452.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4936  | 2056-02-01      | 5.5000%  | 0.0000% | $1613716.92        | $1633511.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9338  | 2054-10-01      | 6.0000%  | 0.0000% | $737208.22         | $768519.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3882  | 2052-06-01      | 5.0000%  | 0.0000% | $535479.78         | $532225.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  | 0.0000% | $41420.58          | $40599.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  | 0.0000% | $416697.12         | $385632.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  | 0.0000% | $29259.64          | $25992.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4173  | 2035-03-01      | 5.5000%  | 0.0000% | $30092.60          | $31129.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  | 0.0000% | $1642.81           | $1721.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  | 0.0000% | $13272.55          | $13680.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  | 0.0000% | $2.73              | $2.88              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  | 0.0000% | $5856.06           | $6064.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003171 M      | 2031-12-20      | 5.5000%  | 0.0000% | $3250.55           | $3324.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  | 0.0000% | $2331.02           | $2383.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  | 0.0000% | $33.73             | $32.64             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  | 0.0000% | $24773.03          | $24313.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8080 C      | 2056-04-20      | 5.0000%  | 0.0000% | $41640.50          | $41715.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3856 C      | 2056-04-20      | 6.0000%  | 0.0000% | $1737.57           | $1813.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3710 C      | 2056-03-20      | 6.0000%  | 0.0000% | $13593.71          | $13911.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3610 C      | 2056-04-20      | 6.0000%  | 0.0000% | $674999.93         | $690714.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  | 0.0000% | $1462070.00        | $1505877.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5257 C      | 2056-01-20      | 6.0000%  | 0.0000% | $770005.30         | $788282.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  | 0.0000% | $2257148.82        | $2359108.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  | 0.0000% | $964190.96         | $1011211.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  | 0.0000% | $38836.86          | $38713.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0934 M      | 2056-02-20      | 4.0000%  | 0.0000% | $1560.98           | $1459.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  | 0.0000% | $875042.58         | $903933.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  | 0.0000% | $207526.60         | $214822.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  | 0.0000% | $602702.18         | $632435.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  | 0.0000% | $154245.02         | $136973.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  | 0.0000% | $60782.29          | $53976.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  | 0.0000% | $359808.27         | $319965.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  | 0.0000% | $6328.55           | $5910.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  | 0.0000% | $121364.05         | $112224.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  | 0.0000% | $11772.70          | $11090.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  | 0.0000% | $5264.93           | $5526.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  | 0.0000% | $29950.95          | $31527.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2412  | 2056-04-01      | 6.5000%  | 0.0000% | $464.72            | $493.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  | 0.0000% | $3984733.25        | $4142063.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  | 0.0000% | $966640.38         | $1019637.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  | 0.0000% | $3039329.76        | $2326231.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  | 0.0000% | $11656.45          | $12064.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  | 0.0000% | $4563.17           | $4655.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  | 0.0000% | $23761.29          | $21744.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  | 0.0000% | $164909.73         | $146750.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  | 0.0000% | $304079.76         | $290066.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  | 0.0000% | $110124.22         | $102564.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  | 0.0000% | $231464.34         | $221479.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  | 0.0000% | $272823.01         | $288887.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  | 0.0000% | $7769.95           | $7959.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4603  | 2048-02-01      | 4.0000%  | 0.0000% | $81652.84          | $77882.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  | 0.0000% | $446668.54         | $427313.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  | 0.0000% | $1837.47           | $1640.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  | 0.0000% | $5529.64           | $5157.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  | 0.0000% | $3244.27           | $3337.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  | 0.0000% | $10894.75          | $11164.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  | 0.0000% | $4360.70           | $4544.28           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6860        | 2060-12-15      | 5.6300%  | 0.0000% | $163667.50         | $171386.10         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5809        | 2067-09-15      | 5.6000%  | 0.0000% | $1010406.98        | $1040474.78        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8938        | 2059-12-15      | 5.4800%  | 0.0000% | $11542.36          | $11953.05          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  | 0.0000% | $757080.96         | $780969.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  | 0.0000% | $9825.70           | $9667.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  | 0.0000% | $254.69            | $238.84            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7582        | 2060-04-15      | 5.7400%  | 0.0000% | $7945.39           | $8144.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  | 0.0000% | $62230.51          | $61944.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  | 0.0000% | $188622.78         | $154902.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  | 0.0000% | $19985.10          | $20556.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783976 M      | 2043-04-20      | 3.5000%  | 0.0000% | $19392.50          | $18168.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8416  | 2053-01-01      | 5.5000%  | 0.0000% | $5039558.41        | $5107771.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  | 0.0000% | $243148.14         | $238551.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  | 0.0000% | $2768.52           | $2933.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782379 X      | 2038-08-15      | 6.0000%  | 0.0000% | $1906.95           | $2018.18           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689844 X      | 2038-09-15      | 6.5000%  | 0.0000% | $1896.33           | $1934.07           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS3813        | 2066-02-15      | 5.6900%  | 0.0000% | $9913.55           | $10303.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M      | 2047-01-20      | 2.5000%  | 0.0000% | $47191.84          | $41300.12          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  | 0.0000% | $1894.23           | $1978.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5400 M      | 2048-08-20      | 5.0000%  | 0.0000% | $16.91             | $17.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  | 0.0000% | $123158.54         | $123539.93         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  | 0.0000% | $3730.70           | $3961.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  | 0.0000% | $270487.17         | $249970.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  | 0.0000% | $10036.16          | $10394.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  | 0.0000% | $42573.17          | $40796.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  | 0.0000% | $36571.64          | $36785.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4719 M      | 2047-09-20      | 3.5000%  | 0.0000% | $9771.43           | $9063.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711729 X      | 2043-03-15      | 2.5000%  | 0.0000% | $4553.29           | $3961.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3737 M      | 2046-06-20      | 4.0000%  | 0.0000% | $67558.50          | $65061.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650  | 2043-07-01      | 3.5000%  | 0.0000% | $178844.42         | $167848.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  | 0.0000% | $29240.92          | $29477.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  | 0.0000% | $1779.93           | $1823.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CJ9437 C      | 2049-08-20      | 5.5000%  | 0.0000% | $398493.34         | $405000.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  | 0.0000% | $22731.48          | $21200.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  | 0.0000% | $1510729.27        | $1528674.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M      | 2056-02-20      | 5.5000%  | 0.0000% | $3139378.81        | $3161481.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  | 0.0000% | $30584.20          | $30243.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR4569 C      | 2056-04-20      | 5.0000%  | 0.0000% | $1013664.40        | $1022262.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  | 0.0000% | $10792.76          | $10166.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  | 0.0000% | $197.64            | $200.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  | 0.0000% | $4173679.74        | $3427555.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  | 0.0000% | $2232.26           | $2086.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  | 0.0000% | $1486200.97        | $1575755.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  | 0.0000% | $70467.57          | $70051.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  | 0.0000% | $47919.75          | $44611.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  | 0.0000% | $408838.23         | $366514.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0488 M      | 2055-07-20      | 7.0000%  | 0.0000% | $797.65            | $826.98            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0418        | 2061-03-15      | 4.9800%  | 0.0000% | $1305250.28        | $1298166.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1954  | 2038-02-01      | 6.0000%  | 0.0000% | $8877.30           | $9344.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  | 0.0000% | $44018.65          | $43699.39          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK1404        | 2060-10-15      | 5.5300%  | 0.0000% | $110072.19         | $114072.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  | 0.0000% | $24409692.03       | $25111063.84       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  | 0.0000% | $188777.27         | $195069.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  | 0.0000% | $31121.86          | $29065.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  | 0.0000% | $6741.37           | $6771.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  | 0.0000% | $14942.84          | $14018.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  | 0.0000% | $82822.86          | $79181.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  | 0.0000% | $18429.76          | $17662.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  | 0.0000% | $215098.40         | $205507.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  | 0.0000% | $28933.80          | $26028.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  | 0.0000% | $23648.29          | $22073.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  | 0.0000% | $114546.12         | $106977.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  | 0.0000% | $21812.93          | $20482.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  | 0.0000% | $114916.77         | $107129.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  | 0.0000% | $9928.34           | $9272.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  | 0.0000% | $409163.24         | $406745.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  | 0.0000% | $2375.87           | $2422.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  | 0.0000% | $52261.83          | $48808.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  | 0.0000% | $106936.52         | $99724.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M      | 2052-04-20      | 2.0000%  | 0.0000% | $197.34            | $162.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  | 0.0000% | $323940.53         | $305729.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7420 M      | 2051-06-20      | 3.5000%  | 0.0000% | $134.45            | $123.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7588 M      | 2051-09-20      | 2.0000%  | 0.0000% | $32545.69          | $26727.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  | 0.0000% | $176.51            | $151.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M      | 2051-11-20      | 2.0000%  | 0.0000% | $187.17            | $153.71            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7240        | 2060-04-15      | 5.5200%  | 0.0000% | $97328.60          | $100387.60         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7244        | 2060-05-15      | 5.5900%  | 0.0000% | $97157.52          | $101824.00         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001        | 2060-01-15      | 5.6400%  | 0.0000% | $71416.16          | $74447.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  | 0.0000% | $60758.74          | $63968.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $150652.07         | $132339.81         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  | 0.0000% | $11802.66          | $11955.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  | 0.0000% | $21940236.38       | $21862080.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  | 0.0000% | $24883.87          | $24460.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  | 0.0000% | $43937.72          | $41377.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  | 0.0000% | $193117.29         | $171369.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $11542343.68       | $11705674.26       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648165 X      | 2038-11-15      | 6.0000%  | 0.0000% | $1516.97           | $1586.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783379 X      | 2041-08-15      | 4.0000%  | 0.0000% | $21561.52          | $20701.46          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X      | 2039-12-15      | 5.5000%  | 0.0000% | $3110.90           | $3249.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X      | 2038-11-15      | 6.0000%  | 0.0000% | $2925.66           | $3106.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  | 0.0000% | $297711.09         | $310427.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  | 0.0000% | $1098017.41        | $1138883.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  | 0.0000% | $323746.95         | $289448.11         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  | 0.0000% | $1291.84           | $1344.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M      | 2041-10-20      | 6.0000%  | 0.0000% | $11808.95          | $12434.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  | 0.0000% | $2.45              | $2.64              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  | 0.0000% | $53616.93          | $49418.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $2725303.13        | $2436629.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M      | 2049-03-20      | 5.0000%  | 0.0000% | $75592.02          | $76593.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  | 0.0000% | $96941.45          | $98488.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  | 0.0000% | $385741.22         | $333173.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M      | 2047-11-20      | 3.5000%  | 0.0000% | $5937.20           | $5485.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  | 0.0000% | $666539.40         | $600283.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M      | 2047-10-20      | 3.0000%  | 0.0000% | $554612.67         | $499992.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4721 M      | 2047-09-20      | 4.5000%  | 0.0000% | $149752.39         | $148246.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  | 0.0000% | $72374.69          | $65128.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M      | 2047-07-20      | 4.5000%  | 0.0000% | $39474.80          | $38998.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3453 M      | 2046-02-20      | 3.0000%  | 0.0000% | $130759.95         | $118235.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M      | 2045-03-20      | 2.5000%  | 0.0000% | $69585.68          | $61228.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0935 M      | 2043-04-20      | 4.0000%  | 0.0000% | $6622.73           | $6349.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  | 0.0000% | $100276.35         | $94240.66          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5947 X      | 2042-12-15      | 2.5000%  | 0.0000% | $33464.08          | $29114.04          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779384 X      | 2042-06-15      | 3.5000%  | 0.0000% | $24982.45          | $23223.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0109  | 2056-04-01      | 4.5000%  | 0.0000% | $6820973.60        | $6582253.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  | 0.0000% | $46906.21          | $45021.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  | 0.0000% | $3358.42           | $3244.42           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.1927%  | 0.0000% | $1130514.90        | $1080273.10        | Agency Mortgage-Backed Securities         |
| FMAC FREM MTG TR 2018-KF43 | 2028-02-25      | 12.5167% | 0.0000% | $2659568.21        | $2590380.68        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3667% | 0.0000% | $2555292.62        | $2422909.26        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2667% | 0.0000% | $118297.49         | $110539.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  | 0.0000% | $61689.99          | $60540.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1489 C      | 2056-04-20      | 6.0000%  | 0.0000% | $1248622.75        | $1278259.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348  | 2045-01-01      | 4.0000%  | 0.0000% | $2810488.58        | $2696855.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5168 C      | 2064-10-20      | 7.5000%  | 0.0000% | $123055.35         | $127942.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  | 0.0000% | $1197927.91        | $1203436.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4276 C      | 2056-01-20      | 6.0000%  | 0.0000% | $265.50            | $272.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  | 0.0000% | $4369.79           | $4340.20           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1566        | 2060-11-15      | 5.3700%  | 0.0000% | $188363.98         | $194058.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  | 0.0000% | $5171.57           | $4735.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760  | 2046-02-01      | 3.5000%  | 0.0000% | $41481.39          | $38665.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  | 0.0000% | $7170.78           | $6936.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M      | 2052-03-20      | 2.5000%  | 0.0000% | $117103550.55      | $100483499.03      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1568.41           | $1572.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4264 M      | 2047-02-20      | 4.5000%  | 0.0000% | $1528.21           | $1511.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3062 C      | 2066-02-20      | 6.0000%  | 0.0000% | $260.89            | $268.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0846 C      | 2056-04-20      | 6.0000%  | 0.0000% | $211050.47         | $215964.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5258 C      | 2056-01-20      | 6.5000%  | 0.0000% | $491677.21         | $515626.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  | 0.0000% | $301139.51         | $283184.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  | 0.0000% | $1652.63           | $1482.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  | 0.0000% | $2196426.83        | $2150844.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  | 0.0000% | $9139.68           | $9012.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  | 0.0000% | $129980.10         | $118980.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  | 0.0000% | $3747.98           | $3431.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  | 0.0000% | $1847.97           | $1744.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  | 0.0000% | $92442.73          | $95141.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  | 0.0000% | $4117.46           | $4156.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  | 0.0000% | $2323.27           | $2396.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  | 0.0000% | $204.95            | $207.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M      | 2055-01-20      | 7.0000%  | 0.0000% | $1545.03           | $1611.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  | 0.0000% | $247.68            | $239.82            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3744 X      | 2047-09-15      | 4.5000%  | 0.0000% | $32838.16          | $32500.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  | 0.0000% | $7202.04           | $7551.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  | 0.0000% | $15371.09          | $15630.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891  | 2055-12-01      | 5.5000%  | 0.0000% | $473976.64         | $482368.19         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3882        | 2059-11-15      | 4.9800%  | 0.0000% | $21477.52          | $21641.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0558 M      | 2055-08-20      | 6.5000%  | 0.0000% | $25362.47          | $26668.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  | 0.0000% | $11055.94          | $10601.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  | 0.0000% | $56995.32          | $53502.04          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7374        | 2061-03-15      | 5.1500%  | 0.0000% | $812966.75         | $835732.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  | 0.0000% | $11459.69          | $10699.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  | 0.0000% | $23287.74          | $24514.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  | 0.0000% | $5664.74           | $5170.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  | 0.0000% | $12429.63          | $11559.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  | 0.0000% | $17098.80          | $15960.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  | 0.0000% | $20434.75          | $19079.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  | 0.0000% | $19792.79          | $18485.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  | 0.0000% | $20719.82          | $19350.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  | 0.0000% | $1256533.65        | $1146607.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  | 0.0000% | $328033.76         | $309124.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  | 0.0000% | $21528.87          | $21331.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  | 0.0000% | $187388.61         | $176896.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  | 0.0000% | $1.30              | $1.33              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704178 X      | 2039-01-15      | 5.5000%  | 0.0000% | $6852.22           | $7157.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X      | 2038-11-15      | 6.0000%  | 0.0000% | $4704.51           | $4905.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 686781 X      | 2038-06-15      | 5.5000%  | 0.0000% | $7420.77           | $7729.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  | 0.0000% | $11592.12          | $12337.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652947 X      | 2036-02-15      | 6.0000%  | 0.0000% | $6263.38           | $6503.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  | 0.0000% | $38518.41          | $36739.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100  | 2037-12-01      | 3.5000%  | 0.0000% | $13483.12          | $12976.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  | 0.0000% | $15165.09          | $14317.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  | 0.0000% | $72.25             | $69.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  | 0.0000% | $15810.99          | $14737.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  | 0.0000% | $5360.14           | $5046.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  | 0.0000% | $2892.53           | $2759.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  | 0.0000% | $634654.36         | $630906.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  | 0.0000% | $105963.60         | $99655.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  | 0.0000% | $5577.70           | $5890.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  | 0.0000% | $29843.46          | $32277.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  | 0.0000% | $10224.66          | $10058.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  | 0.0000% | $272641.18         | $245263.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  | 0.0000% | $5826.03           | $5433.58           | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9846%  | 0.0000% | $7398456.02        | $4823134.65        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  | 0.0000% | $3135.29           | $3318.22           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676843 X      | 2038-05-15      | 6.0000%  | 0.0000% | $2187.60           | $2315.29           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687836 X      | 2038-08-15      | 6.0000%  | 0.0000% | $3652.84           | $3872.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  | 0.0000% | $109115.41         | $107620.86         | Agency Mortgage-Backed Securities         |

### Security 141: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GPF11, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GPF11_3.66_0507
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-068 FA      | 2056-04-20      | 4.7988%  | 0.0000% | $6944444.44        | $7069659.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5901%  | 0.0000% | $24632323.96       | $24523745.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 QT      | 2056-03-20      | 4.5000%  | 0.0000% | $304.57            | $298.44            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  | 0.0000% | $41456053.95       | $42777470.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  | 0.0000% | $14991271.31       | $14830879.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7401%  | 0.0000% | $21179506.26       | $21299439.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  | 0.0000% | $12719635.47       | $12711389.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  | 0.0000% | $9020275.36        | $9015272.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0996 M      | 2056-03-20      | 5.0000%  | 0.0000% | $818712.02         | $816113.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M      | 2055-02-20      | 5.0000%  | 0.0000% | $854876.28         | $852162.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  | 0.0000% | $6589891.96        | $6756111.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9012 C      | 2053-03-20      | 7.0000%  | 0.0000% | $824417.36         | $862622.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3557 C      | 2066-03-20      | 6.0000%  | 0.0000% | $1037578.77        | $1068668.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1173 C      | 2056-02-20      | 6.0000%  | 0.0000% | $1066555.70        | $1108843.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9397 C      | 2056-04-20      | 6.0000%  | 0.0000% | $70363.61          | $72854.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9347 C      | 2066-03-20      | 6.5000%  | 0.0000% | $809762.22         | $853132.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8744 C      | 2056-01-20      | 6.5000%  | 0.0000% | $969719.38         | $1006713.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  | 0.0000% | $279.29            | $289.03            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6817        | 2061-03-15      | 4.0800%  | 0.0000% | $861090.38         | $801803.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4402 C      | 2056-02-20      | 6.0000%  | 0.0000% | $290.82            | $298.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3024 C      | 2056-01-20      | 6.0000%  | 0.0000% | $625359.23         | $640297.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1299 C      | 2056-02-20      | 6.0000%  | 0.0000% | $283.81            | $297.81            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1564        | 2060-11-15      | 5.4100%  | 0.0000% | $282.80            | $292.18            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1560        | 2060-11-15      | 5.4000%  | 0.0000% | $181882.50         | $187781.68         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6438        | 2060-11-15      | 5.0300%  | 0.0000% | $280.22            | $281.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5099 C      | 2055-09-20      | 6.5000%  | 0.0000% | $643322.19         | $681373.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  | 0.0000% | $15771.28          | $14769.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  | 0.0000% | $104157.15         | $107023.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  | 0.0000% | $1.37              | $1.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8750  | 2053-03-01      | 6.0000%  | 0.0000% | $189.87            | $198.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT2077  | 2046-08-01      | 3.5000%  | 0.0000% | $26486.36          | $24842.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  | 0.0000% | $76.87             | $74.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS4189  | 2035-06-01      | 6.5000%  | 0.0000% | $2110.64           | $2243.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  | 0.0000% | $13.75             | $13.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4792  | 2043-01-01      | 3.0000%  | 0.0000% | $7367.32           | $6745.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632  | 2028-06-01      | 2.5000%  | 0.0000% | $9243.64           | $9119.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7933  | 2037-08-01      | 5.5000%  | 0.0000% | $126.14            | $127.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004426 M      | 2039-04-20      | 6.0000%  | 0.0000% | $902.82            | $953.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004425 M      | 2039-04-20      | 5.5000%  | 0.0000% | $6217.33           | $6469.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003443 M      | 2033-09-20      | 5.5000%  | 0.0000% | $273.65            | $279.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  | 0.0000% | $55.14             | $57.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003284 M      | 2032-09-20      | 5.5000%  | 0.0000% | $1803.93           | $1830.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M      | 2032-11-20      | 5.5000%  | 0.0000% | $3076.70           | $3186.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002686 M      | 2028-12-20      | 5.5000%  | 0.0000% | $88.35             | $89.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002589 M      | 2028-05-20      | 6.0000%  | 0.0000% | $9.07              | $9.29              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY6960 X      | 2047-01-15      | 4.5000%  | 0.0000% | $97232.12          | $95429.05          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  | 0.0000% | $29.19             | $28.24             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU8925 X      | 2046-08-15      | 4.5000%  | 0.0000% | $28028.16          | $27590.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6700 X      | 2047-02-15      | 4.5000%  | 0.0000% | $81954.91          | $80939.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2093 C      | 2056-04-20      | 5.0000%  | 0.0000% | $2595697.78        | $2595409.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8068 C      | 2056-04-20      | 5.5000%  | 0.0000% | $1071.11           | $1092.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6297 C      | 2056-04-20      | 6.0000%  | 0.0000% | $900431.94         | $930675.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5889 C      | 2065-10-20      | 7.0000%  | 0.0000% | $214014.19         | $224451.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6210 C      | 2055-12-20      | 6.0000%  | 0.0000% | $815766.71         | $834758.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  | 0.0000% | $186.69            | $160.21            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X      | 2038-02-15      | 6.0000%  | 0.0000% | $3385.47           | $3513.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9568  | 2045-05-01      | 3.5000%  | 0.0000% | $10089.23          | $9422.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406  | 2045-04-01      | 3.5000%  | 0.0000% | $8236.67           | $7692.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C      | 2056-01-20      | 6.0000%  | 0.0000% | $1385.26           | $1451.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M      | 2052-05-20      | 2.0000%  | 0.0000% | $27272383.84       | $22396930.08       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4541 C      | 2056-02-20      | 5.5000%  | 0.0000% | $1111263.97        | $1146446.10        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  | 0.0000% | $2329.96           | $2472.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2826  | 2035-02-01      | 5.5000%  | 0.0000% | $4241.70           | $4350.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3160 C      | 2056-01-20      | 6.0000%  | 0.0000% | $2401330.02        | $2457233.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M      | 2056-04-20      | 5.0000%  | 0.0000% | $13832960.00       | $13807020.13       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X      | 2039-12-15      | 6.0000%  | 0.0000% | $3878.01           | $4117.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783584 M      | 2041-07-20      | 4.5000%  | 0.0000% | $1769.70           | $1754.54           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783551 X      | 2040-12-15      | 6.0000%  | 0.0000% | $2095.23           | $2217.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  | 0.0000% | $2664.39           | $2783.17           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782415 X      | 2038-10-15      | 6.5000%  | 0.0000% | $134.25            | $148.07            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X      | 2038-06-15      | 5.5000%  | 0.0000% | $3959.41           | $4135.92           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  | 0.0000% | $151845.59         | $161546.14         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7951        | 2060-07-15      | 5.9900%  | 0.0000% | $151845.59         | $161546.14         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6452        | 2060-06-15      | 4.8300%  | 0.0000% | $130781.57         | $129820.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0415        | 2061-02-15      | 5.2300%  | 0.0000% | $1213352.28        | $1224776.06        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3005        | 2060-04-15      | 5.7000%  | 0.0000% | $191640.40         | $201107.38         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4200        | 2059-12-15      | 5.5900%  | 0.0000% | $41986.34          | $43656.01          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778        | 2060-05-15      | 5.6800%  | 0.0000% | $74396.49          | $77695.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB2257 X      | 2047-08-15      | 4.5000%  | 0.0000% | $50118.02          | $48854.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9485 M      | 2054-02-20      | 4.0000%  | 0.0000% | $16236812.44       | $15293928.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  | 0.0000% | $665.78            | $678.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M      | 2051-07-20      | 2.0000%  | 0.0000% | $11781632.78       | $9675443.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6931 M      | 2050-10-20      | 2.5000%  | 0.0000% | $3372.85           | $2896.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6410 M      | 2050-01-20      | 3.5000%  | 0.0000% | $10944.97          | $10094.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  | 0.0000% | $16.10             | $16.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  | 0.0000% | $35.47             | $32.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4322 M      | 2047-03-20      | 4.0000%  | 0.0000% | $109258.50         | $104403.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1449 M      | 2043-11-20      | 4.0000%  | 0.0000% | $52815.09          | $50960.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0319 M      | 2042-08-20      | 4.0000%  | 0.0000% | $19283.29          | $18606.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2412  | 2056-04-01      | 6.5000%  | 0.0000% | $7674.52           | $8150.82           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782131 X      | 2036-12-15      | 5.5000%  | 0.0000% | $133.05            | $138.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782088 X      | 2036-05-15      | 6.0000%  | 0.0000% | $84.18             | $89.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782579 X      | 2039-02-15      | 5.5000%  | 0.0000% | $8241.77           | $8580.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  | 0.0000% | $10795.12          | $10342.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 753314 X      | 2040-12-15      | 4.0000%  | 0.0000% | $32625.92          | $31294.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  | 0.0000% | $86457.81          | $89675.62          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X      | 2046-07-15      | 5.0000%  | 0.0000% | $11288.74          | $11579.74          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550764 X      | 2035-12-15      | 5.5000%  | 0.0000% | $613.89            | $633.08            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X      | 2039-03-15      | 5.0000%  | 0.0000% | $14357.62          | $14670.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 743173 X      | 2040-12-15      | 4.5000%  | 0.0000% | $41.14             | $40.54             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  | 0.0000% | $7966.87           | $8083.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 730133 X      | 2040-05-15      | 5.0000%  | 0.0000% | $2743.57           | $2787.64           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723240 X      | 2039-10-15      | 5.0000%  | 0.0000% | $2987.31           | $3065.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  | 0.0000% | $5228.94           | $5415.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  | 0.0000% | $23708.58          | $23517.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004522 M      | 2039-08-20      | 6.0000%  | 0.0000% | $7790.11           | $8226.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2351  | 2053-02-01      | 5.0000%  | 0.0000% | $205.65            | $204.09            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  | 0.0000% | $3512.38           | $3662.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 716792 X      | 2039-04-15      | 4.5000%  | 0.0000% | $74.47             | $74.23             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726832 X      | 2039-10-15      | 5.0000%  | 0.0000% | $32269.86          | $33110.74          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X      | 2039-11-15      | 5.0000%  | 0.0000% | $5030.60           | $5161.68           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782858 X      | 2039-11-15      | 6.0000%  | 0.0000% | $1333.21           | $1415.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  | 0.0000% | $97.34             | $99.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  | 0.0000% | $3530452.25        | $3174818.03        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783391 X      | 2040-07-15      | 6.0000%  | 0.0000% | $1385.53           | $1470.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  | 0.0000% | $31.57             | $29.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M      | 2048-04-20      | 3.0000%  | 0.0000% | $45967.58          | $41124.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787344 C      | 2054-04-20      | 5.5000%  | 0.0000% | $57619.88          | $59260.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003432 M      | 2033-08-20      | 6.5000%  | 0.0000% | $196.74            | $206.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003626 M      | 2034-10-20      | 6.5000%  | 0.0000% | $313.92            | $331.05            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X      | 2052-02-15      | 4.0000%  | 0.0000% | $7780.61           | $7319.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  | 0.0000% | $281.11            | $296.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  | 0.0000% | $60408.57          | $63137.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507  | 2045-10-01      | 3.5000%  | 0.0000% | $2357.23           | $2201.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3540 C      | 2066-03-20      | 6.0000%  | 0.0000% | $485546.26         | $500094.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  | 0.0000% | $19825154.40       | $19762224.96       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3765 X      | 2047-03-15      | 4.5000%  | 0.0000% | $12054.75          | $11835.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9250  | 2045-03-01      | 3.5000%  | 0.0000% | $26.31             | $24.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $2144195.95        | $1725758.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C      | 2055-03-20      | 6.5000%  | 0.0000% | $521774.25         | $560726.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP4331 C      | 2066-02-20      | 6.0000%  | 0.0000% | $1368652.68        | $1408996.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  | 0.0000% | $2540147.23        | $2532084.24        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8124        | 2060-12-15      | 5.7900%  | 0.0000% | $193899.44         | $205293.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  | 0.0000% | $278.57            | $288.61            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6877        | 2064-05-15      | 6.0100%  | 0.0000% | $5034.72           | $5230.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ8216 C      | 2056-04-20      | 5.0000%  | 0.0000% | $280.00            | $279.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  | 0.0000% | $34.60             | $30.98             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2266        | 2060-03-15      | 5.6900%  | 0.0000% | $276.78            | $289.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  | 0.0000% | $28774.91          | $25796.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  | 0.0000% | $279191.40         | $290428.39         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  | 0.0000% | $1414725.00        | $1481275.63        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6755        | 2060-12-15      | 5.2500%  | 0.0000% | $276.90            | $282.83            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP3520        | 2061-04-15      | 5.1500%  | 0.0000% | $556474.17         | $563769.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4263 M      | 2047-02-20      | 4.0000%  | 0.0000% | $162789.54         | $155426.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  | 0.0000% | $44.36             | $40.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M      | 2055-09-20      | 5.0000%  | 0.0000% | $360.21            | $359.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  | 0.0000% | $231573.99         | $233110.66         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.1927%  | 0.0000% | $1854315.92        | $1771907.31        | Agency Mortgage-Backed Securities         |
| FMAC FREM MTG TR 2018-KF43 | 2028-02-25      | 12.5167% | 0.0000% | $3006.58           | $2928.36           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6758        | 2060-12-15      | 5.2500%  | 0.0000% | $200750.68         | $205050.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  | 0.0000% | $185305.39         | $171665.51         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699113 X      | 2038-09-15      | 6.0000%  | 0.0000% | $2437.44           | $2560.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696189 X      | 2038-08-15      | 5.5000%  | 0.0000% | $2244.22           | $2342.56           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X      | 2038-12-15      | 6.0000%  | 0.0000% | $1468.25           | $1547.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  | 0.0000% | $1439.21           | $1496.44           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  | 0.0000% | $6585.76           | $6913.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618681 X      | 2036-10-15      | 6.5000%  | 0.0000% | $4055.79           | $4310.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  | 0.0000% | $89889.66          | $92820.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  | 0.0000% | $2.57              | $2.78              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M      | 2037-09-20      | 6.5000%  | 0.0000% | $27037.81          | $29574.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003965 M      | 2037-03-20      | 5.5000%  | 0.0000% | $379.34            | $391.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  | 0.0000% | $4.46              | $4.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  | 0.0000% | $1241340.48        | $1262861.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  | 0.0000% | $42930.24          | $40440.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  | 0.0000% | $405696.59         | $387147.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189  | 2048-02-01      | 3.5000%  | 0.0000% | $48.03             | $44.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY6023  | 2045-09-01      | 3.5000%  | 0.0000% | $70693.09          | $65930.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  | 0.0000% | $34575.16          | $32379.89          | Agency Mortgage-Backed Securities         |

### Security 142: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GSLH3, C.4 - ISIN: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1GSLH3_3.66_0507
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNAR XX.XXX HXBS8202 | 2028-04-01      | 4.1400%  | 0.0000% | $627330.81         | $628061.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4202 | 2053-11-01      | 7.0000%  | 0.0000% | $105.45            | $113.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICA2897 | 2034-01-01      | 4.5000%  | 0.0000% | $36.94             | $37.22             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  | 0.0000% | $169.96            | $174.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | 0.0000% | $127.66            | $133.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $90.95             | $77.26             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $157.13            | $126.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ4669 | 2055-08-01      | 4.5000%  | 0.0000% | $196.57            | $190.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5735 | 2056-01-01      | 5.0000%  | 0.0000% | $197.79            | $196.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4120 | 2050-02-01      | 3.0000%  | 0.0000% | $196.31            | $176.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7899 | 2056-02-01      | 5.0000%  | 0.0000% | $278605.78         | $277706.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1770 | 2036-12-01      | 2.0000%  | 0.0000% | $189.63            | $174.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA4269 | 2056-01-01      | 5.0000%  | 0.0000% | $199.27            | $198.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6944 | 2056-01-01      | 5.5000%  | 0.0000% | $199.54            | $201.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6293 | 2054-03-01      | 5.5000%  | 0.0000% | $298202.67         | $307280.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  | 0.0000% | $25.27             | $24.61             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  | 0.0000% | $55663.46          | $44815.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIQO3060 | 2040-02-01      | 4.0000%  | 0.0000% | $166.92            | $162.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CNRD5282 | 2035-11-01      | 5.5000%  | 0.0000% | $182.16            | $186.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0379 | 2055-12-01      | 6.5000%  | 0.0000% | $199.23            | $210.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIFA4942 | 2040-08-01      | 6.0000%  | 0.0000% | $190.71            | $197.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7986 | 2031-03-01      | 3.0000%  | 0.0000% | $41.93             | $40.92             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4970 | 2053-11-01      | 7.0000%  | 0.0000% | $136.42            | $147.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2205 | 2054-08-01      | 5.5000%  | 0.0000% | $180.67            | $185.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  | 0.0000% | $154.03            | $160.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | 0.0000% | $154.32            | $135.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $154.10            | $153.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2455 | 2056-03-01      | 5.5000%  | 0.0000% | $200.00            | $202.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1540 | 2056-04-01      | 5.0000%  | 0.0000% | $200.00            | $198.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1043 | 2056-04-01      | 5.0000%  | 0.0000% | $201.60            | $200.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0591 | 2056-04-01      | 5.0000%  | 0.0000% | $200.00            | $199.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0203 | 2056-04-01      | 5.0000%  | 0.0000% | $199.74            | $198.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9737 | 2056-03-01      | 5.5000%  | 0.0000% | $199.76            | $203.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9736 | 2056-04-01      | 5.5000%  | 0.0000% | $199.67            | $203.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA8679 | 2056-03-01      | 5.5000%  | 0.0000% | $204.60            | $211.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $182.78            | $181.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $39.20             | $37.25             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0034 | 2054-06-01      | 6.5000%  | 0.0000% | $164.95            | $173.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3795 | 2056-01-01      | 5.5000%  | 0.0000% | $164328.80         | $167283.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3729 | 2056-01-01      | 4.5000%  | 0.0000% | $199.16            | $193.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3464 | 2055-12-01      | 4.5000%  | 0.0000% | $199.15            | $192.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2959 | 2056-01-01      | 5.0000%  | 0.0000% | $199.35            | $197.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  | 0.0000% | $199.32            | $197.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2021 | 2055-12-01      | 5.0000%  | 0.0000% | $199.20            | $197.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA1970 | 2055-12-01      | 5.0000%  | 0.0000% | $199.20            | $197.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA1989 | 2055-12-01      | 5.5000%  | 0.0000% | $198.61            | $204.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0978 | 2055-12-01      | 6.5000%  | 0.0000% | $176.90            | $186.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0630 | 2055-11-01      | 5.5000%  | 0.0000% | $199.03            | $204.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6193 | 2056-03-01      | 5.0000%  | 0.0000% | $197.20            | $196.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  | 0.0000% | $203.11            | $196.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | 0.0000% | $192.64            | $196.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRJ4655 | 2055-08-01      | 4.0000%  | 0.0000% | $191.54            | $180.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3255 | 2055-01-01      | 5.5000%  | 0.0000% | $178.66            | $182.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | 0.0000% | $187.58            | $186.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  | 0.0000% | $181.42            | $180.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2924 | 2054-11-01      | 6.0000%  | 0.0000% | $134.57            | $138.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  | 0.0000% | $179.96            | $182.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $161.92            | $163.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  | 0.0000% | $174.01            | $177.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1221 | 2054-04-01      | 6.0000%  | 0.0000% | $156.44            | $163.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $2008859.10        | $2032042.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1768 | 2054-06-01      | 5.5000%  | 0.0000% | $172.93            | $176.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG0693 | 2056-01-01      | 5.5000%  | 0.0000% | $199.37            | $203.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB1472 | 2032-01-01      | 2.5000%  | 0.0000% | $134.33            | $130.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4294 | 2056-02-01      | 5.0000%  | 0.0000% | $201.23            | $199.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTRB5399 | 2046-05-01      | 4.5000%  | 0.0000% | $200.00            | $195.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5509 | 2055-04-01      | 6.5000%  | 0.0000% | $201.60            | $212.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL5006 | 2052-05-01      | 2.5000%  | 0.0000% | $200.00            | $170.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2769 | 2055-05-01      | 6.5000%  | 0.0000% | $193.39            | $203.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4828 | 2055-09-01      | 5.5000%  | 0.0000% | $193.48            | $198.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  | 0.0000% | $7390033.73        | $7716986.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3631 | 2040-05-01      | 4.5000%  | 0.0000% | $189.53            | $188.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1732 | 2056-05-01      | 5.0000%  | 0.0000% | $201.60            | $200.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF7774 | 2055-12-01      | 4.5000%  | 0.0000% | $199.21            | $192.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4154 | 2056-02-01      | 5.5000%  | 0.0000% | $203.01            | $206.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $4504247.29        | $4722762.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CNSA0045 | 2032-09-01      | 2.5000%  | 0.0000% | $104.75            | $99.87             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3RSF1003 | 2036-09-01      | 2.0000%  | 0.0000% | $140.34            | $127.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3447 | 2049-11-01      | 4.0000%  | 0.0000% | $51.43             | $49.16             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8672 | 2032-10-01      | 2.5000%  | 0.0000% | $23.30             | $22.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0316 | 2053-11-01      | 6.5000%  | 0.0000% | $127.09            | $134.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0267 | 2053-11-01      | 6.0000%  | 0.0000% | $174.69            | $181.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  | 0.0000% | $105.74            | $110.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  | 0.0000% | $183.84            | $183.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB0644 | 2056-04-01      | 6.0000%  | 0.0000% | $200.00            | $209.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3591 | 2055-12-01      | 5.0000%  | 0.0000% | $338423.19         | $337426.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9903 | 2056-01-01      | 5.0000%  | 0.0000% | $199.38            | $197.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  | 0.0000% | $333963.01         | $344891.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTSC0086 | 2040-10-01      | 2.5000%  | 0.0000% | $100.18            | $90.36             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKMA5132 | 2053-08-01      | 6.0000%  | 0.0000% | $83.67             | $84.96             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $157.54            | $133.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5889 | 2045-11-01      | 4.5000%  | 0.0000% | $193.15            | $189.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5696 | 2045-03-01      | 7.0000%  | 0.0000% | $88.52             | $93.88             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  | 0.0000% | $96510.59          | $102353.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5611 | 2055-12-01      | 5.5000%  | 0.0000% | $193.83            | $197.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA6785 | 2056-02-01      | 6.5000%  | 0.0000% | $199.67            | $209.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $19.45             | $17.96             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  | 0.0000% | $24899.63          | $26212.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  | 0.0000% | $4598283.58        | $4281459.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888283 | 2034-08-01      | 5.0000%  | 0.0000% | $63851.11          | $64361.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  | 0.0000% | $197.12            | $201.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  | 0.0000% | $186.69            | $195.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO2833 | 2039-12-01      | 5.5000%  | 0.0000% | $162.52            | $168.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0634 | 2055-04-01      | 6.5000%  | 0.0000% | $198.01            | $209.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2527 | 2055-05-01      | 6.5000%  | 0.0000% | $117.66            | $125.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  | 0.0000% | $7286250.73        | $7575480.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA1654 | 2056-01-01      | 4.5000%  | 0.0000% | $198.89            | $192.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK5563 | 2028-06-01      | 2.5000%  | 0.0000% | $10.69             | $10.56             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  | 0.0000% | $170.06            | $155.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH0408 | 2053-09-01      | 5.5000%  | 0.0000% | $193.63            | $196.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $157.40            | $160.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  | 0.0000% | $164.56            | $175.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  | 0.0000% | $196.87            | $172.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5140 | 2056-02-01      | 5.5000%  | 0.0000% | $199.36            | $204.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4224 | 2056-04-01      | 5.0000%  | 0.0000% | $199.88            | $198.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2051 | 2052-04-01      | 3.5000%  | 0.0000% | $157.73            | $143.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8047 | 2033-05-01      | 3.5000%  | 0.0000% | $30.22             | $29.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  | 0.0000% | $82240.30          | $84971.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $161.35            | $147.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 RIBM3158 | 2032-10-01      | 2.5000%  | 0.0000% | $22.25             | $21.32             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9502 | 2054-11-01      | 6.0000%  | 0.0000% | $1327.52           | $1389.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  | 0.0000% | $200.31            | $195.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3590 | 2056-04-01      | 5.0000%  | 0.0000% | $199.80            | $197.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4144 | 2055-01-01      | 5.5000%  | 0.0000% | $192.73            | $194.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  | 0.0000% | $25195.18          | $25533.62          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5123 | 2032-10-01      | 4.5000%  | 0.0000% | $93146.13          | $93370.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CNRD5102 | 2032-06-01      | 3.0000%  | 0.0000% | $89458.73          | $86525.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | 0.0000% | $181.08            | $182.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4493 | 2056-03-01      | 5.0000%  | 0.0000% | $203.22            | $201.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4374 | 2055-04-01      | 5.0000%  | 0.0000% | $195.04            | $194.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4371 | 2054-08-01      | 5.5000%  | 0.0000% | $192.01            | $193.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3421 | 2055-12-01      | 5.5000%  | 0.0000% | $8619839.84        | $8830134.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  | 0.0000% | $194.19            | $170.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3183 | 2055-09-01      | 5.5000%  | 0.0000% | $184.05            | $185.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3120 | 2055-10-01      | 6.0000%  | 0.0000% | $190.21            | $195.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $156.38            | $155.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  | 0.0000% | $163.20            | $153.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $148.97            | $148.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1309 | 2038-07-01      | 2.0000%  | 0.0000% | $164.49            | $150.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0913 | 2037-08-01      | 2.5000%  | 0.0000% | $139.85            | $131.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1780 | 2040-08-01      | 6.0000%  | 0.0000% | $172.13            | $178.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1772 | 2036-06-01      | 2.0000%  | 0.0000% | $189.73            | $174.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0328 | 2034-06-01      | 3.0000%  | 0.0000% | $34.37             | $33.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  | 0.0000% | $56.76             | $54.58             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0229 | 2035-01-01      | 2.5000%  | 0.0000% | $49.00             | $46.31             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  | 0.0000% | $145.63            | $136.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZT2437 | 2035-02-01      | 3.5000%  | 0.0000% | $138.14            | $134.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  | 0.0000% | $37.27             | $36.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1336 | 2032-02-01      | 3.0000%  | 0.0000% | $5.70              | $5.63              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1324 | 2031-02-01      | 3.0000%  | 0.0000% | $20.37             | $20.07             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  | 0.0000% | $17.13             | $16.82             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $16.27             | $15.98             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8676 | 2032-11-01      | 3.0000%  | 0.0000% | $24.06             | $23.34             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  | 0.0000% | $17.05             | $16.63             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  | 0.0000% | $22.49             | $22.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0752 | 2054-03-01      | 5.5000%  | 0.0000% | $93770.12          | $95157.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3094 | 2053-12-01      | 7.0000%  | 0.0000% | $173627.08         | $186956.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2491 | 2048-10-01      | 4.5000%  | 0.0000% | $22.60             | $22.20             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $1262.59           | $1204.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  | 0.0000% | $179.97            | $181.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIRR0039 | 2040-11-01      | 5.5000%  | 0.0000% | $246924.59         | $253329.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  | 0.0000% | $22.42             | $21.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $23368.70          | $23206.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE0147 | 2055-05-01      | 7.0000%  | 0.0000% | $175967.48         | $189243.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3961 | 2055-04-01      | 5.5000%  | 0.0000% | $181.49            | $186.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0055 | 2055-10-01      | 5.0000%  | 0.0000% | $196.65            | $194.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2608 | 2051-07-01      | 3.0000%  | 0.0000% | $67779.00          | $59451.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9683 | 2056-01-01      | 5.0000%  | 0.0000% | $199.08            | $197.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3611 | 2055-12-01      | 5.0000%  | 0.0000% | $198.88            | $196.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5058 | 2056-01-01      | 5.5000%  | 0.0000% | $199.05            | $203.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7863 | 2032-03-01      | 3.0000%  | 0.0000% | $24.12             | $23.54             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM4370 | 2035-09-01      | 1.5000%  | 0.0000% | $91.20             | $82.33             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI7576 | 2054-06-01      | 6.5000%  | 0.0000% | $162.29            | $169.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0095 | 2051-04-01      | 3.0000%  | 0.0000% | $138.00            | $121.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI7659 | 2054-06-01      | 7.0000%  | 0.0000% | $144.44            | $155.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5841 | 2045-07-01      | 7.0000%  | 0.0000% | $103.93            | $110.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6839 | 2055-12-01      | 5.5000%  | 0.0000% | $199.23            | $202.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9433 | 2056-05-01      | 5.5000%  | 0.0000% | $200.00            | $203.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5787 | 2056-01-01      | 6.0000%  | 0.0000% | $192.68            | $198.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV6831 | 2056-01-01      | 6.0000%  | 0.0000% | $198.36            | $210.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA6042 | 2046-04-01      | 5.0000%  | 0.0000% | $199.05            | $198.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  | 0.0000% | $13.29             | $13.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $34.28             | $34.52             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $121.69            | $125.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $137.64            | $110.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  | 0.0000% | $180.72            | $179.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1781 | 2055-06-01      | 6.5000%  | 0.0000% | $120.36            | $125.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1549 | 2037-03-01      | 2.0000%  | 0.0000% | $170.60            | $156.71            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004923 M     | 2041-01-20      | 4.5000%  | 0.0000% | $1240133.23        | $1229895.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2350 | 2050-09-01      | 2.0000%  | 0.0000% | $100.58            | $82.09             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBO4657 | 2049-11-01      | 2.5000%  | 0.0000% | $60.94             | $51.78             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN9152 | 2051-04-01      | 3.0000%  | 0.0000% | $175.18            | $153.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $5835.35           | $5622.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ1652 | 2047-11-01      | 3.5000%  | 0.0000% | $55.34             | $51.16             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0262 | 2058-05-01      | 3.0000%  | 0.0000% | $3044553.15        | $2640165.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  | 0.0000% | $52.17             | $49.17             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF4667 | 2055-10-01      | 6.0000%  | 0.0000% | $411461.87         | $429991.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4188 | 2055-07-01      | 7.0000%  | 0.0000% | $198.67            | $211.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  | 0.0000% | $164960.90         | $175791.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | 0.0000% | $170.89            | $170.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9823 | 2055-05-01      | 7.0000%  | 0.0000% | $170394.93         | $183565.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4101 | 2055-03-01      | 6.5000%  | 0.0000% | $152374.34         | $160838.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  | 0.0000% | $296828.37         | $311839.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2864 | 2055-02-01      | 6.5000%  | 0.0000% | $212875.24         | $225316.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDC2926 | 2039-09-01      | 5.0000%  | 0.0000% | $180.79            | $183.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0670 | 2054-01-01      | 6.5000%  | 0.0000% | $174.94            | $184.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4992 | 2056-02-01      | 6.0000%  | 0.0000% | $199.38            | $208.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4847 | 2055-12-01      | 5.5000%  | 0.0000% | $199.41            | $203.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  | 0.0000% | $201.60            | $210.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $153.45            | $144.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  | 0.0000% | $157.38            | $132.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $130.76            | $117.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8501 | 2028-09-01      | 2.5000%  | 0.0000% | $7.57              | $7.45              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0094 | 2053-10-01      | 6.0000%  | 0.0000% | $141.07            | $145.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $170.65            | $181.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0104 | 2053-11-01      | 6.5000%  | 0.0000% | $104795.57         | $111234.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL849985 | 2036-02-01      | 6.0000%  | 0.0000% | $29871.70          | $31797.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $162.78            | $148.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  | 0.0000% | $164.62            | $144.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $162.23            | $130.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $159.68            | $140.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  | 0.0000% | $165.95            | $133.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $153.23            | $129.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $143.11            | $123.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  | 0.0000% | $112.04            | $94.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  | 0.0000% | $106.87            | $90.56             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $91.62             | $77.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $153.23            | $148.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3891 | 2040-01-01      | 3.5000%  | 0.0000% | $31.50             | $30.04             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3869 | 2039-12-01      | 3.5000%  | 0.0000% | $31.75             | $30.32             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $107.11            | $98.33             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7069 | 2030-01-01      | 3.0000%  | 0.0000% | $16.47             | $16.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0634 | 2055-12-01      | 5.5000%  | 0.0000% | $198.20            | $202.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0800 | 2055-12-01      | 5.0000%  | 0.0000% | $191.79            | $191.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0799 | 2055-12-01      | 5.0000%  | 0.0000% | $191.69            | $191.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2674 | 2050-03-01      | 4.0000%  | 0.0000% | $43.90             | $41.83             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1149 | 2047-11-01      | 3.5000%  | 0.0000% | $40.48             | $37.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5484 | 2056-04-01      | 5.5000%  | 0.0000% | $200.00            | $204.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA5478 | 2053-07-01      | 4.0000%  | 0.0000% | $201.60            | $190.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5495 | 2056-01-01      | 5.5000%  | 0.0000% | $204.80            | $207.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5492 | 2055-04-01      | 6.5000%  | 0.0000% | $204.80            | $218.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA5111 | 2054-10-01      | 6.0000%  | 0.0000% | $193.73            | $198.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5108 | 2055-08-01      | 6.5000%  | 0.0000% | $190.81            | $199.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4805 | 2056-03-01      | 5.5000%  | 0.0000% | $4766558.69        | $4851253.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4188 | 2056-01-01      | 5.0000%  | 0.0000% | $199.36            | $199.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  | 0.0000% | $194.72            | $165.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIRR0036 | 2040-11-01      | 4.0000%  | 0.0000% | $20323.07          | $19841.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $164.06            | $168.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0024 | 2040-09-01      | 4.5000%  | 0.0000% | $176.84            | $175.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  | 0.0000% | $405.95            | $423.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0111 | 2056-04-01      | 5.5000%  | 0.0000% | $198.31            | $200.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  | 0.0000% | $19970876.80       | $19271936.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $270.02            | $267.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRQ0079 | 2055-12-01      | 7.0000%  | 0.0000% | $157.13            | $166.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $79648.26          | $80380.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $187.80            | $185.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $190.42            | $183.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $192.64            | $190.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6306 | 2056-01-01      | 5.0000%  | 0.0000% | $679442.43         | $672168.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6057 | 2056-02-01      | 5.5000%  | 0.0000% | $200.99            | $205.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $135.71            | $114.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $4894581.23        | $3741889.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $131.56            | $106.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $452960.98         | $463461.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $80.39             | $68.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  | 0.0000% | $130.83            | $134.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0146 | 2055-04-01      | 6.5000%  | 0.0000% | $146.05            | $153.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9842 | 2055-04-01      | 6.5000%  | 0.0000% | $169.04            | $178.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  | 0.0000% | $330.62            | $352.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4587 | 2055-02-01      | 6.0000%  | 0.0000% | $189.13            | $196.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA6058 | 2041-05-01      | 3.5000%  | 0.0000% | $200.00            | $192.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CJMA6049 | 2041-03-01      | 5.0000%  | 0.0000% | $198.24            | $197.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | 0.0000% | $190.96            | $189.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  | 0.0000% | $188.03            | $187.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5874 | 2045-09-01      | 7.0000%  | 0.0000% | $144.63            | $153.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3041 | 2053-05-01      | 5.0000%  | 0.0000% | $158.22            | $157.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  | 0.0000% | $4091020.05        | $3982137.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $142.06            | $141.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  | 0.0000% | $5252415.66        | $4548822.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  | 0.0000% | $113.71            | $101.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  | 0.0000% | $56728.33          | $52584.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8242 | 2038-07-01      | 4.5000%  | 0.0000% | $117.81            | $117.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $118.36            | $111.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8107 | 2036-06-01      | 2.0000%  | 0.0000% | $105.56            | $96.91             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8092 | 2036-03-01      | 1.5000%  | 0.0000% | $103.64            | $93.24             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8031 | 2035-02-01      | 2.5000%  | 0.0000% | $36.39             | $34.34             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1593 | 2040-06-01      | 6.0000%  | 0.0000% | $140.65            | $145.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB1546 | 2037-02-01      | 3.5000%  | 0.0000% | $175.99            | $169.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $154.37            | $158.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA5676 | 2055-04-01      | 7.0000%  | 0.0000% | $23008797.30       | $24401862.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  | 0.0000% | $128.84            | $130.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5219 | 2038-12-01      | 5.5000%  | 0.0000% | $93.61             | $96.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $148.98            | $150.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  | 0.0000% | $172.19            | $166.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $2938842.57        | $3028037.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTZA5796 | 2038-11-01      | 4.5000%  | 0.0000% | $25.12             | $25.26             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | 0.0000% | $70.28             | $66.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  | 0.0000% | $160.62            | $141.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9473 | 2054-10-01      | 5.0000%  | 0.0000% | $654281.41         | $651787.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7007 | 2053-09-01      | 5.5000%  | 0.0000% | $156.15            | $159.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $9905544.27        | $10371759.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  | 0.0000% | $7030519.57        | $7415975.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  | 0.0000% | $2582617.70        | $2582663.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  | 0.0000% | $67.97             | $65.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2424 | 2036-09-01      | 3.0000%  | 0.0000% | $30.66             | $29.08             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2383 | 2035-06-01      | 3.0000%  | 0.0000% | $21.99             | $20.94             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $132.20            | $136.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $138.62            | $140.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $159.85            | $128.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $156.77            | $125.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $124.20            | $105.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9054 | 2032-11-01      | 3.0000%  | 0.0000% | $70.28             | $68.21             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7819 | 2030-11-01      | 3.0000%  | 0.0000% | $36.68             | $35.93             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7477 | 2030-06-01      | 3.0000%  | 0.0000% | $28.41             | $27.78             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0549 | 2055-04-01      | 6.0000%  | 0.0000% | $197.53            | $206.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  | 0.0000% | $87.04             | $78.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7699 | 2048-11-01      | 3.0000%  | 0.0000% | $109.72            | $98.43             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  | 0.0000% | $82.50             | $76.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM5504 | 2050-04-01      | 5.0000%  | 0.0000% | $117359.50         | $116327.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4783 | 2050-12-01      | 2.0000%  | 0.0000% | $148.05            | $118.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2445 | 2050-02-01      | 3.0000%  | 0.0000% | $49.24             | $43.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  | 0.0000% | $106.36            | $93.46             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  | 0.0000% | $29.84             | $28.40             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7899 | 2032-11-01      | 3.0000%  | 0.0000% | $36.33             | $35.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $197.50            | $200.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF9336 | 2056-01-01      | 6.5000%  | 0.0000% | $196.84            | $206.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  | 0.0000% | $198.91            | $192.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | 0.0000% | $177.57            | $182.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $175.76            | $175.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  | 0.0000% | $319214.70         | $310152.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9134 | 2054-09-01      | 5.0000%  | 0.0000% | $181.03            | $179.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $178.42            | $172.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9049 | 2056-03-01      | 5.0000%  | 0.0000% | $199.80            | $198.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0222 | 2034-11-01      | 3.0000%  | 0.0000% | $50.62             | $48.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9977 | 2050-02-01      | 4.0000%  | 0.0000% | $117.22            | $111.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $160.08            | $164.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5057 | 2055-10-01      | 4.5000%  | 0.0000% | $182.35            | $177.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  | 0.0000% | $138.04            | $140.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9102 | 2055-04-01      | 6.0000%  | 0.0000% | $171.20            | $176.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  | 0.0000% | $190.70            | $193.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1157 | 2055-04-01      | 5.0000%  | 0.0000% | $189.56            | $187.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  | 0.0000% | $196.11            | $195.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA0017 | 2055-12-01      | 4.5000%  | 0.0000% | $198.99            | $192.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  | 0.0000% | $27779.16          | $25532.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  | 0.0000% | $138.15            | $112.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  | 0.0000% | $9330.42           | $8197.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK8958 | 2032-09-01      | 3.0000%  | 0.0000% | $43.32             | $42.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  | 0.0000% | $4248482.01        | $4226796.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA5181 | 2056-02-01      | 6.5000%  | 0.0000% | $199.56            | $212.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9834 | 2056-03-01      | 5.5000%  | 0.0000% | $199.82            | $202.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  | 0.0000% | $173.39            | $178.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9297 | 2056-05-01      | 5.0000%  | 0.0000% | $200.00            | $198.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $161.13            | $160.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM7144 | 2034-01-01      | 4.0000%  | 0.0000% | $69.95             | $69.31             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2520 | 2055-09-01      | 6.0000%  | 0.0000% | $6792668.22        | $7113773.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5497 | 2055-04-01      | 6.5000%  | 0.0000% | $201.60            | $215.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8473 | 2056-01-01      | 5.0000%  | 0.0000% | $199.25            | $198.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6768 | 2053-07-01      | 5.5000%  | 0.0000% | $169.84            | $171.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | 0.0000% | $44996.73          | $45654.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  | 0.0000% | $4372857.21        | $4466556.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  | 0.0000% | $5393906.08        | $5817656.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  | 0.0000% | $21878.41          | $22565.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  | 0.0000% | $5340646.50        | $5100687.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | 0.0000% | $50.07             | $46.59             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5089 | 2054-11-01      | 5.5000%  | 0.0000% | $204.80            | $210.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5102 | 2055-02-01      | 6.0000%  | 0.0000% | $208.00            | $213.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5100 | 2055-12-01      | 6.0000%  | 0.0000% | $200.00            | $205.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4998 | 2056-04-01      | 5.5000%  | 0.0000% | $201.60            | $206.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4991 | 2056-04-01      | 5.0000%  | 0.0000% | $208.00            | $206.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL4925 | 2054-05-01      | 4.5000%  | 0.0000% | $201.60            | $196.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4058 | 2056-01-01      | 5.0000%  | 0.0000% | $197.91            | $197.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3801 | 2055-12-01      | 5.0000%  | 0.0000% | $209169.12         | $208875.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  | 0.0000% | $112.02            | $117.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6728 | 2053-07-01      | 5.0000%  | 0.0000% | $168.21            | $167.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6716 | 2053-07-01      | 4.5000%  | 0.0000% | $154.28            | $150.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $168.76            | $171.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB7083 | 2053-09-01      | 4.5000%  | 0.0000% | $185.08            | $178.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  | 0.0000% | $148.74            | $155.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5717 | 2053-02-01      | 6.5000%  | 0.0000% | $128.78            | $139.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  | 0.0000% | $5769428.69        | $6264289.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL4301 | 2042-04-01      | 4.5000%  | 0.0000% | $309738.25         | $307908.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  | 0.0000% | $110568.32         | $116407.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5178 | 2049-12-01      | 3.0000%  | 0.0000% | $67.94             | $60.65             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4124 | 2040-09-01      | 4.5000%  | 0.0000% | $191.92            | $191.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4471 | 2053-11-01      | 7.0000%  | 0.0000% | $82.74             | $88.97             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  | 0.0000% | $144.83            | $147.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7210 | 2030-07-01      | 3.0000%  | 0.0000% | $15.14             | $14.87             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0444 | 2053-12-01      | 6.5000%  | 0.0000% | $152.53            | $161.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1085 | 2055-05-01      | 5.0000%  | 0.0000% | $201.40            | $200.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5498 | 2055-12-01      | 5.5000%  | 0.0000% | $195.26            | $201.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4903 | 2056-02-01      | 5.0000%  | 0.0000% | $199.79            | $197.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA8650 | 2056-02-01      | 6.5000%  | 0.0000% | $150.43            | $156.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2595 | 2056-01-01      | 5.5000%  | 0.0000% | $203.95            | $206.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1717 | 2055-12-01      | 6.0000%  | 0.0000% | $197.30            | $205.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1170 | 2033-01-01      | 3.0000%  | 0.0000% | $125.57            | $123.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  | 0.0000% | $157.03            | $137.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  | 0.0000% | $122.60            | $124.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4056 | 2036-07-01      | 2.5000%  | 0.0000% | $137.22            | $129.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8026 | 2033-05-01      | 3.5000%  | 0.0000% | $24.59             | $24.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  | 0.0000% | $28.46             | $27.35             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8063 | 2035-09-01      | 3.0000%  | 0.0000% | $49.67             | $47.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.400 MYAM1508 | 2030-12-01      | 3.4000%  | 0.0000% | $88876.42          | $85356.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7077 | 2029-12-01      | 3.0000%  | 0.0000% | $12.34             | $12.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $159.13            | $139.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1989 | 2033-01-01      | 3.5000%  | 0.0000% | $36.13             | $35.56             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $141.29            | $140.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU5148 | 2054-10-01      | 6.5000%  | 0.0000% | $385761.65         | $408768.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7288 | 2030-04-01      | 3.0000%  | 0.0000% | $31.97             | $31.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8089 | 2036-02-01      | 2.0000%  | 0.0000% | $92.93             | $85.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $115.18            | $92.96             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7504 | 2031-08-01      | 3.0000%  | 0.0000% | $21.61             | $21.07             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS8176 | 2033-04-01      | 4.3850%  | 0.0000% | $208.20            | $205.91            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS6524 | 2032-10-01      | 3.5700%  | 0.0000% | $206.80            | $196.30            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS4111 | 2032-01-01      | 1.9800%  | 0.0000% | $7528296.40        | $6670258.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ5895 | 2050-11-01      | 3.0000%  | 0.0000% | $177.52            | $155.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $152.26            | $151.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB3877 | 2052-06-01      | 5.0000%  | 0.0000% | $135.37            | $134.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $144.28            | $137.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3375 | 2052-04-01      | 3.5000%  | 0.0000% | $167.24            | $152.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | 0.0000% | $161.63            | $135.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1920 | 2051-06-01      | 3.0000%  | 0.0000% | $146.74            | $128.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  | 0.0000% | $136.63            | $115.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0988 | 2051-07-01      | 2.5000%  | 0.0000% | $137.01            | $117.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  | 0.0000% | $1661888.10        | $1482855.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8868 | 2051-02-01      | 3.0000%  | 0.0000% | $121.75            | $109.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7752 | 2050-11-01      | 3.0000%  | 0.0000% | $111.53            | $100.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  | 0.0000% | $91.45             | $77.81             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $117.90            | $95.69             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA8632 | 2056-03-01      | 6.0000%  | 0.0000% | $370326.73         | $379979.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8336 | 2056-01-01      | 5.0000%  | 0.0000% | $199.80            | $197.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8353 | 2056-03-01      | 5.0000%  | 0.0000% | $191.10            | $189.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7894 | 2056-03-01      | 5.0000%  | 0.0000% | $199.78            | $197.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA7725 | 2056-03-01      | 6.0000%  | 0.0000% | $199.84            | $205.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7615 | 2056-03-01      | 5.0000%  | 0.0000% | $199.79            | $198.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7566 | 2056-02-01      | 6.5000%  | 0.0000% | $199.68            | $211.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA7515 | 2056-02-01      | 4.5000%  | 0.0000% | $197.49            | $190.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7212 | 2056-02-01      | 6.5000%  | 0.0000% | $199.62            | $210.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7065 | 2056-02-01      | 5.0000%  | 0.0000% | $199.60            | $198.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6568 | 2056-02-01      | 5.0000%  | 0.0000% | $199.39            | $197.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7118 | 2056-03-01      | 6.5000%  | 0.0000% | $199.68            | $209.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA6021 | 2056-01-01      | 6.0000%  | 0.0000% | $199.66            | $206.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLTA5125 | 2056-02-01      | 7.0000%  | 0.0000% | $199.63            | $213.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5000 | 2056-02-01      | 5.5000%  | 0.0000% | $206.18            | $208.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4274 | 2055-10-01      | 6.0000%  | 0.0000% | $146.90            | $151.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4270 | 2055-11-01      | 5.5000%  | 0.0000% | $197.78            | $201.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4102 | 2056-01-01      | 5.5000%  | 0.0000% | $198.37            | $201.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  | 0.0000% | $11.75             | $11.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM8851 | 2036-09-01      | 1.5000%  | 0.0000% | $110.46            | $99.43             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1535 | 2055-08-01      | 6.0000%  | 0.0000% | $198.30            | $204.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7971 | 2055-06-01      | 6.0000%  | 0.0000% | $198.26            | $206.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6922 | 2056-02-01      | 5.0000%  | 0.0000% | $333517.98         | $330470.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ8416 | 2055-11-01      | 5.0000%  | 0.0000% | $197.89            | $196.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8561 | 2056-03-01      | 5.0000%  | 0.0000% | $199.80            | $198.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $143.40            | $140.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $150.93            | $132.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBX4574 | 2053-08-01      | 3.0000%  | 0.0000% | $169.33            | $148.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2866 | 2052-12-01      | 5.5000%  | 0.0000% | $129.64            | $133.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2368 | 2053-02-01      | 4.5000%  | 0.0000% | $152.23            | $147.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9008 | 2052-10-01      | 5.0000%  | 0.0000% | $154599.73         | $153467.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  | 0.0000% | $91425.38          | $95941.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5465 | 2035-03-01      | 3.0000%  | 0.0000% | $1351.80           | $1299.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  | 0.0000% | $149.30            | $126.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8694 | 2033-04-01      | 3.5000%  | 0.0000% | $18.17             | $17.84             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2427 | 2036-09-01      | 3.0000%  | 0.0000% | $35.83             | $33.95             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTBW2729 | 2046-02-01      | 5.5000%  | 0.0000% | $400.00            | $405.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBW2333 | 2052-06-01      | 3.5000%  | 0.0000% | $186.10            | $169.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8580 | 2052-04-01      | 3.5000%  | 0.0000% | $92.18             | $84.09             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBV6013 | 2055-08-01      | 6.5000%  | 0.0000% | $1408161.39        | $1468356.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5387 | 2052-04-01      | 3.0000%  | 0.0000% | $104027.91         | $92002.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  | 0.0000% | $196.81            | $201.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBT3861 | 2037-03-01      | 2.5000%  | 0.0000% | $51237.47          | $48459.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0998 | 2051-07-01      | 3.0000%  | 0.0000% | $150.23            | $132.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3QZA3107 | 2033-05-01      | 3.0000%  | 0.0000% | $42.49             | $40.69             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  | 0.0000% | $23.77             | $23.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  | 0.0000% | $58.01             | $51.55             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3718 | 2049-06-01      | 4.0000%  | 0.0000% | $40.38             | $38.51             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  | 0.0000% | $42.08             | $40.27             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5490 | 2030-11-01      | 3.9000%  | 0.0000% | $6503645.80        | $6404196.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG1232 C     | 2055-01-20      | 6.5000%  | 0.0000% | $196.17            | $209.92            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  | 0.0000% | $38205.95          | $38271.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  | 0.0000% | $192.25            | $191.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4010 | 2040-08-01      | 4.5000%  | 0.0000% | $188.16            | $187.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  | 0.0000% | $169.66            | $170.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO2567 | 2039-10-01      | 4.5000%  | 0.0000% | $123.14            | $122.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO2657 | 2039-11-01      | 5.0000%  | 0.0000% | $150.85            | $153.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI8565 | 2054-06-01      | 7.0000%  | 0.0000% | $140.72            | $151.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI7620 | 2054-06-01      | 5.5000%  | 0.0000% | $147.61            | $149.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6924 | 2045-01-01      | 4.0000%  | 0.0000% | $37.81             | $36.07             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2336 | 2034-02-01      | 3.0000%  | 0.0000% | $12.77             | $12.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2302 | 2033-06-01      | 3.0000%  | 0.0000% | $22.11             | $21.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  | 0.0000% | $17.21             | $16.84             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.550 6GZM8975 | 2037-06-01      | 5.5500%  | 0.0000% | $9.11              | $9.41              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9341 | 2033-03-01      | 3.0000%  | 0.0000% | $60.31             | $58.47             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9066 | 2032-11-01      | 3.0000%  | 0.0000% | $83.49             | $81.03             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9056 | 2032-11-01      | 3.0000%  | 0.0000% | $69.18             | $66.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2167 | 2052-06-01      | 4.5000%  | 0.0000% | $143.31            | $139.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  | 0.0000% | $116.39            | $106.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | 0.0000% | $142.63            | $125.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIRC2053 | 2036-05-01      | 2.5000%  | 0.0000% | $109.44            | $103.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $7287991.16        | $6146064.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4198 | 2053-11-01      | 7.0000%  | 0.0000% | $146.83            | $158.74            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U90454 G | 2042-06-01      | 4.0000%  | 0.0000% | $24.03             | $23.29             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  | 0.0000% | $163.99            | $154.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4047 | 2053-10-01      | 5.0000%  | 0.0000% | $5366940.35        | $5381569.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  | 0.0000% | $181.43            | $183.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  | 0.0000% | $170.38            | $176.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  | 0.0000% | $180.28            | $183.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1625 | 2055-05-01      | 6.0000%  | 0.0000% | $170.49            | $176.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1086 | 2054-06-01      | 6.5000%  | 0.0000% | $149.83            | $158.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7592 | 2031-12-01      | 3.0000%  | 0.0000% | $28.44             | $27.72             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  | 0.0000% | $22.37             | $21.83             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS6993 | 2029-07-01      | 2.5000%  | 0.0000% | $7.31              | $7.20              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZS3238 | 2040-12-01      | 4.5000%  | 0.0000% | $13.06             | $12.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3803 | 2030-06-01      | 3.0000%  | 0.0000% | $14.12             | $13.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3765 | 2030-02-01      | 3.0000%  | 0.0000% | $11.38             | $11.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  | 0.0000% | $7.70              | $7.61              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $16.43             | $15.57             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3400 | 2048-06-01      | 4.5000%  | 0.0000% | $14.96             | $14.20             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $33.67             | $31.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $181.56            | $179.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $159.42            | $160.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $175.93            | $174.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  | 0.0000% | $136.36            | $139.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0842 | 2054-05-01      | 5.0000%  | 0.0000% | $165.35            | $164.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7995 | 2055-11-01      | 5.5000%  | 0.0000% | $197.25            | $200.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4136 | 2055-09-01      | 5.5000%  | 0.0000% | $198.09            | $200.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1142 | 2055-08-01      | 6.0000%  | 0.0000% | $297867.02         | $308050.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY8526 | 2055-07-01      | 6.5000%  | 0.0000% | $179.86            | $191.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8133 | 2055-07-01      | 6.0000%  | 0.0000% | $119.14            | $122.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  | 0.0000% | $612534.35         | $619401.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  | 0.0000% | $184.02            | $190.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4413 | 2055-05-01      | 6.0000%  | 0.0000% | $122.46            | $125.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3251 | 2055-04-01      | 6.5000%  | 0.0000% | $128.88            | $135.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2554 | 2055-05-01      | 6.0000%  | 0.0000% | $182.99            | $193.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  | 0.0000% | $189.15            | $195.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2188 | 2055-04-01      | 6.5000%  | 0.0000% | $153.04            | $161.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1961 | 2055-04-01      | 5.0000%  | 0.0000% | $197.32            | $196.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1806 | 2055-04-01      | 5.5000%  | 0.0000% | $197.56            | $200.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY1058 | 2055-04-01      | 7.0000%  | 0.0000% | $196.29            | $213.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $122.44            | $125.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  | 0.0000% | $182.02            | $181.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  | 0.0000% | $192.14            | $154.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  | 0.0000% | $8784859.19        | $7187869.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  | 0.0000% | $186.96            | $172.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  | 0.0000% | $182.10            | $185.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $170.30            | $173.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFA1268 | 2036-10-01      | 1.5000%  | 0.0000% | $174.82            | $157.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $162.28            | $169.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $189.40            | $187.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0821 | 2051-07-01      | 2.0000%  | 0.0000% | $184.76            | $149.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9436 | 2056-05-01      | 5.5000%  | 0.0000% | $200.00            | $202.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA3213 | 2052-07-01      | 3.0000%  | 0.0000% | $192.89            | $169.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8941 | 2056-05-01      | 5.0000%  | 0.0000% | $200.00            | $199.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG6360 | 2056-03-01      | 5.0000%  | 0.0000% | $199.79            | $197.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $99.71             | $103.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  | 0.0000% | $88.41             | $92.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7563 | 2031-12-01      | 3.0000%  | 0.0000% | $11.10             | $10.87             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $162.45            | $142.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5311 | 2056-04-01      | 5.0000%  | 0.0000% | $200.00            | $197.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4165 | 2056-03-01      | 5.0000%  | 0.0000% | $199.77            | $198.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4158 | 2056-03-01      | 5.0000%  | 0.0000% | $199.80            | $198.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4146 | 2056-03-01      | 5.0000%  | 0.0000% | $199.80            | $198.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2918 | 2056-04-01      | 5.0000%  | 0.0000% | $199.82            | $198.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $158.84            | $133.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $138.56            | $143.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890897 | 2034-04-01      | 4.5000%  | 0.0000% | $28.89             | $29.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6852 | 2053-08-01      | 4.5000%  | 0.0000% | $3132423.73        | $3028959.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  | 0.0000% | $25.71             | $23.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | 0.0000% | $139.09            | $142.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6268 | 2053-09-01      | 6.5000%  | 0.0000% | $137.33            | $146.54            | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  | 0.0000% | $240.00            | $241.02            | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $120.00            | $120.42            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $174.66            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $80.00             | $77.79             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $120.00            | $108.85            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $40.00             | $37.77             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $20.00             | $17.51             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $20.00             | $14.17             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $300.00            | $212.54            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $20.00             | $17.36             | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $43.96             | $33.76             | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | 0.0000% | $40.00             | $35.67             | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $20.00             | $13.34             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $20.00             | $14.74             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $20.00             | $20.01             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $201.98            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $25.10             | $13.32             | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $25.41             | $14.40             | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $60.00             | $43.70             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $20.00             | $15.81             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $20.00             | $15.34             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $40.00             | $27.97             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $20.00             | $15.49             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $60.00             | $48.00             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $20.00             | $19.64             | U.S. Treasuries (including strips) |

### Security 143: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GVFR1, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GVFR1_3.67_0507
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-047 PT      | 2056-03-20      | 5.5000%  | 0.0000% | $7649139.18        | $7701310.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  | 0.0000% | $60171655.10       | $60858126.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  | 0.0000% | $918056.19         | $917461.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 CV      | 2039-01-20      | 4.5000%  | 0.0000% | $2770008.00        | $2714139.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 VF      | 2056-02-20      | 4.4901%  | 0.0000% | $17298888.46       | $17306712.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  | 0.0000% | $6264539.44        | $6213527.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.2901%  | 0.0000% | $6752704.53        | $6812820.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.2901%  | 0.0000% | $6389226.23        | $6449192.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4401%  | 0.0000% | $5062560.80        | $5079233.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 4.9901%  | 0.0000% | $9471993.22        | $9577446.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 4.9901%  | 0.0000% | $9447552.92        | $9541595.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 PA      | 2055-10-20      | 5.5000%  | 0.0000% | $1462943.54        | $1480588.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 EA      | 2052-09-20      | 4.5000%  | 0.0000% | $13262830.50       | $13085280.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 MT      | 2056-03-20      | 4.5000%  | 0.0000% | $1904575.56        | $1871771.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 TF      | 2054-03-20      | 4.6401%  | 0.0000% | $164875.02         | $165701.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3201%  | 0.0000% | $9563851.28        | $9656647.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-212 HK      | 2046-09-20      | 5.0000%  | 0.0000% | $1915384.62        | $1930245.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7257 M      | 2051-03-20      | 3.5000%  | 0.0000% | $79609.95          | $73402.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2891 M      | 2045-06-20      | 3.0000%  | 0.0000% | $144013.04         | $130283.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M      | 2045-05-20      | 3.0000%  | 0.0000% | $467452.32         | $423084.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M      | 2043-05-20      | 3.5000%  | 0.0000% | $30957.82          | $29137.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  | 0.0000% | $12120.11          | $11274.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802  | 2049-10-01      | 3.0000%  | 0.0000% | $28.11             | $24.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4439  | 2056-01-01      | 6.0000%  | 0.0000% | $5932571.03        | $6096199.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  | 0.0000% | $299.15            | $303.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939  | 2035-11-01      | 2.5000%  | 0.0000% | $21601.77          | $20399.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189  | 2048-02-01      | 3.5000%  | 0.0000% | $31.87             | $29.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  | 0.0000% | $123.98            | $113.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC4437  | 2046-04-01      | 3.5000%  | 0.0000% | $41237.49          | $38502.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  | 0.0000% | $52778.34          | $49291.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203  | 2045-11-01      | 3.5000%  | 0.0000% | $19291.25          | $18011.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242  | 2042-10-01      | 3.5000%  | 0.0000% | $85589.90          | $80602.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  | 0.0000% | $5355.30           | $5315.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9049  | 2050-04-01      | 3.0000%  | 0.0000% | $149563.92         | $132674.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL9562  | 2041-07-01      | 6.0000%  | 0.0000% | $52992.31          | $55788.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB8152  | 2037-05-01      | 1.5000%  | 0.0000% | $243104.65         | $217935.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  | 0.0000% | $16523.81          | $15942.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT1773  | 2049-02-01      | 5.5000%  | 0.0000% | $16956.62          | $17365.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0180  | 2044-08-01      | 3.5000%  | 0.0000% | $11323.85          | $10639.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4481  | 2042-04-01      | 3.5000%  | 0.0000% | $48981.09          | $46172.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2958  | 2038-07-01      | 5.5000%  | 0.0000% | $15210.94          | $15721.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4907  | 2047-05-01      | 4.0000%  | 0.0000% | $198503.09         | $190381.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1111  | 2041-10-01      | 3.5000%  | 0.0000% | $4282.94           | $4044.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  | 0.0000% | $12754.56          | $12641.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787344 C      | 2054-04-20      | 5.5000%  | 0.0000% | $420127.63         | $432087.21         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  | 0.0000% | $2.54              | $2.64              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X      | 2041-05-15      | 6.0000%  | 0.0000% | $1918.18           | $1981.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0697 C      | 2056-03-20      | 5.0000%  | 0.0000% | $584007.28         | $588916.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  | 0.0000% | $14094001.43       | $13642922.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB1060 M      | 2056-04-20      | 6.0000%  | 0.0000% | $2550059.95        | $2580054.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3509 C      | 2066-03-20      | 6.0000%  | 0.0000% | $1228.25           | $1265.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9396 C      | 2056-04-20      | 6.0000%  | 0.0000% | $1115132.33        | $1154951.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4444 C      | 2055-11-20      | 6.5000%  | 0.0000% | $617614.90         | $654779.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C      | 2055-11-20      | 5.5000%  | 0.0000% | $1227551.59        | $1248022.92        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156        | 2061-02-15      | 4.9300%  | 0.0000% | $372619.82         | $374222.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6337 C      | 2055-11-20      | 6.5000%  | 0.0000% | $783953.23         | $828760.95         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7245        | 2066-12-15      | 5.7400%  | 0.0000% | $304212.88         | $320771.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C      | 2054-06-20      | 7.0000%  | 0.0000% | $1155970.32        | $1223245.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  | 0.0000% | $275345.64         | $274471.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  | 0.0000% | $3865099.70        | $3918343.60        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD6024        | 2063-09-15      | 2.4100%  | 0.0000% | $54579.60          | $46321.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  | 0.0000% | $165.22            | $160.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7883 M      | 2052-02-20      | 3.5000%  | 0.0000% | $11625378.46       | $10634308.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  | 0.0000% | $188516.09         | $177696.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  | 0.0000% | $39632.51          | $35113.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660  | 2048-10-01      | 4.5000%  | 0.0000% | $3459.07           | $3395.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4596  | 2044-12-01      | 3.5000%  | 0.0000% | $3117.09           | $2911.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  | 0.0000% | $37229.22          | $37128.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4682  | 2046-10-01      | 3.0000%  | 0.0000% | $303652.16         | $273159.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  | 0.0000% | $727716.35         | $597623.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $3281180.72        | $2882342.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6489 C      | 2056-02-20      | 5.5000%  | 0.0000% | $2252397.79        | $2341060.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1983 C      | 2055-12-20      | 7.0000%  | 0.0000% | $214816.44         | $224902.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  | 0.0000% | $25489.59          | $25055.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $2428572.83        | $2462938.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  | 0.0000% | $416255.64         | $423796.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7342 C      | 2066-03-20      | 6.0000%  | 0.0000% | $1023.95           | $1054.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3507 C      | 2066-03-20      | 6.0000%  | 0.0000% | $1180876.59        | $1216259.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH5942  | 2053-12-01      | 5.5000%  | 0.0000% | $155.22            | $156.82            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1567        | 2060-11-15      | 5.3700%  | 0.0000% | $26171.03          | $26962.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  | 0.0000% | $2100164.02        | $2149056.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883  | 2043-12-01      | 3.5000%  | 0.0000% | $13880.34          | $13062.73          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DG      | 2058-11-16      | 4.0000%  | 0.0000% | $191341.27         | $184798.97         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DA      | 2058-11-16      | 4.5000%  | 0.0000% | $6786865.95        | $6678248.95        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  | 0.0000% | $4993096.05        | $4913186.54        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-013 AD      | 2058-04-16      | 4.0000%  | 0.0000% | $1909703.49        | $1821462.24        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-031 CA      | 2065-10-16      | 3.0000%  | 0.0000% | $20563124.98       | $18417643.91       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.1167%  | 0.0000% | $430035.64         | $405977.96         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-150 A       | 2062-07-16      | 1.4000%  | 0.0000% | $1062768.22        | $828134.26         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 HB      | 2067-01-16      | 4.5000%  | 0.0000% | $229211.20         | $192317.60         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 KL      | 2067-01-16      | 4.5000%  | 0.0000% | $3537617.31        | $3414865.52        | Agency Mortgage-Backed Securities         |

### Security 144: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GYEN5, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GYEN5_3.67_0507
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-047 VB      | 2039-01-20      | 4.5000%  | 0.0000% | $2923045.23        | $2873014.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8401%  | 0.0000% | $4058224.61        | $4084690.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-010 UH      | 2051-12-20      | 2.5000%  | 0.0000% | $98488.63          | $87185.57          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-098 KA      | 2048-10-20      | 3.5000%  | 0.0000% | $266394.67         | $254895.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0093 M      | 2054-12-20      | 6.0000%  | 0.0000% | $237897.60         | $244492.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0858 C      | 2056-02-20      | 6.0000%  | 0.0000% | $1595571.70        | $1632717.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  | 0.0000% | $1796259.42        | $1667317.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  | 0.0000% | $276342.52         | $276310.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  | 0.0000% | $144.81            | $146.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  | 0.0000% | $3197952.00        | $3095601.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786578 C      | 2053-03-20      | 5.0000%  | 0.0000% | $82389.48          | $82380.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3856 C      | 2056-04-20      | 6.0000%  | 0.0000% | $1145467.20        | $1195330.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5299 C      | 2055-12-20      | 7.0000%  | 0.0000% | $591117.81         | $629847.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M      | 2051-11-20      | 2.0000%  | 0.0000% | $2783526.45        | $2285918.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  | 0.0000% | $5684506.74        | $5879059.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4402 C      | 2056-02-20      | 6.0000%  | 0.0000% | $204.40            | $209.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M      | 2046-07-20      | 3.0000%  | 0.0000% | $1328025.67        | $1192720.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3311 M      | 2045-12-20      | 4.0000%  | 0.0000% | $17.60             | $16.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3106 M      | 2045-09-20      | 4.0000%  | 0.0000% | $249266.43         | $240204.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  | 0.0000% | $3962779.65        | $3950200.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  | 0.0000% | $198.31            | $203.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3160  | 2055-08-01      | 6.5000%  | 0.0000% | $3701209.40        | $3875943.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3062 C      | 2066-02-20      | 6.0000%  | 0.0000% | $198.67            | $204.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C      | 2055-12-20      | 7.0000%  | 0.0000% | $2025941.39        | $2119843.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2093 C      | 2056-04-20      | 5.0000%  | 0.0000% | $201.60            | $201.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8484 C      | 2056-04-20      | 6.0000%  | 0.0000% | $201.60            | $206.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8070 C      | 2053-04-20      | 6.0000%  | 0.0000% | $997.40            | $1021.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2262 C      | 2056-03-20      | 6.0000%  | 0.0000% | $663144.92         | $687829.38         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7370        | 2061-04-15      | 3.8300%  | 0.0000% | $213796.20         | $197534.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  | 0.0000% | $200.32            | $206.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  | 0.0000% | $4209838.58        | $4307845.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  | 0.0000% | $1580717.71        | $1634817.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M      | 2056-03-20      | 5.0000%  | 0.0000% | $201.24            | $200.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  | 0.0000% | $203.83            | $209.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M      | 2055-08-20      | 5.5000%  | 0.0000% | $27682.09          | $28016.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0342 M      | 2040-05-20      | 6.0000%  | 0.0000% | $29101.16          | $29792.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  | 0.0000% | $150.51            | $152.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0873 M      | 2056-01-20      | 6.0000%  | 0.0000% | $203.16            | $208.63            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1940        | 2061-04-15      | 5.0800%  | 0.0000% | $550422.80         | $556782.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9346 C      | 2066-03-20      | 5.5000%  | 0.0000% | $201.60            | $203.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  | 0.0000% | $72243.14          | $74761.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7342 C      | 2066-03-20      | 6.0000%  | 0.0000% | $203.88            | $209.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4277 C      | 2056-01-20      | 6.5000%  | 0.0000% | $204.23            | $211.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1299 C      | 2056-02-20      | 6.0000%  | 0.0000% | $3871607.33        | $4062672.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6639 C      | 2066-03-20      | 6.0000%  | 0.0000% | $175956.36         | $181228.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  | 0.0000% | $621906.55         | $624891.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  | 0.0000% | $159.65            | $171.57            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  | 0.0000% | $995675.40         | $1038080.88        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  | 0.0000% | $268891.10         | $252977.11         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7223 X      | 2047-08-15      | 5.0000%  | 0.0000% | $26583.72          | $26603.59          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  | 0.0000% | $11.81             | $11.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8425 M      | 2052-11-20      | 3.5000%  | 0.0000% | $3764766.55        | $3438585.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M      | 2052-08-20      | 4.5000%  | 0.0000% | $2129803.49        | $2077069.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M      | 2052-04-20      | 2.0000%  | 0.0000% | $150.28            | $123.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  | 0.0000% | $1697221.39        | $1517446.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M      | 2049-06-20      | 3.0000%  | 0.0000% | $2641607.86        | $2367970.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  | 0.0000% | $356341.73         | $319216.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  | 0.0000% | $60174.84          | $54208.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  | 0.0000% | $273738.42         | $246332.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5400 M      | 2048-08-20      | 5.0000%  | 0.0000% | $12.87             | $13.05             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-085 A       | 2065-10-16      | 3.5000%  | 0.0000% | $2953526.25        | $2643882.82        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-142 HA      | 2065-09-16      | 3.5000%  | 0.0000% | $5870843.40        | $5222980.83        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CV      | 2040-09-16      | 4.0000%  | 0.0000% | $3059166.31        | $2830182.27        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-031 AD      | 2057-02-16      | 3.6000%  | 0.0000% | $6109602.56        | $5604240.67        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3667% | 0.0000% | $1708.84           | $1620.31           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  | 0.0000% | $0.56              | $0.59              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700926 X      | 2038-11-15      | 5.5000%  | 0.0000% | $3.63              | $3.74              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  | 0.0000% | $1.05              | $1.11              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  | 0.0000% | $264.43            | $268.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 788330 C      | 2065-03-20      | 7.0000%  | 0.0000% | $188.48            | $197.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  | 0.0000% | $93522.62          | $97003.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  | 0.0000% | $12.79             | $11.43             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  | 0.0000% | $1.86              | $2.01              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW9856 X      | 2046-10-15      | 4.5000%  | 0.0000% | $16940.48          | $16570.07          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 775131 X      | 2041-09-15      | 4.0000%  | 0.0000% | $158957.56         | $152470.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  | 0.0000% | $1284.76           | $1362.17           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  | 0.0000% | $59345.84          | $58392.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  | 0.0000% | $41859.18          | $37698.24          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  | 0.0000% | $985973.62         | $879728.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M      | 2044-01-20      | 4.0000%  | 0.0000% | $20600.81          | $19877.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  | 0.0000% | $147.32            | $149.19            | Agency Mortgage-Backed Securities         |

### Security 145: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1H0ZS4, C.4 - ISIN: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: ARP1H0ZS4_3.66_0507
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLRQ0119 | 2056-05-01      | 5.5000%  | 0.0000% | $30452076.00       | $30778843.71       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | 0.0000% | $44469205.40       | $43981724.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0117 | 2056-05-01      | 4.5000%  | 0.0000% | $26221816.80       | $25304105.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4246 | 2056-02-01      | 5.0000%  | 0.0000% | $22572953.58       | $22506538.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $22433448.34       | $22639736.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8486 | 2054-05-01      | 5.5000%  | 0.0000% | $20442036.57       | $20764398.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0066 | 2041-03-01      | 4.5000%  | 0.0000% | $10686040.93       | $10628870.61       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6007 | 2056-03-01      | 5.0000%  | 0.0000% | $27856205.42       | $27602373.49       | Agency Mortgage-Backed Securities  |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $1120.00           | $819.48            | U.S. Treasuries (including strips) |

### Security 146: Societe Generale

- **C.1 - Title:** SG Americas Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1H6KN8, C.4 - ISIN: N/A, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1H6KN8_3.67_0501
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC103FM R09F103 | 2039-11-25      | 4.4596%  | 0.0000% | $20559.67          | $20597.57          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-027 FD     | 2037-05-20      | 4.0755%  | 0.0000% | $7.34              | $7.31              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-006 FA     | 2037-02-20      | 3.9255%  | 0.0000% | $36988.09          | $36462.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2005-08 F       | 2035-01-20      | 3.9755%  | 0.0000% | $28128.57          | $28022.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-66 F       | 2034-08-16      | 4.0789%  | 0.0000% | $5.84              | $5.83              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FP     | 2033-04-16      | 4.0289%  | 0.0000% | $30007.36          | $30031.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-46 FB      | 2033-06-16      | 3.9989%  | 0.0000% | $22691.58          | $22617.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-14 FB      | 2037-03-20      | 3.9755%  | 0.0000% | $30880.64          | $30449.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 PF     | 2032-03-16      | 4.0289%  | 0.0000% | $10305.27          | $10316.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FD     | 2027-12-16      | 3.9789%  | 0.0000% | $1192.08           | $1193.09           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-020 FA     | 2037-04-20      | 4.0755%  | 0.0000% | $22438.36          | $22171.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-35 CF      | 2033-03-16      | 4.0789%  | 0.0000% | $3960.85           | $3965.81           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3479BF 08/15/38 | 2038-08-15      | 4.7543%  | 0.0000% | $20912.07          | $21245.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $29236762.08       | $29157319.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1071 M     | 2056-04-20      | 5.5000%  | 0.0000% | $60000000.00       | $60853833.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | 0.0000% | $792482.40         | $789966.89         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  | 0.0000% | $36.00             | $35.98             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $9343956.00        | $9324407.00        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $3190068.00        | $3240003.43        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $9914124.00        | $10134576.60       | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $16140.00          | $15959.99          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $600000.00         | $595553.67         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  | 0.0000% | $4232916.00        | $4119261.97        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $35667984.00       | $34825098.30       | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $12.00             | $12.32             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $8381724.00        | $7979689.75        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $5918340.00        | $5291219.94        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $5975772.00        | $5714444.89        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $12559728.00       | $7535201.87        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $6165924.00        | $4286249.90        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $6097140.00        | $3361524.41        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $14028324.00       | $7949969.02        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $11839632.00       | $7589806.56        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $3689496.00        | $2714076.63        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $6050304.00        | $4183567.94        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $5647452.00        | $3948305.92        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $7617996.00        | $5963657.68        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $3734916.00        | $2988149.88        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $2492028.00        | $1910519.49        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $3466368.00        | $2646910.10        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $5027232.00        | $4041828.70        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $5312592.00        | $4386182.79        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | 0.0000% | $2759892.00        | $2528726.95        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $4073472.00        | $4040472.38        | U.S. Treasuries (including strips)        |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  | 0.0000% | $4092600.00        | $4050270.24        | U.S. Treasuries (including strips)        |
| USTR BILL 06/23/26        | 2026-06-23      | 0.0000%  | 0.0000% | $168000.00         | $167091.12         | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  | 0.0000% | $1299936.00        | $1285363.72        | U.S. Treasuries (including strips)        |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  | 0.0000% | $48.00             | $47.98             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $3890760.00        | $3811888.71        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $3666396.00        | $3599795.73        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $6006720.00        | $5383278.55        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $9107256.00        | $7200893.47        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $542712.00         | $535851.50         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $7383336.00        | $7122216.57        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $2985768.00        | $2881620.12        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $409608.00         | $283097.65         | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $1030392.00        | $1008774.38        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $5720436.00        | $5009878.52        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $6612.00           | $6512.73           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $3610392.00        | $2660041.88        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $7792140.00        | $6611944.20        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $5771532.00        | $5612064.25        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $6898260.00        | $6646325.64        | U.S. Treasuries (including strips)        |

### Security 147: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1H8JG1, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1H8JG1_3.66_0507
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLTA7489 | 2056-03-01      | 5.0000%  | 0.0000% | $896680.50         | $891981.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB0338 | 2056-04-01      | 5.0000%  | 0.0000% | $813995.57         | $808322.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1752 | 2055-12-01      | 5.5000%  | 0.0000% | $814315.22         | $838164.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  | 0.0000% | $780849.01         | $806842.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $1274031.54        | $1202087.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6061 | 2056-04-01      | 5.5000%  | 0.0000% | $830235.55         | $843679.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF5697 | 2040-12-01      | 5.0000%  | 0.0000% | $888638.97         | $897612.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4354 | 2051-06-01      | 1.5000%  | 0.0000% | $955414.53         | $731158.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6566 | 2055-12-01      | 6.5000%  | 0.0000% | $692689.26         | $726863.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  | 0.0000% | $767335.82         | $781522.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  | 0.0000% | $1207149.51        | $1232316.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $1161688.39        | $1153612.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $1113550.01        | $976924.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  | 0.0000% | $1422514.60        | $1141910.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $1015523.69        | $817879.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $1035260.76        | $794020.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $982200.55         | $789042.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA9197 | 2054-07-01      | 6.0000%  | 0.0000% | $1154672.51        | $1198227.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  | 0.0000% | $917086.26         | $880478.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFA2708 | 2042-03-01      | 1.5000%  | 0.0000% | $697583.49         | $588082.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA1917 | 2035-02-01      | 2.5000%  | 0.0000% | $1322831.03        | $1279210.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  | 0.0000% | $1508141.42        | $1275704.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8374 | 2056-05-01      | 5.5000%  | 0.0000% | $844004.29         | $858668.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7632 | 2056-04-01      | 6.0000%  | 0.0000% | $767396.00         | $793119.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6914 | 2056-04-01      | 5.5000%  | 0.0000% | $719120.14         | $732380.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  | 0.0000% | $825372.94         | $758046.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5763 | 2056-04-01      | 5.5000%  | 0.0000% | $720084.44         | $732594.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5749 | 2056-04-01      | 5.5000%  | 0.0000% | $833585.44         | $847007.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5485 | 2056-03-01      | 5.5000%  | 0.0000% | $862051.26         | $887311.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3763 | 2056-03-01      | 5.5000%  | 0.0000% | $866738.25         | $879205.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3230 | 2056-03-01      | 5.5000%  | 0.0000% | $920810.67         | $935890.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2895 | 2056-02-01      | 6.0000%  | 0.0000% | $900928.92         | $937515.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6363 | 2055-12-01      | 5.5000%  | 0.0000% | $792374.33         | $804032.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7619 | 2055-12-01      | 5.0000%  | 0.0000% | $861540.69         | $857705.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6556 | 2055-12-01      | 6.0000%  | 0.0000% | $866592.58         | $895839.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5018 | 2055-11-01      | 5.5000%  | 0.0000% | $785649.27         | $808659.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1691 | 2055-10-01      | 6.0000%  | 0.0000% | $881292.42         | $910831.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  | 0.0000% | $809156.50         | $840004.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8959 | 2055-09-01      | 6.5000%  | 0.0000% | $884693.56         | $947051.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  | 0.0000% | $765614.17         | $776896.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $903923.46         | $932977.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0990 | 2056-04-01      | 5.5000%  | 0.0000% | $723971.14         | $735628.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0735 | 2056-04-01      | 5.5000%  | 0.0000% | $723789.00         | $735509.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $1511673.51        | $1269078.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0658 | 2056-04-01      | 5.5000%  | 0.0000% | $1000158.43        | $1018033.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0657 | 2056-04-01      | 5.5000%  | 0.0000% | $1193483.71        | $1215765.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB0333 | 2056-04-01      | 5.0000%  | 0.0000% | $918376.00         | $911380.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0246 | 2056-04-01      | 6.0000%  | 0.0000% | $1005424.12        | $1057616.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  | 0.0000% | $660273.16         | $682906.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $1417043.96        | $1198109.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $1293561.70        | $1037745.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $867793.52         | $804023.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5295 | 2036-05-01      | 4.5000%  | 0.0000% | $928560.29         | $928182.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8421 | 2053-01-01      | 6.0000%  | 0.0000% | $724093.85         | $752611.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  | 0.0000% | $1427158.45        | $1267907.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4026 | 2053-10-01      | 6.0000%  | 0.0000% | $788951.12         | $811175.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $879293.66         | $887381.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $1437232.02        | $1153881.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2017 | 2051-12-01      | 3.0000%  | 0.0000% | $1359967.16        | $1194604.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  | 0.0000% | $838007.10         | $847068.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1695 | 2037-06-01      | 2.0000%  | 0.0000% | $1042183.88        | $958742.59         | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18629 G | 2032-01-01      | 2.0000%  | 0.0000% | $1145979.63        | $1090892.52        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18628 G | 2031-12-01      | 2.0000%  | 0.0000% | $996281.00         | $949771.73         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  | 0.0000% | $1238942.27        | $1193117.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9004 | 2056-03-01      | 5.5000%  | 0.0000% | $1070705.81        | $1089842.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA9859 | 2056-04-01      | 5.0000%  | 0.0000% | $1210067.86        | $1200850.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8866 | 2056-03-01      | 6.0000%  | 0.0000% | $809332.32         | $836461.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7689 | 2056-03-01      | 5.5000%  | 0.0000% | $1214874.54        | $1226885.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7657 | 2056-03-01      | 5.0000%  | 0.0000% | $990425.03         | $982773.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7055 | 2056-02-01      | 5.5000%  | 0.0000% | $1253530.48        | $1291589.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6892 | 2056-03-01      | 5.5000%  | 0.0000% | $892388.89         | $918539.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA5476 | 2056-02-01      | 6.0000%  | 0.0000% | $683686.63         | $719179.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3385 | 2056-01-01      | 5.5000%  | 0.0000% | $947823.54         | $974580.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1351 | 2055-05-01      | 6.0000%  | 0.0000% | $866801.23         | $900680.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  | 0.0000% | $1262224.11        | $1284351.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  | 0.0000% | $738095.56         | $773421.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5683 | 2055-10-01      | 6.5000%  | 0.0000% | $882165.52         | $927412.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3402 | 2055-09-01      | 5.0000%  | 0.0000% | $879428.75         | $870365.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2723 | 2055-09-01      | 6.5000%  | 0.0000% | $915333.70         | $962387.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6335 | 2055-06-01      | 6.0000%  | 0.0000% | $1013219.20        | $1047996.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0782 | 2055-04-01      | 6.0000%  | 0.0000% | $840346.25         | $862294.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6105 | 2056-05-01      | 6.0000%  | 0.0000% | $747935.71         | $759272.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6074 | 2056-05-01      | 5.5000%  | 0.0000% | $996506.14         | $992226.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA6062 | 2041-05-01      | 5.5000%  | 0.0000% | $709984.71         | $728400.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $925160.36         | $849962.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $1347421.08        | $1183462.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $933899.29         | $787430.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2368 | 2056-04-01      | 6.0000%  | 0.0000% | $716244.14         | $755531.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0659 | 2056-04-01      | 5.5000%  | 0.0000% | $1057667.71        | $1076044.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  | 0.0000% | $830193.93         | $851498.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  | 0.0000% | $816733.99         | $845444.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6671 | 2056-04-01      | 5.5000%  | 0.0000% | $875722.20         | $889518.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8342 | 2055-11-01      | 6.0000%  | 0.0000% | $937285.04         | $950355.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1115 | 2055-12-01      | 5.0000%  | 0.0000% | $877839.66         | $873672.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5524 | 2056-03-01      | 6.5000%  | 0.0000% | $884353.45         | $927583.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1703 | 2055-10-01      | 6.0000%  | 0.0000% | $868301.93         | $893700.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8212 | 2055-06-01      | 5.5000%  | 0.0000% | $885264.44         | $893949.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5526 | 2056-03-01      | 6.5000%  | 0.0000% | $762381.35         | $799235.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7658 | 2056-03-01      | 5.0000%  | 0.0000% | $1228703.55        | $1219259.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  | 0.0000% | $1479710.62        | $1265335.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $777225.66         | $801305.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7886 | 2056-03-01      | 5.0000%  | 0.0000% | $1234722.64        | $1231084.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0737 | 2056-04-01      | 5.5000%  | 0.0000% | $992020.14         | $1007650.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1010 | 2032-03-01      | 2.5000%  | 0.0000% | $951948.62         | $915394.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDG7392 | 2041-04-01      | 5.0000%  | 0.0000% | $721099.14         | $728383.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5748 | 2056-04-01      | 5.5000%  | 0.0000% | $925738.97         | $941070.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  | 0.0000% | $784854.26         | $846045.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  | 0.0000% | $866207.05         | $909884.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6547 | 2055-12-01      | 6.0000%  | 0.0000% | $722234.95         | $746277.67         | Agency Mortgage-Backed Securities |

### Security 148: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBZ19, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1HBZ19_3.65_0501
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation BNYM

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $625516.35         | $607082.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | 0.0000% | $762672.56         | $793180.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  | 0.0000% | $135072.89         | $135840.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $82359527.85       | $66163206.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL2854 | 2042-03-01      | 4.0000%  | 0.0000% | $141616.07         | $136731.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0625 | 2053-09-01      | 6.5000%  | 0.0000% | $1037840.89        | $1108749.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  | 0.0000% | $1221966.00        | $1279722.63        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | 0.0000% | $407609.35         | $392234.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9442 | 2046-11-01      | 3.5000%  | 0.0000% | $13820355.20       | $12826733.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $7762.75           | $6929.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $773396.51         | $786074.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $526156.36         | $550452.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $959388.44         | $935915.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  | 0.0000% | $4179368.23        | $4319446.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK0122 | 2048-06-01      | 4.5000%  | 0.0000% | $556977.15         | $548186.94         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  | 0.0000% | $950399.36         | $935584.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $30731.31          | $30394.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  | 0.0000% | $712561.18         | $697994.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3118 | 2052-06-01      | 5.0000%  | 0.0000% | $495052.08         | $493489.59         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $329666.39         | $323934.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $961661.59         | $895253.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  | 0.0000% | $677930.61         | $707468.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2932 | 2042-07-01      | 4.0000%  | 0.0000% | $17580736.68       | $16961933.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $538318.97         | $500921.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  | 0.0000% | $130439.06         | $124468.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $241278.83         | $224225.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  | 0.0000% | $812649.15         | $752832.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $1102759.19        | $1023100.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1528 | 2049-07-01      | 3.5000%  | 0.0000% | $1141594.15        | $1060906.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  | 0.0000% | $559069.96         | $521822.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  | 0.0000% | $886466.26         | $855835.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7187 | 2048-07-01      | 4.5000%  | 0.0000% | $611617.76         | $602868.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7156 | 2048-07-01      | 4.5000%  | 0.0000% | $296194.90         | $288818.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  | 0.0000% | $716620.31         | $705868.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4963 | 2047-11-01      | 4.5000%  | 0.0000% | $853470.41         | $841565.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4959 | 2047-11-01      | 4.5000%  | 0.0000% | $657224.63         | $648139.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  | 0.0000% | $577353.23         | $560244.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0722 | 2053-05-01      | 5.0000%  | 0.0000% | $1168941.21        | $1171994.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CTRB5084 | 2040-11-01      | 1.5000%  | 0.0000% | $119642587.56      | $101521321.81      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  | 0.0000% | $1990142.35        | $1977534.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8411 | 2053-02-01      | 6.0000%  | 0.0000% | $750503.64         | $776356.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8782 | 2052-09-01      | 5.0000%  | 0.0000% | $756291.65         | $754286.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5498 | 2053-09-01      | 6.5000%  | 0.0000% | $1082362.51        | $1151184.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $836727.40         | $825054.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3149 | 2046-04-01      | 3.5000%  | 0.0000% | $1501436.02        | $1406100.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ4672 | 2055-09-01      | 5.0000%  | 0.0000% | $2001371.24        | $1988810.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4463 | 2056-03-01      | 5.5000%  | 0.0000% | $59582522.25       | $61063478.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3900 | 2056-04-01      | 5.0000%  | 0.0000% | $7824227.32        | $7756068.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4340 | 2056-04-01      | 5.0000%  | 0.0000% | $4285592.00        | $4252086.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ4618 | 2048-02-01      | 4.0000%  | 0.0000% | $4624231.54        | $4432789.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $972852.57         | $1039964.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  | 0.0000% | $342746.04         | $336210.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2282 | 2051-12-01      | 2.0000%  | 0.0000% | $111293732.45      | $90202469.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8902 | 2048-10-01      | 4.5000%  | 0.0000% | $3667322.98        | $3598685.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8632 | 2052-08-01      | 5.0000%  | 0.0000% | $947020.17         | $942006.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | 0.0000% | $430505.71         | $422909.44         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | 0.0000% | $133443.45         | $130734.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL868838 | 2036-04-01      | 6.0000%  | 0.0000% | $439949.75         | $461989.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  | 0.0000% | $105414.32         | $108020.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL878097 | 2036-04-01      | 6.0000%  | 0.0000% | $393624.69         | $413332.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | 0.0000% | $439960.40         | $461961.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | 0.0000% | $91306.75          | $94545.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | 0.0000% | $651185.84         | $683794.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL831440 | 2036-05-01      | 6.0000%  | 0.0000% | $445768.51         | $468089.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP878450 | 2036-08-01      | 6.0000%  | 0.0000% | $91518.43          | $90911.42          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P58001 G | 2036-04-01      | 6.0000%  | 0.0000% | $182592.44         | $186904.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $65075.42          | $64422.81          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H09047 G | 2037-07-01      | 5.5000%  | 0.0000% | $387809.80         | $394332.59         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46150 G | 2047-02-01      | 4.0000%  | 0.0000% | $3023111.81        | $2912632.86        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46113 G | 2047-02-01      | 4.0000%  | 0.0000% | $3054542.53        | $2937926.89        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63996 G | 2049-05-01      | 4.5000%  | 0.0000% | $1391119.97        | $1367795.06        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  | 0.0000% | $1213999.97        | $1128551.90        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63742 G | 2049-05-01      | 4.5000%  | 0.0000% | $100035.82         | $99397.29          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63673 G | 2049-05-01      | 4.0000%  | 0.0000% | $2052768.88        | $1971130.72        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63189 G | 2049-04-01      | 4.0000%  | 0.0000% | $655078.00         | $628618.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1280 | 2053-04-01      | 6.0000%  | 0.0000% | $684272.68         | $709042.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  | 0.0000% | $1173200.58        | $1174012.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4664 | 2056-04-01      | 5.0000%  | 0.0000% | $7149856.00        | $7084039.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1844 | 2052-12-01      | 5.5000%  | 0.0000% | $695197.92         | $717004.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0435 | 2052-09-01      | 5.0000%  | 0.0000% | $653111.45         | $651225.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $811045.53         | $797224.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6730 | 2052-07-01      | 5.0000%  | 0.0000% | $701725.53         | $701646.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5232 | 2049-04-01      | 4.5000%  | 0.0000% | $228107.07         | $223937.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8335 | 2052-08-01      | 5.0000%  | 0.0000% | $3925249.86        | $3952356.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3408 | 2047-06-01      | 4.5000%  | 0.0000% | $488419.61         | $480963.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6362 | 2053-02-01      | 5.5000%  | 0.0000% | $834241.85         | $858215.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $710953.63         | $731298.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2997 | 2048-11-01      | 4.5000%  | 0.0000% | $570918.59         | $559243.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  | 0.0000% | $768759.01         | $762680.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $59178153.57       | $60759900.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7205 | 2048-07-01      | 4.5000%  | 0.0000% | $1340442.96        | $1320325.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1075521.15        | $1093427.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | 0.0000% | $1103627.99        | $1101834.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $670479.79         | $654074.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5016 | 2053-01-01      | 5.5000%  | 0.0000% | $765743.18         | $790238.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6331 | 2049-05-01      | 4.5000%  | 0.0000% | $570702.46         | $561800.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | 0.0000% | $935425.09         | $963964.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0921 | 2053-04-01      | 5.0000%  | 0.0000% | $651691.95         | $658889.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1778 | 2053-05-01      | 5.5000%  | 0.0000% | $6417483.94        | $6598659.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1771 | 2053-05-01      | 5.5000%  | 0.0000% | $1149486.38        | $1180028.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0748 | 2053-04-01      | 5.5000%  | 0.0000% | $4688673.46        | $4830939.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $951357.21         | $1002938.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | 0.0000% | $850072.08         | $874498.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0573 | 2053-04-01      | 5.5000%  | 0.0000% | $813188.27         | $837580.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0225 | 2053-04-01      | 5.5000%  | 0.0000% | $1202987.81        | $1241137.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  | 0.0000% | $828990.04         | $851204.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF9918 | 2053-03-01      | 5.5000%  | 0.0000% | $772902.83         | $783529.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $296123.04         | $315654.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD3782 | 2052-10-01      | 4.5000%  | 0.0000% | $1013845.65        | $982137.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | 0.0000% | $63157901.40       | $63773550.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  | 0.0000% | $380827.19         | $375275.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6129 | 2048-07-01      | 4.5000%  | 0.0000% | $554484.04         | $545178.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6081 | 2048-09-01      | 4.5000%  | 0.0000% | $1078382.84        | $1056994.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | 0.0000% | $989326.45         | $974480.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $1018737.26        | $1001897.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5337 | 2048-07-01      | 4.5000%  | 0.0000% | $4384951.85        | $4310157.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $394447.90         | $387573.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ8365 | 2049-07-01      | 3.5000%  | 0.0000% | $830217.94         | $778309.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $1253251.63        | $1235780.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  | 0.0000% | $475924.06         | $468780.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $196192.09         | $202357.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $195515.42         | $198609.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $97897.28          | $98330.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $140758.35         | $141340.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4762 | 2052-09-01      | 5.5000%  | 0.0000% | $28117.93          | $28546.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $71717518.40       | $71285260.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9651 | 2052-09-01      | 4.5000%  | 0.0000% | $881264.56         | $853841.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBJ1351 | 2053-06-01      | 6.5000%  | 0.0000% | $1021425.98        | $1092069.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  | 0.0000% | $1111131.47        | $1103751.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9574 | 2052-09-01      | 5.0000%  | 0.0000% | $719626.79         | $715080.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9307 | 2052-09-01      | 5.0000%  | 0.0000% | $1495881.87        | $1489129.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | 0.0000% | $535278.91         | $534253.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  | 0.0000% | $840679.69         | $852607.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9170 | 2052-09-01      | 5.0000%  | 0.0000% | $544020.54         | $541303.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $1032104.50        | $1046747.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3851 | 2052-06-01      | 5.0000%  | 0.0000% | $874961.49         | $879433.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  | 0.0000% | $392027.19         | $385945.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8871 | 2052-08-01      | 5.0000%  | 0.0000% | $1150524.39        | $1148158.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2026 | 2055-12-01      | 5.0000%  | 0.0000% | $3244560.22        | $3227999.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7995 | 2056-04-01      | 5.0000%  | 0.0000% | $6565368.00        | $6509587.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8349 | 2056-05-01      | 5.5000%  | 0.0000% | $5715850.00        | $5821727.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | 0.0000% | $626582.07         | $612767.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  | 0.0000% | $219225.78         | $216168.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | 0.0000% | $867943.88         | $837581.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  | 0.0000% | $511023.21         | $544295.48         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  | 0.0000% | $598219.47         | $601465.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $1427742.52        | $1391713.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $831476.78         | $889555.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  | 0.0000% | $911761.90         | $972865.55         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  | 0.0000% | $1191108.34        | $1149260.20        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q38492 G | 2046-01-01      | 4.0000%  | 0.0000% | $2120422.92        | $2041541.54        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q38970 G | 2046-02-01      | 4.0000%  | 0.0000% | $1468588.74        | $1414484.79        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q37596 G | 2045-11-01      | 4.0000%  | 0.0000% | $1711933.07        | $1641966.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4438 | 2053-11-01      | 6.5000%  | 0.0000% | $1657084.92        | $1765387.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1347 | 2053-09-01      | 6.5000%  | 0.0000% | $648689.16         | $680978.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB1928 | 2056-05-01      | 5.5000%  | 0.0000% | $3307472.00        | $3368460.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0592 | 2056-04-01      | 5.0000%  | 0.0000% | $614516.00         | $610810.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0505 | 2056-04-01      | 5.0000%  | 0.0000% | $10240899.00       | $10128635.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0109 | 2056-04-01      | 5.0000%  | 0.0000% | $2870282.00        | $2851558.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0105 | 2056-04-01      | 5.0000%  | 0.0000% | $3881008.00        | $3851383.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0867 | 2056-04-01      | 5.0000%  | 0.0000% | $5742880.00        | $5738881.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9876 | 2056-04-01      | 5.0000%  | 0.0000% | $4999992.04        | $4945296.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2364 | 2052-06-01      | 5.0000%  | 0.0000% | $1234204.04        | $1226989.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1971 | 2052-07-01      | 5.0000%  | 0.0000% | $1271569.00        | $1283026.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1968 | 2052-07-01      | 5.0000%  | 0.0000% | $855029.59         | $861371.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $1258183.38        | $1216433.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  | 0.0000% | $650477.04         | $646917.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $623380.47         | $587640.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $426764.11         | $426489.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | 0.0000% | $838456.25         | $866477.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6785 | 2049-02-01      | 4.5000%  | 0.0000% | $403900.53         | $397597.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  | 0.0000% | $750704.25         | $801344.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | 0.0000% | $832284.26         | $888324.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1057 | 2052-12-01      | 5.5000%  | 0.0000% | $745794.95         | $767042.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $310172.79         | $302327.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $540374.47         | $574732.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4827 | 2052-07-01      | 5.0000%  | 0.0000% | $1019207.50        | $1019582.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  | 0.0000% | $1002236.22        | $1007561.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1183 | 2053-04-01      | 5.0000%  | 0.0000% | $975607.39         | $979123.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  | 0.0000% | $534842.06         | $527107.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA5639 | 2055-02-01      | 7.0000%  | 0.0000% | $16705161.52       | $17717225.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL848942 | 2036-01-01      | 6.0000%  | 0.0000% | $263887.17         | $275794.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $492557.20         | $517203.94         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | 0.0000% | $258622.14         | $244216.74         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  | 0.0000% | $499763.29         | $505534.45         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81353 G | 2044-09-01      | 4.0000%  | 0.0000% | $5673963.06        | $5451771.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $738768.70         | $736411.13         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48105 G | 2047-05-01      | 4.0000%  | 0.0000% | $3072995.39        | $2953585.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  | 0.0000% | $319167.84         | $314896.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5015 | 2053-06-01      | 6.5000%  | 0.0000% | $697186.02         | $742741.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9053 | 2052-09-01      | 5.0000%  | 0.0000% | $1290774.96        | $1283746.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $944777.37         | $975771.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $521198.35         | $548311.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5430 | 2053-01-01      | 6.0000%  | 0.0000% | $606422.45         | $636733.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $98372.39          | $96502.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | 0.0000% | $622588.30         | $613317.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3628 | 2047-05-01      | 4.5000%  | 0.0000% | $9440604.06        | $9289412.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | 0.0000% | $135132.70         | $132271.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | 0.0000% | $535310.42         | $527507.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  | 0.0000% | $609604.76         | $581706.33         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q20297 G | 2043-07-01      | 4.0000%  | 0.0000% | $339011.77         | $327120.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $687389.22         | $665319.37         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V80989 G | 2044-03-01      | 4.0000%  | 0.0000% | $3804541.83        | $3675580.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | 0.0000% | $1694011.19        | $1670394.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  | 0.0000% | $6800498.31        | $6533661.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW1015 | 2044-05-01      | 4.5000%  | 0.0000% | $1330686.04        | $1313365.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  | 0.0000% | $276759.52         | $265812.08         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q27912 G | 2044-08-01      | 4.0000%  | 0.0000% | $2706128.89        | $2613141.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | 0.0000% | $893194.14         | $832506.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1127 | 2049-07-01      | 3.5000%  | 0.0000% | $1362469.09        | $1261216.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $218525.39         | $217932.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8194 | 2052-08-01      | 5.0000%  | 0.0000% | $5600316.96        | $5565190.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | 0.0000% | $970098.50         | $856571.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | 0.0000% | $779690.38         | $788829.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $840972.02         | $843168.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7663 | 2052-09-01      | 5.0000%  | 0.0000% | $1267822.46        | $1262162.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5359 | 2048-01-01      | 4.5000%  | 0.0000% | $414374.29         | $401969.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  | 0.0000% | $549430.49         | $541418.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  | 0.0000% | $692613.68         | $682951.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  | 0.0000% | $587963.47         | $578787.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4263 | 2047-09-01      | 4.5000%  | 0.0000% | $3995822.99        | $3945008.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0111 | 2056-04-01      | 5.5000%  | 0.0000% | $32548.09          | $32847.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  | 0.0000% | $1241708.67        | $1195048.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $387241.72         | $361307.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7903 | 2052-08-01      | 5.0000%  | 0.0000% | $910867.39         | $916409.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  | 0.0000% | $815665.99         | $840581.60         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  | 0.0000% | $1027524.07        | $950119.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3011 | 2048-11-01      | 4.5000%  | 0.0000% | $1732870.64        | $1707017.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0764 | 2052-12-01      | 5.5000%  | 0.0000% | $1428600.93        | $1471812.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2832 | 2036-12-01      | 3.0000%  | 0.0000% | $100881058.18      | $95668197.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6726 | 2053-02-01      | 6.0000%  | 0.0000% | $675429.43         | $706615.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | 0.0000% | $1149414.48        | $1071346.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | 0.0000% | $744630.41         | $733457.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  | 0.0000% | $1298931.10        | $1365340.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $153172.32         | $137321.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  | 0.0000% | $794450.30         | $738969.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $675671.99         | $693228.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY6467 | 2053-08-01      | 5.0000%  | 0.0000% | $4284284.39        | $4256482.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $10516.99          | $9690.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7893 | 2056-03-01      | 5.0000%  | 0.0000% | $200880.44         | $198704.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  | 0.0000% | $889539.01         | $898596.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  | 0.0000% | $1242019.97        | $1245497.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA6203 | 2050-01-01      | 4.0000%  | 0.0000% | $763092.64         | $732424.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | 0.0000% | $523572.23         | $543820.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0477 | 2052-09-01      | 5.0000%  | 0.0000% | $1211244.28        | $1212753.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | 0.0000% | $1057577.79        | $1128921.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  | 0.0000% | $981098.15         | $1010298.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0173 | 2053-02-01      | 5.5000%  | 0.0000% | $1177731.49        | $1214271.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $652320.38         | $656912.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1057209.30        | $1050557.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  | 0.0000% | $835028.89         | $831545.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW9616 | 2053-06-01      | 6.0000%  | 0.0000% | $1042490.94        | $1096641.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9537 | 2052-10-01      | 5.0000%  | 0.0000% | $1109393.15        | $1114343.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  | 0.0000% | $1583242.85        | $1543649.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $888594.19         | $830724.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  | 0.0000% | $2796843.70        | $2889627.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $21218.30          | $20630.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $722992.51         | $712586.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7347 | 2053-09-01      | 6.5000%  | 0.0000% | $654573.20         | $698141.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $1530658.11        | $1458532.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  | 0.0000% | $630939.61         | $611862.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  | 0.0000% | $529595.16         | $508114.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  | 0.0000% | $869351.63         | $851448.21         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | 0.0000% | $723178.73         | $694418.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5437 | 2056-04-01      | 5.0000%  | 0.0000% | $6180896.00        | $6130526.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  | 0.0000% | $610790.97         | $585968.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8074 | 2052-08-01      | 5.0000%  | 0.0000% | $1669571.85        | $1674237.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $32189.57          | $28234.98          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | 0.0000% | $408805.53         | $382133.61         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | 0.0000% | $918301.02         | $903891.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL2676 | 2042-11-01      | 3.5000%  | 0.0000% | $331819.38         | $312280.01         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  | 0.0000% | $1099994.00        | $1058001.98        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48210 G | 2047-05-01      | 4.0000%  | 0.0000% | $1494728.81        | $1430854.89        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | 0.0000% | $220646.83         | $213065.45         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  | 0.0000% | $1464591.73        | $1399272.73        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | 0.0000% | $1194331.76        | $1149064.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0325 | 2049-05-01      | 3.5000%  | 0.0000% | $608161.39         | $566255.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $167341.94         | $164493.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  | 0.0000% | $372130.94         | $362909.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $508102.11         | $499397.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  | 0.0000% | $417729.51         | $410010.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $654626.23         | $612944.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4541 | 2047-10-01      | 4.5000%  | 0.0000% | $840298.15         | $828578.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $875288.49         | $836040.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  | 0.0000% | $845834.03         | $834032.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  | 0.0000% | $375445.49         | $369682.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7813 | 2049-05-01      | 4.5000%  | 0.0000% | $1144358.52        | $1128641.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $4957610.87        | $4903398.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $122440.22         | $121101.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3688 | 2056-01-01      | 5.0000%  | 0.0000% | $5128696.34        | $5072474.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ6302 | 2055-12-01      | 6.0000%  | 0.0000% | $7393122.73        | $7584703.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | 0.0000% | $574481.00         | $592331.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0230 | 2052-09-01      | 5.0000%  | 0.0000% | $1460044.08        | $1465083.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7426 | 2036-06-01      | 2.0000%  | 0.0000% | $5571450.14        | $5111455.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  | 0.0000% | $1404782.68        | $1406389.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | 0.0000% | $275953.25         | $271931.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $870384.02         | $858342.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $1045969.24        | $1112518.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $881017.46         | $882196.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $278451.61         | $261981.81         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50952 G | 2047-09-01      | 4.0000%  | 0.0000% | $623070.80         | $598746.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  | 0.0000% | $840632.93         | $815766.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $727852.80         | $734733.76         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $939173.79         | $947970.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $864933.87         | $921449.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | 0.0000% | $5029880.24        | $5373512.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  | 0.0000% | $1207943.46        | $1116958.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG2368 | 2053-04-01      | 6.0000%  | 0.0000% | $731261.15         | $765382.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $690445.90         | $639619.03         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | 0.0000% | $800856.60         | $770175.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | 0.0000% | $1024930.22        | $1052575.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1934 | 2053-05-01      | 5.5000%  | 0.0000% | $1291899.03        | $1325911.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  | 0.0000% | $655824.66         | $685751.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  | 0.0000% | $956760.24         | $886318.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $1130870.06        | $1043950.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5866 | 2049-12-01      | 3.5000%  | 0.0000% | $1169646.35        | $1086947.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $189445.40         | $176276.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA5873 | 2049-12-01      | 4.5000%  | 0.0000% | $135437.54         | $133175.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5745 | 2049-12-01      | 3.5000%  | 0.0000% | $581128.88         | $538713.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  | 0.0000% | $528062.60         | $504810.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA6190 | 2050-01-01      | 4.5000%  | 0.0000% | $510732.12         | $501720.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA6187 | 2050-01-01      | 4.0000%  | 0.0000% | $159894.98         | $151906.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | 0.0000% | $1240902.25        | $1145501.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  | 0.0000% | $986523.91         | $913414.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  | 0.0000% | $942147.67         | $872774.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  | 0.0000% | $499329.79         | $490103.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  | 0.0000% | $2125233.21        | $1980584.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4285 | 2049-11-01      | 3.5000%  | 0.0000% | $1672740.29        | $1563370.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  | 0.0000% | $668254.41         | $626573.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4129 | 2049-03-01      | 4.5000%  | 0.0000% | $914834.76         | $899336.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  | 0.0000% | $1023355.34        | $1037874.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | 0.0000% | $945265.90         | $883246.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | 0.0000% | $506122.16         | $474071.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2325 | 2052-06-01      | 2.0000%  | 0.0000% | $33951651.13       | $27224101.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG7634 | 2056-04-01      | 6.0000%  | 0.0000% | $4066216.00        | $4198771.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8415 | 2052-09-01      | 5.0000%  | 0.0000% | $963082.78         | $969505.36         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | 0.0000% | $865556.36         | $831507.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4884 | 2054-02-01      | 6.0000%  | 0.0000% | $5016260.89        | $5291354.31        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62244 G | 2049-03-01      | 4.0000%  | 0.0000% | $478017.51         | $455680.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $661793.57         | $619026.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  | 0.0000% | $480288.56         | $469348.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | 0.0000% | $824653.83         | $810893.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  | 0.0000% | $826469.45         | $865531.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | 0.0000% | $29169.16          | $28085.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0451 | 2049-06-01      | 3.5000%  | 0.0000% | $1334232.23        | $1236521.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7934 | 2052-08-01      | 5.0000%  | 0.0000% | $698696.17         | $698635.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1372559.68        | $1390930.79        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | 0.0000% | $120851.40         | $118437.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6298 | 2052-07-01      | 5.0000%  | 0.0000% | $818205.90         | $826167.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1652 | 2053-04-01      | 6.0000%  | 0.0000% | $1096927.81        | $1129636.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQA0281 | 2049-04-01      | 5.0000%  | 0.0000% | $167370.86         | $168511.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | 0.0000% | $494447.68         | $460082.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  | 0.0000% | $1282246.15        | $1193860.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1225 | 2049-07-01      | 3.5000%  | 0.0000% | $22366.83          | $20720.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $723925.52         | $713130.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $152988.79         | $141722.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | 0.0000% | $723372.63         | $773888.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3922 | 2049-03-01      | 4.5000%  | 0.0000% | $681254.43         | $671833.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8462 | 2048-10-01      | 4.5000%  | 0.0000% | $932522.52         | $917011.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7340 | 2054-01-01      | 6.5000%  | 0.0000% | $798993.08         | $850747.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $24892.28          | $24016.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $1283754.40        | $1237549.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | 0.0000% | $352393.39         | $340119.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  | 0.0000% | $825733.17         | $845986.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  | 0.0000% | $1193950.46        | $1186566.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  | 0.0000% | $269959.59         | $249963.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | 0.0000% | $410985.17         | $404570.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | 0.0000% | $602051.51         | $593722.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | 0.0000% | $284911.46         | $272364.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  | 0.0000% | $730629.96         | $780162.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1139 | 2052-11-01      | 5.0000%  | 0.0000% | $1120830.11        | $1136616.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $7639740.46        | $6970090.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2843 | 2053-05-01      | 5.5000%  | 0.0000% | $1036937.84        | $1064281.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  | 0.0000% | $1220597.74        | $1213719.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0359 | 2056-04-01      | 5.0000%  | 0.0000% | $11628774.00       | $11501657.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8318 | 2056-03-01      | 5.0000%  | 0.0000% | $1236810.14        | $1223350.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8731 | 2053-03-01      | 6.0000%  | 0.0000% | $742131.05         | $775573.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  | 0.0000% | $348561.16         | $341772.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8539 | 2049-04-01      | 4.5000%  | 0.0000% | $312765.08         | $307713.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $291683.29         | $292840.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $7178.57           | $6960.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $853628.67         | $862259.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $940608.30         | $984498.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $57003.53          | $54798.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | 0.0000% | $592278.73         | $618982.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | 0.0000% | $543898.22         | $570340.43         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62126 G | 2049-03-01      | 4.0000%  | 0.0000% | $637850.63         | $608524.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | 0.0000% | $495002.59         | $487094.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $63269.90          | $64084.22          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC V84386 G | 2048-06-01      | 4.5000%  | 0.0000% | $18631035.25       | $18384751.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6301 | 2052-08-01      | 5.0000%  | 0.0000% | $5040037.79        | $5045429.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2199 | 2052-11-01      | 5.0000%  | 0.0000% | $948545.48         | $950101.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | 0.0000% | $183045.92         | $179914.37         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  | 0.0000% | $756650.52         | $783198.61         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H02643 G | 2038-05-01      | 6.0000%  | 0.0000% | $173770.13         | $174433.99         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G04876 G | 2038-10-01      | 7.0000%  | 0.0000% | $234074.62         | $252393.27         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  | 0.0000% | $109652.59         | $109121.08         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H09189 G | 2037-03-01      | 5.5000%  | 0.0000% | $1226181.88        | $1247237.33        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC K30411 G | 2048-07-01      | 5.0000%  | 0.0000% | $940592.35         | $937217.29         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H19029 G | 2037-09-01      | 6.0000%  | 0.0000% | $33312.25          | $33286.61          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10226 G | 2036-01-01      | 5.5000%  | 0.0000% | $898679.35         | $906429.16         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A90326 G | 2039-12-01      | 5.5000%  | 0.0000% | $442786.24         | $455126.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW1844 | 2053-01-01      | 5.5000%  | 0.0000% | $794097.79         | $803645.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $1147294.58        | $1117088.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  | 0.0000% | $1044738.88        | $1052222.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  | 0.0000% | $943104.38         | $947593.34         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | 0.0000% | $996116.60         | $954052.81         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | 0.0000% | $951484.43         | $911847.70         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | 0.0000% | $162281.32         | $155827.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP1134 | 2050-01-01      | 4.0000%  | 0.0000% | $733363.76         | $704176.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $467731.59         | $436560.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5054 | 2053-11-01      | 6.5000%  | 0.0000% | $987738.50         | $1050535.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | 0.0000% | $404407.71         | $409353.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $69274.00          | $68735.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0987 | 2053-09-01      | 6.5000%  | 0.0000% | $1146504.69        | $1221422.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | 0.0000% | $675426.49         | $720013.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0324 | 2053-09-01      | 6.5000%  | 0.0000% | $1581456.47        | $1684789.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0323 | 2053-09-01      | 6.5000%  | 0.0000% | $1113542.29        | $1188143.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW5088 | 2053-01-01      | 6.5000%  | 0.0000% | $1599063.17        | $1714154.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | 0.0000% | $308054.21         | $311253.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3903 | 2052-08-01      | 5.0000%  | 0.0000% | $713958.78         | $715130.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $652437.36         | $649107.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | 0.0000% | $1015550.90        | $1025434.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  | 0.0000% | $815335.96         | $810787.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $774268.26         | $769861.73         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  | 0.0000% | $649537.19         | $627988.94         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q06696 G | 2042-03-01      | 4.0000%  | 0.0000% | $191702.06         | $185177.91         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | 0.0000% | $232659.91         | $224810.48         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  | 0.0000% | $937816.64         | $885990.50         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q05105 G | 2041-12-01      | 4.0000%  | 0.0000% | $338108.27         | $325973.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  | 0.0000% | $384170.83         | $370367.66         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | 0.0000% | $736983.34         | $710132.99         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  | 0.0000% | $602771.12         | $582261.97         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02755 G | 2041-08-01      | 4.0000%  | 0.0000% | $788233.23         | $761410.62         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q01903 G | 2041-07-01      | 4.5000%  | 0.0000% | $1002921.89        | $998201.13         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Z40129 G | 2043-10-01      | 3.5000%  | 0.0000% | $15143980.50       | $14278751.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1173 | 2052-10-01      | 5.0000%  | 0.0000% | $752654.28         | $752388.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | 0.0000% | $1344330.85        | $1335296.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $1010074.15        | $1014928.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  | 0.0000% | $1263513.67        | $1271630.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | 0.0000% | $825150.56         | $831010.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | 0.0000% | $989329.23         | $996415.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0731 | 2052-10-01      | 5.0000%  | 0.0000% | $693725.58         | $688704.94         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | 0.0000% | $1442664.18        | $1520314.62        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G03822 G | 2038-01-01      | 7.0000%  | 0.0000% | $283241.35         | $300641.68         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G03577 G | 2037-11-01      | 7.0000%  | 0.0000% | $320414.67         | $340098.67         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC A67429 G | 2037-11-01      | 6.5000%  | 0.0000% | $193230.28         | $204577.37         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  | 0.0000% | $756096.31         | $796918.20         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC A61350 G | 2036-11-01      | 6.5000%  | 0.0000% | $846287.20         | $897436.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8144 | 2036-07-01      | 2.0000%  | 0.0000% | $18068301.90       | $16586703.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $164766.85         | $166782.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  | 0.0000% | $793081.19         | $782773.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  | 0.0000% | $438430.80         | $440098.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9300 | 2052-09-01      | 5.0000%  | 0.0000% | $2319465.43        | $2320640.88        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC L10310 G | 2048-07-01      | 5.0000%  | 0.0000% | $242450.10         | $241108.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI8465 | 2041-08-01      | 4.5000%  | 0.0000% | $4066367.34        | $4041505.57        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  | 0.0000% | $604387.02         | $583821.07         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q05827 G | 2042-02-01      | 4.0000%  | 0.0000% | $191971.27         | $185441.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $450748.63         | $436276.09         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  | 0.0000% | $463064.57         | $446976.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0557 | 2056-04-01      | 5.0000%  | 0.0000% | $5408731.00        | $5369446.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6424 | 2056-04-01      | 5.5000%  | 0.0000% | $8639580.90        | $8756824.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $912987.66         | $883870.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $537292.17         | $525897.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  | 0.0000% | $44449.85          | $39300.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  | 0.0000% | $494333.52         | $460735.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  | 0.0000% | $1115705.57        | $1113411.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | 0.0000% | $542242.90         | $507783.06         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $1063283.55        | $991224.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $270706.40         | $252847.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5676 | 2052-08-01      | 5.0000%  | 0.0000% | $10795534.65       | $10737128.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $761505.60         | $787676.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6233 | 2056-04-01      | 5.5000%  | 0.0000% | $6582881.73        | $6660708.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4674 | 2056-05-01      | 5.0000%  | 0.0000% | $4651696.00        | $4626515.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4663 | 2056-04-01      | 5.5000%  | 0.0000% | $5736370.00        | $5800052.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $253248.96         | $251299.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | 0.0000% | $1084079.26        | $1134662.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $878084.22         | $938759.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3466 | 2053-06-01      | 6.0000%  | 0.0000% | $973831.78         | $1017736.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $1067157.81        | $1096725.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7709 | 2052-04-01      | 3.0000%  | 0.0000% | $8083.39           | $7101.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7623 | 2052-04-01      | 4.5000%  | 0.0000% | $710912.24         | $692972.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  | 0.0000% | $525464.12         | $522961.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL555135 | 2032-10-01      | 6.5000%  | 0.0000% | $63389.22          | $66053.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP256327 | 2036-07-01      | 6.0000%  | 0.0000% | $76362.72          | $79206.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL190371 | 2036-07-01      | 6.5000%  | 0.0000% | $1153959.03        | $1231464.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | 0.0000% | $811061.21         | $751365.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4802 | 2049-11-01      | 3.5000%  | 0.0000% | $2107974.24        | $1957210.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $4774313.03        | $4751538.50        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G04887 G | 2038-11-01      | 7.0000%  | 0.0000% | $174938.78         | $185685.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5596 | 2054-06-01      | 6.5000%  | 0.0000% | $1889148.24        | $2019499.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  | 0.0000% | $509156.03         | $501791.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $691806.91         | $696025.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  | 0.0000% | $1063444.94        | $1046196.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $437405.20         | $431510.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  | 0.0000% | $3247464.96        | $3191170.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | 0.0000% | $427931.64         | $408260.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $721662.28         | $676819.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $101818.58         | $82000.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  | 0.0000% | $561964.19         | $598726.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | 0.0000% | $41605.65          | $41341.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $460443.77         | $482930.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $390412.06         | $413982.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $71822.69          | $71965.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $194846.68         | $195160.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $353431.10         | $367574.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $543133.16         | $569175.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $781194.79         | $807913.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $51438.73          | $49819.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | 0.0000% | $200216.77         | $201836.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9100 | 2053-03-01      | 5.0000%  | 0.0000% | $1454203.15        | $1449022.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $922436.35         | $984004.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9823 | 2053-11-01      | 6.5000%  | 0.0000% | $888381.22         | $940205.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | 0.0000% | $11782.42          | $11345.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAY1318 | 2045-03-01      | 4.0000%  | 0.0000% | $3470.90           | $3290.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | 0.0000% | $207557.55         | $198830.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  | 0.0000% | $1560961.48        | $1500433.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $921588.93         | $884469.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX1613 | 2044-08-01      | 3.5000%  | 0.0000% | $710642.20         | $670263.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX1274 | 2044-09-01      | 4.0000%  | 0.0000% | $335377.13         | $323360.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $1062853.42        | $1088215.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $825602.64         | $841058.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $1143504.21        | $1174008.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6811 | 2053-01-01      | 6.0000%  | 0.0000% | $986970.03         | $1021781.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB0584 | 2036-12-01      | 1.5000%  | 0.0000% | $106842531.70      | $96115149.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA4212 | 2043-04-01      | 3.5000%  | 0.0000% | $5123713.37        | $4808730.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3582 | 2042-06-01      | 4.0000%  | 0.0000% | $4263376.41        | $4126463.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3579 | 2042-06-01      | 4.0000%  | 0.0000% | $4526365.76        | $4381016.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  | 0.0000% | $424542.13         | $415321.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6126 | 2049-05-01      | 4.5000%  | 0.0000% | $7544675.18        | $7416106.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  | 0.0000% | $70817.58          | $69774.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6095 | 2049-05-01      | 4.5000%  | 0.0000% | $478065.76         | $471151.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8645 | 2052-08-01      | 5.0000%  | 0.0000% | $752214.57         | $749424.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $327530.03         | $304214.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  | 0.0000% | $984250.53         | $982565.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ9096 | 2042-12-01      | 4.0000%  | 0.0000% | $781994.30         | $754787.33         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | 0.0000% | $458634.18         | $462666.84         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58036 G | 2048-08-01      | 5.0000%  | 0.0000% | $385352.19         | $389339.73         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | 0.0000% | $515094.88         | $521398.50         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | 0.0000% | $165186.82         | $162445.05         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q53638 G | 2048-01-01      | 4.0000%  | 0.0000% | $447449.09         | $428082.25         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q53142 G | 2047-12-01      | 4.5000%  | 0.0000% | $510642.00         | $501662.36         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  | 0.0000% | $445829.44         | $428228.19         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | 0.0000% | $472008.40         | $450766.24         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | 0.0000% | $835036.18         | $802513.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $175715.72         | $170071.07         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  | 0.0000% | $944069.62         | $907430.49         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | 0.0000% | $186261.24         | $178922.96         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | 0.0000% | $175668.85         | $164722.82         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | 0.0000% | $550987.26         | $529209.61         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G67703 G | 2047-04-01      | 3.5000%  | 0.0000% | $881180.08         | $823256.10         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49665 G | 2047-08-01      | 4.0000%  | 0.0000% | $2732854.80        | $2629638.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  | 0.0000% | $429868.52         | $398030.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $490397.04         | $481280.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $369029.30         | $342126.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $92696.00          | $91231.87          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A97236 G | 2041-03-01      | 4.5000%  | 0.0000% | $184497.84         | $183094.92         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A96338 G | 2041-01-01      | 4.5000%  | 0.0000% | $4745843.36        | $4723514.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  | 0.0000% | $1855353.54        | $1860798.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2138 | 2053-06-01      | 6.5000%  | 0.0000% | $791966.02         | $845541.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | 0.0000% | $484377.92         | $490692.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7250 | 2048-07-01      | 4.5000%  | 0.0000% | $1153971.93        | $1136852.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7247 | 2048-07-01      | 4.5000%  | 0.0000% | $1254224.70        | $1236991.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | 0.0000% | $916864.81         | $942280.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $560133.90         | $581312.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  | 0.0000% | $1056957.21        | $1085466.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | 0.0000% | $371669.63         | $384246.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $710214.87         | $730712.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  | 0.0000% | $2992488.63        | $3082917.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  | 0.0000% | $900291.24         | $926829.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  | 0.0000% | $752218.45         | $756554.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $778008.28         | $777711.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1246 | 2052-10-01      | 5.0000%  | 0.0000% | $720033.05         | $722239.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $996549.80         | $987864.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  | 0.0000% | $4155734.56        | $4180119.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | 0.0000% | $576891.90         | $587018.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  | 0.0000% | $989986.11         | $986315.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0974 | 2052-10-01      | 5.0000%  | 0.0000% | $659891.03         | $662909.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9124 | 2052-09-01      | 5.0000%  | 0.0000% | $6120970.66        | $6085479.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  | 0.0000% | $17465998.85       | $17702502.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $884003.74         | $914402.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  | 0.0000% | $293031.99         | $288761.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  | 0.0000% | $530547.73         | $515555.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $785953.58         | $758286.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  | 0.0000% | $2518303.01        | $2430540.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU2688 | 2043-07-01      | 4.0000%  | 0.0000% | $163859.55         | $156936.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU2598 | 2043-08-01      | 4.0000%  | 0.0000% | $327485.25         | $315413.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  | 0.0000% | $687946.50         | $662231.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT6360 | 2044-07-01      | 4.0000%  | 0.0000% | $171312.25         | $164706.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | 0.0000% | $1500716.03        | $1440000.40        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  | 0.0000% | $246541.50         | $247815.33         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59262 G | 2048-10-01      | 5.0000%  | 0.0000% | $652342.56         | $659497.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q59245 G | 2048-10-01      | 4.0000%  | 0.0000% | $3667507.70        | $3523987.93        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  | 0.0000% | $648275.28         | $654346.23         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A48582 G | 2036-04-01      | 6.0000%  | 0.0000% | $474446.98         | $498732.65         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A44666 G | 2036-04-01      | 6.0000%  | 0.0000% | $166411.04         | $173218.97         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC A44247 G | 2036-04-01      | 6.5000%  | 0.0000% | $338791.37         | $356839.84         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A41752 G | 2036-01-01      | 5.5000%  | 0.0000% | $618860.11         | $639651.05         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC L10232 G | 2040-06-01      | 5.0000%  | 0.0000% | $401669.76         | $399585.41         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  | 0.0000% | $689637.46         | $697690.05         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  | 0.0000% | $1733341.99        | $1749653.70        | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  | 0.0000% | $668273.54         | $682290.13         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  | 0.0000% | $379252.13         | $387455.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | 0.0000% | $1169655.73        | $1037154.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  | 0.0000% | $1459491.47        | $1266054.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9550 | 2051-10-01      | 3.0000%  | 0.0000% | $3692337.76        | $3307222.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  | 0.0000% | $364583.15         | $325093.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  | 0.0000% | $837678.95         | $752090.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB4522 | 2050-10-01      | 3.0000%  | 0.0000% | $2651806.49        | $2360602.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB3610 | 2050-09-01      | 2.5000%  | 0.0000% | $582703.42         | $504519.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQB0734 | 2050-07-01      | 3.5000%  | 0.0000% | $695875.47         | $640834.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | 0.0000% | $1608245.05        | $1502112.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | 0.0000% | $338787.10         | $316209.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE0395 | 2052-04-01      | 3.0000%  | 0.0000% | $144655.90         | $128138.32         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  | 0.0000% | $219779.86         | $220908.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $522124.39         | $536327.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  | 0.0000% | $1188889.35        | $1140570.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  | 0.0000% | $864273.95         | $852213.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1101 | 2049-07-01      | 3.5000%  | 0.0000% | $902404.25         | $841899.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  | 0.0000% | $856249.03         | $896718.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5973 | 2050-01-01      | 3.5000%  | 0.0000% | $1317991.65        | $1224826.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $530468.60         | $506227.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | 0.0000% | $607882.44         | $624096.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $540344.40         | $537084.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $781580.99         | $818117.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4515 | 2053-08-01      | 6.5000%  | 0.0000% | $928974.08         | $991945.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  | 0.0000% | $863095.26         | $922655.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4344 | 2053-07-01      | 6.0000%  | 0.0000% | $773278.90         | $799189.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | 0.0000% | $62862242.15       | $64243297.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0655 | 2055-02-01      | 4.5000%  | 0.0000% | $3542268.65        | $3433265.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $194647.91         | $199602.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA0100 | 2052-04-01      | 2.5000%  | 0.0000% | $71324419.15       | $61100198.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8347 | 2056-05-01      | 5.5000%  | 0.0000% | $5813539.00        | $5909820.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7926 | 2056-04-01      | 5.0000%  | 0.0000% | $5095944.00        | $5066289.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG7934 | 2056-05-01      | 5.5000%  | 0.0000% | $5041448.00        | $5148057.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7881 | 2056-04-01      | 5.0000%  | 0.0000% | $10023160.00       | $9981571.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG7624 | 2056-04-01      | 5.5000%  | 0.0000% | $4708344.00        | $4760467.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG7990 | 2056-04-01      | 5.5000%  | 0.0000% | $6253600.00        | $6368913.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6602 | 2056-04-01      | 5.5000%  | 0.0000% | $3181743.00        | $3261609.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG6400 | 2056-04-01      | 5.0000%  | 0.0000% | $4202383.61        | $4178176.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5980 | 2056-04-01      | 5.0000%  | 0.0000% | $5548504.00        | $5522574.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  | 0.0000% | $995202.35         | $918839.92         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G60046 G | 2045-04-01      | 4.0000%  | 0.0000% | $3839478.59        | $3688514.98        | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  | 0.0000% | $419651.60         | $447612.61         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G03442 G | 2037-10-01      | 7.0000%  | 0.0000% | $1017509.53        | $1081807.88        | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $526546.12         | $537524.26         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  | 0.0000% | $1128276.92        | $1140157.17        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $337173.43         | $341100.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3813 | 2052-04-01      | 3.0000%  | 0.0000% | $867924.06         | $771920.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  | 0.0000% | $1351346.63        | $1212080.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV2618 | 2052-07-01      | 4.5000%  | 0.0000% | $3987800.29        | $3868337.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | 0.0000% | $1436868.98        | $1436112.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  | 0.0000% | $1179164.80        | $1045756.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU6230 | 2052-01-01      | 3.0000%  | 0.0000% | $1178421.67        | $1044908.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4004 | 2053-06-01      | 6.0000%  | 0.0000% | $7182634.92        | $7536281.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $1062163.27        | $1073625.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | 0.0000% | $116182.71         | $116962.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW0030 | 2052-07-01      | 4.5000%  | 0.0000% | $4064413.89        | $3942217.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $6501.84           | $6274.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $31128530.59       | $31414805.86       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $9261.32           | $8710.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $5638.06           | $5143.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $26353.05          | $23146.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $11935.44          | $11247.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $8092.30           | $7695.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $9317.12           | $8999.73           | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H02223 G | 2038-01-01      | 6.0000%  | 0.0000% | $173883.46         | $174773.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8143 | 2052-08-01      | 5.0000%  | 0.0000% | $929542.80         | $940782.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  | 0.0000% | $743871.90         | $748962.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8899 | 2052-09-01      | 5.0000%  | 0.0000% | $794275.20         | $799377.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7946 | 2052-08-01      | 5.0000%  | 0.0000% | $970246.73         | $961184.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7760 | 2052-07-01      | 5.0000%  | 0.0000% | $1071409.80        | $1067243.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  | 0.0000% | $770181.24         | $772758.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  | 0.0000% | $841586.93         | $852983.52         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A90775 G | 2040-01-01      | 5.5000%  | 0.0000% | $1144332.74        | $1193571.73        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A87971 G | 2039-08-01      | 4.5000%  | 0.0000% | $3085909.35        | $3071408.66        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  | 0.0000% | $14492.86          | $15383.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB2846 | 2054-10-01      | 5.5000%  | 0.0000% | $3415794.48        | $3464140.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7623 | 2054-05-01      | 6.5000%  | 0.0000% | $1775481.44        | $1890486.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7586 | 2054-04-01      | 6.5000%  | 0.0000% | $774747.36         | $826038.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6805 | 2056-04-01      | 5.5000%  | 0.0000% | $3335990.00        | $3392773.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | 0.0000% | $1501120.40        | $1575975.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $1068352.14        | $1148133.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  | 0.0000% | $980785.33         | $1044310.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | 0.0000% | $459901.92         | $490120.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $635807.66         | $680212.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4327 | 2052-06-01      | 5.0000%  | 0.0000% | $817380.65         | $814719.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | 0.0000% | $1228089.11        | $1307636.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  | 0.0000% | $1217446.03        | $1213759.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | 0.0000% | $830430.60         | $835031.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  | 0.0000% | $1229782.69        | $1140005.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4375 | 2052-06-01      | 5.0000%  | 0.0000% | $1075789.60        | $1074252.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9898 | 2052-05-01      | 4.0000%  | 0.0000% | $2039529.58        | $1925913.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9087 | 2053-08-01      | 6.0000%  | 0.0000% | $780868.20         | $807756.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7179 | 2052-08-01      | 5.0000%  | 0.0000% | $1296697.63        | $1289636.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6082 | 2052-07-01      | 5.0000%  | 0.0000% | $913980.71         | $920414.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $769400.08         | $746352.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5807 | 2052-07-01      | 5.0000%  | 0.0000% | $1627833.89        | $1644670.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5600 | 2052-07-01      | 5.0000%  | 0.0000% | $737644.30         | $734421.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  | 0.0000% | $834913.59         | $840429.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5511 | 2052-07-01      | 5.0000%  | 0.0000% | $877879.04         | $881115.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  | 0.0000% | $698738.35         | $703406.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4893 | 2052-07-01      | 5.0000%  | 0.0000% | $649522.61         | $645985.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5395 | 2052-07-01      | 5.0000%  | 0.0000% | $832051.87         | $842411.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  | 0.0000% | $288240.56         | $288237.04         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  | 0.0000% | $554618.32         | $535740.35         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G07175 G | 2041-12-01      | 3.5000%  | 0.0000% | $765149.65         | $723423.32         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62279 G | 2049-03-01      | 4.5000%  | 0.0000% | $1896084.51        | $1865155.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0151 | 2054-11-01      | 5.0000%  | 0.0000% | $4251419.82        | $4256061.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6938 | 2054-12-01      | 4.5000%  | 0.0000% | $8709098.41        | $8419041.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $40072.58          | $36550.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3108 | 2052-05-01      | 3.0000%  | 0.0000% | $6589499.77        | $5891333.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2283 | 2052-04-01      | 3.0000%  | 0.0000% | $15221947.17       | $13497021.49       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  | 0.0000% | $2041844.52        | $1975453.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $21761.35          | $19848.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB1487 | 2040-04-01      | 5.0000%  | 0.0000% | $11696.11          | $11916.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $10937.38          | $11387.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $638860.52         | $628233.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0864 | 2052-10-01      | 5.0000%  | 0.0000% | $702307.14         | $700009.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0861 | 2052-10-01      | 5.0000%  | 0.0000% | $1572529.67        | $1562587.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0807 | 2052-10-01      | 5.0000%  | 0.0000% | $1443486.25        | $1452624.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  | 0.0000% | $863416.52         | $859562.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0791 | 2052-09-01      | 5.0000%  | 0.0000% | $812543.18         | $810024.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9763 | 2052-09-01      | 5.0000%  | 0.0000% | $1674675.95        | $1682734.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $916703.55         | $886657.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $752008.86         | $802886.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $646180.89         | $688954.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6973 | 2053-07-01      | 6.5000%  | 0.0000% | $1029969.76        | $1101909.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6773 | 2053-07-01      | 6.5000%  | 0.0000% | $711106.62         | $753529.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  | 0.0000% | $1001779.31        | $1070908.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6066 | 2053-07-01      | 6.0000%  | 0.0000% | $1999072.07        | $2057223.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0696 | 2048-09-01      | 4.5000%  | 0.0000% | $832151.81         | $821708.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0588 | 2048-11-01      | 4.5000%  | 0.0000% | $637123.17         | $627230.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0891 | 2048-11-01      | 4.5000%  | 0.0000% | $725159.07         | $712571.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | 0.0000% | $1441052.22        | $1394754.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | 0.0000% | $46796.45          | $45984.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9913 | 2048-09-01      | 4.5000%  | 0.0000% | $1432818.07        | $1396519.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $235253.81         | $231923.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4068 | 2052-07-01      | 4.5000%  | 0.0000% | $10846.30          | $10512.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2389 | 2036-12-01      | 2.0000%  | 0.0000% | $51301319.79       | $47124731.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2069 | 2036-06-01      | 2.0000%  | 0.0000% | $77283819.74       | $71042618.88       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1937 | 2036-06-01      | 2.0000%  | 0.0000% | $60926605.29       | $55950126.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $17659.59          | $17100.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  | 0.0000% | $15322197.41       | $14861964.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  | 0.0000% | $1084964.25        | $1009045.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7935 | 2049-06-01      | 3.5000%  | 0.0000% | $1156383.41        | $1072143.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  | 0.0000% | $615581.08         | $572635.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $226486.86         | $223544.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | 0.0000% | $176093.50         | $173080.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | 0.0000% | $475146.60         | $464089.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  | 0.0000% | $435880.84         | $428390.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $387644.28         | $381991.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | 0.0000% | $690878.12         | $677061.25         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H09062 G | 2037-08-01      | 6.0000%  | 0.0000% | $441361.81         | $453739.06         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H19004 G | 2037-01-01      | 5.5000%  | 0.0000% | $67989.13          | $68145.75          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H19026 G | 2037-06-01      | 5.5000%  | 0.0000% | $239676.10         | $241586.46         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H10115 G | 2037-04-01      | 5.5000%  | 0.0000% | $303840.98         | $308971.20         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC H05119 G | 2038-04-01      | 5.0000%  | 0.0000% | $214680.74         | $213670.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | 0.0000% | $1068650.94        | $1061898.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  | 0.0000% | $906292.47         | $901237.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | 0.0000% | $854149.65         | $851423.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0297 | 2052-09-01      | 5.0000%  | 0.0000% | $1421084.57        | $1426284.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  | 0.0000% | $967177.05         | $962078.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0237 | 2052-09-01      | 5.0000%  | 0.0000% | $1134697.35        | $1126578.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  | 0.0000% | $880817.88         | $886692.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7256 | 2048-07-01      | 4.5000%  | 0.0000% | $406000.81         | $400126.79         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC K39030 G | 2047-12-01      | 6.5000%  | 0.0000% | $191532.33         | $198492.06         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC K39025 G | 2048-04-01      | 5.5000%  | 0.0000% | $285709.28         | $290807.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ1066 | 2048-01-01      | 4.5000%  | 0.0000% | $494175.33         | $485980.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH9381 | 2047-10-01      | 4.5000%  | 0.0000% | $1454887.72        | $1429101.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  | 0.0000% | $526113.58         | $510514.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $503474.89         | $481745.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  | 0.0000% | $615412.30         | $587433.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  | 0.0000% | $612448.12         | $603902.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $500725.06         | $493166.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  | 0.0000% | $5069887.55        | $5005408.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | 0.0000% | $296621.06         | $292296.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  | 0.0000% | $186439.72         | $180594.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  | 0.0000% | $343668.57         | $332558.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8446 | 2048-09-01      | 4.5000%  | 0.0000% | $233134.03         | $227603.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  | 0.0000% | $167037.92         | $164594.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7402 | 2048-07-01      | 4.5000%  | 0.0000% | $620161.41         | $611513.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7299 | 2048-05-01      | 4.5000%  | 0.0000% | $324587.90         | $319521.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | 0.0000% | $1052564.04        | $1034750.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $823198.99         | $852431.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | 0.0000% | $729521.82         | $727652.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB3505 | 2041-09-01      | 4.0000%  | 0.0000% | $28347.77          | $27350.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3337 | 2049-03-01      | 4.0000%  | 0.0000% | $911881.10         | $872365.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $6414437.34        | $6042697.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | 0.0000% | $662997.32         | $705937.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $326521.96         | $338922.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $70751.31          | $68478.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $73024.24          | $61571.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1611 | 2043-10-01      | 4.0000%  | 0.0000% | $21950.61          | $21245.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  | 0.0000% | $241640.95         | $233877.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2662 | 2053-05-01      | 6.0000%  | 0.0000% | $912115.05         | $942295.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $41192.08          | $34760.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5821 | 2048-05-01      | 3.5000%  | 0.0000% | $3350405.44        | $3146350.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC1412 | 2054-08-01      | 6.0000%  | 0.0000% | $980365.65         | $1028372.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB1727 | 2036-09-01      | 2.5000%  | 0.0000% | $66743419.95       | $63233175.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1687 | 2052-07-01      | 5.0000%  | 0.0000% | $917460.02         | $919856.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | 0.0000% | $601989.75         | $599549.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6648 | 2053-01-01      | 6.0000%  | 0.0000% | $804790.33         | $836358.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  | 0.0000% | $3308498.74        | $3205525.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $650204.33         | $669706.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9102 | 2053-03-01      | 6.0000%  | 0.0000% | $824497.26         | $848782.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | 0.0000% | $1070756.45        | $1074437.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $690268.73         | $702098.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  | 0.0000% | $606824.63         | $611821.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | 0.0000% | $216447.46         | $218029.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $23203.96          | $23473.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS9361 | 2037-03-01      | 1.5000%  | 0.0000% | $65856764.78       | $59208282.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $34100592.80       | $34803083.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | 0.0000% | $986683.08         | $1042851.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | 0.0000% | $892768.87         | $918443.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8254 | 2053-06-01      | 5.5000%  | 0.0000% | $1161184.20        | $1175088.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8252 | 2053-05-01      | 5.0000%  | 0.0000% | $1203727.69        | $1191871.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $673404.72         | $684471.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8910 | 2052-09-01      | 5.0000%  | 0.0000% | $1114892.43        | $1117613.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | 0.0000% | $986344.13         | $978302.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7940 | 2052-08-01      | 5.0000%  | 0.0000% | $1228929.56        | $1218417.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7935 | 2052-08-01      | 5.0000%  | 0.0000% | $1437382.76        | $1436547.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | 0.0000% | $1413888.78        | $1420658.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | 0.0000% | $14508.25          | $14006.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  | 0.0000% | $913234.43         | $846472.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8896 | 2053-08-01      | 6.0000%  | 0.0000% | $874464.87         | $904375.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG7960 | 2053-07-01      | 5.0000%  | 0.0000% | $193646.43         | $191643.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7930 | 2053-08-01      | 5.5000%  | 0.0000% | $1221999.52        | $1258366.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7619 | 2053-07-01      | 6.5000%  | 0.0000% | $759659.86         | $810363.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | 0.0000% | $5829.88           | $5414.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $28045.59          | $24640.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2321 | 2051-12-01      | 2.5000%  | 0.0000% | $72629429.77       | $61907865.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB1473 | 2036-08-01      | 2.5000%  | 0.0000% | $65837123.66       | $62375005.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB1200 | 2036-07-01      | 2.0000%  | 0.0000% | $63568013.19       | $58374767.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  | 0.0000% | $8165706.52        | $7600390.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $140996.82         | $128667.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $702356.91         | $724941.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | 0.0000% | $1135144.39        | $1166343.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7625 | 2053-05-01      | 5.0000%  | 0.0000% | $894066.35         | $896048.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  | 0.0000% | $732070.39         | $782652.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7350 | 2053-09-01      | 6.5000%  | 0.0000% | $518583.96         | $551558.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $348556.63         | $373409.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7352 | 2053-09-01      | 6.5000%  | 0.0000% | $450052.56         | $479276.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7315 | 2053-07-01      | 6.5000%  | 0.0000% | $456130.83         | $485748.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL817753 | 2036-04-01      | 6.0000%  | 0.0000% | $129942.76         | $134914.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  | 0.0000% | $302599.09         | $309677.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $401295.12         | $426510.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $674819.57         | $633661.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  | 0.0000% | $304703.13         | $284002.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA2143 | 2049-08-01      | 4.5000%  | 0.0000% | $1720021.56        | $1688054.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1394 | 2049-07-01      | 3.5000%  | 0.0000% | $954904.56         | $887974.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1381 | 2049-07-01      | 3.5000%  | 0.0000% | $1077898.96        | $998043.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  | 0.0000% | $360193.40         | $337400.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1236 | 2049-07-01      | 3.5000%  | 0.0000% | $715597.03         | $662917.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | 0.0000% | $114923.34         | $119698.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  | 0.0000% | $315429.59         | $293516.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  | 0.0000% | $278856.23         | $273155.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | 0.0000% | $339961.72         | $331674.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | 0.0000% | $532251.90         | $495145.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD4490 | 2053-03-01      | 7.0000%  | 0.0000% | $8509919.72        | $9233568.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  | 0.0000% | $499475.18         | $509412.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG0240 | 2056-04-01      | 5.0000%  | 0.0000% | $3681880.10        | $3656842.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $759186.50         | $781001.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $746852.38         | $769081.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6727 | 2053-02-01      | 6.0000%  | 0.0000% | $1021240.39        | $1072289.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  | 0.0000% | $465599.42         | $496074.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $1005556.15        | $1066264.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $274683.01         | $276664.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | 0.0000% | $135774.70         | $135901.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  | 0.0000% | $155111.23         | $156628.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $249379.58         | $253861.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | 0.0000% | $242054.10         | $256197.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | 0.0000% | $217071.96         | $229046.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  | 0.0000% | $37420.88          | $37479.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $237768.17         | $240545.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $676221.45         | $722654.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  | 0.0000% | $1382133.94        | $1449800.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9776 | 2053-04-01      | 6.0000%  | 0.0000% | $1021247.81        | $1070138.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9775 | 2053-04-01      | 6.0000%  | 0.0000% | $1600285.05        | $1680311.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9799 | 2053-04-01      | 6.5000%  | 0.0000% | $1241784.60        | $1329315.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $128992.09         | $130249.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | 0.0000% | $86621.06          | $87204.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  | 0.0000% | $145960.91         | $144336.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $81051.28          | $81993.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | 0.0000% | $104764.12         | $105215.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $153794.66         | $152886.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  | 0.0000% | $78826.10          | $84178.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $1126811.85        | $1121612.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  | 0.0000% | $1215374.52        | $1223478.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | 0.0000% | $4984554.77        | $4982539.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  | 0.0000% | $1072359.77        | $1065897.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8588 | 2052-10-01      | 5.0000%  | 0.0000% | $1280217.10        | $1278159.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | 0.0000% | $584093.54         | $582618.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8574 | 2052-09-01      | 5.0000%  | 0.0000% | $2288613.93        | $2273691.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  | 0.0000% | $1289781.37        | $1299178.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8372 | 2052-08-01      | 5.0000%  | 0.0000% | $1230415.97        | $1235951.34        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  | 0.0000% | $815110.08         | $781769.00         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  | 0.0000% | $93613.57          | $93935.02          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  | 0.0000% | $611256.85         | $586251.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  | 0.0000% | $1511019.38        | $1503776.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6733 | 2052-07-01      | 5.0000%  | 0.0000% | $1292548.62        | $1286766.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE6377 | 2052-07-01      | 4.5000%  | 0.0000% | $1684476.18        | $1632675.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $184361.76         | $186171.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $307745.40         | $325136.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $128449.47         | $135433.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  | 0.0000% | $925188.79         | $899684.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  | 0.0000% | $350218.99         | $366899.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | 0.0000% | $390452.36         | $409067.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $94028.58          | $99705.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $509559.63         | $543763.37         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | 0.0000% | $411714.25         | $403999.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  | 0.0000% | $884135.33         | $826315.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2202 | 2036-09-01      | 2.0000%  | 0.0000% | $101307992.13      | $93405979.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  | 0.0000% | $462915.02         | $456305.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  | 0.0000% | $558583.42         | $496508.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL0700 | 2052-10-01      | 2.0000%  | 0.0000% | $98304977.10       | $78706809.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7563 | 2055-10-01      | 6.0000%  | 0.0000% | $1731644.16        | $1776360.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ5628 | 2055-10-01      | 5.0000%  | 0.0000% | $4818998.71        | $4794401.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $10021179.94       | $9916496.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9240 | 2054-07-01      | 6.5000%  | 0.0000% | $1012477.41        | $1078629.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5176 | 2054-05-01      | 6.5000%  | 0.0000% | $820005.73         | $873120.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5174 | 2054-05-01      | 6.5000%  | 0.0000% | $791114.92         | $843490.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2391 | 2036-12-01      | 2.0000%  | 0.0000% | $22660003.77       | $20801228.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $208211.11         | $194072.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC1516 | 2046-08-01      | 4.0000%  | 0.0000% | $3609962.94        | $3446259.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | 0.0000% | $52313.29          | $48551.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | 0.0000% | $300312.33         | $279866.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | 0.0000% | $79652.98          | $76568.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  | 0.0000% | $2092690.93        | $1955961.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $197659.41         | $190366.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9496 | 2049-05-01      | 4.5000%  | 0.0000% | $1605301.24        | $1583104.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | 0.0000% | $415964.57         | $420106.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | 0.0000% | $1150804.12        | $1066021.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  | 0.0000% | $268130.80         | $264223.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  | 0.0000% | $447083.94         | $437344.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | 0.0000% | $256054.13         | $252322.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $642741.35         | $651155.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | 0.0000% | $233211.98         | $229712.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  | 0.0000% | $703785.21         | $655289.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1405 | 2052-10-01      | 5.0000%  | 0.0000% | $958444.53         | $962518.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | 0.0000% | $13983842.42       | $13161235.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | 0.0000% | $565907.68         | $525629.45         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A96200 G | 2041-01-01      | 4.5000%  | 0.0000% | $1161806.55        | $1156341.41        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A94284 G | 2040-10-01      | 4.5000%  | 0.0000% | $613738.50         | $610850.25         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | 0.0000% | $779089.45         | $802310.65         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A90398 G | 2039-12-01      | 4.5000%  | 0.0000% | $44688.63          | $44439.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL831276 | 2036-02-01      | 6.0000%  | 0.0000% | $285010.02         | $298506.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2793 | 2052-11-01      | 5.5000%  | 0.0000% | $1452168.41        | $1499504.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZN4057 | 2049-03-01      | 5.0000%  | 0.0000% | $987593.21         | $993666.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4032 | 2049-03-01      | 4.5000%  | 0.0000% | $995951.34         | $976037.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  | 0.0000% | $574808.27         | $557719.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  | 0.0000% | $541800.07         | $533968.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3194 | 2049-02-01      | 4.5000%  | 0.0000% | $364107.85         | $356834.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  | 0.0000% | $379900.09         | $372848.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  | 0.0000% | $480926.15         | $473627.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3205 | 2049-02-01      | 4.5000%  | 0.0000% | $432544.94         | $419699.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3160 | 2049-02-01      | 4.5000%  | 0.0000% | $366934.56         | $361827.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  | 0.0000% | $461772.54         | $430534.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $207177.16         | $193478.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $360475.22         | $335903.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7162 | 2052-08-01      | 5.0000%  | 0.0000% | $660219.58         | $665030.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  | 0.0000% | $1284403.60        | $1291418.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6140 | 2052-08-01      | 5.0000%  | 0.0000% | $846780.76         | $857593.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  | 0.0000% | $724556.43         | $728701.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $741583.50         | $746621.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | 0.0000% | $968798.02         | $939935.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7162 | 2054-01-01      | 6.5000%  | 0.0000% | $667910.75         | $711171.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3162 | 2049-02-01      | 4.5000%  | 0.0000% | $275639.08         | $275454.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | 0.0000% | $954820.17         | $977701.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  | 0.0000% | $631385.30         | $673902.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9039 | 2050-02-01      | 3.5000%  | 0.0000% | $2855985.89        | $2623764.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1630 | 2040-09-01      | 6.0000%  | 0.0000% | $5594884.89        | $5816427.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4675 | 2056-05-01      | 5.0000%  | 0.0000% | $5361376.00        | $5324091.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $932918.04         | $917110.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $98714.31          | $90036.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  | 0.0000% | $676582.87         | $667227.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  | 0.0000% | $1011380.13        | $877335.74         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62038 G | 2049-03-01      | 4.0000%  | 0.0000% | $477081.50         | $454971.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  | 0.0000% | $155020.48         | $151674.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  | 0.0000% | $909074.92         | $839587.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6101 | 2054-07-01      | 6.5000%  | 0.0000% | $674685.73         | $719352.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  | 0.0000% | $808188.42         | $783974.28         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | 0.0000% | $579618.63         | $541526.93         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  | 0.0000% | $1080102.93        | $1038067.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $1036114.15        | $1017165.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6996 | 2053-07-01      | 6.5000%  | 0.0000% | $675269.98         | $719393.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | 0.0000% | $1013456.97        | $1018498.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3660 | 2047-07-01      | 4.5000%  | 0.0000% | $305253.11         | $300749.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  | 0.0000% | $1243753.03        | $1226398.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3421 | 2047-06-01      | 4.5000%  | 0.0000% | $1316393.59        | $1297794.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  | 0.0000% | $490301.09         | $483152.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  | 0.0000% | $680744.95         | $656172.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  | 0.0000% | $108176.86         | $104445.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL2849 | 2042-03-01      | 4.0000%  | 0.0000% | $233938.08         | $225515.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL2698 | 2042-02-01      | 4.0000%  | 0.0000% | $198013.06         | $191106.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL2666 | 2042-02-01      | 4.0000%  | 0.0000% | $562092.56         | $542237.33         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC K39033 G | 2047-04-01      | 5.5000%  | 0.0000% | $540140.13         | $549777.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3155 | 2052-12-01      | 6.0000%  | 0.0000% | $597782.02         | $617828.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $249651.48         | $235338.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $1293567.82        | $1223128.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | 0.0000% | $449340.40         | $446296.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $874755.08         | $922768.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | 0.0000% | $676688.33         | $696026.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $439741.00         | $464731.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $17988.47          | $17895.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $328227.12         | $333683.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $361133.52         | $377530.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $248803.05         | $245156.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $132502.89         | $134494.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $137295.22         | $139128.67         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q57654 G | 2048-08-01      | 5.0000%  | 0.0000% | $160909.23         | $161903.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8760 | 2053-08-01      | 5.5000%  | 0.0000% | $679677.33         | $693263.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $796771.28         | $799040.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17688 G | 2043-04-01      | 4.0000%  | 0.0000% | $71083.88          | $68405.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | 0.0000% | $454804.05         | $438649.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA4782 | 2056-02-01      | 5.0000%  | 0.0000% | $196314.94         | $194457.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  | 0.0000% | $482486.50         | $509469.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2785 | 2056-01-01      | 5.5000%  | 0.0000% | $6580104.02        | $6653778.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0881 | 2055-12-01      | 5.5000%  | 0.0000% | $3561437.46        | $3594411.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $4045051.53        | $3903486.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRQ0082 | 2056-01-01      | 4.0000%  | 0.0000% | $118150.74         | $111124.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6029 | 2056-03-01      | 5.5000%  | 0.0000% | $95780138.95       | $97354626.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5749 | 2056-01-01      | 6.0000%  | 0.0000% | $28784547.68       | $29901167.44       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $7526647.99        | $7779425.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1024 | 2054-03-01      | 6.5000%  | 0.0000% | $4827419.58        | $5039353.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0828 | 2054-02-01      | 5.0000%  | 0.0000% | $380141.38         | $376833.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4991 | 2056-04-01      | 5.0000%  | 0.0000% | $70481750.00       | $69907378.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL4191 | 2049-02-01      | 3.0000%  | 0.0000% | $77933217.66       | $70753749.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL4467 | 2056-02-01      | 6.0000%  | 0.0000% | $11438536.76       | $11840650.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV9710 | 2052-06-01      | 4.5000%  | 0.0000% | $705867.74         | $684721.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV9112 | 2052-08-01      | 5.0000%  | 0.0000% | $1083119.80        | $1080561.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV9091 | 2052-08-01      | 5.0000%  | 0.0000% | $1272727.67        | $1264664.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9899 | 2052-05-01      | 4.0000%  | 0.0000% | $5759271.72        | $5500197.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | 0.0000% | $632097.77         | $580682.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9886 | 2052-05-01      | 3.5000%  | 0.0000% | $3085173.35        | $2848538.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $759758.34         | $756284.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  | 0.0000% | $828426.68         | $745000.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV8912 | 2052-06-01      | 4.5000%  | 0.0000% | $1412005.34        | $1369938.88        | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H01814 G | 2037-10-01      | 6.5000%  | 0.0000% | $131572.70         | $131888.23         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H02644 G | 2038-05-01      | 6.0000%  | 0.0000% | $222482.50         | $224364.55         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H01482 G | 2036-06-01      | 6.0000%  | 0.0000% | $320737.00         | $323586.86         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC H01001 G | 2037-07-01      | 5.0000%  | 0.0000% | $114839.04         | $114624.50         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H00416 G | 2036-12-01      | 6.0000%  | 0.0000% | $130765.38         | $131951.73         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  | 0.0000% | $1346338.20        | $1329183.16        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q56865 G | 2048-06-01      | 4.5000%  | 0.0000% | $477074.32         | $467682.64         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | 0.0000% | $479951.71         | $458033.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | 0.0000% | $522608.42         | $522700.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0486 | 2052-10-01      | 5.0000%  | 0.0000% | $1228661.51        | $1221409.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  | 0.0000% | $446574.21         | $413499.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2054 | 2052-09-01      | 5.0000%  | 0.0000% | $1334963.90        | $1340428.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQA1139 | 2049-07-01      | 5.0000%  | 0.0000% | $190290.97         | $190709.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5954 | 2053-02-01      | 6.0000%  | 0.0000% | $1081389.60        | $1132499.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3360 | 2053-05-01      | 5.5000%  | 0.0000% | $5165172.88        | $5321918.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2925 | 2053-06-01      | 6.5000%  | 0.0000% | $846035.62         | $903173.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2777 | 2053-06-01      | 5.5000%  | 0.0000% | $1176962.13        | $1210129.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | 0.0000% | $1219316.18        | $1301801.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | 0.0000% | $1595401.79        | $1626648.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  | 0.0000% | $1486529.73        | $1529773.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $952942.02         | $981747.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $956514.06         | $975239.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  | 0.0000% | $1018275.90        | $1086521.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2319 | 2053-07-01      | 6.5000%  | 0.0000% | $594151.13         | $632592.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | 0.0000% | $1036942.68        | $1104699.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $822637.83         | $879059.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | 0.0000% | $856717.08         | $897587.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | 0.0000% | $1485486.56        | $1536788.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  | 0.0000% | $525651.98         | $552998.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $544083.05         | $562885.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6181 | 2053-02-01      | 5.5000%  | 0.0000% | $766830.10         | $780462.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  | 0.0000% | $1823331.06        | $1859127.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $501396.92         | $523996.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX5102 | 2053-02-01      | 4.5000%  | 0.0000% | $5851666.56        | $5665642.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX5100 | 2053-02-01      | 4.5000%  | 0.0000% | $555259.63         | $542898.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $761701.06         | $777496.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4604 | 2052-12-01      | 5.5000%  | 0.0000% | $680070.70         | $693203.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6386 | 2053-02-01      | 6.0000%  | 0.0000% | $6245184.36        | $6449528.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $84082.30          | $83881.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW9795 | 2053-06-01      | 6.5000%  | 0.0000% | $1112465.67        | $1190307.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1051521.92        | $1056162.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8786 | 2052-09-01      | 4.5000%  | 0.0000% | $1769804.08        | $1711506.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | 0.0000% | $575168.02         | $603976.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  | 0.0000% | $222770.61         | $232027.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | 0.0000% | $87780.54          | $89950.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | 0.0000% | $111683.43         | $112533.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $526175.23         | $517831.14         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | 0.0000% | $737403.04         | $725261.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7553 | 2052-08-01      | 5.0000%  | 0.0000% | $1128367.08        | $1121218.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7424 | 2052-08-01      | 5.0000%  | 0.0000% | $866545.20         | $869668.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | 0.0000% | $11887.92          | $11439.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $584579.39         | $560884.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | 0.0000% | $10221715.51       | $10477836.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $1843728.14        | $1890947.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7306 | 2054-07-01      | 6.0000%  | 0.0000% | $3411474.51        | $3548453.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  | 0.0000% | $2911916.45        | $3028833.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6794 | 2054-07-01      | 6.0000%  | 0.0000% | $4835797.29        | $5029956.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  | 0.0000% | $596850.55         | $630718.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1976 | 2052-07-01      | 5.0000%  | 0.0000% | $809613.76         | $813915.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3713 | 2052-08-01      | 5.0000%  | 0.0000% | $627559.39         | $624318.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1232 | 2053-09-01      | 6.5000%  | 0.0000% | $588403.76         | $628643.00         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | 0.0000% | $310718.10         | $305558.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $971566.86         | $970450.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  | 0.0000% | $3449829.58        | $3310812.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0086 | 2052-09-01      | 5.0000%  | 0.0000% | $902987.35         | $897417.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | 0.0000% | $15690478.68       | $12685738.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1169 | 2052-11-01      | 5.5000%  | 0.0000% | $895135.81         | $917183.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  | 0.0000% | $1120303.13        | $1173291.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT3310 | 2043-04-01      | 4.0000%  | 0.0000% | $209996.41         | $202114.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $457838.76         | $429333.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8336 | 2046-11-01      | 4.5000%  | 0.0000% | $1960196.47        | $1935272.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS6038 | 2040-10-01      | 3.5000%  | 0.0000% | $162369.38         | $151354.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  | 0.0000% | $548073.93         | $504658.49         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G61559 G | 2048-03-01      | 4.0000%  | 0.0000% | $5119798.75        | $4891467.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | 0.0000% | $418804.47         | $429159.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL870158 | 2036-03-01      | 6.0000%  | 0.0000% | $107235.05         | $110497.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | 0.0000% | $225259.05         | $232351.85         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62733 G | 2049-04-01      | 4.0000%  | 0.0000% | $763671.63         | $729169.12         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  | 0.0000% | $1003340.01        | $990552.44         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63561 G | 2049-05-01      | 3.5000%  | 0.0000% | $2041413.65        | $1904080.50        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $13159492.87       | $12640288.00       | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  | 0.0000% | $328372.64         | $320288.10         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  | 0.0000% | $824033.87         | $804503.44         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  | 0.0000% | $272813.27         | $267499.69         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62208 G | 2049-03-01      | 5.0000%  | 0.0000% | $577449.12         | $582523.61         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62009 G | 2049-03-01      | 5.0000%  | 0.0000% | $82280.11          | $83001.03          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | 0.0000% | $209461.05         | $210494.27         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  | 0.0000% | $219476.04         | $210497.76         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q61703 G | 2049-02-01      | 5.0000%  | 0.0000% | $761278.81         | $771269.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4873 | 2049-04-01      | 4.5000%  | 0.0000% | $673605.94         | $663165.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  | 0.0000% | $5782.18           | $5467.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2384 | 2044-05-01      | 4.0000%  | 0.0000% | $481742.26         | $464852.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | 0.0000% | $290343.81         | $280011.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | 0.0000% | $218436.52         | $210924.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9350 | 2043-02-01      | 4.0000%  | 0.0000% | $495971.14         | $478374.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR9224 | 2043-03-01      | 3.5000%  | 0.0000% | $1400376.85        | $1313139.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8170 | 2043-03-01      | 3.5000%  | 0.0000% | $2992809.15        | $2825560.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR5851 | 2043-02-01      | 3.5000%  | 0.0000% | $1099134.22        | $1037829.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR2410 | 2042-12-01      | 4.0000%  | 0.0000% | $182770.95         | $176394.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1754 | 2043-02-01      | 3.5000%  | 0.0000% | $1232752.87        | $1160162.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  | 0.0000% | $922319.91         | $857106.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | 0.0000% | $342996.45         | $320160.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | 0.0000% | $1088367.73        | $1011406.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $632110.59         | $587441.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $537980.20         | $479410.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | 0.0000% | $551209.99         | $510399.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8286 | 2049-11-01      | 3.5000%  | 0.0000% | $1636134.92        | $1515703.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  | 0.0000% | $1397729.52        | $1298955.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8244 | 2049-11-01      | 3.5000%  | 0.0000% | $150154.50         | $139101.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | 0.0000% | $383710.80         | $378161.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3472 | 2049-02-01      | 4.5000%  | 0.0000% | $472747.06         | $465908.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  | 0.0000% | $496802.12         | $489873.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | 0.0000% | $1040402.22        | $1007007.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  | 0.0000% | $1038967.67        | $1066321.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1071682.39        | $1073350.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8200 | 2053-08-01      | 5.5000%  | 0.0000% | $1022740.67        | $1054679.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8872 | 2053-09-01      | 5.5000%  | 0.0000% | $679181.04         | $685565.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $941584.35         | $958149.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  | 0.0000% | $1062764.09        | $1081922.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  | 0.0000% | $647591.52         | $691256.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $666522.36         | $684372.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $34884.57          | $33154.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $62474.86          | $57533.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  | 0.0000% | $43780.54          | $42115.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $72019.20          | $69352.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | 0.0000% | $811541.49         | $836765.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | 0.0000% | $955200.61         | $1009802.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  | 0.0000% | $771474.83         | $821567.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1087 | 2053-04-01      | 6.0000%  | 0.0000% | $1192727.70        | $1236139.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0745 | 2053-05-01      | 6.0000%  | 0.0000% | $1271369.95        | $1333359.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0739 | 2053-05-01      | 5.0000%  | 0.0000% | $1259611.76        | $1257543.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  | 0.0000% | $570702.75         | $583833.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0245 | 2053-04-01      | 5.0000%  | 0.0000% | $1009000.46        | $1011489.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0243 | 2053-04-01      | 6.5000%  | 0.0000% | $654490.00         | $700202.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  | 0.0000% | $811217.52         | $814222.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9911 | 2053-05-01      | 6.5000%  | 0.0000% | $803934.53         | $851860.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | 0.0000% | $716149.71         | $756834.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH3137 | 2047-07-01      | 4.0000%  | 0.0000% | $1165109.24        | $1111794.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  | 0.0000% | $899776.79         | $859720.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0455 | 2049-06-01      | 3.5000%  | 0.0000% | $616409.21         | $577251.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQA0278 | 2049-05-01      | 5.0000%  | 0.0000% | $147572.26         | $148793.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $669655.57         | $625474.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  | 0.0000% | $506215.84         | $471941.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA0081 | 2049-06-01      | 4.5000%  | 0.0000% | $165933.44         | $163153.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | 0.0000% | $967182.60         | $895990.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | 0.0000% | $250965.53         | $234648.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ6640 | 2046-01-01      | 4.0000%  | 0.0000% | $1534573.30        | $1477759.13        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $593701.04         | $600412.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0848 | 2053-04-01      | 5.0000%  | 0.0000% | $787120.67         | $785780.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF9924 | 2053-03-01      | 6.0000%  | 0.0000% | $1182480.18        | $1217739.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $253744.67         | $249936.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9991 | 2049-12-01      | 3.5000%  | 0.0000% | $530340.27         | $491077.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  | 0.0000% | $1222090.47        | $1218505.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $799679.66         | $744355.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $407778.90         | $391582.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $30808.72          | $28385.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $93584.71          | $86183.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | 0.0000% | $1025823.86        | $990544.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | 0.0000% | $7011095.20        | $6919838.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6597 | 2046-02-01      | 4.0000%  | 0.0000% | $31397.89          | $30064.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $190484.43         | $177717.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | 0.0000% | $568845.41         | $525170.28         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | 0.0000% | $663613.55         | $637971.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $251113.94         | $234058.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX3985 | 2052-10-01      | 4.5000%  | 0.0000% | $1106625.31        | $1077722.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6310 | 2053-07-01      | 6.5000%  | 0.0000% | $7280632.38        | $7799735.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  | 0.0000% | $666554.57         | $665405.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $219377.12         | $176059.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5512 | 2052-07-01      | 5.0000%  | 0.0000% | $1020018.13        | $1024089.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $909014.49         | $916054.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6022 | 2053-06-01      | 5.5000%  | 0.0000% | $1317113.30        | $1333945.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $573762.85         | $562812.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8655 | 2053-08-01      | 6.0000%  | 0.0000% | $947711.17         | $986703.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | 0.0000% | $593364.75         | $552138.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $361243.32         | $354351.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | 0.0000% | $404991.87         | $399089.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | 0.0000% | $121473.69         | $122388.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  | 0.0000% | $541298.50         | $530485.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  | 0.0000% | $626108.37         | $615727.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $583557.34         | $573446.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | 0.0000% | $294273.33         | $288257.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $872592.99         | $859499.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6557 | 2049-04-01      | 4.5000%  | 0.0000% | $1253031.75        | $1231743.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $158376.05         | $159493.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4277 | 2047-09-01      | 4.5000%  | 0.0000% | $457241.23         | $450107.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1055209.51        | $1058602.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFA3982 | 2037-03-01      | 2.0000%  | 0.0000% | $66830060.89       | $61371121.61       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL3658 | 2053-10-01      | 3.0000%  | 0.0000% | $42252.26          | $37060.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $11405.82          | $10411.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $32723.83          | $31693.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5580 | 2052-10-01      | 4.5000%  | 0.0000% | $55392.44          | $53654.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  | 0.0000% | $4482489.99        | $4506631.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5392 | 2048-01-01      | 3.5000%  | 0.0000% | $239563.00         | $221085.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | 0.0000% | $836041.48         | $840461.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $780088.19         | $777194.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8410 | 2052-09-01      | 5.0000%  | 0.0000% | $578857.65         | $583978.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6083 | 2048-09-01      | 4.5000%  | 0.0000% | $930783.23         | $916813.10         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  | 0.0000% | $450512.18         | $442863.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $1167353.32        | $1229050.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $957605.75         | $973040.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4303 | 2053-06-01      | 6.5000%  | 0.0000% | $406694.67         | $426630.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAB1475 | 2040-09-01      | 4.5000%  | 0.0000% | $25718.86          | $25566.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $100151.90         | $92407.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  | 0.0000% | $320547.44         | $340243.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8289 | 2036-07-01      | 2.0000%  | 0.0000% | $117002083.59      | $107444313.37      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $4192433.46        | $3896160.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1173 | 2049-06-01      | 4.0000%  | 0.0000% | $2723659.08        | $2598420.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIFA5010 | 2041-03-01      | 5.0000%  | 0.0000% | $13048039.61       | $13225803.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA3026 | 2052-03-01      | 2.0000%  | 0.0000% | $87489471.25       | $70630609.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $6764.26           | $5437.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $322851.62         | $259931.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  | 0.0000% | $52838.72          | $51654.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $73966.43          | $68395.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | 0.0000% | $573802.17         | $551092.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $872819.48         | $930915.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7243 | 2053-07-01      | 6.5000%  | 0.0000% | $866055.85         | $925523.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $866484.94         | $908003.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8148 | 2053-04-01      | 5.5000%  | 0.0000% | $1289057.15        | $1306558.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5959 | 2049-05-01      | 4.5000%  | 0.0000% | $905128.82         | $892611.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  | 0.0000% | $385336.89         | $376097.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $69581.65          | $68619.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  | 0.0000% | $137281.68         | $134560.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  | 0.0000% | $67507.17          | $66538.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $236844.26         | $232392.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $64175.43          | $61238.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  | 0.0000% | $274008.90         | $266791.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $592989.21         | $584344.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  | 0.0000% | $695621.81         | $685914.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | 0.0000% | $297240.13         | $283515.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE8518 | 2047-03-01      | 4.0000%  | 0.0000% | $1334064.88        | $1276981.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8436 | 2047-04-01      | 4.5000%  | 0.0000% | $1056289.64        | $1026020.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  | 0.0000% | $10891192.42       | $10467168.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8746 | 2052-08-01      | 5.0000%  | 0.0000% | $1517775.38        | $1528457.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  | 0.0000% | $1047174.32        | $1051795.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8721 | 2052-09-01      | 5.0000%  | 0.0000% | $885558.28         | $881178.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  | 0.0000% | $545137.20         | $513631.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8631 | 2052-08-01      | 5.0000%  | 0.0000% | $811662.21         | $818178.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  | 0.0000% | $954541.64         | $962613.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8280 | 2052-06-01      | 5.0000%  | 0.0000% | $567846.99         | $568346.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8232 | 2052-08-01      | 5.0000%  | 0.0000% | $2013374.10        | $2004689.97        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | 0.0000% | $733012.58         | $704109.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7131 | 2052-08-01      | 5.0000%  | 0.0000% | $3141172.97        | $3171801.85        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q36591 G | 2045-10-01      | 4.0000%  | 0.0000% | $5188.73           | $4989.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO3076 | 2049-08-01      | 3.5000%  | 0.0000% | $1290535.35        | $1205398.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  | 0.0000% | $10097476.54       | $9945963.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3346 | 2049-04-01      | 4.5000%  | 0.0000% | $4114452.85        | $4037981.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3052 | 2049-02-01      | 4.5000%  | 0.0000% | $6463079.57        | $6348941.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3573 | 2049-05-01      | 4.0000%  | 0.0000% | $12985801.94       | $12383289.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $19161647.87       | $18343296.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $707873.96         | $755545.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  | 0.0000% | $347269.71         | $358837.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $676274.53         | $714455.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | 0.0000% | $448225.85         | $453015.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $729314.50         | $779189.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF9810 | 2053-02-01      | 5.5000%  | 0.0000% | $654178.10         | $673712.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8347 | 2053-02-01      | 6.0000%  | 0.0000% | $659778.75         | $682402.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8332 | 2053-02-01      | 6.0000%  | 0.0000% | $798965.43         | $841681.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1115687.43        | $1130352.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | 0.0000% | $1133429.46        | $1208590.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $553029.67         | $562670.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  | 0.0000% | $1022423.94        | $1036997.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1052780.13        | $1017574.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7876 | 2053-02-01      | 6.0000%  | 0.0000% | $566628.42         | $592482.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $854423.36         | $895840.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $479444.06         | $501581.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7619 | 2053-02-01      | 6.5000%  | 0.0000% | $534997.86         | $569995.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7546 | 2053-02-01      | 5.5000%  | 0.0000% | $984520.66         | $1012811.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $407596.19         | $427805.26         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58538 G | 2048-09-01      | 5.0000%  | 0.0000% | $586855.45         | $590568.95         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  | 0.0000% | $498689.05         | $503071.42         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58716 G | 2048-09-01      | 5.0000%  | 0.0000% | $463503.42         | $469332.33         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58671 G | 2048-09-01      | 4.5000%  | 0.0000% | $23519.52          | $23049.81          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | 0.0000% | $543264.12         | $547611.74         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58465 G | 2048-09-01      | 5.0000%  | 0.0000% | $749038.62         | $756702.62         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $188463.82         | $189241.76         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | 0.0000% | $698963.41         | $702949.45         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | 0.0000% | $38392.89          | $38588.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $989291.88         | $983024.50         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | 0.0000% | $381738.07         | $383951.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9388 | 2052-09-01      | 5.0000%  | 0.0000% | $895059.10         | $898447.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  | 0.0000% | $481082.63         | $473226.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $807243.63         | $807652.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $628774.16         | $632054.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  | 0.0000% | $271146.82         | $271248.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | 0.0000% | $264409.73         | $276928.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL851630 | 2036-04-01      | 6.0000%  | 0.0000% | $267354.95         | $279423.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | 0.0000% | $139322.24         | $145117.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  | 0.0000% | $142411.08         | $146814.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  | 0.0000% | $247825.56         | $258562.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL850583 | 2036-01-01      | 6.0000%  | 0.0000% | $385287.20         | $403633.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | 0.0000% | $457588.67         | $480137.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | 0.0000% | $1086840.72        | $1119245.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $817421.25         | $795900.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | 0.0000% | $973615.51         | $1003769.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX3658 | 2052-12-01      | 5.5000%  | 0.0000% | $2214198.21        | $2271474.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | 0.0000% | $747486.87         | $770997.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8384 | 2054-11-01      | 5.0000%  | 0.0000% | $4482363.61        | $4455974.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $6332590.85        | $6524508.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | 0.0000% | $279822.91         | $299613.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7736 | 2054-01-01      | 6.5000%  | 0.0000% | $640919.16         | $683874.28         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | 0.0000% | $570525.77         | $577785.58         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | 0.0000% | $598981.58         | $606434.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  | 0.0000% | $897158.07         | $892578.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7646 | 2052-08-01      | 5.0000%  | 0.0000% | $380056.09         | $377240.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | 0.0000% | $782093.03         | $809243.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7382 | 2052-08-01      | 5.0000%  | 0.0000% | $1930141.24        | $1914502.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $678437.91         | $674885.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | 0.0000% | $954399.55         | $950999.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | 0.0000% | $1204935.62        | $1210057.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  | 0.0000% | $1056457.37        | $1067280.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6445 | 2052-09-01      | 5.0000%  | 0.0000% | $689323.95         | $692753.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $475017.19         | $477075.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  | 0.0000% | $1027996.20        | $1038019.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  | 0.0000% | $890668.53         | $895401.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6369 | 2052-08-01      | 5.0000%  | 0.0000% | $700066.76         | $702628.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $562393.20         | $566433.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  | 0.0000% | $135936.04         | $130634.16         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81716 G | 2045-04-01      | 4.0000%  | 0.0000% | $4723325.89        | $4536368.25        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | 0.0000% | $182756.23         | $176532.88         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  | 0.0000% | $256146.92         | $247334.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | 0.0000% | $763445.36         | $802325.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4198 | 2052-12-01      | 6.0000%  | 0.0000% | $759431.45         | $800078.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $296105.00         | $310099.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF2957 | 2052-11-01      | 4.5000%  | 0.0000% | $1047585.99        | $1016933.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2934 | 2052-11-01      | 5.5000%  | 0.0000% | $1097462.54        | $1131606.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | 0.0000% | $312423.13         | $323094.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  | 0.0000% | $780192.29         | $802859.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $799302.72         | $753227.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $227404.01         | $219399.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | 0.0000% | $67647.72          | $67249.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  | 0.0000% | $318116.84         | $315963.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI2822 | 2041-06-01      | 4.5000%  | 0.0000% | $642532.86         | $638737.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | 0.0000% | $66279.70          | $64188.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | 0.0000% | $50829.78          | $49040.99          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q48714 G | 2047-06-01      | 4.5000%  | 0.0000% | $966374.97         | $951511.15         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48688 G | 2047-06-01      | 4.0000%  | 0.0000% | $695616.19         | $664594.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  | 0.0000% | $246012.16         | $250443.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4306 | 2056-04-01      | 5.0000%  | 0.0000% | $3897220.00        | $3854945.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4282 | 2056-04-01      | 5.0000%  | 0.0000% | $3648616.00        | $3615142.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2343 | 2056-04-01      | 5.0000%  | 0.0000% | $9536379.61        | $9481447.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1935 | 2056-04-01      | 5.0000%  | 0.0000% | $4706088.00        | $4681921.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9520 | 2056-01-01      | 5.0000%  | 0.0000% | $5034341.95        | $4979385.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  | 0.0000% | $86030.25          | $88282.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7998 | 2054-02-01      | 6.0000%  | 0.0000% | $5124806.42        | $5338476.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6902 | 2053-08-01      | 5.0000%  | 0.0000% | $34627910.06       | $34766656.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | 0.0000% | $658902.82         | $651036.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $841189.14         | $867037.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $3543176.05        | $3652045.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | 0.0000% | $373973.87         | $392688.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $192466.47         | $198382.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  | 0.0000% | $75908.92          | $76620.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $4487438.48        | $4330391.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5908 | 2055-12-01      | 4.5000%  | 0.0000% | $3643019.22        | $3515524.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $197144.68         | $179869.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $10586909.59       | $10216420.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $218055.70         | $205090.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $6108143.26        | $6264715.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $266012.94         | $250196.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $29151.01          | $29499.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $289602.26         | $264143.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $143636.15         | $139054.73         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  | 0.0000% | $1319199.37        | $1266913.19        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36666 G | 2045-10-01      | 3.5000%  | 0.0000% | $7741022.52        | $7238393.63        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | 0.0000% | $672683.29         | $664109.27         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U93186 G | 2046-09-01      | 3.5000%  | 0.0000% | $770026.82         | $718584.75         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q29156 G | 2044-10-01      | 4.0000%  | 0.0000% | $365646.33         | $351744.90         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | 0.0000% | $519648.79         | $499888.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  | 0.0000% | $802459.47         | $835135.88         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q25770 G | 2044-04-01      | 4.0000%  | 0.0000% | $5560911.59        | $5369823.22        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  | 0.0000% | $1305412.68        | $1288776.50        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q24793 G | 2044-02-01      | 4.0000%  | 0.0000% | $1257396.17        | $1215355.41        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q23585 G | 2043-12-01      | 4.5000%  | 0.0000% | $1329322.02        | $1312849.06        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $1490077.05        | $1431256.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | 0.0000% | $654264.23         | $644732.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1278 | 2049-03-01      | 4.5000%  | 0.0000% | $1117587.35        | $1093474.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | 0.0000% | $714652.52         | $683485.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | 0.0000% | $258922.42         | $254436.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $365103.26         | $361272.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0716 | 2048-09-01      | 4.5000%  | 0.0000% | $633871.97         | $620819.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  | 0.0000% | $390419.18         | $387226.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF6444 | 2053-01-01      | 5.0000%  | 0.0000% | $192131.63         | $191071.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6432 | 2053-01-01      | 5.5000%  | 0.0000% | $425456.60         | $431876.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  | 0.0000% | $674826.48         | $721958.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6331 | 2053-01-01      | 5.5000%  | 0.0000% | $1333119.58        | $1373816.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6157 | 2053-01-01      | 5.5000%  | 0.0000% | $944778.70         | $971927.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $616296.03         | $626340.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5597 | 2053-01-01      | 6.0000%  | 0.0000% | $3627184.55        | $3824464.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $545786.87         | $527620.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $117897.10         | $114110.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | 0.0000% | $1354772.84        | $1307529.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | 0.0000% | $168253.21         | $162334.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | 0.0000% | $1537642.48        | $1444703.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO5296 | 2042-07-01      | 4.0000%  | 0.0000% | $2630804.70        | $2543623.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | 0.0000% | $866667.11         | $827545.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $327091.54         | $307824.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5768 | 2042-10-01      | 4.5000%  | 0.0000% | $9116310.03        | $9062469.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  | 0.0000% | $353114.89         | $357058.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4271 | 2047-09-01      | 4.5000%  | 0.0000% | $911336.00         | $898087.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $435181.31         | $428686.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4154 | 2047-09-01      | 4.5000%  | 0.0000% | $263380.46         | $259314.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDA1016 | 2053-08-01      | 5.0000%  | 0.0000% | $259476.91         | $256702.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | 0.0000% | $118287.48         | $120007.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  | 0.0000% | $332386.34         | $349028.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | 0.0000% | $123783.25         | $128928.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  | 0.0000% | $131662.44         | $132697.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $169558.47         | $169073.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  | 0.0000% | $232462.21         | $241752.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | 0.0000% | $69952.02          | $72518.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  | 0.0000% | $261409.44         | $273232.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA1095 | 2053-12-01      | 7.0000%  | 0.0000% | $1135161.09        | $1222986.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | 0.0000% | $258530.28         | $270218.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880212 | 2036-02-01      | 6.0000%  | 0.0000% | $544031.01         | $568638.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  | 0.0000% | $644469.06         | $676732.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | 0.0000% | $248000.61         | $251562.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL878096 | 2036-04-01      | 6.0000%  | 0.0000% | $530844.37         | $557416.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  | 0.0000% | $70980.76          | $72162.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | 0.0000% | $259090.42         | $271369.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5367 | 2048-01-01      | 4.5000%  | 0.0000% | $567607.79         | $559136.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9074 | 2052-09-01      | 5.0000%  | 0.0000% | $1259769.75        | $1262689.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | 0.0000% | $1029587.06        | $1022121.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  | 0.0000% | $1101235.47        | $1109575.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6471 | 2052-09-01      | 5.0000%  | 0.0000% | $1456755.57        | $1469075.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $84118.33          | $71095.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | 0.0000% | $1797002.85        | $1673218.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7974 | 2053-03-01      | 5.5000%  | 0.0000% | $1761729.18        | $1809251.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $23178.67          | $19459.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9538 | 2056-04-01      | 5.0000%  | 0.0000% | $774924.42         | $768698.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG8208 | 2053-08-01      | 5.0000%  | 0.0000% | $1271680.27        | $1272589.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC8654 | 2051-10-01      | 3.0000%  | 0.0000% | $744031.34         | $662445.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | 0.0000% | $1161155.35        | $1195025.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $994249.65         | $915957.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7272 | 2052-08-01      | 5.0000%  | 0.0000% | $1160442.91        | $1153091.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3658 | 2052-06-01      | 5.0000%  | 0.0000% | $934887.49         | $930693.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4118 | 2054-11-01      | 5.5000%  | 0.0000% | $6115329.30        | $6206573.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  | 0.0000% | $687477.19         | $695289.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0809 | 2052-10-01      | 5.0000%  | 0.0000% | $4270799.30        | $4246006.36        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | 0.0000% | $438521.53         | $422673.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8197 | 2052-06-01      | 5.0000%  | 0.0000% | $2781250.11        | $2820423.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $244627.21         | $252964.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7904 | 2052-10-01      | 5.0000%  | 0.0000% | $3986595.66        | $3991789.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7892 | 2052-10-01      | 5.0000%  | 0.0000% | $4305949.27        | $4330289.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR7726 | 2051-04-01      | 2.5000%  | 0.0000% | $4199176.91        | $3585315.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  | 0.0000% | $461110.85         | $407810.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $173967.28         | $154710.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | 0.0000% | $256921.66         | $236562.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $699302.90         | $651096.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $857763.93         | $794594.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4860 | 2049-03-01      | 4.5000%  | 0.0000% | $111346.02         | $109076.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4787 | 2049-04-01      | 4.5000%  | 0.0000% | $243420.04         | $239319.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4740 | 2049-04-01      | 4.5000%  | 0.0000% | $596724.37         | $587109.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4750 | 2049-04-01      | 4.5000%  | 0.0000% | $373962.69         | $368287.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  | 0.0000% | $418208.86         | $405467.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4932 | 2049-04-01      | 4.5000%  | 0.0000% | $502494.58         | $495364.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  | 0.0000% | $1012553.62        | $1023949.68        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48791 G | 2047-06-01      | 4.0000%  | 0.0000% | $882377.67         | $847848.66         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  | 0.0000% | $225418.47         | $211672.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5769 | 2053-06-01      | 6.5000%  | 0.0000% | $559045.25         | $594588.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | 0.0000% | $914677.24         | $974445.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG5544 | 2053-06-01      | 5.0000%  | 0.0000% | $4557102.51        | $4562779.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4952 | 2053-06-01      | 6.0000%  | 0.0000% | $918941.72         | $961820.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | 0.0000% | $289251.90         | $294247.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $851556.25         | $878799.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  | 0.0000% | $350318.17         | $355341.58         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q19955 G | 2043-07-01      | 4.0000%  | 0.0000% | $536514.80         | $517868.34         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | 0.0000% | $265339.59         | $256599.63         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17730 G | 2043-04-01      | 4.0000%  | 0.0000% | $786244.64         | $759838.00         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q18598 G | 2043-05-01      | 3.5000%  | 0.0000% | $1154003.38        | $1085328.00        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  | 0.0000% | $284534.00         | $274787.07         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  | 0.0000% | $583198.46         | $563247.95         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | 0.0000% | $62139.51          | $60538.32          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q15748 G | 2043-02-01      | 3.5000%  | 0.0000% | $143165.11         | $134328.59         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q12415 G | 2042-11-01      | 3.5000%  | 0.0000% | $5604988.96        | $5274919.25        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | 0.0000% | $558655.24         | $539417.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  | 0.0000% | $662196.81         | $633935.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9051 | 2048-11-01      | 4.5000%  | 0.0000% | $1236350.03        | $1199799.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $777209.74         | $753625.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9876 | 2048-10-01      | 4.5000%  | 0.0000% | $1160244.56        | $1136515.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | 0.0000% | $304612.90         | $300535.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  | 0.0000% | $535292.21         | $526936.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $585843.92         | $577527.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7199 | 2048-09-01      | 4.5000%  | 0.0000% | $954055.93         | $939737.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $393898.01         | $388270.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $685990.88         | $686206.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  | 0.0000% | $195615.38         | $197043.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  | 0.0000% | $473221.09         | $470365.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $1208873.70        | $1176000.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | 0.0000% | $950033.35         | $922336.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $828355.74         | $804036.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $19320.39          | $18664.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  | 0.0000% | $1184020.19        | $1105882.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV2209 | 2052-02-01      | 3.0000%  | 0.0000% | $5965630.87        | $5291608.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $554068.43         | $546505.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $32701.18          | $30756.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2562 | 2053-05-01      | 5.5000%  | 0.0000% | $804582.95         | $817072.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6087 | 2049-12-01      | 3.5000%  | 0.0000% | $631627.03         | $588614.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 R3BF0570 | 2050-02-01      | 4.0000%  | 0.0000% | $8340726.78        | $7918804.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6960 | 2053-07-01      | 6.5000%  | 0.0000% | $830383.53         | $878770.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $748207.38         | $796576.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  | 0.0000% | $639373.27         | $683479.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  | 0.0000% | $1338595.25        | $1380306.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | 0.0000% | $1118330.64        | $1149724.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5527 | 2053-07-01      | 6.0000%  | 0.0000% | $1511164.02        | $1551940.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | 0.0000% | $755029.11         | $805869.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6209 | 2053-08-01      | 5.5000%  | 0.0000% | $725711.56         | $747334.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  | 0.0000% | $56050.02          | $53380.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $41962.00          | $40540.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  | 0.0000% | $118057.16         | $110035.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $170971.17         | $159357.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1629 | 2043-10-01      | 4.5000%  | 0.0000% | $28374.21          | $28083.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  | 0.0000% | $1447451.10        | $1367115.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  | 0.0000% | $88516.50          | $85674.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1711 | 2043-12-01      | 4.5000%  | 0.0000% | $30005.20          | $29772.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | 0.0000% | $1120964.01        | $1155409.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAC3668 | 2039-10-01      | 4.5000%  | 0.0000% | $44599.42          | $44336.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $591411.97         | $617289.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  | 0.0000% | $31183.18          | $30676.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $3077324.70        | $2885605.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  | 0.0000% | $2498146.00        | $2342527.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  | 0.0000% | $911521.26         | $925557.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4873 | 2053-06-01      | 5.5000%  | 0.0000% | $624117.29         | $633664.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | 0.0000% | $100535.47         | $94273.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  | 0.0000% | $815682.56         | $841910.47         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | 0.0000% | $320859.71         | $306206.76         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | 0.0000% | $1013371.43        | $974549.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | 0.0000% | $540022.01         | $515089.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6254 | 2054-07-01      | 6.5000%  | 0.0000% | $1962429.59        | $2091881.48        | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  | 0.0000% | $398857.62         | $403293.94         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51239 G | 2037-01-01      | 6.0000%  | 0.0000% | $211578.32         | $216346.09         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $29839.64          | $29994.56          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A48686 G | 2036-05-01      | 6.0000%  | 0.0000% | $781208.92         | $823342.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8583 | 2052-10-01      | 5.0000%  | 0.0000% | $966113.32         | $964295.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5877 | 2049-12-01      | 3.5000%  | 0.0000% | $826784.89         | $763219.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $42593.17          | $35921.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0007 | 2052-09-01      | 5.0000%  | 0.0000% | $1261121.48        | $1253615.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE4399 | 2052-06-01      | 3.0000%  | 0.0000% | $710655.58         | $636573.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF9073 | 2053-02-01      | 4.5000%  | 0.0000% | $1098579.80        | $1066605.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | 0.0000% | $965349.32         | $1027860.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $903109.67         | $945853.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $7499475.14        | $7832401.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3085 | 2045-12-01      | 3.5000%  | 0.0000% | $1022486.68        | $960114.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  | 0.0000% | $1067850.88        | $1068654.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF7414 | 2055-12-01      | 5.5000%  | 0.0000% | $4328960.82        | $4397088.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7360 | 2056-04-01      | 5.0000%  | 0.0000% | $4571504.00        | $4553098.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | 0.0000% | $610729.25         | $610372.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2209 | 2053-08-01      | 6.0000%  | 0.0000% | $1889426.06        | $1976665.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  | 0.0000% | $586307.64         | $623263.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  | 0.0000% | $762863.18         | $768095.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  | 0.0000% | $10139834.16       | $10546992.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5075 | 2055-07-01      | 5.5000%  | 0.0000% | $2836873.89        | $2905502.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL4190 | 2054-01-01      | 2.5000%  | 0.0000% | $63316190.74       | $53473935.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9564 | 2056-05-01      | 6.0000%  | 0.0000% | $3465716.00        | $3591761.78        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $134330.58         | $128978.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4446 | 2049-11-01      | 3.5000%  | 0.0000% | $5927695.01        | $5508823.00        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | 0.0000% | $261925.13         | $244750.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8918 | 2053-05-01      | 6.0000%  | 0.0000% | $905756.30         | $936528.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $13429.78          | $11783.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $28958.75          | $26427.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $8428.82           | $7693.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $18593.97          | $16309.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $6623396.40        | $7060249.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $33202.26          | $29136.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | 0.0000% | $747757.69         | $770461.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $17733.81          | $14889.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $4585628.25        | $4091190.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $15171.18          | $12738.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  | 0.0000% | $442293.14         | $435894.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $76314.58          | $73982.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $91159.54          | $83145.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $453237.66         | $413393.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $159477.43         | $139910.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $333520.91         | $293050.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $510966.92         | $409612.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $103521.91         | $83049.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $808722.34         | $832245.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3963 | 2049-03-01      | 4.5000%  | 0.0000% | $1154086.90        | $1136774.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  | 0.0000% | $556142.51         | $521503.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $281629.46         | $278890.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $31183.97          | $25098.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4222 | 2050-12-01      | 3.5000%  | 0.0000% | $115947.02         | $106632.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $6779.83           | $5821.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $802953.96         | $809892.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $646485.25         | $662770.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5724 | 2048-02-01      | 4.5000%  | 0.0000% | $762785.49         | $751200.30         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  | 0.0000% | $794887.82         | $745101.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6604 | 2053-07-01      | 6.0000%  | 0.0000% | $936869.79         | $983515.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8371 | 2052-09-01      | 5.0000%  | 0.0000% | $1087874.91        | $1083699.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8939 | 2052-09-01      | 5.0000%  | 0.0000% | $1206979.29        | $1217410.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $960742.76         | $965717.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8918 | 2052-09-01      | 5.0000%  | 0.0000% | $1081106.86        | $1079814.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6255 | 2054-07-01      | 6.5000%  | 0.0000% | $954666.26         | $1018212.78        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC A82013 G | 2038-09-01      | 7.0000%  | 0.0000% | $173345.74         | $183994.17         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H09184 G | 2038-09-01      | 6.5000%  | 0.0000% | $120838.80         | $124066.18         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  | 0.0000% | $654518.18         | $675256.67         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H09192 G | 2038-04-01      | 5.5000%  | 0.0000% | $76639.65          | $76429.17          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H09187 G | 2038-12-01      | 6.0000%  | 0.0000% | $20535.45          | $20777.00          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  | 0.0000% | $56349.19          | $56253.21          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48678 G | 2047-06-01      | 4.0000%  | 0.0000% | $522585.64         | $501953.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2652 | 2052-11-01      | 5.5000%  | 0.0000% | $910848.62         | $931195.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6177 | 2050-01-01      | 3.5000%  | 0.0000% | $1304105.85        | $1214198.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $851928.83         | $803703.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4328 | 2052-06-01      | 5.0000%  | 0.0000% | $764088.09         | $759947.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI2080 | 2054-03-01      | 6.0000%  | 0.0000% | $1081530.71        | $1134809.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | 0.0000% | $2720914.90        | $2760127.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | 0.0000% | $107126.68         | $103226.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $499573.16         | $492287.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8903 | 2048-10-01      | 4.5000%  | 0.0000% | $2897651.15        | $2840431.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  | 0.0000% | $530563.33         | $521339.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | 0.0000% | $482665.22         | $475681.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $639677.47         | $617167.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  | 0.0000% | $986903.02         | $925428.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ5707 | 2043-01-01      | 3.5000%  | 0.0000% | $384964.06         | $363047.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | 0.0000% | $186090.42         | $176002.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  | 0.0000% | $208929.71         | $201745.29         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $354030.01         | $340973.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | 0.0000% | $148451.12         | $142948.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0202 | 2053-09-01      | 6.5000%  | 0.0000% | $767530.62         | $819216.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0186 | 2053-09-01      | 6.5000%  | 0.0000% | $701509.07         | $747347.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9236 | 2053-08-01      | 6.0000%  | 0.0000% | $67650.17          | $71161.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  | 0.0000% | $1127713.50        | $1184157.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8811 | 2053-07-01      | 5.5000%  | 0.0000% | $824888.65         | $837881.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  | 0.0000% | $814258.29         | $866471.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $822262.26         | $877844.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8680 | 2053-08-01      | 6.5000%  | 0.0000% | $755179.47         | $797813.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $384058.45         | $378067.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $156219.77         | $148732.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $932954.78         | $889436.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  | 0.0000% | $498417.72         | $485548.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $1364552.09        | $1301178.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | 0.0000% | $212560.41         | $214062.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  | 0.0000% | $961140.39         | $932386.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  | 0.0000% | $1611754.43        | $1449841.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP3617 | 2050-06-01      | 3.5000%  | 0.0000% | $482857.82         | $445587.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | 0.0000% | $1036542.39        | $1068032.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $778648.01         | $817564.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $201457.85         | $203397.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE7501 | 2052-08-01      | 4.5000%  | 0.0000% | $868579.76         | $845711.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3671 | 2052-06-01      | 5.0000%  | 0.0000% | $875635.97         | $880208.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  | 0.0000% | $610745.81         | $589663.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  | 0.0000% | $252981.59         | $249367.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $13019481.48       | $12344020.65       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | 0.0000% | $938610.48         | $896750.54         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q37989 G | 2045-12-01      | 4.0000%  | 0.0000% | $953343.86         | $914180.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7654 | 2053-02-01      | 5.5000%  | 0.0000% | $1854148.15        | $1910932.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  | 0.0000% | $313095.55         | $303822.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4852 | 2049-01-01      | 4.5000%  | 0.0000% | $756691.94         | $745337.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD5353 | 2047-05-01      | 4.0000%  | 0.0000% | $669590.32         | $638948.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $330544.76         | $325119.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | 0.0000% | $1660435.87        | $1548533.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | 0.0000% | $15015.72          | $14449.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  | 0.0000% | $495412.58         | $461803.52         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC K30272 G | 2047-08-01      | 5.5000%  | 0.0000% | $133377.31         | $135497.82         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC K00031 G | 2037-04-01      | 5.5000%  | 0.0000% | $46733.17          | $47647.81          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  | 0.0000% | $311223.88         | $308616.13         | Agency Mortgage-Backed Securities  |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | 0.0000% | $91900.00          | $92568.04          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  | 0.0000% | $2051700.00        | $2040918.32        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $821500.00         | $816994.89         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $770500.00         | $776854.55         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $300000.00         | $298797.30         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $673700.00         | $685417.26         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $270000.00         | $271714.16         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $554200.00         | $552969.54         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $411800.00         | $421046.04         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $153500.00         | $148274.51         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $892500.00         | $905402.83         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $76000.00          | $76126.54          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $55800.00          | $55162.59          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $179000.00         | $187077.04         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $187000.00         | $188610.31         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $813200.00         | $819862.50         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $33900.00          | $33412.83          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  | 0.0000% | $896100.00         | $894283.88         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $829000.00         | $810213.17         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $125900.00         | $120807.81         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $463800.00         | $407311.03         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $874900.00         | $865284.16         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $767500.00         | $762804.90         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $108000.00         | $108046.58         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $665700.00         | $634131.47         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $193600.00         | $191550.94         | U.S. Treasuries (including strips) |
| USTR BILL 08/25/26        | 2026-08-25      | 0.0000%  | 0.0000% | $239000.00         | $236215.17         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $355600.00         | $311027.12         | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $108500.00         | $108495.04         | U.S. Treasuries (including strips) |
| USTR BILL 10/22/26        | 2026-10-22      | 0.0000%  | 0.0000% | $725500.00         | $712898.79         | U.S. Treasuries (including strips) |
| USTR BILL 05/19/26        | 2026-05-19      | 0.0000%  | 0.0000% | $703000.00         | $701740.22         | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  | 0.0000% | $299300.00         | $299181.48         | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  | 0.0000% | $48800.00          | $48669.41          | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  | 0.0000% | $232100.00         | $231961.67         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  | 0.0000% | $303900.00         | $300964.63         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $128100.00         | $121671.92         | U.S. Treasuries (including strips) |

### Security 149: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** Ing Baring Furman Selz LLC Repo - 01may26 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBZF8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1HBZF8_3.65_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation  ING

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CTMA6041 | 2046-04-01      | 4.5000%  | 0.0000% | $2014.95           | $1969.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $251888.17         | $249748.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  | 0.0000% | $17150904.99       | $17513707.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $4889.24           | $4806.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $156821002.50      | $158770374.76      | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO5288 | 2041-05-01      | 4.5000%  | 0.0000% | $1006390.00        | $1007683.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $1612.25           | $1627.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8293 | 2055-09-01      | 6.5000%  | 0.0000% | $1575485.32        | $1661174.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH6834 | 2041-02-01      | 5.5000%  | 0.0000% | $83905.79          | $85798.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO4080 | 2040-09-01      | 5.0000%  | 0.0000% | $1883.62           | $1919.06           | Agency Mortgage-Backed Securities |
| FMAC 07.000 FRPC G80366 G | 2031-03-01      | 7.0000%  | 0.0000% | $105002.67         | $106333.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2954 | 2055-10-01      | 5.0000%  | 0.0000% | $6005.41           | $6006.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL2893 | 2053-02-01      | 4.0000%  | 0.0000% | $1210.34           | $1148.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1901 | 2055-08-01      | 6.0000%  | 0.0000% | $3067247.89        | $3156484.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  | 0.0000% | $1826380.00        | $1845941.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $2350960.15        | $1990303.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1463 | 2055-11-01      | 6.5000%  | 0.0000% | $986.77            | $1051.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6056 | 2056-04-01      | 5.5000%  | 0.0000% | $998.75            | $1015.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  | 0.0000% | $9315740.22        | $9773006.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9005 | 2054-08-01      | 6.0000%  | 0.0000% | $3195361.45        | $3346407.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6044 | 2053-04-01      | 4.5000%  | 0.0000% | $38660468.74       | $37689240.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $1549.88           | $1462.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8299 | 2055-09-01      | 6.0000%  | 0.0000% | $1924835.90        | $1996937.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  | 0.0000% | $976.37            | $1056.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA8511 | 2050-03-01      | 4.0000%  | 0.0000% | $997641.42         | $953198.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL1615 | 2042-04-01      | 3.5000%  | 0.0000% | $3561292.28        | $3361530.29        | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC C75105 G | 2032-12-01      | 6.0000%  | 0.0000% | $430678.94         | $446852.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $2052093.76        | $1730657.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4369 | 2049-10-01      | 4.5000%  | 0.0000% | $8641197.66        | $8509289.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $821951.84         | $808106.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4499 | 2056-02-01      | 5.0000%  | 0.0000% | $1020.97           | $1014.52           | Agency Mortgage-Backed Securities |

### Security 150: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC2W5, C.4 - ISIN: N/A, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1HC2W5_3.66_0507
- **C.18 - Value (incl. sponsor support):** $274500000.00
- **C.18.a - Value (excl. sponsor support):** $274500000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $68.14             | $70.32             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4401%  | 0.0000% | $2597800.77        | $2617856.75        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.8952%  | 0.0000% | $1698472.74        | $1712505.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4401%  | 0.0000% | $231.80            | $232.93            | Agency Collateralized Mortgage Obligation |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $3050000.00        | $2168117.92        | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $1496177.50        | $1232521.10        | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 29 FB     | 2029-03-27      | 3.8750%  | 0.0000% | $152.50            | $152.40            | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $507825.00         | $500881.34         | Agency Debentures and Agency Strips       |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  | 0.0000% | $152.50            | $120.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  | 0.0000% | $2397786.01        | $2145470.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $21.52             | $20.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $1022718.13        | $989986.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | 0.0000% | $379.73            | $375.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  | 0.0000% | $1556896.41        | $1554464.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5880 | 2055-10-01      | 5.5000%  | 0.0000% | $1480893.50        | $1494761.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9176 | 2055-04-01      | 5.0000%  | 0.0000% | $1077035.72        | $1066919.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $2761088.65        | $2813559.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  | 0.0000% | $175.90            | $171.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  | 0.0000% | $7746627.53        | $7668888.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | 0.0000% | $253236.38         | $253035.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $5719518.41        | $5568511.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  | 0.0000% | $428609.99         | $376030.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1270196.38        | $1303338.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5871 | 2055-07-01      | 5.5000%  | 0.0000% | $354457.58         | $358694.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  | 0.0000% | $562021.86         | $569774.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  | 0.0000% | $151.31            | $158.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  | 0.0000% | $83184.61          | $88435.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  | 0.0000% | $950835.05         | $912594.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  | 0.0000% | $1037116.37        | $1030131.39        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3570%  | 0.0000% | $62.90             | $63.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  | 0.0000% | $115.52            | $92.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $103.75            | $106.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  | 0.0000% | $174585.91         | $185994.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  | 0.0000% | $175001.26         | $180208.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  | 0.0000% | $8126321.37        | $8272965.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $20872890.33       | $20644077.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  | 0.0000% | $173890.70         | $180287.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  | 0.0000% | $5837292.63        | $5226342.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  | 0.0000% | $189595.53         | $191367.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8461 | 2055-08-01      | 6.5000%  | 0.0000% | $229983.39         | $240545.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  | 0.0000% | $44860.26          | $46054.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  | 0.0000% | $121641.25         | $130913.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  | 0.0000% | $6913159.36        | $7130649.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $201755.34         | $212940.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  | 0.0000% | $134.43            | $135.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $22918.59          | $22734.48          | Agency Mortgage-Backed Securities         |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  | 0.0000% | $15.25             | $15.33             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $30.50             | $30.42             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $18346405.75       | $18410428.62       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $152.50            | $152.38            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $1064289.14        | $1094582.72        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $91.50             | $93.09             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $763110.00         | $767731.42         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $3007605.00        | $2900488.23        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $76.25             | $76.26             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $15.25             | $14.78             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $15.25             | $15.11             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $16531259.25       | $16346889.64       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $7356523.75        | $6443797.82        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | 0.0000% | $122.00            | $121.33            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $2224365.00        | $2218037.73        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $1967463.50        | $1873092.97        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $12027171.75       | $12032605.24       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $15.25             | $12.34             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $1524923.75        | $1396773.03        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $14276989.00       | $12390035.65       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $1078236.00        | $900983.89         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $24400000.00       | $21308823.31       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $5759269.25        | $3455270.40        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $3812378.00        | $2101870.99        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $1982500.00        | $1370190.75        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $1677057.75        | $927048.80         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $15.25             | $7.98              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $3811691.75        | $2366373.42        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $2407731.00        | $1543478.09        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $2418406.00        | $1761283.00        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $3645344.75        | $2520624.98        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $1158969.50        | $955890.83         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $2221254.00        | $1785859.13        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $10238316.25       | $8452959.79        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $2957005.50        | $2933050.49        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $2205485.50        | $2165422.75        | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $971150.50         | $1014939.77        | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  | 0.0000% | $1067500.00        | $1063230.00        | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  | 0.0000% | $1071739.50        | $1059725.30        | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $24896723.00       | $24774978.02       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $1205161.75        | $1213888.25        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  | 0.0000% | $15.25             | $15.16             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  | 0.0000% | $2093489.50        | $2037279.19        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $2448631.50        | $1814526.72        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $30.50             | $23.14             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $63.08             | $46.96             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $1523795.25        | $1109239.09        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $1956087.00        | $2022178.45        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $1704690.75        | $1677367.57        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $749476.50         | $766068.71         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $15.25             | $15.03             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $19.14             | $10.16             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | 0.0000% | $666867.25         | $632542.69         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $2898460.75        | $2880577.25        | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $15.25             | $15.25             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $14823396.50       | $14636683.29       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $15.25             | $15.00             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $407937.50         | $357072.72         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $3399743.50        | $3426367.39        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $9910182.00        | $10056306.02       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $15.25             | $8.84              | U.S. Treasuries (including strips)        |

### Security 151: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC353, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1HC353_3.66_0507
- **C.18 - Value (incl. sponsor support):** $199500000.00
- **C.18.a - Value (excl. sponsor support):** $199500000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FKAR 04.300 WAWA1634 | 2032-12-01      | 4.3000%  | 0.0000% | $10671365.48       | $10561385.21       | Agency Mortgage-Backed Securities |
| FMAC FMAR 8B6056 G        | 2056-05-01      | 4.7460%  | 0.0000% | $8019354.70        | $8047463.88        | Agency Mortgage-Backed Securities |
| FMAC FMAR 842139 G        | 2056-02-01      | 4.6950%  | 0.0000% | $6985925.64        | $7018648.29        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  | 0.0000% | $5792150.00        | $5751607.52        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7934 | 2056-02-01      | 4.7270%  | 0.0000% | $8737667.94        | $8790066.52        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  | 0.0000% | $3093560.72        | $3078705.95        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5249 | 2035-10-01      | 4.5100%  | 0.0000% | $7536666.67        | $7466071.13        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  | 0.0000% | $6150363.33        | $6183210.71        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1057 | 2029-06-01      | 4.7100%  | 0.0000% | $10458337.96       | $10618279.07       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  | 0.0000% | $10108000.00       | $10213045.15       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9997 | 2028-12-01      | 5.3000%  | 0.0000% | $5681457.61        | $5829217.80        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM8003 | 2056-04-01      | 4.5380%  | 0.0000% | $8967216.66        | $8952112.38        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  | 0.0000% | $6626930.55        | $6648725.79        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  | 0.0000% | $5541666.67        | $5569431.34        | Agency Mortgage-Backed Securities |
| FMAC FMAR 842140 G        | 2055-12-01      | 4.9540%  | 0.0000% | $7787298.52        | $7832462.68        | Agency Mortgage-Backed Securities |
| FMAC FMAR 842099 G        | 2056-02-01      | 4.7510%  | 0.0000% | $8614381.49        | $8644809.15        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS3144 | 2036-09-01      | 1.9300%  | 0.0000% | $10424252.03       | $8422010.93        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6646 | 2031-04-01      | 3.9600%  | 0.0000% | $7038581.67        | $6920945.85        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5687 | 2030-12-01      | 3.8650%  | 0.0000% | $10559091.67       | $10380933.10       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  | 0.0000% | $7368421.67        | $7381438.80        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  | 0.0000% | $10280235.00       | $10298396.18       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  | 0.0000% | $6123541.67        | $6212626.78        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  | 0.0000% | $6483750.00        | $6591096.77        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  | 0.0000% | $5541666.67        | $5570051.70        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  | 0.0000% | $6024900.00        | $6098973.80        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  | 0.0000% | $6029333.33        | $5954721.34        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1943 | 2029-10-01      | 4.2700%  | 0.0000% | $10445598.33       | $10469453.18       | Agency Mortgage-Backed Securities |

### Security 152: Pershing LLC

- **C.1 - Title:** Pershing LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC379, C.4 - ISIN: N/A, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: ARP1HC379_3.65_0501
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5516%  | 0.0000% | $100000.00         | $95842.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $8820.26           | $8833.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $6741.08           | $6570.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $1627.14           | $1590.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-122 MA     | 2050-08-20      | 1.0000%  | 0.0000% | $63489.67          | $28750.95          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $4597.93           | $4535.24           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $3738.45           | $3691.57           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2597AE 04/15/33 | 2033-04-15      | 5.5000%  | 0.0000% | $22.90             | $23.10             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042CP R24F042 | 2051-06-25      | 5.5000%  | 0.0000% | $13579.07          | $13689.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-045 HY     | 2056-03-20      | 4.5000%  | 0.0000% | $1644046.04        | $1362411.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-175 AP     | 2055-10-20      | 4.5000%  | 0.0000% | $193508.15         | $191027.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5795%  | 0.0000% | $100000.00         | $95548.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-024 PE     | 2049-02-20      | 3.2500%  | 0.0000% | $153735.89         | $140712.47         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $4672.69           | $4528.30           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $934.99            | $915.96            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $942737.85         | $960668.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.9156%  | 0.0000% | $250000.00         | $212915.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV     | 2035-05-20      | 6.0000%  | 0.0000% | $654089.10         | $670881.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-051 KT     | 2056-03-20      | 5.0000%  | 0.0000% | $2655175.65        | $2516370.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $183972.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082 | 2047-10-25      | 3.0000%  | 0.0000% | $15.00             | $10.83             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3925LD 01/15/41 | 2041-01-15      | 2.5000%  | 0.0000% | $2651.51           | $2642.95           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058DY R13F058 | 2043-04-25      | 2.5000%  | 0.0000% | $32559.68          | $32123.83          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.02              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $1895.55           | $1790.15           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068NA R12F068 | 2042-03-25      | 2.0000%  | 0.0000% | $32650.06          | $31849.06          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1242.01           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $2945.50           | $2912.84           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5210DC 09/25/51 | 2051-09-25      | 3.0000%  | 0.0000% | $2401487.59        | $2262510.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1115.78           | $1115.36           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.2786%  | 0.0000% | $2640.81           | $2643.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $303.07            | $302.08            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-204 BL     | 2055-12-20      | 5.5000%  | 0.0000% | $127542.00         | $120537.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1210.94           | $1099.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2034794.76        | $2099931.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068HJ R10F068 | 2040-06-25      | 4.5000%  | 0.0000% | $118995.50         | $119256.34         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1056.46           | $1087.20           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4569.24           | $4681.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016PY R06F016 | 2036-03-25      | 5.0000%  | 0.0000% | $16838.02          | $17062.72          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $64.57             | $55.98             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-051 LK     | 2056-03-20      | 4.5000%  | 0.0000% | $2570310.00        | $2505198.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-051 NU     | 2056-03-20      | 4.5000%  | 0.0000% | $1862887.00        | $1633207.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 GB     | 2056-03-20      | 5.0000%  | 0.0000% | $1732519.09        | $1726827.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-198 LE     | 2055-11-20      | 5.0000%  | 0.0000% | $99252.99          | $93689.83          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $33.53             | $34.34             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2537.58           | $2493.00           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $78.81             | $80.40             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ED 12/25/52 | 2052-12-25      | 4.5000%  | 0.0000% | $4902.20           | $4861.54           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5150JE 03/25/51 | 2051-03-25      | 1.2500%  | 0.0000% | $968959.15         | $832514.15         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2315.91           | $1941.33           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15284.83          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $11610.47          | $11337.71          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9669.43           | $6703.38           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4616HP 09/15/46 | 2046-09-15      | 3.0000%  | 0.0000% | $108468.49         | $97577.24          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9315.59           | $7065.74           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3356.54           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $5588.37           | $5427.82           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41 | 2041-01-15      | 4.0000%  | 0.0000% | $91311.17          | $89446.89          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $3031.97           | $3027.84           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $65403.05          | $64163.20          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2161.98           | $2088.73           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1049.57           | $1027.72           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29872.19          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P      | 2049-09-20      | 2.5000%  | 0.0000% | $732296.22         | $629113.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-125 PD     | 2049-10-20      | 2.5000%  | 0.0000% | $9018676.94        | $7607640.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-06 QY      | 2047-09-20      | 3.0000%  | 0.0000% | $95736.36          | $90392.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6143%  | 0.0000% | $100000.00         | $95599.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $3749.11           | $3321.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.71              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $2989.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-005 LT     | 2043-06-16      | 3.0000%  | 0.0000% | $33364.67          | $32195.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-084 TE     | 2042-03-20      | 1.5000%  | 0.0000% | $253302.01         | $240875.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $3682.13           | $3690.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-35 TB      | 2033-03-16      | 4.2500%  | 0.0000% | $13352.06          | $13364.54          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $17344.60          | $15897.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $79.18             | $78.99             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $10164.34          | $10043.45          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $4675.99           | $4095.86           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PH R99F019 | 2029-05-25      | 6.0000%  | 0.0000% | $1035.37           | $1053.26           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2306PL 04/15/31 | 2031-04-15      | 6.0000%  | 0.0000% | $1367.55           | $1403.43           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $35.30             | $36.01             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $1914.82           | $1713.03           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $1907281.31        | $1922939.24        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2219.13           | $2194.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $290197.04         | $299909.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.81            | $131.06            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $6150.34           | $6312.45           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 4.3596%  | 0.0000% | $37977.34          | $38046.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-187 UD     | 2055-11-20      | 4.5000%  | 0.0000% | $6971525.06        | $6432925.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LU     | 2055-10-20      | 5.0000%  | 0.0000% | $99846.77          | $93715.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PQ     | 2055-04-20      | 4.5000%  | 0.0000% | $110019.46         | $109006.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-034 AL     | 2055-02-20      | 5.0000%  | 0.0000% | $100000.00         | $96914.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $19500.68          | $19307.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.4921%  | 0.0000% | $510220.13         | $493250.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-011 CD     | 2054-01-20      | 5.0000%  | 0.0000% | $43975.39          | $43821.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $611153.72         | $639622.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $238759.09         | $250653.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1658804.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-216 NA     | 2051-12-20      | 2.0000%  | 0.0000% | $479927.71         | $275918.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5153%  | 0.0000% | $107623.21         | $76598.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4114%  | 0.0000% | $123789.70         | $112764.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-140 HB     | 2051-08-20      | 1.0000%  | 0.0000% | $611609.96         | $531451.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-139 MC     | 2051-08-20      | 2.0000%  | 0.0000% | $200000.00         | $117791.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-121 TH     | 2051-07-20      | 0.7500%  | 0.0000% | $100000.00         | $58644.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-148 YW     | 2050-10-20      | 1.5000%  | 0.0000% | $349496.65         | $183631.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-149 YB     | 2050-10-20      | 1.0000%  | 0.0000% | $247698.98         | $116173.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-162 GA     | 2049-10-20      | 3.0000%  | 0.0000% | $48495.73          | $47435.20          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $12.32             | $12.43             | Agency Collateralized Mortgage Obligation |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $335000.00         | $281459.13         | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $55000.00          | $59806.73          | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $961000.00         | $813229.91         | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30        | 2030-04-15      | 0.0000%  | 0.0000% | $530000.00         | $448503.49         | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $887.76            | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $305000.00         | $260826.55         | Agency Debentures and Agency Strips       |
| REFC RFIN 10/15/28        | 2028-10-15      | 0.0000%  | 0.0000% | $70000.00          | $63406.28          | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $1241000.00        | $1064889.69        | Agency Debentures and Agency Strips       |
| GNMA GNII SF MA7453 M     | 2036-11-20      | 5.5000%  | 0.0000% | $81510.08          | $83764.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004220 M     | 2038-08-20      | 5.0000%  | 0.0000% | $353.00            | $360.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004346 M     | 2039-01-20      | 7.0000%  | 0.0000% | $10558.97          | $10969.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004400 M     | 2039-03-20      | 6.0000%  | 0.0000% | $984.76            | $1039.99           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA0035 M     | 2042-04-20      | 5.6250%  | 0.0000% | $8653.44           | $8842.26           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781484 X     | 2032-08-15      | 6.0000%  | 0.0000% | $484.30            | $501.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $2348784.04        | $2222539.77        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 616201 X     | 2034-01-15      | 6.0000%  | 0.0000% | $580.67            | $596.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003572 M     | 2034-06-20      | 7.0000%  | 0.0000% | $379.90            | $392.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003786 M     | 2035-11-20      | 5.5000%  | 0.0000% | $1282.79           | $1328.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ6956 C     | 2056-03-20      | 5.5000%  | 0.0000% | $150705.35         | $153449.18         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB1008 M     | 2056-03-20      | 5.0000%  | 0.0000% | $293695.97         | $297058.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $12934.57          | $12520.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3685 C     | 2056-03-20      | 5.5000%  | 0.0000% | $428745.62         | $436485.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1483 C     | 2057-07-20      | 2.5000%  | 0.0000% | $260871.00         | $216086.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ8140 C     | 2065-12-20      | 2.0000%  | 0.0000% | $369842.29         | $286124.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M     | 2055-11-20      | 6.0000%  | 0.0000% | $908254.83         | $919211.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7519 C     | 2065-12-20      | 2.0000%  | 0.0000% | $762715.70         | $590066.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9641 C     | 2056-03-20      | 6.0000%  | 0.0000% | $10420.53          | $10783.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR2317 C     | 2066-02-20      | 4.0000%  | 0.0000% | $423804.07         | $398455.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6040 M     | 2049-07-20      | 4.0000%  | 0.0000% | $2274.03           | $2163.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5599 M     | 2048-11-20      | 6.0000%  | 0.0000% | $1475.46           | $1556.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4725 M     | 2039-10-20      | 6.5000%  | 0.0000% | $1005.97           | $1082.73           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2008 M     | 2044-06-20      | 5.5000%  | 0.0000% | $22667.53          | $23158.48          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA0332 M     | 2042-08-20      | 5.3750%  | 0.0000% | $9075.93           | $9267.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004345 M     | 2039-01-20      | 6.5000%  | 0.0000% | $1534.33           | $1665.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004028 M     | 2037-09-20      | 6.0000%  | 0.0000% | $367.90            | $388.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003891 M     | 2036-08-20      | 6.5000%  | 0.0000% | $382.72            | $416.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M     | 2035-10-20      | 5.0000%  | 0.0000% | $637.01            | $648.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003374 M     | 2033-04-20      | 5.0000%  | 0.0000% | $408.55            | $411.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $821.80            | $864.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 594513 X     | 2033-11-15      | 5.0000%  | 0.0000% | $373.70            | $368.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 582409 X     | 2032-11-15      | 6.0000%  | 0.0000% | $569.23            | $580.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 574777 X     | 2034-05-15      | 5.0000%  | 0.0000% | $563.76            | $563.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569899 X     | 2032-06-15      | 6.5000%  | 0.0000% | $382.20            | $393.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR2874 C     | 2066-03-20      | 4.0000%  | 0.0000% | $546059.00         | $513396.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR1951 C     | 2066-03-20      | 3.0000%  | 0.0000% | $855464.00         | $758944.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0742 C     | 2056-03-20      | 5.5000%  | 0.0000% | $97655.71          | $100747.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8324 C     | 2056-03-20      | 5.5000%  | 0.0000% | $131525.70         | $133920.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7832 C     | 2056-03-20      | 6.5000%  | 0.0000% | $105534.61         | $112840.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7748 C     | 2056-03-20      | 5.5000%  | 0.0000% | $399576.56         | $406789.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ6367 C     | 2056-03-20      | 5.5000%  | 0.0000% | $146457.59         | $149101.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4392 C     | 2066-02-20      | 4.0000%  | 0.0000% | $374097.00         | $351722.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8143 C     | 2056-03-20      | 5.5000%  | 0.0000% | $410085.00         | $426178.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7518 C     | 2065-11-20      | 4.0000%  | 0.0000% | $297245.42         | $279466.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6806 C     | 2056-03-20      | 5.5000%  | 0.0000% | $752543.59         | $766221.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $10028.69          | $10186.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $2718.97           | $2794.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $8252.40           | $8522.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 643606 X     | 2035-05-15      | 5.0000%  | 0.0000% | $839.86            | $857.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 620627 X     | 2033-09-15      | 5.5000%  | 0.0000% | $464.38            | $468.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  | 0.0000% | $1650.17           | $1682.32           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF 082979 M     | 2041-11-20      | 5.1250%  | 0.0000% | $14042.94          | $14431.43          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT 082532 M     | 2040-05-20      | 5.6250%  | 0.0000% | $22734.47          | $23223.18          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781276 X     | 2031-04-15      | 6.5000%  | 0.0000% | $598.75            | $617.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 485866 X     | 2031-10-15      | 7.0000%  | 0.0000% | $2170.77           | $2224.06           | Agency Mortgage-Backed Securities         |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $28700.00          | $28787.40          | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | 0.0000% | $1228600.00        | $1237483.08        | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $12.60             | $12.23             | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $85.49             | $83.75             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  | 0.0000% | $590400.00         | $588049.98         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  | 0.0000% | $5000.00           | $4944.58           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $487500.00         | $489990.99         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $1400.00           | $1387.75           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $23000.00          | $22989.98          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $179000.00         | $179608.05         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $10000.00          | $10069.05          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $439000.00         | $438661.97         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $2100.00           | $2120.05           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $1964100.00        | $2020105.17        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $247500.00         | $246109.82         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $500000.00         | $492493.27         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $3690100.00        | $3676816.74        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $3800.00           | $3667.45           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $8634700.00        | $8396122.76        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $180500.00         | $176912.89         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $123000.00         | $122742.55         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $1222300.00        | $1193415.30        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $684500.00         | $693997.95         | U.S. Treasuries (including strips)        |
| USTR BILL 07/14/26        | 2026-07-14      | 0.0000%  | 0.0000% | $1454100.00        | $1443223.33        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $70800.00          | $69513.91          | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $18482872.10       | $14193853.21       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $195000.00         | $196494.76         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  | 0.0000% | $692000.00         | $685905.70         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $814200.00         | $772640.65         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $8542411.66        | $8673439.75        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $87600.00          | $78317.72          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $21800.00          | $21926.35          | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  | 0.0000% | $1189200.00        | $1186714.57        | U.S. Treasuries (including strips)        |
| USTR BILL 08/13/26        | 2026-08-13      | 0.0000%  | 0.0000% | $239000.00         | $236485.72         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | 0.0000% | $1200.00           | $1193.26           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $19200.00          | $18958.94          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $300.00            | $308.49            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $183800.00         | $115693.07         | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  | 0.0000% | $723000.00         | $720108.00         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $2690500.00        | $2655307.84        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.97             | U.S. Treasuries (including strips)        |
| USTR BILL 08/04/26        | 2026-08-04      | 0.0000%  | 0.0000% | $121200.00         | $120032.84         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $20000.00          | $19679.44          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $137000.00         | $138836.64         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $961400.00         | $961689.63         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  | 0.0000% | $8900.00           | $8833.27           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $200300.00         | $200844.01         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $79000.00          | $81038.96          | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $302800.00         | $336330.62         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $69600.00          | $69170.57          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $915000.00         | $899326.00         | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $570300.00         | $570186.66         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $38000.00          | $36423.26          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $116000.00         | $116451.96         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $3343900.00        | $3224805.99        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $4742300.00        | $4391803.94        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $700.00            | $698.57            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $857000.00         | $836584.52         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $10000.00          | $9440.04           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $6400.00           | $6064.37           | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $1.38              | $1.25              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $4400.00           | $3902.94           | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $180000.00         | $170361.45         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $2900.00           | $2861.89           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $7773959.06        | $4404344.67        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $64.99             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $408500.00         | $326823.74         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $181000.00         | $182192.78         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $535000.00         | $516079.16         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $102000.00         | $101173.69         | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $2000.00           | $2090.18           | U.S. Treasuries (including strips)        |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  | 0.0000% | $30800.00          | $32162.77          | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | 0.0000% | $9100.00           | $9503.10           | U.S. Treasuries (including strips)        |
| USTR BILL 08/18/26        | 2026-08-18      | 0.0000%  | 0.0000% | $180400.00         | $178404.78         | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  | 0.0000% | $1409400.00        | $1385665.70        | U.S. Treasuries (including strips)        |
| USTR BILL 09/24/26        | 2026-09-24      | 0.0000%  | 0.0000% | $4149600.00        | $4088600.88        | U.S. Treasuries (including strips)        |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  | 0.0000% | $766000.00         | $755268.34         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $66500.00          | $67978.71          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $1654500.00        | $1675614.03        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $4127800.00        | $4198667.71        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $11700.00          | $12087.00          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $3989300.00        | $4056487.59        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $112900.00         | $112913.55         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $150500.00         | $150764.71         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $20755400.00       | $20262278.07       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $5117800.00        | $5176304.51        | U.S. Treasuries (including strips)        |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  | 0.0000% | $477100.00         | $460382.42         | U.S. Treasuries (including strips)        |
| USTR BILL 06/23/26        | 2026-06-23      | 0.0000%  | 0.0000% | $7201000.00        | $7162042.59        | U.S. Treasuries (including strips)        |
| USTR BILL 06/16/26        | 2026-06-16      | 0.0000%  | 0.0000% | $160000.00         | $159248.64         | U.S. Treasuries (including strips)        |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  | 0.0000% | $2000000.00        | $1976180.00        | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  | 0.0000% | $420000.00         | $415291.80         | U.S. Treasuries (including strips)        |
| USTR BILL 02/18/27        | 2027-02-18      | 0.0000%  | 0.0000% | $349800.00         | $339540.37         | U.S. Treasuries (including strips)        |
| USTR BILL 05/12/26        | 2026-05-12      | 0.0000%  | 0.0000% | $302100.00         | $301737.48         | U.S. Treasuries (including strips)        |
| USTR BILL 07/16/26        | 2026-07-16      | 0.0000%  | 0.0000% | $1448400.00        | $1437232.84        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $2098700.00        | $2072977.59        | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $5932.00           | $5143.39           | U.S. Treasuries (including strips)        |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  | 0.0000% | $892800.00         | $869221.15         | U.S. Treasuries (including strips)        |
| USTR BILL 07/02/26        | 2026-07-02      | 0.0000%  | 0.0000% | $136600.00         | $135739.42         | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $3164500.00        | $3149025.60        | U.S. Treasuries (including strips)        |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  | 0.0000% | $2681400.00        | $2647614.36        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $12800.00          | $13075.31          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $243000.00         | $249254.14         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $791000.00         | $807557.38         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $941500.00         | $967216.47         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $577400.00         | $588047.26         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $885000.00         | $893212.36         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $564800.00         | $570953.07         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $210100.00         | $212898.79         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  | 0.0000% | $148000.00         | $151000.43         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $557300.00         | $576724.89         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $342200.00         | $342354.59         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $500.00            | $472.07            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $1636600.00        | $1367557.97        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.85             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $250.96            | $133.21            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $150100.00         | $96855.66          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $8226400.00        | $5107111.38        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $318000.00         | $314453.41         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $653200.00         | $613429.65         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $1131200.00        | $1062564.22        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $70500.00          | $61159.83          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $1351000.00        | $1342604.35        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $1440100.00        | $1437181.71        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $1048000.00        | $994118.13         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  | 0.0000% | $272000.00         | $269995.66         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | 0.0000% | $48900.00          | $48894.61          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $595600.00         | $591186.27         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  | 0.0000% | $2.76              | $1.89              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $25147000.00       | $25500009.70       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $24000.00          | $23611.45          | U.S. Treasuries (including strips)        |
| USTR BILL 07/07/26        | 2026-07-07      | 0.0000%  | 0.0000% | $354000.00         | $351592.80         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $22146100.00       | $22364880.22       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $52800.00          | $53578.53          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $962200.00         | $985718.24         | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $63700.00          | $63433.03          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $176900.00         | $181681.78         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  | 0.0000% | $1193000.00        | $1203744.46        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $14400.00          | $14520.88          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $479108.29         | $482200.15         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $43312700.00       | $43369221.88       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $7503600.00        | $7550235.98        | U.S. Treasuries (including strips)        |

### Security 153: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCKP0, C.4 - ISIN: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1HCKP0_3.65_0501
- **C.18 - Value (incl. sponsor support):** $83000000.00
- **C.18.a - Value (excl. sponsor support):** $83000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  | 0.0000% | $809858.83         | $841275.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1501 | 2055-04-01      | 6.0000%  | 0.0000% | $4614658.75        | $4737613.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1291 | 2055-04-01      | 5.0000%  | 0.0000% | $7952961.50        | $7939336.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9612 | 2054-12-01      | 5.5000%  | 0.0000% | $9437313.93        | $9571848.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9171 | 2054-09-01      | 6.5000%  | 0.0000% | $7425772.68        | $7960288.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3267 | 2052-04-01      | 3.5000%  | 0.0000% | $2322260.11        | $2129987.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1788 | 2055-06-01      | 5.5000%  | 0.0000% | $8082604.20        | $8228823.00        | Agency Mortgage-Backed Securities  |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $16916396.00       | $15889990.46       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $8757761.60        | $8333942.34        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $18971044.40       | $19035487.78       | U.S. Treasuries (including strips) |

### Security 154: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCKQ8, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HCKQ8_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 3.8100%  | 0.0000% | $82650.00          | $83335.90          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  | 0.0000% | $5879700.00        | $6002148.02        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 26-38 AA   | 2038-02-17      | 4.9400%  | 0.0000% | $1199250.00        | $1182080.60        | Agency Debentures and Agency Strips |
| FCSB 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $600000.00         | $470356.00         | Agency Debentures and Agency Strips |
| FCSB 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $5795250.00        | $4365276.89        | Agency Debentures and Agency Strips |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  | 0.0000% | $738450.00         | $548158.82         | Agency Debentures and Agency Strips |
| FCSB 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  | 0.0000% | $783750.00         | $650442.83         | Agency Debentures and Agency Strips |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  | 0.0000% | $2248500.00        | $1708565.20        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-36 BL   | 2036-12-15      | 2.7400%  | 0.0000% | $1468350.00        | $1244784.90        | Agency Debentures and Agency Strips |
| FCSB 2.90 FCOR 22-41 V    | 2041-12-09      | 2.9000%  | 0.0000% | $1429200.00        | $1113315.83        | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $5858400.00        | $4836763.39        | Agency Debentures and Agency Strips |
| FCSB 2.52 FCSB 46 E       | 2046-04-13      | 2.5200%  | 0.0000% | $74850.00          | $47854.60          | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  | 0.0000% | $107250.00         | $80796.49          | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $491100.00         | $398793.66         | Agency Debentures and Agency Strips |
| FCSB 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  | 0.0000% | $1321650.00        | $1031847.62        | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 23-33 AO   | 2033-11-21      | 4.0700%  | 0.0000% | $356100.00         | $349403.84         | Agency Debentures and Agency Strips |
| FCSB 3.45 FCSB 39 F       | 2039-04-13      | 3.4500%  | 0.0000% | $795000.00         | $677697.09         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 07/28 8232 | 2028-07-14      | 3.8700%  | 0.0000% | $204000.00         | $204756.16         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 34 HS      | 2034-03-10      | 4.7500%  | 0.0000% | $3348750.00        | $3448633.91        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 3.9700%  | 0.0000% | $7149000.00        | $7222457.56        | Agency Debentures and Agency Strips |
| FHLB 4.625 FHLB 26 G6658  | 2026-11-17      | 4.6250%  | 0.0000% | $15000000.00       | $15381929.58       | Agency Debentures and Agency Strips |
| FHLB 2.84 FHOR 22-42 P    | 2042-01-27      | 2.8400%  | 0.0000% | $1697250.00        | $1268230.46        | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  | 0.0000% | $2100000.00        | $2055105.03        | Agency Debentures and Agency Strips |
| FHLB 1.625 FHLB 27 2U     | 2027-03-12      | 1.6250%  | 0.0000% | $1832250.00        | $1801878.01        | Agency Debentures and Agency Strips |
| FHLB 4.25 FHOR 23-38 YY   | 2038-11-29      | 4.2500%  | 0.0000% | $298500.00         | $278851.65         | Agency Debentures and Agency Strips |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  | 0.0000% | $57000.00          | $56946.17          | Agency Debentures and Agency Strips |
| FHLB 4.10 FHOR 23-33 CK   | 2033-10-24      | 4.1000%  | 0.0000% | $1007250.00        | $969204.49         | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  | 0.0000% | $328650.00         | $361438.18         | Agency Debentures and Agency Strips |
| FNMA 4.35 FNNT B 26-30    | 2030-12-12      | 4.3500%  | 0.0000% | $1961100.00        | $1985603.94        | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $20400.00          | $17927.23          | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  | 0.0000% | $1273350.00        | $1444366.74        | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  | 0.0000% | $972600.00         | $1062344.56        | Agency Debentures and Agency Strips |
| FMAC 3.90 FMNT GB26-29B1  | 2029-02-20      | 3.9000%  | 0.0000% | $48496650.00       | $48583863.14       | Agency Debentures and Agency Strips |
| FMAC 3.95 FMNT GB26-29Y6  | 2029-02-12      | 3.9500%  | 0.0000% | $18806700.00       | $18867602.36       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 M8   | 2028-07-07      | 3.8600%  | 0.0000% | $37951800.00       | $38137257.80       | Agency Debentures and Agency Strips |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $4766100.00        | $3332792.07        | Agency Debentures and Agency Strips |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $2852400.00        | $2027652.31        | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $25500.00          | $28756.51          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  | 0.0000% | $678900.00         | $759483.73         | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  | 0.0000% | $149250.00         | $163104.98         | Agency Debentures and Agency Strips |
| FHLB 5.75 FHLB 26 S       | 2026-06-12      | 5.7500%  | 0.0000% | $8250.00           | $8450.08           | Agency Debentures and Agency Strips |
| FCSB 3.81 FCOR 27-28 NI   | 2028-04-21      | 3.8100%  | 0.0000% | $238050.00         | $237264.08         | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 29 FC      | 2029-04-09      | 3.7500%  | 0.0000% | $5980800.00        | $5947501.90        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BO 28/03   | 2028-03-16      | 3.7250%  | 0.0000% | $27000000.00       | $27130631.27       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 29/02    | 2029-02-05      | 3.8150%  | 0.0000% | $25564800.00       | $25792511.33       | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 27 HQ      | 2027-02-22      | 3.7500%  | 0.0000% | $20850.00          | $20976.25          | Agency Debentures and Agency Strips |
| FCSB 3.50 FCSB 28 GA      | 2028-09-22      | 3.5000%  | 0.0000% | $86700.00          | $85997.16          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 3.8000%  | 0.0000% | $15000.00          | $15131.05          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 3.7100%  | 0.0000% | $8400.00           | $8452.55           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EZ 27/11   | 2027-11-03      | 3.7650%  | 0.0000% | $113250.00         | $114359.00         | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 3.8600%  | 0.0000% | $57414900.00       | $57924313.70       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 27 66   | 2027-10-06      | 3.7800%  | 0.0000% | $105000.00         | $105369.72         | Agency Debentures and Agency Strips |
| FCSB 5.06 FCOR 23-37 AR   | 2037-07-20      | 5.0600%  | 0.0000% | $2278500.00        | $2263087.21        | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 22-37 AR   | 2037-02-24      | 3.0000%  | 0.0000% | $3551250.00        | $3009861.94        | Agency Debentures and Agency Strips |
| FCSB 2.69 FCOR 22-41 U    | 2041-11-29      | 2.6900%  | 0.0000% | $300000.00         | $220965.92         | Agency Debentures and Agency Strips |
| FCSB 2 7/8 FCSB 40 L      | 2040-10-01      | 2.8750%  | 0.0000% | $495000.00         | $382736.96         | Agency Debentures and Agency Strips |
| FCSB 2.48 FCOR 22-36 BG   | 2036-11-17      | 2.4800%  | 0.0000% | $3630900.00        | $2972722.72        | Agency Debentures and Agency Strips |
| FHLB 3.875 FHLB 29 RV     | 2029-03-09      | 3.8750%  | 0.0000% | $490500.00         | $491980.13         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 3.7450%  | 0.0000% | $11850.00          | $11928.42          | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 Z3   | 2028-11-03      | 3.8650%  | 0.0000% | $25030950.00       | $25289304.17       | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 28 GK     | 2028-03-27      | 3.8750%  | 0.0000% | $17165400.00       | $17189862.13       | Agency Debentures and Agency Strips |
| FCSB 2.15 FCOR 21-36 BA   | 2036-03-07      | 2.1500%  | 0.0000% | $2195250.00        | $1767870.56        | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  | 0.0000% | $7500.00           | $7584.16           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 02/02/28 | 2028-02-02      | 3.7300%  | 0.0000% | $1050000.00        | $1059632.29        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BH 27/03   | 2027-03-24      | 3.7100%  | 0.0000% | $97350.00          | $97778.88          | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $4058100.00        | $4571251.82        | Agency Debentures and Agency Strips |
| FCSB 4.98 FCOR 23-42 Q    | 2042-06-09      | 4.9800%  | 0.0000% | $2002350.00        | $1947896.09        | Agency Debentures and Agency Strips |
| FCSB 2.71 FCSB 38 K       | 2038-08-26      | 2.7100%  | 0.0000% | $520650.00         | $414123.85         | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 29 FB     | 2029-03-27      | 3.8750%  | 0.0000% | $5313750.00        | $5310323.07        | Agency Debentures and Agency Strips |
| GNMA GNII SF DN6280 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1362179.52        | $1385312.81        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN6252 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1732447.13        | $1792736.87        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR8483 C     | 2056-04-20      | 5.5000%  | 0.0000% | $778415.55         | $784374.75         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR6112 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1354684.35        | $1379139.87        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR6025 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1423132.80        | $1448823.98        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8265 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1563734.85        | $1594872.81        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8231 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1252072.00        | $1350884.41        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7643 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1392642.46        | $1484714.07        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7596 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1685865.04        | $1804387.91        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7294 C     | 2055-10-20      | 7.5000%  | 0.0000% | $1216440.99        | $1317192.31        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL2121 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1661987.60        | $1777286.52        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL0286 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1665071.20        | $1785354.46        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3857 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1340878.50        | $1397702.70        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3801 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1800658.20        | $1800457.93        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3687 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1632916.01        | $1666388.43        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3110 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1244004.00        | $1266461.45        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR1374 C     | 2056-04-20      | 6.0000%  | 0.0000% | $639200.70         | $664311.27         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR0081 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1147677.30        | $1196383.96        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR0092 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1329117.30        | $1351892.46        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO5467 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1371701.11        | $1422761.77        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO4969 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1122339.50        | $1183107.83        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO4957 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1598587.32        | $1694779.29        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO4660 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1103619.32        | $1170026.42        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO3658 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1194725.22        | $1261931.04        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI9384 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1229517.97        | $1284450.78        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9695 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1782511.95        | $1905906.54        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9679 C     | 2056-03-20      | 7.0000%  | 0.0000% | $1745724.72        | $1881004.23        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9701 C     | 2056-04-20      | 7.0000%  | 0.0000% | $1552297.50        | $1653999.20        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9436 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1091105.40        | $1144254.36        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ8270 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1497849.00        | $1528919.72        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ8960 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1338479.75        | $1362642.73        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ7831 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1433774.32        | $1533030.38        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL0851 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1819020.54        | $1855751.22        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7465 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1770636.44        | $1877181.14        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7215 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1298890.55        | $1378613.99        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3209 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1077853.04        | $1148318.88        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ9508 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1837564.91        | $1968096.53        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ1349 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1666465.29        | $1804476.39        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH7984 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1169692.37        | $1258856.46        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH4169 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1231398.49        | $1284697.52        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7700 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1081984.79        | $1156882.06        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG4277 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1521040.29        | $1651557.20        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG4214 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1360774.06        | $1442653.34        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG4146 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1504347.42        | $1610104.38        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DF5263 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1631744.99        | $1744692.93        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CZ1474 C     | 2054-07-20      | 7.5000%  | 0.0000% | $1318129.88        | $1433601.57        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $1239457.61        | $1238647.97        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ7836 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1176703.93        | $1269524.82        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ2722 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1720305.07        | $1736368.52        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ1495 C     | 2056-04-20      | 3.5000%  | 0.0000% | $2042197.95        | $1823802.12        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ0335 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1410843.61        | $1445719.04        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7718 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1723242.89        | $1804108.36        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7332 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1635937.97        | $1635756.02        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7330 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1277712.49        | $1277570.38        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP6927 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1257550.90        | $1278522.52        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP6073 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1481318.71        | $1500133.77        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP1217 C     | 2055-12-20      | 7.5000%  | 0.0000% | $1226364.27        | $1319854.51        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP0168 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1406520.54        | $1405932.30        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP0869 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1191946.51        | $1250769.46        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN9461 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1381239.24        | $1432656.33        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN9447 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1392418.90        | $1493654.56        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN7610 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1292321.47        | $1370083.18        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN7491 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1169469.56        | $1196480.28        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN5600 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1545419.73        | $1679826.60        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN5596 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1060739.11        | $1151711.39        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8196 M     | 2052-08-20      | 2.0000%  | 0.0000% | $1679239.59        | $1380672.66        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8323 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1125963.77        | $1207992.60        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN6684 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1508022.49        | $1506235.15        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8235 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1346360.69        | $1461828.77        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO3099 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1708682.41        | $1788862.91        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL9703 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1666409.49        | $1773219.86        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3260 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1309841.16        | $1390832.71        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3181 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1634138.28        | $1680326.47        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP4283 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1141583.27        | $1185054.26        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3183 C     | 2056-04-20      | 4.5000%  | 0.0000% | $1245443.10        | $1196013.95        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP0246 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1610086.11        | $1740970.19        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN2329 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1159414.10        | $1239675.83        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7331 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1738006.44        | $1737813.14        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6140 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1219725.87        | $1299636.08        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN2334 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1452765.11        | $1547945.76        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9110 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1508935.50        | $1536175.64        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3685 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1134404.21        | $1158871.67        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6331 C     | 2055-11-20      | 7.5000%  | 0.0000% | $1237976.88        | $1340504.47        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DE4985 C     | 2054-09-20      | 7.5000%  | 0.0000% | $1323344.63        | $1436895.10        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3688 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1687829.12        | $1720982.40        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR8263 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1674606.75        | $1704839.36        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM9169 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1269429.19        | $1319761.21        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3727 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1453642.72        | $1477662.07        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DF7600 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1208595.79        | $1281315.92        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH8018 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1482766.40        | $1587007.67        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN7492 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1434591.87        | $1462462.48        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0998 M     | 2056-03-20      | 6.0000%  | 0.0000% | $1458402.73        | $1499251.62        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP1242 C     | 2056-01-20      | 7.0000%  | 0.0000% | $1623169.34        | $1729512.73        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2423 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1329647.17        | $1392038.64        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CV2653 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1157525.85        | $1227182.41        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ5885 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1166008.50        | $1164017.87        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN0941 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1270397.24        | $1333474.16        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM9171 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1759965.33        | $1903034.87        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6142 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1123962.94        | $1197600.38        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6299 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1193246.95        | $1290248.52        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6297 C     | 2055-09-20      | 7.5000%  | 0.0000% | $1487182.91        | $1610349.42        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6295 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1701885.83        | $1821535.02        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3335 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1149075.74        | $1192938.64        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3261 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1492765.72        | $1582769.21        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3545 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1158003.45        | $1227684.12        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3535 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1869590.54        | $1939184.80        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1207 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1753679.23        | $1818958.77        | Agency Mortgage-Backed Securities   |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $12.42             | $11.67             | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $208780645.96      | $214691025.30      | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | 0.0000% | $29975.16          | $30257.13          | U.S. Treasuries (including strips)  |
| USTR 2 3/4 TPRN E 32      | 2032-08-15      | 0.0000%  | 0.0000% | $118935.00         | $91371.58          | U.S. Treasuries (including strips)  |
| USTR 2 7/8 TPRN C 32      | 2032-05-15      | 0.0000%  | 0.0000% | $2544675.00        | $1977769.76        | U.S. Treasuries (including strips)  |
| USTR 1 7/8 TPRN B 32      | 2032-02-15      | 0.0000%  | 0.0000% | $67650.00          | $53201.25          | U.S. Treasuries (including strips)  |
| USTR 1 3/8 TPRN F 31      | 2031-11-15      | 0.0000%  | 0.0000% | $4563000.00        | $3630957.06        | U.S. Treasuries (including strips)  |
| USTR 0 7/8 TPRN F 30      | 2030-11-15      | 0.0000%  | 0.0000% | $256050.00         | $213121.17         | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TPRN E 30      | 2030-08-15      | 0.0000%  | 0.0000% | $360600.00         | $303336.36         | U.S. Treasuries (including strips)  |
| USTR 1 5/8 TPRN E 29      | 2029-08-15      | 0.0000%  | 0.0000% | $129900.00         | $114084.42         | U.S. Treasuries (including strips)  |
| USTR 2 3/8 TPRN C 29      | 2029-05-15      | 0.0000%  | 0.0000% | $110955.00         | $98393.12          | U.S. Treasuries (including strips)  |
| USTR 3 1/8 TPRN F 28      | 2028-11-15      | 0.0000%  | 0.0000% | $110250.00         | $99755.63          | U.S. Treasuries (including strips)  |
| USTR 2 3/8 TPRN C 27      | 2027-05-15      | 0.0000%  | 0.0000% | $1934700.00        | $1859287.33        | U.S. Treasuries (including strips)  |
| USTR 2 3/4 TPRN B 28      | 2028-02-15      | 0.0000%  | 0.0000% | $3521010.00        | $3281144.72        | U.S. Treasuries (including strips)  |
| USTR 2 1/4 TPRN E 27      | 2027-08-15      | 0.0000%  | 0.0000% | $526800.00         | $500979.95         | U.S. Treasuries (including strips)  |
| USTR 4 1/2 TPRN 36        | 2036-02-15      | 0.0000%  | 0.0000% | $991470.00         | $649371.21         | U.S. Treasuries (including strips)  |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  | 0.0000% | $435615.00         | $358780.35         | U.S. Treasuries (including strips)  |
| USTR 6 1/4 TPRN 30        | 2030-05-15      | 0.0000%  | 0.0000% | $1425030.00        | $1212043.59        | U.S. Treasuries (including strips)  |
| USTR 6 1/8 TPRN 29        | 2029-08-15      | 0.0000%  | 0.0000% | $2219130.00        | $1947029.16        | U.S. Treasuries (including strips)  |
| USTR 6 3/4 TPRN 26        | 2026-08-15      | 0.0000%  | 0.0000% | $303735.00         | $300378.73         | U.S. Treasuries (including strips)  |
| USTR 1 1/2 TPRN B 30      | 2030-02-15      | 0.0000%  | 0.0000% | $17400.00          | $14957.21          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  | 0.0000% | $4413890.55        | $3627419.12        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $66525904.80       | $55862933.20       | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  | 0.0000% | $1485440.70        | $1274154.59        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  | 0.0000% | $42510005.70       | $36080792.44       | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $393906.75         | $341540.00         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/29        | 2029-02-15      | 0.0000%  | 0.0000% | $702786.90         | $628952.81         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/35        | 2035-11-15      | 0.0000%  | 0.0000% | $2414642.70        | $1574347.04        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $681134.70         | $615957.60         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/28        | 2028-05-15      | 0.0000%  | 0.0000% | $1982179.50        | $1828655.73        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  | 0.0000% | $2168851.05        | $1980898.42        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/27        | 2027-11-15      | 0.0000%  | 0.0000% | $14697629.10       | $13839023.00       | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/27        | 2027-05-15      | 0.0000%  | 0.0000% | $274037.25         | $263399.12         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $1780649.55        | $1727826.58        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $480139.05         | $470373.02         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/26        | 2026-08-15      | 0.0000%  | 0.0000% | $2308328.85        | $2283121.90        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  | 0.0000% | $3240795.15        | $2224805.87        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  | 0.0000% | $81003.30          | $57076.55          | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/33        | 2033-11-15      | 0.0000%  | 0.0000% | $326099.85         | $235653.45         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  | 0.0000% | $3431688.15        | $2541199.39        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  | 0.0000% | $481800.00         | $374328.73         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  | 0.0000% | $365099.85         | $290059.78         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $622051.35         | $499938.32         | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  | 0.0000% | $39797580.00       | $39773626.42       | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  | 0.0000% | $331930.05         | $222177.38         | U.S. Treasuries (including strips)  |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $16140.00          | $15293.59          | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $20021963.10       | $17542983.78       | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TPRN C 30      | 2030-05-15      | 0.0000%  | 0.0000% | $172800.00         | $146972.79         | U.S. Treasuries (including strips)  |
| USTR 3 3/8 TPRN C 33      | 2033-05-15      | 0.0000%  | 0.0000% | $28530.00          | $21179.70          | U.S. Treasuries (including strips)  |
| USTR 2 1/4 TPRN F 27      | 2027-11-15      | 0.0000%  | 0.0000% | $38550.00          | $36288.35          | U.S. Treasuries (including strips)  |
| USTR 2 TPRN F 26          | 2026-11-15      | 0.0000%  | 0.0000% | $26385.00          | $25858.57          | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/27        | 2027-08-15      | 0.0000%  | 0.0000% | $7226144.55        | $6875618.73        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $471143.55         | $417165.11         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/26        | 2026-05-15      | 0.0000%  | 0.0000% | $280200.00         | $279772.98         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  | 0.0000% | $18977994.15       | $15769327.74       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN F 34      | 2034-11-15      | 0.0000%  | 0.0000% | $1315335.00        | $906130.34         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  | 0.0000% | $364047.75         | $276275.11         | U.S. Treasuries (including strips)  |
| USTR 2 7/8 TPRN E 28      | 2028-08-15      | 0.0000%  | 0.0000% | $59700.00          | $54549.98          | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $285.00            | $289.20            | U.S. Treasuries (including strips)  |
| USTR 1 5/8 TPRN C 31      | 2031-05-15      | 0.0000%  | 0.0000% | $60750.00          | $49471.28          | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  | 0.0000% | $650195.25         | $528523.56         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  | 0.0000% | $4794064.35        | $3167515.02        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $657725.70         | $445913.69         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $3764741.25        | $2618151.66        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $5924699.70        | $4440834.96        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  | 0.0000% | $657739.50         | $505016.99         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/32        | 2032-02-15      | 0.0000%  | 0.0000% | $657751.50         | $516397.41         | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $225336745.34      | $226488153.86      | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $525751.55         | $512055.73         | U.S. Treasuries (including strips)  |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $25987.58          | $25760.15          | U.S. Treasuries (including strips)  |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $496.89            | $497.14            | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $12.42             | $12.54             | U.S. Treasuries (including strips)  |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | 0.0000% | $1266157.71        | $1314451.59        | U.S. Treasuries (including strips)  |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $65570546.58       | $66989493.21       | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  | 0.0000% | $15.00             | $14.93             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $773790.00         | $779849.66         | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $15.00             | $14.56             | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN E 35      | 2035-08-15      | 0.0000%  | 0.0000% | $17550.00          | $11674.29          | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN C 35      | 2035-05-15      | 0.0000%  | 0.0000% | $257250.00         | $173180.19         | U.S. Treasuries (including strips)  |
| USTR 3 7/8 TPRN E 34      | 2034-08-15      | 0.0000%  | 0.0000% | $742800.00         | $518660.84         | U.S. Treasuries (including strips)  |
| USTR 4 3/8 TPRN C 34      | 2034-05-15      | 0.0000%  | 0.0000% | $1439100.00        | $1017147.25        | U.S. Treasuries (including strips)  |
| USTR 4 TPRN B 34          | 2034-02-15      | 0.0000%  | 0.0000% | $490950.00         | $351296.33         | U.S. Treasuries (including strips)  |
| USTR 4 1/2 TPRN F 33      | 2033-11-15      | 0.0000%  | 0.0000% | $435150.00         | $315322.31         | U.S. Treasuries (including strips)  |
| USTR 1 1/4 TPRN E 31      | 2031-08-15      | 0.0000%  | 0.0000% | $751185.00         | $604948.06         | U.S. Treasuries (including strips)  |
| USTR 3 1/2 TPRN B 33      | 2033-02-15      | 0.0000%  | 0.0000% | $151860.00         | $114039.27         | U.S. Treasuries (including strips)  |
| USTR 2 7/8 TPRN C 28      | 2028-05-15      | 0.0000%  | 0.0000% | $44595.00          | $41151.73          | U.S. Treasuries (including strips)  |
| USTR 2 5/8 TPRN B 29      | 2029-02-15      | 0.0000%  | 0.0000% | $14250.00          | $12763.77          | U.S. Treasuries (including strips)  |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  | 0.0000% | $11250.00          | $10596.63          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $700324.80         | $499422.62         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/36        | 2036-02-15      | 0.0000%  | 0.0000% | $309600.00         | $199119.24         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  | 0.0000% | $4234771.35        | $3097989.33        | U.S. Treasuries (including strips)  |
| USTR 1 3/4 TPRN F 29      | 2029-11-15      | 0.0000%  | 0.0000% | $1632900.00        | $1419502.83        | U.S. Treasuries (including strips)  |

### Security 155: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCKY1, C.4 - ISIN: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HCKY1_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC088FC R24F088 | 2054-12-25      | 5.0452%  | 0.0000% | $1444071.85        | $1458682.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.0452%  | 0.0000% | $3347080.34        | $3376563.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FM R25F052 | 2055-07-25      | 4.9952%  | 0.0000% | $2442371.27        | $2468269.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029 | 2055-05-25      | 5.1452%  | 0.0000% | $12603846.79       | $12763393.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5645FD 04/25/56 | 2056-04-25      | 4.6952%  | 0.0000% | $41987159.73       | $41941650.10       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5645FC 04/25/56 | 2056-04-25      | 4.6952%  | 0.0000% | $22241464.38       | $22143426.37       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.6952%  | 0.0000% | $12468156.71       | $12547555.24       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575BF 09/25/55 | 2055-09-25      | 4.7952%  | 0.0000% | $14621357.08       | $14760815.49       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5581FN 03/25/55 | 2055-03-25      | 4.6452%  | 0.0000% | $5616477.73        | $5652547.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.7452%  | 0.0000% | $15096853.65       | $15215470.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55 | 2055-05-25      | 5.2452%  | 0.0000% | $13127028.29       | $13227180.87       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547HA 08/25/51 | 2051-08-25      | 5.0000%  | 0.0000% | $12086699.65       | $12024172.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549AF 06/25/55 | 2055-06-25      | 5.1452%  | 0.0000% | $18854997.11       | $18951508.41       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 4.9952%  | 0.0000% | $11702529.52       | $11814531.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095 | 2054-12-25      | 5.0952%  | 0.0000% | $11946768.81       | $12072432.82       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FB R24F093 | 2054-12-25      | 5.0452%  | 0.0000% | $6042072.95        | $6092746.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.6452%  | 0.0000% | $21240438.45       | $21355416.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.6452%  | 0.0000% | $8587299.85        | $8651027.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  | 0.0000% | $30285880.44       | $25193118.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 4.9952%  | 0.0000% | $5735826.26        | $5812753.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5544CN 04/25/52 | 2052-04-25      | 4.5000%  | 0.0000% | $9343510.29        | $9298044.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.1452%  | 0.0000% | $7632731.16        | $7724366.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.6952%  | 0.0000% | $11336956.16       | $11549104.57       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0452%  | 0.0000% | $7215043.27        | $7296636.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FQ 03/25/55 | 2055-03-25      | 4.5452%  | 0.0000% | $8833484.29        | $8866647.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5516FE 03/25/55 | 2055-03-25      | 5.0452%  | 0.0000% | $5651558.67        | $5696859.96        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.0952%  | 0.0000% | $6372635.50        | $6437462.16        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5490FC 01/25/55 | 2055-01-25      | 5.0952%  | 0.0000% | $1244832.68        | $1258108.40        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.0952%  | 0.0000% | $120051.26         | $121181.03         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FD 02/25/54 | 2054-02-25      | 5.0452%  | 0.0000% | $11579501.14       | $11696914.00       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FC 02/25/54 | 2054-02-25      | 4.9952%  | 0.0000% | $5789750.57        | $5831707.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1452%  | 0.0000% | $4317733.64        | $4363456.74        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54 | 2054-12-25      | 5.0952%  | 0.0000% | $23429562.40       | $23659820.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54 | 2054-12-25      | 4.9452%  | 0.0000% | $2570978.42        | $2591065.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.0952%  | 0.0000% | $7540445.06        | $7616465.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482CF 12/25/54 | 2054-12-25      | 4.9952%  | 0.0000% | $1812094.54        | $1827629.22        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FB 02/25/54 | 2054-02-25      | 5.3952%  | 0.0000% | $10838773.32       | $10962002.89       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54 | 2054-06-25      | 5.0452%  | 0.0000% | $2693148.92        | $2716592.01        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0268 10/25/53 | 2053-10-25      | 4.6452%  | 0.0000% | $132282.12         | $132990.38         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0267 10/25/53 | 2053-10-25      | 4.4452%  | 0.0000% | $57667.69          | $57835.64          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5378FD 02/25/54 | 2054-02-25      | 4.8552%  | 0.0000% | $5755935.62        | $5795498.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.0452%  | 0.0000% | $4171250.38        | $4217525.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.7452%  | 0.0000% | $7674821.58        | $7723917.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL018FE R26F018 | 2056-04-25      | 5.5000%  | 0.0000% | $24000289.38       | $24014206.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021YF R26F021 | 2055-03-25      | 4.6452%  | 0.0000% | $42880797.72       | $42800017.20       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4452%  | 0.0000% | $4476630.59        | $4484985.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL091PF R25F091 | 2055-10-25      | 4.5452%  | 0.0000% | $6295563.82        | $6329026.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL055FG R25F055 | 2055-07-25      | 4.7452%  | 0.0000% | $11916860.14       | $12003496.31       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042 | 2055-06-25      | 5.1452%  | 0.0000% | $7765579.34        | $7854266.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC040BD R25F040 | 2052-03-25      | 5.0000%  | 0.0000% | $10789542.85       | $10834953.63       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.1452%  | 0.0000% | $4360585.25        | $4411349.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC006FB R25F006 | 2055-02-25      | 5.6452%  | 0.0000% | $1137008.07        | $1156175.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC006GF R25F006 | 2055-02-25      | 5.0452%  | 0.0000% | $1074452.44        | $1085329.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 4.8952%  | 0.0000% | $6547696.58        | $6580591.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.6452%  | 0.0000% | $7079787.27        | $7199131.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6452%  | 0.0000% | $1539615.94        | $1551049.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FA R25F009 | 2055-03-25      | 4.8452%  | 0.0000% | $11962361.80       | $12072953.11       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.0452%  | 0.0000% | $766560.68         | $773784.53         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001 | 2055-02-25      | 5.6452%  | 0.0000% | $3954322.83        | $4021396.25        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL022FB R26F022 | 2056-04-25      | 4.6452%  | 0.0000% | $45232025.27       | $45148579.47       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.1452%  | 0.0000% | $25877271.08       | $26180464.87       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 4.9952%  | 0.0000% | $3735457.39        | $3767051.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.1452%  | 0.0000% | $5078990.80        | $5140393.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 4.9952%  | 0.0000% | $4466509.99        | $4502410.77        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040 | 2055-02-25      | 5.1452%  | 0.0000% | $3909402.97        | $3954371.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5649FA 04/25/56 | 2056-04-25      | 4.6952%  | 0.0000% | $64854633.56       | $68399527.81       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 4.9952%  | 0.0000% | $5822945.63        | $5870523.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5435FJ 07/25/54 | 2054-07-25      | 4.9452%  | 0.0000% | $4633015.21        | $4668021.47        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033FE R25F033 | 2054-08-25      | 5.0952%  | 0.0000% | $1928949.25        | $1950429.37        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.6452%  | 0.0000% | $15844685.16       | $16123473.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.7452%  | 0.0000% | $15844685.16       | $16146145.17       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.6452%  | 0.0000% | $27528469.75       | $27701297.94       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 4.9952%  | 0.0000% | $14474376.43       | $14591065.55       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.0952%  | 0.0000% | $15632326.54       | $15799227.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL031NA R25F031 | 2052-06-25      | 5.5000%  | 0.0000% | $3338034.30        | $3381564.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56 | 2056-02-25      | 4.3952%  | 0.0000% | $12148450.99       | $12046069.18       | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 22-26 GR        | 2026-07-20      | 1.5000%  | 0.0000% | $50228.31          | $50171.39          | Agency Debentures and Agency Strips       |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $44218521.22       | $44078161.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $1715016.29        | $1530243.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $43114773.97       | $42977918.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | 0.0000% | $46037034.60       | $45890902.83       | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  | 0.0000% | $65117.86          | $59316.80          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7480%  | 0.0000% | $84935.26          | $84055.95          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A2 R24M002 | 2033-08-25      | 3.7500%  | 0.0000% | $565068.49         | $538266.07         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6726%  | 0.0000% | $2609589.04        | $2365551.37        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1511%  | 0.0000% | $504422.60         | $446102.14         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL010A2 R22M010 | 2032-01-25      | 1.9911%  | 0.0000% | $2127480.74        | $1875354.83        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5824%  | 0.0000% | $2968036.53        | $2604744.08        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5824%  | 0.0000% | $556876.93         | $533220.45         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $2856257.81        | $2665939.64        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00 | 2030-12-25      | 1.2482%  | 0.0000% | $5640840.97        | $5195656.40        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01 | 2033-04-25      | 1.4890%  | 0.0000% | $321515.15         | $307612.66         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL011A2 R21M011 | 2031-03-25      | 1.5055%  | 0.0000% | $833333.33         | $729672.80         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  | 0.0000% | $170619.96         | $166842.87         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04 | 2030-10-25      | 0.6800%  | 0.0000% | $5510898.08        | $5234001.78        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  | 0.0000% | $20078.47          | $19770.08          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $3245013.41        | $3004022.67        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL012A2 R19M012 | 2029-06-25      | 2.8850%  | 0.0000% | $164771.79         | $158954.19         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6966%  | 0.0000% | $123438.32         | $122084.84         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL008A2 R17M008 | 2027-05-25      | 3.0610%  | 0.0000% | $20697.78          | $20534.12          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  | 0.0000% | $24961.08          | $24789.21          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL009A2 R16M009 | 2026-06-25      | 2.2920%  | 0.0000% | $7362.21           | $7346.16           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL007A2 R16M007 | 2026-09-25      | 2.4994%  | 0.0000% | $6814.24           | $6802.35           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  | 0.0000% | $34346.21          | $31652.87          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9716%  | 0.0000% | $1837322.61        | $1808629.35        | Agency Mortgage-Backed Securities         |
| FMAC FKRM P011A1 09/25/31 | 2031-09-25      | 1.2040%  | 0.0000% | $97362.25          | $90336.97          | Agency Mortgage-Backed Securities         |
| FMAC FKRA P008A1 01/25/33 | 2033-01-25      | 1.7863%  | 0.0000% | $1050169.42        | $893924.13         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R26M004 | 2042-10-25      | 2.9826%  | 0.0000% | $17486986.30       | $14542812.69       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R25M004 | 2035-08-25      | 4.3890%  | 0.0000% | $732191.78         | $720205.50         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  | 0.0000% | $7287.44           | $7282.79           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005 | 2034-01-25      | 2.4126%  | 0.0000% | $3894977.17        | $3339977.22        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  | 0.0000% | $1486.91           | $1481.89           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020 | 2029-10-25      | 1.4350%  | 0.0000% | $45662.10          | $41663.42          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0022A1 R23M00 | 2030-09-25      | 2.9140%  | 0.0000% | $1813654.39        | $1757310.29        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0056%  | 0.0000% | $1766833.83        | $1621151.21        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001 | 2028-09-25      | 3.6787%  | 0.0000% | $489858.85         | $484363.44         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA2 R21M02S | 2031-10-25      | 1.8675%  | 0.0000% | $186986.30         | $165443.38         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R23M004 | 2032-09-25      | 3.8923%  | 0.0000% | $2671126.45        | $2637617.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014AL3 R19M01 | 2048-04-25      | 3.5000%  | 0.0000% | $2990867.58        | $2435216.56        | Agency Mortgage-Backed Securities         |

### Security 156: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCKZ8, C.4 - ISIN: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1HCKZ8_3.65_0501
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DQ5791 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1042073.39        | $1069008.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ3101 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1060786.38        | $1079936.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2383 C     | 2056-03-20      | 5.5000%  | 0.0000% | $618624.16         | $629887.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2586 C     | 2056-04-20      | 5.0000%  | 0.0000% | $2426686.74        | $2426416.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9411 C     | 2056-04-20      | 5.5000%  | 0.0000% | $13529492.19       | $13757187.53       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2369 C     | 2056-04-20      | 5.5000%  | 0.0000% | $708557.71         | $720265.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4764 C     | 2054-01-20      | 7.0000%  | 0.0000% | $691578.86         | $724046.33         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD3522 X     | 2043-05-15      | 2.5000%  | 0.0000% | $5588.52           | $4879.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $14317761.97       | $14514997.10       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC4840 C     | 2047-09-20      | 3.5000%  | 0.0000% | $3093.93           | $2843.19           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $26582.70          | $25169.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA9807 C     | 2047-07-20      | 3.5000%  | 0.0000% | $3623.63           | $3330.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  | 0.0000% | $319289.41         | $285363.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $27249.09          | $24472.86          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $127356.76         | $118232.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7790 | 2056-03-01      | 5.0000%  | 0.0000% | $150479.39         | $148845.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA6879 | 2056-02-01      | 5.0000%  | 0.0000% | $274992.66         | $272013.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8209 | 2052-03-01      | 1.5000%  | 0.0000% | $30263.79          | $23135.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA4119 | 2050-12-01      | 2.0000%  | 0.0000% | $143183.73         | $117155.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  | 0.0000% | $1428.56           | $1347.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS6483 | 2026-10-01      | 3.5000%  | 0.0000% | $925.93            | $925.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6404 | 2054-06-01      | 6.5000%  | 0.0000% | $188058.51         | $198709.03         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 577771 X     | 2032-11-15      | 5.5000%  | 0.0000% | $12138.17          | $12305.11          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 599866 X     | 2033-02-15      | 5.5000%  | 0.0000% | $24682.31          | $25023.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $2477.38           | $2090.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6340 | 2053-05-01      | 6.5000%  | 0.0000% | $79044.56          | $82831.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  | 0.0000% | $330458.28         | $320123.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6460 | 2051-03-01      | 2.5000%  | 0.0000% | $23547.40          | $20236.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0258 M     | 2055-03-20      | 5.0000%  | 0.0000% | $238526.96         | $237769.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9200 | 2055-11-01      | 5.5000%  | 0.0000% | $1672317.33        | $1709992.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7511 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1080716.66        | $1136622.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5558 C     | 2056-04-20      | 6.5000%  | 0.0000% | $540195.41         | $573027.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG5292 | 2056-04-01      | 4.5000%  | 0.0000% | $809554.27         | $784657.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8700 | 2054-06-01      | 6.0000%  | 0.0000% | $3744222.83        | $3893517.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8888 | 2054-07-01      | 7.0000%  | 0.0000% | $5434103.16        | $5849615.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  | 0.0000% | $23582961.98       | $23929361.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6108 | 2053-01-01      | 5.5000%  | 0.0000% | $48010.14          | $48711.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX5040 | 2053-01-01      | 6.0000%  | 0.0000% | $44309.53          | $45733.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX4409 | 2038-07-01      | 3.0000%  | 0.0000% | $74769.81          | $71323.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3512 | 2055-09-01      | 6.5000%  | 0.0000% | $292055.38         | $307940.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW2727 | 2056-03-01      | 6.0000%  | 0.0000% | $575714.77         | $602933.60         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 574846 X     | 2031-11-15      | 7.0000%  | 0.0000% | $121.63            | $125.29            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 604319 X     | 2033-05-15      | 6.0000%  | 0.0000% | $51261.78          | $52623.72          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600176 X     | 2033-04-15      | 7.0000%  | 0.0000% | $3121.15           | $3159.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600054 X     | 2033-02-15      | 5.5000%  | 0.0000% | $56128.06          | $56511.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3227 C     | 2056-04-20      | 5.0000%  | 0.0000% | $27994802.87       | $27902329.82       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3225 C     | 2056-04-20      | 5.5000%  | 0.0000% | $3203477.17        | $3265962.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2335 C     | 2056-04-20      | 6.5000%  | 0.0000% | $476041.36         | $504682.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2268 C     | 2056-03-20      | 5.5000%  | 0.0000% | $932099.90         | $954852.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1887 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1457972.33        | $1484293.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1154 C     | 2056-04-20      | 6.0000%  | 0.0000% | $425953.12         | $444908.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0079 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1571875.56        | $1612294.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7897 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1484505.80        | $1487165.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  | 0.0000% | $67016169.43       | $67826097.10       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0688 M     | 2055-10-20      | 6.5000%  | 0.0000% | $278036.13         | $292352.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  | 0.0000% | $6393863.30        | $6471136.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $78298641.97       | $79299342.15       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0869 M     | 2056-01-20      | 4.0000%  | 0.0000% | $2054909.98        | $1921933.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6304 | 2055-11-01      | 5.5000%  | 0.0000% | $9366.12           | $9601.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU5836 | 2051-11-01      | 2.0000%  | 0.0000% | $8665006.92        | $7047831.65        | Agency Mortgage-Backed Securities |
| GNMA GNII EP 788613 C     | 2065-11-20      | 6.5000%  | 0.0000% | $7058066.81        | $7328822.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE3856 | 2055-12-01      | 4.5000%  | 0.0000% | $255774.27         | $246822.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  | 0.0000% | $81718.34          | $85167.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  | 0.0000% | $421869.60         | $432631.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  | 0.0000% | $105753.90         | $91357.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAI7392 | 2026-07-01      | 4.5000%  | 0.0000% | $865.44            | $866.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5376 | 2045-10-01      | 6.0000%  | 0.0000% | $7150749.72        | $7365796.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  | 0.0000% | $23629.64          | $24374.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9841 | 2053-09-01      | 5.5000%  | 0.0000% | $200436.90         | $205130.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  | 0.0000% | $591766.59         | $501719.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN8518 | 2036-11-01      | 1.5000%  | 0.0000% | $265355.79         | $238054.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0156 | 2054-07-01      | 6.5000%  | 0.0000% | $290.90            | $304.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD4071 | 2052-03-01      | 2.0000%  | 0.0000% | $169089.02         | $135198.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8536 | 2055-05-01      | 7.0000%  | 0.0000% | $2305363.77        | $2445047.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  | 0.0000% | $9310.80           | $8984.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $117229.51         | $120252.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  | 0.0000% | $69826.52          | $59256.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6147 | 2054-09-01      | 6.5000%  | 0.0000% | $1590340.39        | $1676894.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6962 C     | 2056-03-20      | 6.5000%  | 0.0000% | $324701.53         | $344240.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC2188 | 2056-03-01      | 5.0000%  | 0.0000% | $1774874.54        | $1777305.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1188 | 2052-06-01      | 3.5000%  | 0.0000% | $8279565.60        | $7551762.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA6101 | 2056-04-01      | 3.0000%  | 0.0000% | $27598.57          | $24205.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $13366.22          | $13930.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ5762 C     | 2056-03-20      | 5.0000%  | 0.0000% | $421299.48         | $421252.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA6043 | 2046-03-01      | 5.5000%  | 0.0000% | $97933.09          | $99343.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $27045370.30       | $27789721.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $34117.46          | $27466.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $72946.83          | $76262.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  | 0.0000% | $937843.19         | $927562.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1070 M     | 2056-04-20      | 5.0000%  | 0.0000% | $167422.37         | $167108.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2491 C     | 2056-04-20      | 5.5000%  | 0.0000% | $11177942.94       | $11379744.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1845 C     | 2056-04-20      | 5.0000%  | 0.0000% | $986722.87         | $986613.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA5388 | 2056-02-01      | 4.5000%  | 0.0000% | $5435006.16        | $5250710.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $1636340.74        | $1417539.26        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM0363       | 2061-01-15      | 5.3900%  | 0.0000% | $79548.29          | $81612.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6145 | 2056-01-01      | 6.5000%  | 0.0000% | $86570.43          | $90533.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1844 C     | 2056-03-20      | 6.0000%  | 0.0000% | $505351.88         | $524164.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2607 C     | 2056-04-20      | 6.0000%  | 0.0000% | $782674.05         | $808963.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6305 | 2050-07-01      | 2.5000%  | 0.0000% | $91683.85          | $77719.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN4355 | 2049-02-01      | 4.0000%  | 0.0000% | $12102.59          | $11585.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE2551 | 2052-05-01      | 3.0000%  | 0.0000% | $81796.35          | $71735.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8396 C     | 2056-04-20      | 5.5000%  | 0.0000% | $587145.30         | $597745.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2385 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1707502.80        | $1738324.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0993 | 2055-12-01      | 6.5000%  | 0.0000% | $96796.49          | $102862.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6371 | 2055-08-01      | 7.0000%  | 0.0000% | $1444135.39        | $1542424.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $4898387.24        | $4859037.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2819 | 2056-01-01      | 6.5000%  | 0.0000% | $110229.65         | $116715.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0817 M     | 2055-12-20      | 7.0000%  | 0.0000% | $1232139.77        | $1283346.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  | 0.0000% | $168632.55         | $153818.09         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6865 C     | 2065-05-20      | 2.5000%  | 0.0000% | $138064.49         | $114349.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0747 M     | 2055-11-20      | 6.0000%  | 0.0000% | $54455271.99       | $55977369.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM8066 | 2048-09-01      | 4.0000%  | 0.0000% | $1294.01           | $1234.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $9218242.67        | $9303009.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTSC0809 | 2045-12-01      | 5.5000%  | 0.0000% | $35073.99          | $35917.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1051 M     | 2041-04-20      | 6.0000%  | 0.0000% | $82840.25          | $85175.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  | 0.0000% | $30458.52          | $31599.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | 0.0000% | $7491035.13        | $6832613.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4535 | 2037-02-01      | 1.5000%  | 0.0000% | $4868536.81        | $4364586.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  | 0.0000% | $5412126.45        | $5232958.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTSC0567 | 2043-11-01      | 5.5000%  | 0.0000% | $6358919.84        | $6446320.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | 0.0000% | $551.42            | $566.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  | 0.0000% | $4847085.46        | $4345258.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  | 0.0000% | $1645145.65        | $1478071.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  | 0.0000% | $514.77            | $505.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9627 | 2046-02-01      | 3.5000%  | 0.0000% | $8809.93           | $8272.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $13309.39          | $13070.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4586 | 2044-10-01      | 4.0000%  | 0.0000% | $98410.88          | $94447.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM4518 | 2047-10-01      | 3.5000%  | 0.0000% | $2970.47           | $2760.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZK9926 | 2033-05-01      | 3.0000%  | 0.0000% | $107.60            | $103.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  | 0.0000% | $105001.67         | $110873.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2511 | 2056-01-01      | 6.5000%  | 0.0000% | $109445.91         | $116192.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1014 | 2055-12-01      | 4.5000%  | 0.0000% | $156495.20         | $151018.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0998 | 2055-12-01      | 6.5000%  | 0.0000% | $113659.04         | $120439.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  | 0.0000% | $2502.99           | $2488.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA2807 | 2049-01-01      | 4.0000%  | 0.0000% | $1502500.34        | $1422328.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  | 0.0000% | $33988.85          | $32860.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0080 | 2041-04-01      | 3.0000%  | 0.0000% | $16691922.55       | $15919164.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $4671940.85        | $4844935.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $95756.85          | $96664.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3307 | 2055-01-01      | 6.5000%  | 0.0000% | $13709165.77       | $14568142.49       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4962 | 2056-04-01      | 5.0000%  | 0.0000% | $46040237.42       | $45798976.36       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  | 0.0000% | $16946.42          | $17721.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9147 | 2055-08-01      | 6.0000%  | 0.0000% | $5252129.58        | $5463025.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA6033 | 2056-04-01      | 7.0000%  | 0.0000% | $176536.05         | $187225.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  | 0.0000% | $329821.36         | $353123.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $279550.00         | $276493.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $16413.14          | $15838.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  | 0.0000% | $885834.26         | $794157.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003402 M     | 2033-06-20      | 5.0000%  | 0.0000% | $886000.83         | $893228.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003161 M     | 2031-11-20      | 6.5000%  | 0.0000% | $26761.17          | $28139.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003134 M     | 2031-09-20      | 7.0000%  | 0.0000% | $63273.23          | $65407.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $1266.51           | $1199.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC7895 | 2040-03-01      | 4.5000%  | 0.0000% | $43949.01          | $43689.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAB9402 | 2033-05-01      | 3.0000%  | 0.0000% | $11267.21          | $10885.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7273 | 2042-12-01      | 3.0000%  | 0.0000% | $29961.25          | $27433.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS7820 | 2052-01-01      | 2.0000%  | 0.0000% | $9307086.89        | $7554005.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $49973.48          | $51801.18          | Agency Mortgage-Backed Securities |

### Security 157: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCL12, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HCL12_3.65_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $101298459.75      | $98056402.55       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  | 0.0000% | $43169.11          | $41174.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4492 | 2056-02-01      | 5.5000%  | 0.0000% | $4010964.09        | $4102592.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  | 0.0000% | $46400.99          | $43263.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6013 C     | 2056-02-20      | 5.0000%  | 0.0000% | $912616.22         | $920356.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6394 C     | 2056-02-20      | 5.0000%  | 0.0000% | $1772431.07        | $1780938.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $176.47            | $179.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  | 0.0000% | $64231.12          | $59904.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6533 C     | 2056-04-20      | 6.0000%  | 0.0000% | $729689.75         | $746677.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4373 C     | 2056-02-20      | 5.0000%  | 0.0000% | $823525.09         | $830510.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1395 C     | 2056-01-20      | 6.5000%  | 0.0000% | $596192.25         | $641870.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3690 | 2055-11-01      | 5.5000%  | 0.0000% | $7543349.70        | $7674125.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  | 0.0000% | $165.45            | $151.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8705 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1410821.72        | $1456435.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  | 0.0000% | $261.62            | $264.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $229.67            | $228.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | 0.0000% | $3487.56           | $3476.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0974 M     | 2041-03-20      | 4.5000%  | 0.0000% | $44733.20          | $44533.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0938 M     | 2056-02-20      | 6.0000%  | 0.0000% | $257.77            | $265.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $5352.18           | $5180.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  | 0.0000% | $2583245.55        | $2614465.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  | 0.0000% | $28959.39          | $29309.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0552 M     | 2055-08-20      | 3.5000%  | 0.0000% | $370.36            | $335.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $390.19            | $395.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $184.15            | $186.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0870 M     | 2056-01-20      | 4.5000%  | 0.0000% | $1961138.34        | $1898372.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9011 C     | 2056-03-20      | 7.0000%  | 0.0000% | $1248547.10        | $1306419.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2256 C     | 2056-02-20      | 6.0000%  | 0.0000% | $751920.26         | $769767.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0858 C     | 2056-02-20      | 6.0000%  | 0.0000% | $665288.04         | $680776.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9398 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1556470.00        | $1610634.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9410 C     | 2056-04-20      | 5.5000%  | 0.0000% | $76173.50          | $77455.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8860 C     | 2056-01-20      | 6.0000%  | 0.0000% | $948316.57         | $970393.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8780 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1544954.53        | $1582047.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7529 C     | 2056-02-20      | 5.5000%  | 0.0000% | $3708210.83        | $3837284.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7345 C     | 2056-03-20      | 5.5000%  | 0.0000% | $3155863.72        | $3278937.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6929 C     | 2056-01-20      | 5.5000%  | 0.0000% | $940847.57         | $957976.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7070 C     | 2056-01-20      | 6.0000%  | 0.0000% | $566838.25         | $580086.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6293 C     | 2056-01-20      | 6.0000%  | 0.0000% | $998371.32         | $1022340.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4402 C     | 2056-02-20      | 6.0000%  | 0.0000% | $255.50            | $261.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3015 C     | 2056-02-20      | 5.0000%  | 0.0000% | $750248.41         | $756611.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2893 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1036521.10        | $1045315.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0673 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1008766.24        | $1032985.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0669 C     | 2055-12-20      | 5.5000%  | 0.0000% | $837369.98         | $866478.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0477 C     | 2056-01-20      | 5.5000%  | 0.0000% | $874223.03         | $905108.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8229 C     | 2055-11-20      | 6.5000%  | 0.0000% | $869760.80         | $922096.14         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD2255       | 2067-01-15      | 5.2400%  | 0.0000% | $250.00            | $252.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9903 M     | 2054-09-20      | 4.0000%  | 0.0000% | $26363943.27       | $24722846.39       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4513 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1785.53           | $1813.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $2335524.11        | $2275746.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $355342.07         | $291817.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $407.53            | $334.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $7233059.32        | $5940013.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $210.01            | $172.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $19173845.22       | $17577976.25       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7986 M     | 2052-04-20      | 2.0000%  | 0.0000% | $6474382.91        | $5316964.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $70.08             | $63.11             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  | 0.0000% | $15521.50          | $14048.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5519 | 2055-12-01      | 5.5000%  | 0.0000% | $11757805.63       | $12019305.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4341 | 2056-03-01      | 5.5000%  | 0.0000% | $723.51            | $735.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3903 | 2056-01-01      | 6.0000%  | 0.0000% | $3541426.24        | $3660564.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  | 0.0000% | $132208.20         | $134603.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $5.07              | $5.26              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | 0.0000% | $174146.46         | $166105.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  | 0.0000% | $47.52             | $46.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4936 | 2056-02-01      | 5.5000%  | 0.0000% | $3410634.77        | $3452471.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  | 0.0000% | $19789.75          | $17604.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBM1948 | 2041-07-01      | 6.0000%  | 0.0000% | $467516.68         | $495045.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  | 0.0000% | $7429.45           | $7183.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  | 0.0000% | $16.69             | $15.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  | 0.0000% | $95941.40          | $89540.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  | 0.0000% | $12353.68          | $11622.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  | 0.0000% | $174688.31         | $163432.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  | 0.0000% | $81514.41          | $76790.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $5824.09           | $6219.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAK5035 | 2042-02-01      | 4.5000%  | 0.0000% | $5.12              | $5.07              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  | 0.0000% | $18059.68          | $16328.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  | 0.0000% | $17243.40          | $16462.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  | 0.0000% | $212.89            | $215.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3660 | 2053-08-01      | 5.5000%  | 0.0000% | $2985927.75        | $3038571.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1515 | 2046-01-01      | 4.0000%  | 0.0000% | $71.91             | $69.38             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0495 | 2048-08-01      | 4.5000%  | 0.0000% | $393666.38         | $386711.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  | 0.0000% | $63603.92          | $62526.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  | 0.0000% | $33286.10          | $30942.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4618 | 2045-06-01      | 3.5000%  | 0.0000% | $5552.15           | $5185.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS3421 | 2042-01-01      | 4.0000%  | 0.0000% | $24.33             | $23.47             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5068 | 2049-04-01      | 4.5000%  | 0.0000% | $73384.38          | $72013.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4883 | 2043-02-01      | 3.0000%  | 0.0000% | $38.87             | $35.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2351 | 2053-02-01      | 5.0000%  | 0.0000% | $188.25            | $186.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | 0.0000% | $669295.55         | $601875.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  | 0.0000% | $18218.09          | $17105.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $113.14            | $106.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8750 | 2053-03-01      | 6.0000%  | 0.0000% | $169.89            | $177.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0694 | 2054-01-01      | 5.5000%  | 0.0000% | $13408.82          | $13568.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9604 | 2055-04-01      | 6.5000%  | 0.0000% | $239504.92         | $257183.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0163 C     | 2055-12-20      | 6.0000%  | 0.0000% | $717931.29         | $734971.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $4358883.77        | $4345047.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9186 C     | 2056-03-20      | 5.0000%  | 0.0000% | $908584.00         | $910211.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3094 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1927070.38        | $1966801.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  | 0.0000% | $41.56             | $38.46             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4451 M     | 2047-05-20      | 3.5000%  | 0.0000% | $24704317.11       | $22951285.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  | 0.0000% | $250.85            | $250.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9684 | 2055-10-01      | 6.5000%  | 0.0000% | $269.17            | $282.74            | Agency Mortgage-Backed Securities |

### Security 158: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCL46, C.4 - ISIN: N/A, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1HCL46_3.65_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $23.92             | $24.69             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  | 0.0000% | $8.31              | $8.61              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-02O FC     | 2074-11-20      | 4.4901%  | 0.0000% | $436179.90         | $439169.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4401%  | 0.0000% | $617738.04         | $620754.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 4.9786%  | 0.0000% | $116360.51         | $118007.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.1401%  | 0.0000% | $441994.33         | $448304.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.8229%  | 0.0000% | $228086.79         | $231477.89         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2962GB 04/15/35 | 2035-04-15      | 6.0000%  | 0.0000% | $193050.35         | $198480.53         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FB R24F039 | 2054-06-25      | 4.9952%  | 0.0000% | $3992715.88        | $4030018.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4401%  | 0.0000% | $163.55            | $164.81            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3110CQ 02/15/36 | 2036-02-15      | 5.5000%  | 0.0000% | $153.84            | $158.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 4.9986%  | 0.0000% | $97176.33          | $98566.78          | Agency Collateralized Mortgage Obligation |
| FHLB 2.47 FHOR 22-36 EL   | 2036-04-21      | 2.4700%  | 0.0000% | $1730.10           | $1408.25           | Agency Debentures and Agency Strips       |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  | 0.0000% | $346.02            | $242.91            | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $8058535.05        | $7970195.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  | 0.0000% | $2964668.56        | $3091565.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  | 0.0000% | $1388.44           | $1352.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6178 | 2056-04-01      | 5.0000%  | 0.0000% | $2317430.32        | $2296009.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2778104.09        | $2701164.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3183 | 2052-03-01      | 4.0000%  | 0.0000% | $185.32            | $174.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0511 | 2037-10-01      | 3.5000%  | 0.0000% | $611837.23         | $587002.42         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  | 0.0000% | $174.74            | $174.71            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  | 0.0000% | $519.03            | $522.43            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  | 0.0000% | $519.03            | $536.12            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  | 0.0000% | $1664514.19        | $1731510.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  | 0.0000% | $190.31            | $192.77            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  | 0.0000% | $173.01            | $173.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $305.42            | $313.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  | 0.0000% | $126312.05         | $130383.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  | 0.0000% | $102.00            | $107.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5942 | 2055-06-01      | 6.5000%  | 0.0000% | $171.61            | $180.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  | 0.0000% | $173.01            | $174.14            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6155 | 2032-08-01      | 3.0600%  | 0.0000% | $173.01            | $160.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  | 0.0000% | $171.96            | $181.08            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  | 0.0000% | $692.04            | $696.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  | 0.0000% | $171.15            | $161.49            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL005A2 R17M005 | 2029-04-25      | 3.1199%  | 0.0000% | $264.36            | $257.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  | 0.0000% | $320.67            | $326.76            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  | 0.0000% | $2765351.56        | $2821695.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  | 0.0000% | $95.39             | $91.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8122 | 2055-08-01      | 6.5000%  | 0.0000% | $197.86            | $208.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  | 0.0000% | $2438054.38        | $2460778.40        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  | 0.0000% | $177.51            | $177.52            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  | 0.0000% | $412.63            | $420.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0436 | 2051-04-01      | 2.0000%  | 0.0000% | $2203402.83        | $1778258.70        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  | 0.0000% | $177.16            | $140.02            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  | 0.0000% | $25.00             | $23.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $2957658.18        | $3033931.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $122.89            | $122.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  | 0.0000% | $159563.40         | $154758.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM0238 | 2045-10-01      | 4.0000%  | 0.0000% | $410792.34         | $393268.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $27.49             | $26.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  | 0.0000% | $4382984.72        | $3945329.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7709 | 2056-03-01      | 5.0000%  | 0.0000% | $3310324.09        | $3275280.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7387 | 2056-03-01      | 5.0000%  | 0.0000% | $3308261.88        | $3271995.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | 0.0000% | $1041.18           | $1029.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $148.03            | $151.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1587 | 2051-01-01      | 2.0000%  | 0.0000% | $115.80            | $93.29             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1402 | 2029-02-01      | 3.6800%  | 0.0000% | $177.16            | $175.17            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  | 0.0000% | $338.75            | $322.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7289 | 2055-07-01      | 6.0000%  | 0.0000% | $257520.95         | $264575.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  | 0.0000% | $344.00            | $361.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  | 0.0000% | $53767.07          | $57136.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7968 | 2055-05-01      | 6.5000%  | 0.0000% | $143.02            | $150.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1884 | 2054-12-01      | 6.0000%  | 0.0000% | $330550.34         | $339526.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU6061 | 2043-09-01      | 4.5000%  | 0.0000% | $21.95             | $21.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  | 0.0000% | $267.13            | $242.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  | 0.0000% | $173.01            | $165.88            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9168 | 2030-06-01      | 3.5500%  | 0.0000% | $173.01            | $168.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  | 0.0000% | $2306765.21        | $2178337.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | 0.0000% | $216.70            | $221.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $5152508.75        | $5250481.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  | 0.0000% | $127.18            | $126.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  | 0.0000% | $3171773.00        | $2900835.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  | 0.0000% | $121203.26         | $124354.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0325 | 2052-09-01      | 4.5000%  | 0.0000% | $377344.85         | $368424.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  | 0.0000% | $280.97            | $225.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $155.25            | $151.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3261 | 2056-01-01      | 5.5000%  | 0.0000% | $2606466.27        | $2630890.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3547 | 2041-12-01      | 4.0000%  | 0.0000% | $19.11             | $18.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $6788.77           | $7138.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $119432.35         | $115609.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  | 0.0000% | $168.30            | $174.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  | 0.0000% | $1329637.33        | $1342067.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  | 0.0000% | $201.07            | $202.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $410924.22         | $443212.55         | Agency Mortgage-Backed Securities         |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $34.60             | $19.61             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $25952266.44       | $19028401.05       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $86.51             | $53.70             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $17.30             | $12.60             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $9873806.23        | $7345545.04        | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $357.80            | $266.37            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $34.60             | $29.36             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $34.60             | $26.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $17.30             | $16.69             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | 0.0000% | $34.60             | $31.70             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  | 0.0000% | $519.03            | $515.38            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 31      | 2031-04-30      | 3.8750%  | 0.0000% | $7006903.11        | $6947204.30        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AY 28     | 2028-02-29      | 3.3750%  | 0.0000% | $17.30             | $17.23             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  | 0.0000% | $51.90             | $51.70             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  | 0.0000% | $34.60             | $34.39             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $17.30             | $17.16             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $17.30             | $17.25             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $224.91            | $222.94            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $173.01            | $173.44            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $467.13            | $470.35            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $17.30             | $17.55             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $138.41            | $138.30            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $173.01            | $174.66            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $17.30             | $17.54             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $328.72            | $334.36            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $17.30             | $17.77             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $173.01            | $175.77            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $3239290.66        | $3252571.75        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $34.60             | $34.42             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $138.41            | $139.99            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $17.30             | $17.52             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $25951557.09       | $26432489.20       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $51.90             | $53.66             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $103.81            | $106.34            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $346.02            | $349.79            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $1365778.55        | $1383972.37        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $34.60             | $35.15             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  | 0.0000% | $86.51             | $84.84             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $4325259.52        | $4276947.71        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $7785467.13        | $7878074.19        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $16809169.55       | $16810514.28       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $34.60             | $34.82             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $257716.26         | $258695.45         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $173.01            | $174.37            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $137942.80         | $137510.66         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $173.01            | $163.75            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $69.20             | $68.57             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $173.01            | $171.08            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $17.30             | $15.01             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $346.02            | $328.23            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $12178546.71       | $12129453.58       | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $70731.40          | $71080.58          | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  | 0.0000% | $220.96            | $216.01            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $69.20             | $68.81             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $7410743.94        | $7280537.71        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $51.90             | $51.06             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $190.31            | $189.63            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  | 0.0000% | $17.30             | $16.68             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $3460207.61        | $3450364.95        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $4152283.74        | $4037555.91        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $17.30             | $16.54             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $17.30             | $17.00             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $6375986.16        | $5533288.27        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $242.21            | $176.32            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $19.01             | $14.60             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $103.81            | $103.85            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $17.30             | $17.43             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $17.30             | $13.13             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $138.41            | $139.85            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  | 0.0000% | $51.90             | $51.73             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $155.71            | $153.74            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $17.30             | $14.27             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $86.51             | $88.95             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $51.90             | $28.62             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | 0.0000% | $8169948.10        | $8169047.82        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $17.30             | $11.16             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $1737041.52        | $1714320.75        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $173.01            | $166.57            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $17301038.06       | $16471759.86       | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $347.34            | $184.38            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  | 0.0000% | $17.30             | $17.40             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | 0.0000% | $17.30             | $17.59             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $207.61            | $213.22            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $779523.91         | $789895.92         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | 0.0000% | $1500761.25        | $1423515.03        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $713200.69         | $690132.22         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $5758304.50        | $5922499.21        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $17.30             | $17.26             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $17249671.28       | $17258299.93       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $34.60             | $34.79             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $17.30             | $16.77             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $207.61            | $130.85            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $6895968.86        | $6568484.88        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $7785121.11        | $7997766.70        | U.S. Treasuries (including strips)        |

### Security 159: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCL53, C.4 - ISIN: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1HCL53_3.65_0501
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  | 0.0000% | $20424461.83       | $17576788.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 4.7001%  | 0.0000% | $179743.98         | $179914.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB     | 2052-02-20      | 3.0000%  | 0.0000% | $2331085.76        | $2008408.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  | 0.0000% | $17111499.75       | $14222675.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  | 0.0000% | $920542.63         | $789606.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-166 CA     | 2050-11-20      | 1.0000%  | 0.0000% | $918251.51         | $686364.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 4.9901%  | 0.0000% | $2645012.30        | $2644261.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 4.4901%  | 0.0000% | $923901.35         | $919044.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  | 0.0000% | $608695.65         | $623384.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB     | 2054-05-20      | 4.9401%  | 0.0000% | $5865653.50        | $5912949.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  | 0.0000% | $9268961.13        | $8240368.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.0755%  | 0.0000% | $1897074.99        | $1850230.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $4821256.64        | $4155317.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  | 0.0000% | $1521739.13        | $1573011.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  | 0.0000% | $712698.98         | $608168.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 4.6901%  | 0.0000% | $12276705.63       | $12410077.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  | 0.0000% | $456521.74         | $471906.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-167 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $4036721.29        | $3099789.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE     | 2055-05-20      | 4.6401%  | 0.0000% | $10152254.00       | $10233826.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF      | 2048-12-20      | 4.4755%  | 0.0000% | $4953361.61        | $4676519.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FD     | 2055-01-20      | 4.7401%  | 0.0000% | $18208054.64       | $18354460.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 4.7401%  | 0.0000% | $2154464.64        | $2167927.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.1755%  | 0.0000% | $1564899.55        | $1531759.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 DF     | 2053-05-20      | 4.6401%  | 0.0000% | $7450367.52        | $7458771.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-005 CF     | 2050-01-20      | 3.5000%  | 0.0000% | $5812724.37        | $5219496.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-001 YF     | 2050-01-20      | 3.5000%  | 0.0000% | $1725512.39        | $1521719.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 4.7401%  | 0.0000% | $2239155.95        | $2250664.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-48 CF      | 2048-04-20      | 4.3755%  | 0.0000% | $3329759.86        | $3145239.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.0755%  | 0.0000% | $2777398.90        | $2698607.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.1755%  | 0.0000% | $2843100.73        | $2791674.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-053 JD     | 2056-03-20      | 4.7500%  | 0.0000% | $2273862.01        | $2260540.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 FB     | 2055-11-20      | 4.7901%  | 0.0000% | $14981576.52       | $14994694.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 4.7901%  | 0.0000% | $8611261.83        | $8683377.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.0401%  | 0.0000% | $2506840.48        | $2532768.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 4.7401%  | 0.0000% | $10627131.26       | $10690997.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 4.7901%  | 0.0000% | $9414900.48        | $9456472.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-127 FC     | 2054-08-20      | 4.8901%  | 0.0000% | $8550632.39        | $8605710.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FG     | 2054-04-20      | 4.7901%  | 0.0000% | $592803.94         | $595438.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA     | 2053-11-20      | 4.8901%  | 0.0000% | $5897902.96        | $5970036.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  | 0.0000% | $3033397.96        | $3118385.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  | 0.0000% | $1454222.61        | $1516187.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 4.7201%  | 0.0000% | $5142799.17        | $5182697.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 4.7901%  | 0.0000% | $7563849.54        | $7615038.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 4.6901%  | 0.0000% | $5193815.41        | $5210003.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 4.5401%  | 0.0000% | $7038323.63        | $7040408.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 4.5901%  | 0.0000% | $275126.53         | $274664.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $2362801.10        | $2422954.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $46334.76          | $45828.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  | 0.0000% | $19892.76          | $17113.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $1340583.49        | $1134294.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $172338.68         | $144697.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5117 | 2055-07-01      | 6.0000%  | 0.0000% | $127573.41         | $130892.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $23170.64          | $23422.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $26942.40          | $27659.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $12943.58          | $11805.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $81672.96          | $81130.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | 0.0000% | $4341070.73        | $4472606.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  | 0.0000% | $23057.26          | $22538.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $24991.43          | $22794.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1395553.55        | $1350327.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $167588.04         | $169223.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5327 | 2054-04-01      | 5.0000%  | 0.0000% | $115287.54         | $114095.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $1203990.27        | $1216536.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $1426039.26        | $1412169.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $141263.11         | $142562.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $180.79            | $185.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $1325783.73        | $1314523.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $11040.37          | $11520.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $2224271.14        | $2250852.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $5219.14           | $5439.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $4191484.97        | $4318697.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  | 0.0000% | $9789.90           | $9732.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  | 0.0000% | $1500.77           | $1416.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $6218.86           | $6115.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $1943.70           | $1937.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  | 0.0000% | $181.82            | $190.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $878.83            | $777.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $77148.56          | $76175.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $6306.13           | $6287.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5980 | 2053-09-01      | 6.0000%  | 0.0000% | $112166.17         | $115898.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  | 0.0000% | $103.57            | $103.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2835 | 2052-02-01      | 2.0000%  | 0.0000% | $129282.73         | $106058.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  | 0.0000% | $6409.06           | $6182.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  | 0.0000% | $63613.27          | $65310.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3665 | 2049-05-01      | 4.5000%  | 0.0000% | $694.62            | $680.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT2247 | 2052-03-01      | 3.0000%  | 0.0000% | $2478520.25        | $2175884.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS8487 | 2054-01-01      | 4.5000%  | 0.0000% | $51486.14          | $50123.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAL3324 | 2033-03-01      | 3.5000%  | 0.0000% | $30308.86          | $29575.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0203 | 2043-08-01      | 3.0000%  | 0.0000% | $51608.76          | $47134.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $1543.77           | $1490.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS9460 | 2039-10-01      | 5.5000%  | 0.0000% | $3506.41           | $3621.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $3639.21           | $3620.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  | 0.0000% | $5796.35           | $5963.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $246219.33         | $238365.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0211 | 2051-12-01      | 2.0000%  | 0.0000% | $230.02            | $187.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  | 0.0000% | $112157.73         | $95945.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $408217.16         | $345017.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $5373.62           | $5560.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $555471.21         | $536549.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4648 | 2055-02-01      | 6.0000%  | 0.0000% | $1811488.24        | $1879374.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $7177.25           | $7156.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8253 | 2052-08-01      | 5.0000%  | 0.0000% | $559942.47         | $556116.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $21220.02          | $19535.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5449 | 2039-08-01      | 5.5000%  | 0.0000% | $13004.46          | $13341.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  | 0.0000% | $46137.55          | $47170.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5177 | 2050-11-01      | 4.0000%  | 0.0000% | $1032780.64        | $986140.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $2150.41           | $2097.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8544 | 2054-05-01      | 6.0000%  | 0.0000% | $238.41            | $248.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $1316.87           | $1105.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAU3779 | 2028-08-01      | 2.5000%  | 0.0000% | $2846.59           | $2804.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6515 | 2046-01-01      | 4.0000%  | 0.0000% | $1053.34           | $1009.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  | 0.0000% | $11086.00          | $9458.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  | 0.0000% | $11312.78          | $10419.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5551 | 2055-03-01      | 6.0000%  | 0.0000% | $269.66            | $276.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1653 | 2036-12-01      | 2.5000%  | 0.0000% | $50773.94          | $48175.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1138 | 2055-01-01      | 5.5000%  | 0.0000% | $1682909.57        | $1728436.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  | 0.0000% | $202650.59         | $173000.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM3523 | 2031-03-01      | 4.0000%  | 0.0000% | $31.81             | $31.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8141 | 2051-04-01      | 2.5000%  | 0.0000% | $192.77            | $163.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  | 0.0000% | $2675.15           | $2455.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS5952 | 2045-10-01      | 4.5000%  | 0.0000% | $3521.47           | $3472.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4746 | 2055-12-01      | 5.0000%  | 0.0000% | $2781863.27        | $2766389.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $122373.24         | $107467.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  | 0.0000% | $93867.52          | $97370.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $17829.06          | $17688.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM7487 | 2035-03-01      | 3.0000%  | 0.0000% | $41574.56          | $40650.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7398 | 2051-06-01      | 2.5000%  | 0.0000% | $4949.06           | $4277.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $27508.51          | $23093.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBU0209 | 2051-11-01      | 1.5000%  | 0.0000% | $1001005.27        | $767155.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8452 | 2051-10-01      | 2.5000%  | 0.0000% | $1865.47           | $1599.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR7021 | 2051-03-01      | 2.0000%  | 0.0000% | $217.39            | $175.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $2697.23           | $2166.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $2626306.89        | $2245862.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $61597.61          | $61998.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $22594.19          | $21730.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3846 | 2048-04-01      | 4.5000%  | 0.0000% | $30968.70          | $30560.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM3087 | 2032-12-01      | 4.0000%  | 0.0000% | $39245.53          | $39067.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7940 | 2048-11-01      | 5.0000%  | 0.0000% | $117363.22         | $118295.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTBK7771 | 2038-07-01      | 5.0000%  | 0.0000% | $78135.40          | $79003.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8752 | 2055-09-01      | 6.0000%  | 0.0000% | $3667029.66        | $3760389.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6231 | 2055-10-01      | 6.0000%  | 0.0000% | $2430940.49        | $2497692.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6985 | 2054-12-01      | 4.5000%  | 0.0000% | $2950.59           | $2861.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  | 0.0000% | $260447.42         | $252405.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  | 0.0000% | $170769.71         | $175229.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5546 | 2054-05-01      | 6.5000%  | 0.0000% | $213.00            | $226.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB1901 | 2054-08-01      | 5.5000%  | 0.0000% | $298.46            | $302.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7307 | 2054-01-01      | 6.5000%  | 0.0000% | $8308.00           | $8663.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAU6242 | 2043-10-01      | 5.0000%  | 0.0000% | $53.19             | $52.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  | 0.0000% | $23826.68          | $21966.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM7190 | 2034-03-01      | 4.0000%  | 0.0000% | $203.37            | $200.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  | 0.0000% | $276838.47         | $232611.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $32396.73          | $32626.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  | 0.0000% | $35042.58          | $36261.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $9345217.50        | $7991552.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $8606.02           | $8200.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  | 0.0000% | $56784.92          | $53282.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM2741 | 2034-02-01      | 4.0000%  | 0.0000% | $161031.90         | $160083.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM2261 | 2035-01-01      | 2.5000%  | 0.0000% | $30086.59          | $28774.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1339 | 2049-08-01      | 3.0000%  | 0.0000% | $207262.98         | $186390.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $8967.78           | $8557.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5175 | 2052-03-01      | 3.0000%  | 0.0000% | $3176358.13        | $2796864.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4115 | 2050-03-01      | 3.5000%  | 0.0000% | $1918.17           | $1784.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $65237.04          | $67212.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $5040.24           | $4598.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0414 | 2055-01-01      | 6.0000%  | 0.0000% | $94361.20          | $98821.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6889 | 2056-04-01      | 5.0000%  | 0.0000% | $304.35            | $301.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG6401 | 2056-04-01      | 6.0000%  | 0.0000% | $4314.48           | $4439.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM2128 | 2033-02-01      | 3.5000%  | 0.0000% | $40657.07          | $40278.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  | 0.0000% | $16112.55          | $14704.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2127 | 2043-04-01      | 3.0000%  | 0.0000% | $119470.76         | $109236.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  | 0.0000% | $939.24            | $894.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAS0837 | 2043-10-01      | 5.0000%  | 0.0000% | $13.78             | $13.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR8749 | 2043-03-01      | 3.0000%  | 0.0000% | $6847.35           | $6269.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $19310.10          | $17681.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR0910 | 2043-01-01      | 3.0000%  | 0.0000% | $2421.63           | $2217.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  | 0.0000% | $80.55             | $77.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  | 0.0000% | $0.39              | $0.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL9708 | 2031-03-01      | 2.5000%  | 0.0000% | $20565.26          | $20093.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9420 | 2031-08-01      | 3.5000%  | 0.0000% | $272140.39         | $269176.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9065 | 2031-09-01      | 3.0000%  | 0.0000% | $171727.03         | $167626.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6589 | 2045-03-01      | 4.0000%  | 0.0000% | $100382.60         | $96901.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  | 0.0000% | $0.87              | $0.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1124 | 2026-10-01      | 4.5000%  | 0.0000% | $20.29             | $20.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  | 0.0000% | $4246.56           | $4367.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3439 | 2027-09-01      | 4.0000%  | 0.0000% | $47.82             | $47.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0416 | 2056-03-01      | 5.0000%  | 0.0000% | $4619981.20        | $4610356.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9216 | 2054-09-01      | 6.0000%  | 0.0000% | $542597.99         | $557684.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9061 | 2054-08-01      | 6.0000%  | 0.0000% | $622533.28         | $640063.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7725 | 2053-10-01      | 6.0000%  | 0.0000% | $2224023.92        | $2293242.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7573 | 2053-11-01      | 6.0000%  | 0.0000% | $324234.34         | $335254.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  | 0.0000% | $20523.96          | $20360.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $255.99            | $259.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $4021919.01        | $4109948.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $5272.95           | $5445.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  | 0.0000% | $1617792.06        | $1571686.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $107459.16         | $111171.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5769 | 2053-02-01      | 5.0000%  | 0.0000% | $95554.03          | $94948.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4967 | 2052-10-01      | 5.5000%  | 0.0000% | $9515.90           | $9738.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  | 0.0000% | $212179.67         | $217023.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4921 | 2052-10-01      | 6.0000%  | 0.0000% | $249686.09         | $260994.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  | 0.0000% | $116706.25         | $115922.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4307 | 2052-08-01      | 5.0000%  | 0.0000% | $169326.76         | $169981.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $20865.03          | $21045.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  | 0.0000% | $2298.57           | $2169.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  | 0.0000% | $7.14              | $7.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL0146 | 2041-03-01      | 4.0000%  | 0.0000% | $116.48            | $112.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9785 | 2041-04-01      | 5.5000%  | 0.0000% | $8452.94           | $8642.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL596462 | 2031-08-01      | 6.5000%  | 0.0000% | $619.35            | $645.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  | 0.0000% | $10297.18          | $10592.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357342 | 2033-02-01      | 5.5000%  | 0.0000% | $28403.76          | $28995.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $668649.09         | $652615.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF9737 | 2053-04-01      | 5.0000%  | 0.0000% | $11084.58          | $11116.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD1598 | 2051-11-01      | 2.5000%  | 0.0000% | $195.87            | $169.06            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $4073560.35        | $3665779.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD2105 | 2051-05-01      | 1.5000%  | 0.0000% | $244.04            | $186.74            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04219 G | 2038-04-01      | 5.5000%  | 0.0000% | $3377.72           | $3487.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5082 | 2052-07-01      | 3.5000%  | 0.0000% | $245.65            | $225.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS6588 | 2033-07-01      | 3.5000%  | 0.0000% | $537878.17         | $526749.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  | 0.0000% | $25820.68          | $26618.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS6523 | 2038-12-01      | 5.5000%  | 0.0000% | $53715.78          | $55145.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $25817.27          | $25744.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6107 | 2053-11-01      | 5.5000%  | 0.0000% | $3651.90           | $3739.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0863 | 2051-06-01      | 3.5000%  | 0.0000% | $166.02            | $153.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL6965 | 2038-09-01      | 6.0000%  | 0.0000% | $625.53            | $658.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5633 | 2053-09-01      | 5.5000%  | 0.0000% | $142278.40         | $145673.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $182.80            | $176.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $86319.12          | $87608.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8006 | 2054-02-01      | 6.0000%  | 0.0000% | $2112185.05        | $2182802.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7070 | 2051-04-01      | 3.0000%  | 0.0000% | $223.31            | $200.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $13629.15          | $13493.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  | 0.0000% | $69148.66          | $61125.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8882 | 2052-09-01      | 5.0000%  | 0.0000% | $213.76            | $214.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  | 0.0000% | $3635.77           | $3062.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $2820072.06        | $2383930.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $519302.90         | $524079.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $4166.04           | $4232.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4689 | 2055-05-01      | 6.0000%  | 0.0000% | $1708654.65        | $1755477.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $75637.27          | $77038.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  | 0.0000% | $2.40              | $2.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR2887 | 2043-01-01      | 2.5000%  | 0.0000% | $57.57             | $50.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3184 | 2047-11-01      | 4.5000%  | 0.0000% | $194.49            | $190.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  | 0.0000% | $17422.35          | $16058.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  | 0.0000% | $2005.73           | $2057.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5170 | 2052-08-01      | 3.0000%  | 0.0000% | $1786769.09        | $1576930.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $60.16             | $59.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $42.10             | $38.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $627650.85         | $581527.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  | 0.0000% | $6589.12           | $5938.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1239 | 2032-11-01      | 3.5000%  | 0.0000% | $2414.19           | $2363.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1059 | 2032-05-01      | 3.5000%  | 0.0000% | $1236.42           | $1212.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  | 0.0000% | $70900.15          | $71115.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $71367.68          | $71636.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $12566.49          | $10159.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  | 0.0000% | $3131.17           | $3227.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL918327 | 2037-05-01      | 6.0000%  | 0.0000% | $13240.69          | $13903.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD8281 | 2040-07-01      | 5.5000%  | 0.0000% | $2178.66           | $2240.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  | 0.0000% | $2650.17           | $2635.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | 0.0000% | $16771994.01       | $17199014.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $5108626.62        | $5161089.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $385298.16         | $326190.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  | 0.0000% | $106766.24         | $90515.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  | 0.0000% | $52625.76          | $51631.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $38646.21          | $32735.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  | 0.0000% | $10785.96          | $10512.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL907830 | 2037-02-01      | 6.0000%  | 0.0000% | $13967.69          | $14570.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888129 | 2037-02-01      | 5.5000%  | 0.0000% | $38.60             | $39.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  | 0.0000% | $229.39            | $231.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $115841.05         | $115094.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $14739.76          | $12469.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  | 0.0000% | $128793.05         | $133585.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS8578 | 2039-08-01      | 5.5000%  | 0.0000% | $225891.44         | $231904.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $24862.18          | $19983.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  | 0.0000% | $3268813.19        | $3248104.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7786 | 2054-02-01      | 6.0000%  | 0.0000% | $8769.25           | $9161.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  | 0.0000% | $127036.21         | $132970.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7361 | 2050-06-01      | 5.0000%  | 0.0000% | $680201.64         | $683401.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6931 | 2053-01-01      | 5.5000%  | 0.0000% | $2049458.67        | $2078562.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $252.49            | $238.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3212 | 2047-12-01      | 4.5000%  | 0.0000% | $73.70             | $72.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $67985.84          | $69789.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  | 0.0000% | $18212.91          | $18808.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5757 | 2053-09-01      | 6.0000%  | 0.0000% | $6856.81           | $7108.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  | 0.0000% | $21841.84          | $22344.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $23516.05          | $23919.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5346 | 2036-04-01      | 2.5000%  | 0.0000% | $47753.14          | $45954.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $40288.15          | $41053.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4104 | 2053-03-01      | 6.0000%  | 0.0000% | $34539.95          | $35640.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $64301.63          | $63405.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $111865.31         | $113103.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $63140.94          | $54386.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3057 | 2052-03-01      | 3.0000%  | 0.0000% | $3961151.84        | $3526659.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3040 | 2052-03-01      | 2.0000%  | 0.0000% | $126348.89         | $101395.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | 0.0000% | $10732.80          | $9477.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2357 | 2051-12-01      | 2.0000%  | 0.0000% | $30486.00          | $24667.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | 0.0000% | $740886.70         | $623604.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $84074.62          | $74285.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1783 | 2051-10-01      | 2.5000%  | 0.0000% | $26845.90          | $22989.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | 0.0000% | $11062.60          | $9314.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNCA6176 | 2030-06-01      | 2.5000%  | 0.0000% | $45931.82          | $44544.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA3804 | 2049-07-01      | 2.5000%  | 0.0000% | $2818.53           | $2425.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2709 | 2045-09-01      | 4.0000%  | 0.0000% | $290581.05         | $279783.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  | 0.0000% | $4884.09           | $4796.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | 0.0000% | $16398.42          | $15107.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  | 0.0000% | $350583.18         | $358705.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $47692.00          | $41901.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV7939 | 2052-08-01      | 5.5000%  | 0.0000% | $3093982.87        | $3136362.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5632 | 2053-09-01      | 5.5000%  | 0.0000% | $242525.62         | $248330.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2408 | 2033-10-01      | 4.0000%  | 0.0000% | $177949.90         | $176971.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $32336.11          | $28376.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $1570.31           | $1528.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2889 | 2051-07-01      | 3.5000%  | 0.0000% | $78587.60          | $72452.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  | 0.0000% | $249365.00         | $222830.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1914 | 2051-08-01      | 3.0000%  | 0.0000% | $36384.65          | $32024.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $723.11            | $634.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $244156.50         | $244600.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  | 0.0000% | $215.95            | $217.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082 | 2052-03-01      | 2.5000%  | 0.0000% | $3032.51           | $2616.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $22113.06          | $19728.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1044 | 2048-10-01      | 4.0000%  | 0.0000% | $287013.33         | $273931.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | 0.0000% | $22978.52          | $19574.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  | 0.0000% | $10772.50          | $9977.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $226234.46         | $190428.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY1829 | 2053-05-01      | 5.5000%  | 0.0000% | $178.41            | $180.57            | Agency Mortgage-Backed Securities         |

### Security 160: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dominion Securities Inc:0. Repo - 01may26 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCOG6, C.4 - ISIN: N/A, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCOG6_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 4.6901%  | 0.0000% | $47394633.50       | $47723496.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-121 FD     | 2055-07-20      | 4.9401%  | 0.0000% | $42060989.50       | $42468066.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 4.7401%  | 0.0000% | $931.37            | $939.05            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5648AF 02/25/55 | 2055-02-25      | 4.6452%  | 0.0000% | $959.40            | $1022.12           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL096FB R24F096 | 2054-12-25      | 5.0452%  | 0.0000% | $843.24            | $851.66            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-193 FE     | 2055-11-20      | 5.0901%  | 0.0000% | $792077.71         | $793454.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF     | 2055-03-20      | 4.8401%  | 0.0000% | $573.40            | $578.68            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FN     | 2055-04-20      | 4.9401%  | 0.0000% | $2380275.34        | $2399465.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FH     | 2055-01-20      | 4.9401%  | 0.0000% | $7093065.73        | $7151713.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FH     | 2054-10-20      | 4.8401%  | 0.0000% | $54389894.64       | $54519151.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-171 FA     | 2054-10-20      | 4.7901%  | 0.0000% | $4629.96           | $4636.30           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 4.9401%  | 0.0000% | $41680578.00       | $42024703.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 4.6901%  | 0.0000% | $15633111.78       | $15662108.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 TF     | 2053-01-20      | 4.6401%  | 0.0000% | $37667632.50       | $37599376.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $90742915.56       | $75081817.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $2092.54           | $1740.05           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $73753082.36       | $61007844.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $171739870.80      | $148018186.77      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-175 BF     | 2051-10-20      | 3.5000%  | 0.0000% | $7899234.10        | $6938894.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 AF     | 2055-08-20      | 4.8901%  | 0.0000% | $47174699.06       | $47563105.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FA     | 2054-05-20      | 4.7701%  | 0.0000% | $1955640.49        | $1969725.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA     | 2055-07-20      | 4.7901%  | 0.0000% | $11329274.50       | $11437894.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $154897643.20      | $143188482.85      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-149 FA     | 2054-09-20      | 4.7501%  | 0.0000% | $56043217.57       | $56367678.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $1148.21           | $1013.41           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.0401%  | 0.0000% | $667.15            | $674.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FA     | 2052-01-20      | 3.5000%  | 0.0000% | $35906689.00       | $31660838.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 4.9401%  | 0.0000% | $29054516.53       | $29287512.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-174 YF     | 2055-09-20      | 4.6401%  | 0.0000% | $14371675.40       | $14456266.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA5264 M     | 2048-06-20      | 4.0000%  | 0.0000% | $90.76             | $86.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC2002 | 2056-02-01      | 5.0000%  | 0.0000% | $11831801.53       | $11735369.72       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $1062.68           | $1029.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $93.67             | $90.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $318.99            | $297.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $780.38            | $790.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $557.52            | $477.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  | 0.0000% | $3832.89           | $3929.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $772.39            | $782.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $815.29            | $826.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $1359.98           | $1400.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  | 0.0000% | $854.36            | $830.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8567 M     | 2053-01-20      | 4.0000%  | 0.0000% | $799.16            | $753.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1418.31           | $1422.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $674.52            | $601.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $724.00            | $684.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $151.74            | $149.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $107.40            | $102.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $98.89             | $94.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $98.89             | $94.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $676.22            | $665.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $88.70             | $84.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $84.27             | $81.17             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778869 X     | 2042-02-15      | 4.0000%  | 0.0000% | $119.54            | $114.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1260 | 2055-12-01      | 5.5000%  | 0.0000% | $4697380.94        | $4781288.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ6059 | 2056-02-01      | 5.5000%  | 0.0000% | $984.75            | $1001.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4306 | 2056-02-01      | 5.5000%  | 0.0000% | $1113.37           | $1123.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $41769.33          | $43735.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4584 | 2056-02-01      | 5.0000%  | 0.0000% | $17034895.54       | $16914369.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $5140.96           | $4510.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3600 | 2053-08-01      | 5.5000%  | 0.0000% | $802.57            | $820.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0145 | 2047-08-01      | 3.0000%  | 0.0000% | $91374.39          | $82204.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $178.91            | $165.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2161 | 2046-12-01      | 3.0000%  | 0.0000% | $240.34            | $216.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $164.66            | $148.28            | Agency Mortgage-Backed Securities         |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $0.04              | $0.03              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/27     | 2027-07-31      | 3.8022%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $1324200.00        | $1328698.22        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $198.93            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $1115100.00        | $1135895.38        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $2054400.00        | $2057080.94        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $787.06            | $748.72            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.71             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $86.78             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $1000.00           | $645.27            | U.S. Treasuries (including strips)        |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $725.36            | $684.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW5983 C     | 2050-07-20      | 3.5000%  | 0.0000% | $834.40            | $781.68            | Agency Mortgage-Backed Securities         |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $124.16            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $4668800.00        | $2992938.37        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $28800.00          | $20974.54          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $97326000.00       | $71595204.84       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.10             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $722.88            | $559.89            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $500.00            | $500.23            | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $2.10              | $1.46              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $3254900.00        | $2887203.30        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $900.00            | $930.20            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $1599500.00        | $1571799.49        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $35026400.00       | $34113962.28       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.77             | U.S. Treasuries (including strips)        |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2026-05-07

**By:** Aaron J. Masek

**Name of Signing Officer:** Aaron J. Masek

**Title of Signing Officer:** Treasurer